|
The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete. |
| Form N-CEN Filer Information |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-CEN ANNUAL REPORT FOR REGISTERED INVESTMENT COMPANIES | OMB APPROVAL |
| OMB Number: 3235-0729 Estimated average burden hours per response: 19.04 |
| Series ID Record | Series ID | Class ID |
|---|---|---|
| #1 | S000070087 | 1. C000222996 |
| #2 | S000013797 | 1. C000037851 |
| #3 | S000090189 | 1. C000257115 |
| #4 | S000081453 | 1. C000244355 |
| #5 | S000062216 | 1. C000201408 |
| #6 | S000086663 | 1. C000252251 |
| #7 | S000017178 | 1. C000047628 |
| #8 | S000010976 | 1. C000030350 |
| #9 | S000012478 | 1. C000033929 |
| #10 | S000058339 | 1. C000191287 |
| #11 | S000079885 | 1. C000241319 |
| #12 | S000077603 | 1. C000238091 |
| #13 | S000013817 | 1. C000037913 |
| #14 | S000017163 | 1. C000047557 |
| #15 | S000090441 | 1. C000257572 |
| #16 | S000013259 | 1. C000035622 |
| #17 | S000011047 | 1. C000030477 |
| #18 | S000012555 | 1. C000034137 |
| #19 | S000010772 | 1. C000029773 |
| #20 | S000095614 | 1. C000264342 |
| #21 | S000012479 | 1. C000033930 |
| #22 | S000093273 | 1. C000261438 |
| #23 | S000086665 | 1. C000252253 |
| #24 | S000015169 | 1. C000041643 |
| #25 | S000070088 | 1. C000222997 |
| #26 | S000026211 | 1. C000078718 |
| #27 | S000010977 | 1. C000030351 |
| #28 | S000077796 | 1. C000238354 |
| #29 | S000017177 | 1. C000047627 |
| #30 | S000011048 | 1. C000030478 |
| a. Report for period ending: | 2025-12-31 |
| b. Does this report cover a period of less than 12 months? | ☐ Yes ☒ No |
| a. Full name of Registrant | First Trust Exchange-Traded Fund |
|
b. Investment Company Act file number ( e.g., 811-) | 811-21774 |
| c. CIK | 0001329377 |
| d. LEI | 549300MZB4XDLRWOC672 |
| a. Street 1 | 120 East Liberty Drive |
| Street 2 | Suite 400 |
| b. City | Wheaton |
| c. State, if applicable |
ILLINOIS
|
| d. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| e. Zip code and zip code extension, or foreign postal code | 60187 |
| f. Telephone number (including country code if foreign) | 630-765-8000 |
| g. Public Website, if any | https://www.ftportfolios.com |
| Instruction. Provide the requested information for each person maintaining physical possession of each account, book, or other document required to be maintained by section 31(a) of the Act (15 U.S.C. 80a-30(a)) and the rules under that section. |
| Location Books Record |
Name of person (e.g., a custodian of records) | Telephone | Address | Briefly describe books and records kept at this location |
|---|---|---|---|---|
| #1 | WCM Investment Management, LLC | 949-380-0200 | 281 Brooks Street Laguna Beach, CALIFORNIA 92651 UNITED STATES OF AMERICA | Records related to the registrant and investment sub-adviser. |
| #2 | The Bank of New York Mellon | 212-495-1784 | 240 Greenwich Street New York, NEW YORK 10286 UNITED STATES OF AMERICA | Records related to Fund Accounting, Custody, Transfer Agent, and Administration. |
| #3 | VEST FINANCIAL LLC | 855-979-6060 | 8350 Broad Street Suite 240 McLean, VIRGINIA 22102 UNITED STATES OF AMERICA | Records related to the registrant and investment sub-adviser. |
| #4 | First Trust Advisors L.P. | 630-765-8000 | 120 East Liberty Drive Suite 400 Wheaton, ILLINOIS 60187 UNITED STATES OF AMERICA | Records related to the registrant and investment adviser. |
| Instruction. Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form. |
| a. Is this the first filing on this form by the Registrant? | ☐ Yes ☒ No |
| b. Is this the last filing on this form by the Registrant? | ☐ Yes ☒ No |
| Instruction. "Family of investment companies" means, except for insurance company separate accounts, any two or more registered investment companies that (i) share the same investment adviser or principal underwriter; and (ii) hold themselves out to investors as related companies for purposes of investment and investor services. In responding to this item, all Registrants in the family of investment companies should report the name of the family of investment companies identically. |
| Insurance company separate accounts that may not hold themselves out to investors as related companies (products) for purposes of investment and investor services should consider themselves part of the same family if the operational or accounting or control systems under which these entities function are substantially similar. |
| a. Is the Registrant part of a family of investment companies? | ☒ Yes ☐ No |
| i. Full name of family of investment companies | First Trust Advisors L.P. |
| Instruction. For Item B.6.a.i., the Registrant should include all Series that have been established by the Registrant and have shares outstanding (other than shares issued in connection with an initial investment to satisfy section 14(a) of the Act). |
| a. Indicate the classification of the Registrant by checking the applicable item | ☒
a. Open-end management investment company registered under the Act on Form N-1A
☐ b. Closed-end management investment company registered under the Act on Form N-2 ☐ c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3 ☐ d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4 ☐ e. Small business investment company registered under the Act on Form N-5 ☐ f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6 ☐ g. Unit investment trust registered under the Act on Form N-8B-2 |
| i. Total number of Series of the Registrant | 30 |
| ii. If a Series of the Registrant with a fiscal year end covered by the report was terminated during the reporting period, provide the following information: |
| Terminated Organization Record | Name of the Series | Series identification number | Date of termination (month/year) |
|---|---|---|---|
| — | — | — | — |
| a. Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")? | ☒ Yes ☐ No |
| a. Provide the information requested below about each person serving as director of the Registrant (management investment companies only): |
| Director Record | Full Name | CRD number, if any | Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-): |
|---|---|---|---|---|
| #1 | Robert F. Keith | N/A | No | 811-22452 811-22019 811-22709 811-22652 811-23147 811-21539 811-22519 811-22767 811-21586 811-22559 811-21727 811-22245 811-22795 811-23565 811-21944 811-22717 |
| #2 | Niel B. Nielson | N/A | No | 811-21586 811-21539 811-22717 811-23147 811-22452 811-22767 811-22245 811-22519 811-21727 811-22709 811-21944 811-22019 811-22652 811-23565 811-22559 811-22795 |
| #3 | Richard E. Erickson | N/A | No | 811-22717 811-21944 811-22767 811-22019 811-23565 811-22452 811-21539 811-22519 811-21727 811-22709 811-21586 811-22559 811-22795 811-22652 811-22245 811-23147 |
| #4 | Denise M. Keefe | N/A | No | 811-21586 811-23565 811-21539 811-22019 811-22245 811-22559 811-22709 811-23147 811-22767 811-22652 811-22452 811-22519 811-22795 811-21944 811-22717 811-21727 |
| #5 | Thomas J. Driscoll | N/A | No | 811-22717 811-22519 811-22019 811-22795 811-22767 811-21586 811-22245 811-22652 811-23565 811-22452 811-22559 811-21944 811-21727 811-23147 811-22709 811-21539 |
| #6 | Thomas R. Kadlec | 001721772 | No | 811-22452 811-22652 811-21944 811-23565 811-22717 811-23147 811-22709 811-22519 811-21727 811-22559 811-21586 811-22245 811-21539 811-22795 811-22767 811-22019 |
| #7 | James A. Bowen | 001123316 | Yes | 811-23147 811-22452 811-21727 811-21586 811-22245 811-21539 811-22519 811-23565 811-22767 811-22019 811-21944 811-22652 811-22559 811-22717 811-22709 811-22795 |
| #8 | Bronwyn Wright | N/A | No | 811-21727 811-23565 811-22559 811-22795 811-21586 811-23147 811-22709 811-21539 811-22652 811-21944 811-22245 811-22019 811-22767 811-22519 811-22717 811-22452 |
| a. Provide the information requested below about each person serving as chief compliance officer (CCO) of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1): |
| Chief Compliance Officer Record | Full Name | CRD Number, if any | Telephone | Address | Has the CCO changed since the last filing? | If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide: |
|---|---|---|---|---|---|---|
| #1 | Kristi A. Maher | N/A | XXXXXX | 120 East Liberty Drive, Suite 400 Wheaton, ILLINOIS 60187 UNITED STATES OF AMERICA | No |
|
| Instruction. Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters. |
| a. Were any matters submitted by the Registrant for its security holders' vote during the reporting period? | ☒ Yes ☐ No |
| i. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: |
| Security Matter Series info Record | Series name | Series identification number |
|---|
| Instruction. For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities. |
| a. Have there been any material legal proceedings, other than routine litigation incidental to the business, to which the Registrant or any of its subsidiaries was a party or of which any of their property was the subject during the reporting period? | ☐ Yes ☒ No |
| b. Has any proceeding previously reported been terminated? | ☐ Yes ☒ No |
| a. Were any claims with respect to the Registrant filed under a fidelity bond (including, but not limited to, the fidelity insuring agreement of the bond) during the reporting period? | ☐ Yes ☒ No |
| a. Are the Registrant's officers or directors covered in their capacities as officers or directors under any directors and officers/errors and omissions insurance policy owned by the Registrant or anyone else? | ☒ Yes ☐ No |
| i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. |
| a. Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period? | ☐ Yes ☒ No |
| a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act? | ☐ Yes ☒ No |
| a. Provide the information requested below about each principal underwriter: |
| Principal Underwriter Record | Full Name | SEC file number (e.g., 8-) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | Yes |
| b. Have any principal underwriters been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each independent public accountant: |
| Public Accountant Record | Full Name | PCAOB Number | Identifying number(s) | State, if applicable | Foreign country, if applicable |
|---|---|---|---|---|---|
| #1 | Deloitte & Touche LLP | 34 | LEI: 549300FJV7IV1ZHGAV28 | ILLINOIS | UNITED STATES OF AMERICA |
| b. Has the independent public accountant changed since the last filing? | ☐ Yes ☒ No |
| Instruction. Small business investment companies are not required to respond to this item. |
| a. For the reporting period, did an independent public accountant's report on internal control note any material weaknesses? | ☐ Yes ☒ No |
| a. For the reporting period, did an independent public accountant issue an opinion other than an unqualified opinion with respect to its audit of the Registrant's financial statements? | ☐ Yes ☒ No |
| Instruction. Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category. |
| a. Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period? | ☐ Yes ☒ No |
| a. Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported? | ☐ Yes ☒ No |
| a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)? | ☐ Yes ☒ No |
| a. During the reporting period, did the Registrant pay any dividend or make any distribution in the nature of a dividend payment, required to be accompanied by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a)) and rule 19a-1 thereunder (17 CFR 270.19a-1)? | ☒ Yes ☐ No |
| i. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: |
| Payment dividend series info Record | Series name | Series identification number |
|---|---|---|
| #1 | FT Vest Gold Strategy Target Income ETF | S000070087 |
| #2 | First Trust Natural Gas ETF | S000017177 |
| #3 | FT Vest Bitcoin Strategy Floor15 ETF - April | S000090189 |
| #4 | FT Vest Gold Strategy Quarterly Buffer ETF | S000070088 |
| #5 | FT Vest Bitcoin Strategy & Target Income ETF | S000090441 |
| #6 | FT Vest Bitcoin Strategy Floor15 ETF - July | S000093273 |
| Management investment companies that offer multiple series must complete Part C as to each series separately, even if some information is the same for two or more series. To begin this section or add an additional series(s), click on the bar labeled "Add a New Series" below. |
| Management Investment Record: 1 |
| a. Full Name of the Fund | FT Vest Gold Strategy Target Income ETF |
| b. Series identication number, if any | S000070087 |
| c. LEI | 549300HKD3KY76XPNM71 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | FT Vest Gold Strategy Target Income ETF | C000222996 | IGLD |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☐ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | FT Cayman Subsidiary V | LEI: N/A RSSD ID: N/A |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|---|
| #1 | VEST FINANCIAL LLC | 801-77463 | 000165976 | LEI: 54930065C4IE3LI77S53 | VIRGINIA | UNITED STATES OF AMERICA | Yes | No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Wolverine Execution Services LLC | 008-65336 | 000120719 | LEI: 2549003XDWF020DPX559 | ILLINOIS | UNITED STATES OF AMERICA | 22,005.00000000 |
| #2 | CASEY SECURITIES LLC | 008-21205 | 000035230 | LEI: 549300OVD5S180JFUC25 | CALIFORNIA | UNITED STATES OF AMERICA | 441.00000000 |
| #3 | X-CHANGE FINANCIAL ACCESS, LLC | 008-65860 | 000126201 | LEI: 549300OVQ8PL5DTHB273 | ILLINOIS | UNITED STATES OF AMERICA | 106,167.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 128,613.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 633,710,337.34000000 |
| #2 | TD SECURITIES (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | NEW YORK | UNITED STATES OF AMERICA | 212,543,313.73000000 |
| #3 | BARCLAYS CAPITAL, INC. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 299,663,834.83000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,145,917,485.90000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 256,463,725.72000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Debt |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 2 |
| a. Full Name of the Fund | First Trust Dividend Strength ETF |
| b. Series identication number, if any | S000013797 |
| c. LEI | 549300S2A3L6WXCL3N09 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Dividend Strength ETF | C000037851 | FTDS |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.08000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.88000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.06000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.05000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 21.05000000 |
| #2 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 36.23000000 |
| #3 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 2,660.41000000 |
| #4 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 9.84000000 |
| #5 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 1,993.71000000 |
| #6 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 18.72000000 |
| #7 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 1,842.13000000 |
| #8 | SUSQUEHANNA FINANCIAL GROUP, LLLP | 008-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 2,823.68000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 9,405.77000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 15,976,230.36000000 |
| #2 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 2,838,471.85000000 |
| #3 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 2,755,323.39000000 |
| #4 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 5,111,291.38000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 26,681,316.98000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 25,873,099.73000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 3 |
| a. Full Name of the Fund | FT Vest Bitcoin Strategy Floor15 ETF - April |
| b. Series identication number, if any | S000090189 |
| c. LEI | 254900T4BQQB7V1NKS21 |
| d. Is this the first filing on this form by the Fund? | ☒ Yes ☐ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | FT Vest Bitcoin Strategy Floor15 ETF - April | C000257115 | BFAP |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☐ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|---|
| #1 | VEST FINANCIAL LLC | 801-77463 | 000165976 | LEI: 54930065C4IE3LI77S53 | VIRGINIA | UNITED STATES OF AMERICA | Yes | No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | S&P Global Inc. | LEI: Y6X4K52KMJMZE7I7MY94 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | CBOE GLOBAL MARKETS, INC. | LEI: 529900RLNSGA90UPEH54 | ILLINOIS | UNITED STATES OF AMERICA | No |
| #4 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #5 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Wolverine Execution Services LLC | 008-65336 | 000120719 | LEI: 2549003XDWF020DPX559 | ILLINOIS | UNITED STATES OF AMERICA | 36,023.20000000 |
| #2 | X-CHANGE FINANCIAL ACCESS, LLC | 008-65860 | 000126201 | LEI: 549300OVQ8PL5DTHB273 | ILLINOIS | UNITED STATES OF AMERICA | 29,908.95000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 65,932.15000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | X-CHANGE FINANCIAL ACCESS, LLC | 008-65860 | 000126201 | LEI: 549300OVQ8PL5DTHB273 | ILLINOIS | UNITED STATES OF AMERICA | 2,220.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,220.00000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4,952,526.78000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 4 |
| a. Full Name of the Fund | First Trust S&P 500 Diversified Free Cash Flow ETF |
| b. Series identication number, if any | S000081453 |
| c. LEI | 5493000JA1579FRO1S17 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust S&P 500 Diversified Free Cash Flow ETF | C000244355 | FCFY |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.12000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.80000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.10000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.10000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 13.13000000 |
| #2 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 5.20000000 |
| #3 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 3.12000000 |
| #4 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 6.12000000 |
| #5 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 2.27000000 |
| #6 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 196.34000000 |
| #7 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 0.09000000 |
| #8 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 0.32000000 |
| #9 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 152.89000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 379.48000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 2,583,778.25000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,583,778.25000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,262,746.33000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 5 |
| a. Full Name of the Fund | First Trust Lunt U.S. Factor Rotation ETF |
| b. Series identication number, if any | S000062216 |
| c. LEI | 549300RICJKBNG75UL94 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Lunt U.S. Factor Rotation ETF | C000201408 | FCTR |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.00000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.69000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.08000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.07000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 6,997.62000000 |
| #2 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 1.42000000 |
| #3 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 3,040.93000000 |
| #4 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 23,033.80000000 |
| #5 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 12.60000000 |
| #6 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 13,920.03000000 |
| #7 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 4,981.51000000 |
| #8 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 25.72000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 52,013.63000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 5,202,685.60000000 |
| #2 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 10,213,695.86000000 |
| #3 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 6,504,009.68000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 21,920,391.14000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 61,917,992.51000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 6 |
| a. Full Name of the Fund | First Trust WCM Developing World Equity ETF |
| b. Series identication number, if any | S000086663 |
| c. LEI | 254900OW04X29ED99V27 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust WCM Developing World Equity ETF | C000252251 | WCME |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☐ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☒ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|---|
| #1 | WCM INVESTMENT MANAGEMENT, LLC | 801-11916 | 000104702 | LEI: 5493003P0SCEHNDSMX52 | CALIFORNIA | UNITED STATES OF AMERICA | No | No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | Standard Chartered Bank, Indonesia Branch | LEI: 254900XJQ7BKPSDXNP74 | INDONESIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | The Bank of New York Mellon (United Kingdom) | LEI: HPFHU0OQ28E4N0NFVK49 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | Banco Bilbao Vizcaya Argentaria SA | LEI: K8MS7FD7N5Z2WQ51AZ71 | SPAIN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | Deutsche Bank, Istanbul | LEI: 789000N5SE3LWDK7OI11 | TURKEY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | Skandinaviska Enskilda Banken AB, Oslo Branch | LEI: F3JS33DEI6XQ4ZBPTN86 | NORWAY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | Cititrust S.A., Bogota | LEI: 549300242J3IJCOSGI49 | COLOMBIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #7 | Skandinaviska Enskilda Banken AB, Helsinki Branch | LEI: F3JS33DEI6XQ4ZBPTN86 | FINLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | Mizuho Bank, Ltd. | LEI: RB0PEZSDGCO3JS6CEU02 | JAPAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | The Bank of New York Mellon, SA/NV (Netherlands) | LEI: MMYX0N4ZEZ13Z4XCG897 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | The Bank of New York Mellon (Ireland) | LEI: HPFHU0OQ28E4N0NFVK49 | IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | Citibank N.A., Brazilian Branch | LEI: 1P0UUG7LC1S92QTNHG39 | BRAZIL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #12 | The Hongkong and Shanghai Banking Corporation Limited, Vietnam Branch | LEI: 2HI3YI5320L3RW6NJ957 | VIET NAM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #13 | Standard Chartered Bank Malaysia Berhad | LEI: 549300JTJBG2QBI8KD48 | MALAYSIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #14 | HSBC Bank Middle East Limited - Dubai Branch | LEI: 549300F99IL9YJDWH369 | UNITED ARAB EMIRATES | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #15 | THE STANDARD BANK OF SOUTH AFRICA | LEI: QFC8ZCW3Q5PRXU1XTM60 | SOUTH AFRICA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #16 | The Bank of New York Mellon, SA/NV (Italy) | LEI: MMYX0N4ZEZ13Z4XCG897 | ITALY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #17 | The Bank of New York Mellon, SA/NV (France) | LEI: MMYX0N4ZEZ13Z4XCG897 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #18 | The Bank of New York Mellon SA/NV (Belgium) | LEI: MMYX0N4ZEZ13Z4XCG897 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #19 | HSBC Bank (Taiwan) Limited | LEI: 549300SG184IVNYDMN03 | TAIWAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #20 | HSBC Shanghai | LEI: 2CZOJRADNJXBLT55G526 | CHINA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #21 | UBS Switzerland AG | LEI: 549300WOIFUSNYH0FL22 | SWITZERLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #22 | Euroclear Bank SA/NV (Belgium) | LEI: 549300OZ46BRLZ8Y6F65 | BELGIUM | No | Yes | Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) | |
| #23 | BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE, GRUPO FINANCIERO CITI MEXICO | LEI: 529900H31AYI6WA1J534 | MEXICO | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #24 | The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main | LEI: 213800YAFR3TXTCJHM14 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #25 | Citibank N.A., Sucursal De Lima | LEI: MYTK5NHHP1G8TVFGT193 | PERU | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #26 | STANDARD CHARTERED BANK (SINGAPORE) LIMITED | LEI: 549300MDYVVHJ8D1DW28 | SINGAPORE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #27 | Citibank Europe PLC, Hungarian Branch Office | LEI: N1FBEDJ5J41VKZLO2475 | HUNGARY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #28 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #29 | HSBC BANK (CHINA) CO., LTD. | LEI: 2CZOJRADNJXBLT55G526 | CHINA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #30 | HSBC Shenzhen | LEI: 213800H3TEBTFHD5JR69 | CHINA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #31 | Skandinaviska Enskilda Banken AB, Stockholm | LEI: F3JS33DEI6XQ4ZBPTN86 | SWEDEN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #32 | The Hongkong and Shanghai Banking Corporation Limited, Bangkok Branch | LEI: 2HI3YI5320L3RW6NJ957 | THAILAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #33 | Standard Chartered Bank, Philippines Branch | LEI: RILFO74KP1CM8P6PCT96 | PHILIPPINES | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #34 | Standard Chartered Bank, India Branch | LEI: 335800S2ENIXDK4PJG40 | INDIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #35 | The Bank of New York Mellon SA/NV (Denmark) | LEI: 213800CVKXXSWKFDC848 | DENMARK | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #36 | Standard Chartered Bank Korea Limited | LEI: NUXTG47HHHM1K2L0SG39 | KOREA (THE REPUBLIC OF) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #37 | CIBC Mellon Trust Company | LEI: 894500AJ89WPG8NJII86 RSSD ID: N/A | CANADA (FEDERAL LEVEL) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #38 | The Hongkong and Shanghai Banking Corporation (Hong Kong) | LEI: 2HI3YI5320L3RW6NJ957 | HONG KONG | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 2,797.47000000 |
| #2 | J.P. Morgan Securities LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 5,536.41000000 |
| #3 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 956.39000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 9,290.27000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 5,087,672.54000000 |
| #2 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,778,737.82000000 |
| #3 | CitiGroup Global Markets Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 2,431,321.56000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 9,297,731.92000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 8,565,358.61000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 7 |
| a. Full Name of the Fund | First Trust Water ETF |
| b. Series identication number, if any | S000017178 |
| c. LEI | 549300LST8NILRG2KK70 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Water ETF | C000047628 | FIW |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.04000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.59000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.05000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.04000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | BNY Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | N/A | LEI: N/A RSSD ID: N/A | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3,144,703.89000000 |
| g. Provide the net income from securities lending activities | 127,866.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 60.47000000 |
| #2 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 56,821.32000000 |
| #3 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 105.22000000 |
| #4 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 525.94000000 |
| #5 | SUSQUEHANNA FINANCIAL GROUP, LLLP | 008-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 31,908.51000000 |
| #6 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 58.29000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 89,479.75000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 265,913,213.24000000 |
| #2 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 16,774,902.82000000 |
| #3 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 47,335,548.58000000 |
| #4 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 11,146,340.46000000 |
| #5 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 38,122,039.69000000 |
| #6 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 41,649,761.84000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 420,941,806.63000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,847,428,829.96000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 8 |
| a. Full Name of the Fund | First Trust Morningstar Dividend Leaders Index Fund |
| b. Series identication number, if any | S000010976 |
| c. LEI | 549300ORBKW77UZM6H07 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Morningstar Dividend Leaders Index Fund | C000030350 | FDL |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.09000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.61000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 1.64000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.65000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 135,462.90000000 |
| #2 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 3,883.64000000 |
| #3 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 34,594.58000000 |
| #4 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 7,413.56000000 |
| #5 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 1,857.89000000 |
| #6 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 3,095.05000000 |
| #7 | SUSQUEHANNA FINANCIAL GROUP, LLLP | 008-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 259,303.19000000 |
| #8 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 14,516.21000000 |
| #9 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 922,556.70000000 |
| #10 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 1,565.02000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,384,248.74000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing USA LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 10,276,982.14000000 |
| #2 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 229,326,195.15000000 |
| #3 | J.P. Morgan Securities LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 39,485,019.25000000 |
| #4 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 105,330,331.10000000 |
| #5 | ALLETE INC | N/A | N/A | LEI: 549300NNLSIMY6Z8OT86 | MINNESOTA | UNITED STATES OF AMERICA | 6,876,411.00000000 |
| #6 | BNP PARIBAS SECURITIES CORP. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 53,853,175.56000000 |
| #7 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 740,892,853.45000000 |
| #8 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 154,888,304.26000000 |
| #9 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 2,903,018,068.74000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4,243,947,340.65000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5,447,103,389.76000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 9 |
| a. Full Name of the Fund | First Trust NYSE Arca Biotechnology Index Fund |
| b. Series identication number, if any | S000012478 |
| c. LEI | 5493003ZQM0TVLDIBC50 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust NYSE Arca Biotechnology Index Fund | C000033929 | FBT |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.00000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.68000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.05000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.04000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | BNY Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | N/A | LEI: N/A RSSD ID: N/A | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3,750,531.25000000 |
| g. Provide the net income from securities lending activities | 13,912.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 48,360.42000000 |
| #2 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 28,043.78000000 |
| #3 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 30,343.90000000 |
| #4 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 1,023.75000000 |
| #5 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 28,040.42000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 135,812.27000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 8,662,933.48000000 |
| #2 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 74,155,245.02000000 |
| #3 | Intra-Cellular Therapies, Inc. | N/A | N/A | LEI: 5299002U2KGF193IJA20 | NEW YORK | UNITED STATES OF AMERICA | 52,120,464.00000000 |
| #4 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 122,595,706.46000000 |
| #5 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 40,277,315.61000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 297,811,664.57000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,129,461,023.88000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 10 |
| a. Full Name of the Fund | First Trust Dow 30 Equal Weight ETF |
| b. Series identication number, if any | S000058339 |
| c. LEI | 549300R0QOK6JAM5E774 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Dow 30 Equal Weight ETF | C000191287 | EDOW |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.06000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.64000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.04000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.04000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 1,246.37000000 |
| #2 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 887.92000000 |
| #3 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 41.21000000 |
| #4 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 47.30000000 |
| #5 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 36.55000000 |
| #6 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 22.22000000 |
| #7 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,339.66000000 |
| #8 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 1,015.76000000 |
| #9 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 46.30000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 4,683.29000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 23,326,285.80000000 |
| #2 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 3,816,888.61000000 |
| #3 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 15,207,966.78000000 |
| #4 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 62,177,213.50000000 |
| #5 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 19,853,790.77000000 |
| #6 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 24,800,101.92000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 149,182,247.38000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 228,421,266.01000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 11 |
| a. Full Name of the Fund | First Trust Bloomberg Inflation Sensitive Equity ETF |
| b. Series identication number, if any | S000079885 |
| c. LEI | 549300QHYAZ2G9BIE526 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Bloomberg Inflation Sensitive Equity ETF | C000241319 | FTIF |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.16000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.81000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.10000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.10000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 0.37000000 |
| #2 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 0.36000000 |
| #3 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 0.03000000 |
| #4 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 3.02000000 |
| #5 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 0.30000000 |
| #6 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 188.62000000 |
| #7 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 195.01000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 387.71000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 0.00000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,080,850.84000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 12 |
| a. Full Name of the Fund | First Trust Indxx Aerospace & Defense ETF |
| b. Series identication number, if any | S000077603 |
| c. LEI | 549300JW3W23RZME4D92 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Indxx Aerospace & Defense ETF | C000238091 | MISL |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.05000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.89000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.06000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.05000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 3,069.13000000 |
| #2 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 59.92000000 |
| #3 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 2.40000000 |
| #4 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 880.67000000 |
| #5 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 1,553.53000000 |
| #6 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,166.64000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 6,732.29000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 317,065,931.41000000 |
| #2 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 177,764,666.20000000 |
| #3 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | NEW YORK | UNITED STATES OF AMERICA | 22,660,501.71000000 |
| #4 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 47,550,346.78000000 |
| #5 | CitiGroup Global Markets Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 76,935,958.88000000 |
| #6 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 64,018,868.03000000 |
| #7 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 167,002,265.64000000 |
| #8 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 329,850,155.26000000 |
| #9 | BNP PARIBAS SECURITIES CORP. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 155,236,996.69000000 |
| #10 | J.P. Morgan Securities LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 19,729,071.60000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,378,456,910.20000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 247,389,210.88000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 13 |
| a. Full Name of the Fund | First Trust Value Line Dividend Index Fund |
| b. Series identication number, if any | S000013817 |
| c. LEI | 549300P5LD08LT4J5846 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Value Line Dividend Index Fund | C000037913 | FVD |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.10000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.77000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.06000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.05000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | CIBC Mellon Trust Company | LEI: 894500AJ89WPG8NJII86 RSSD ID: N/A | CANADA (FEDERAL LEVEL) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 2,065.08000000 |
| #2 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 615,033.73000000 |
| #3 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 118,135.22000000 |
| #4 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 256,743.21000000 |
| #5 | SUSQUEHANNA FINANCIAL GROUP, LLLP | 008-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 482,020.26000000 |
| #6 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 2,622.71000000 |
| #7 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 300,643.64000000 |
| #8 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 10,588.76000000 |
| #9 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 96,859.64000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,884,712.25000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 318,041,488.06000000 |
| #2 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 1,189,497,959.00000000 |
| #3 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 59,449,972.96000000 |
| #4 | BNP PARIBAS SECURITIES CORP. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 234,891,271.94000000 |
| #5 | J.P. Morgan Securities LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 154,041,066.82000000 |
| #6 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 55,770,814.88000000 |
| #7 | JUNIPER NETWORKS, INC. | N/A | N/A | LEI: AUHIXNGG7U2U7JEHM527 | DELAWARE | UNITED STATES OF AMERICA | 41,458,040.00000000 |
| #8 | ALLETE INC | N/A | N/A | LEI: 549300NNLSIMY6Z8OT86 | MINNESOTA | UNITED STATES OF AMERICA | 34,844,556.00000000 |
| #9 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 1,341,397,185.14000000 |
| #10 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 161,349,545.84000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3,597,423,790.36000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 8,999,651,412.16000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 14 |
| a. Full Name of the Fund | First Trust S&P REIT Index Fund |
| b. Series identication number, if any | S000017163 |
| c. LEI | 549300DIER127UHA3873 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust S&P REIT Index Fund | C000047557 | FRI |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.33000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.19000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 2.36000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 2.36000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 505.71000000 |
| #2 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 1,909.88000000 |
| #3 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 264.63000000 |
| #4 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 17.48000000 |
| #5 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 297.50000000 |
| #6 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 860.91000000 |
| #7 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 632.84000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 4,488.95000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 1,357,651.20000000 |
| #2 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 32,388,334.36000000 |
| #3 | PARAMOUNT GROUP, INC. | N/A | N/A | LEI: N/A RSSD ID: 5421815 | NEW YORK | UNITED STATES OF AMERICA | 5,728.80000000 |
| #4 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 9,697,982.06000000 |
| #5 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 5,570,882.63000000 |
| #6 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 13,633,234.00000000 |
| #7 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 5,498,703.55000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 68,152,516.60000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 154,653,418.20000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 15 |
| a. Full Name of the Fund | FT Vest Bitcoin Strategy & Target Income ETF |
| b. Series identication number, if any | S000090441 |
| c. LEI | 254900KP5UNZNT92VP86 |
| d. Is this the first filing on this form by the Fund? | ☒ Yes ☐ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | FT Vest Bitcoin Strategy & Target Income ETF | C000257572 | DFII |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☐ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|---|
| #1 | VEST FINANCIAL LLC | 801-77463 | 000165976 | LEI: 54930065C4IE3LI77S53 | VIRGINIA | UNITED STATES OF AMERICA | Yes | No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | S&P Global Inc. | LEI: Y6X4K52KMJMZE7I7MY94 | NEW YORK | UNITED STATES OF AMERICA | No |
| #4 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #5 | CBOE GLOBAL MARKETS, INC. | LEI: 529900RLNSGA90UPEH54 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | X-CHANGE FINANCIAL ACCESS, LLC | 008-65860 | 000126201 | LEI: 549300OVQ8PL5DTHB273 | ILLINOIS | UNITED STATES OF AMERICA | 36,295.15000000 |
| #2 | Wolverine Execution Services LLC | 008-65336 | 000120719 | LEI: 2549003XDWF020DPX559 | ILLINOIS | UNITED STATES OF AMERICA | 11,447.70000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 47,742.85000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | X-CHANGE FINANCIAL ACCESS, LLC | 008-65860 | 000126201 | LEI: 549300OVQ8PL5DTHB273 | ILLINOIS | UNITED STATES OF AMERICA | 3,970.52000000 |
| #2 | TD SECURITIES (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | NEW YORK | UNITED STATES OF AMERICA | 36,537,912.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 36,541,882.52000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 10,216,754.06000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 16 |
| a. Full Name of the Fund | First Trust NASDAQ-100 Ex-Technology Sector Index Fund |
| b. Series identication number, if any | S000013259 |
| c. LEI | 5493002EKKOG6SUCER28 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Nasdaq-100 Ex-Technology Sector Index Fund | C000035622 | QQXT |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.02000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.63000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.05000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.04000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 6,499.11000000 |
| #2 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 290.04000000 |
| #3 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 1,101.93000000 |
| #4 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 9,335.50000000 |
| #5 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 182.02000000 |
| #6 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 5,104.61000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 22,513.21000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | UBS SECURITIES LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | NEW YORK | UNITED STATES OF AMERICA | 68,060,275.65000000 |
| #2 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 684,050,095.27000000 |
| #3 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 175,525,720.66000000 |
| #4 | CitiGroup Global Markets Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 22,448,844.58000000 |
| #5 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 136,136,075.41000000 |
| #6 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | NEW YORK | UNITED STATES OF AMERICA | 37,771,043.26000000 |
| #7 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 169,890,864.46000000 |
| #8 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 555,028,433.84000000 |
| #9 | BNP PARIBAS SECURITIES CORP. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 336,589,422.99000000 |
| #10 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 246,517,080.17000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,450,632,747.45000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 658,882,090.92000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 17 |
| a. Full Name of the Fund | First Trust Nasdaq-100 Select Equal Weight ETF |
| b. Series identication number, if any | S000011047 |
| c. LEI | 549300RLZFKPLYN7OU15 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Nasdaq-100 Select Equal Weight ETF | C000030477 | QQEW |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.00000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.00000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.00000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.00000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | BNY Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | N/A | LEI: N/A RSSD ID: N/A | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 4,280,077.51000000 |
| g. Provide the net income from securities lending activities | 17,814.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 22,331.85000000 |
| #2 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 3,795.13000000 |
| #3 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 137,860.49000000 |
| #4 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 18,536.83000000 |
| #5 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 6.72000000 |
| #6 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 16,395.26000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 198,926.28000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | BNP PARIBAS SECURITIES CORP. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 59,182,026.47000000 |
| #2 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 1,299,497,806.87000000 |
| #3 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 83,140,789.00000000 |
| #4 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 66,068,651.65000000 |
| #5 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 62,016,773.83000000 |
| #6 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 350,172,784.07000000 |
| #7 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 39,152,866.89000000 |
| #8 | ABN AMRO Clearing USA LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 7,134,830.07000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,966,366,528.85000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,858,987,250.39000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 18 |
| a. Full Name of the Fund | First Trust Capital Strength ETF |
| b. Series identication number, if any | S000012555 |
| c. LEI | 549300S73MXT502CI896 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Capital Strength ETF | C000034137 | FTCS |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.04000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.61000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.04000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.03000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 391,284.26000000 |
| #2 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 3,573.64000000 |
| #3 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 112.59000000 |
| #4 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 253,301.01000000 |
| #5 | SUSQUEHANNA FINANCIAL GROUP, LLLP | 008-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 308,909.06000000 |
| #6 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 2,337.00000000 |
| #7 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 4,537.23000000 |
| #8 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 48.70000000 |
| #9 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 362,388.88000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,326,492.37000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | BNP PARIBAS SECURITIES CORP. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 9,092,693.10000000 |
| #2 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 484,684,736.06000000 |
| #3 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 4,077,743,771.62000000 |
| #4 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 146,878,317.16000000 |
| #5 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,583,439,628.89000000 |
| #6 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 93,241,427.73000000 |
| #7 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 90,517,480.59000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 6,485,598,055.15000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 8,429,796,382.36000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 19 |
| a. Full Name of the Fund | First Trust Dow Jones Select MicroCap Index Fund |
| b. Series identication number, if any | S000010772 |
| c. LEI | 549300J0OKGDPF2LO339 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Dow Jones Select MicroCap Index Fund | C000029773 | FDM |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.14000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.83000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.08000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.07000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | BNY Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | N/A | LEI: N/A RSSD ID: N/A | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 5,361,205.54000000 |
| g. Provide the net income from securities lending activities | 19,345.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | Euroclear Bank SA/NV (Belgium) | LEI: 549300OZ46BRLZ8Y6F65 | BELGIUM | No | Yes | Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) | |
| #2 | The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main | LEI: 213800YAFR3TXTCJHM14 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 1,340.35000000 |
| #2 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 1,357.58000000 |
| #3 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 2,311.43000000 |
| #4 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 509.44000000 |
| #5 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 2,046.04000000 |
| #6 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 10,484.62000000 |
| #7 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 169,951.59000000 |
| #8 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 3,585.40000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 191,586.45000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | The ODP Corporation | N/A | N/A | LEI: N/A RSSD ID: N/A | FLORIDA | UNITED STATES OF AMERICA | 2,644,208.00000000 |
| #2 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 9,077,515.45000000 |
| #3 | UNIVERSAL STAINLESS & ALLOY PRODUCTS, INC. | N/A | N/A | LEI: 5493001OEIZDUGXZDE09 RSSD ID: N/A | PENNSYLVANIA | UNITED STATES OF AMERICA | 1,219,050.00000000 |
| #4 | Logility Supply Chain Solutions, Inc. | N/A | N/A | LEI: N/A RSSD ID: N/A | GEORGIA | UNITED STATES OF AMERICA | 1,488,758.70000000 |
| #5 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 192,199,684.13000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 206,629,216.28000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 187,627,804.78000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 20 |
| a. Full Name of the Fund | FT Vest Bitcoin Strategy Floor15 ETF - October |
| b. Series identication number, if any | S000095614 |
| c. LEI | 254900CT1KVGRIUFKM11 |
| d. Is this the first filing on this form by the Fund? | ☒ Yes ☐ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | FT Vest Bitcoin Strategy Floor15 ETF - October | C000264342 | BFOC |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☐ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|---|
| #1 | VEST FINANCIAL LLC | 801-77463 | 000165976 | LEI: 54930065C4IE3LI77S53 | VIRGINIA | UNITED STATES OF AMERICA | Yes | No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #3 | CBOE GLOBAL MARKETS, INC. | LEI: 529900RLNSGA90UPEH54 | ILLINOIS | UNITED STATES OF AMERICA | No |
| #4 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #5 | S&P Global Inc. | LEI: Y6X4K52KMJMZE7I7MY94 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Wolverine Execution Services LLC | 008-65336 | 000120719 | LEI: 2549003XDWF020DPX559 | ILLINOIS | UNITED STATES OF AMERICA | 5,031.60000000 |
| #2 | X-CHANGE FINANCIAL ACCESS, LLC | 008-65860 | 000126201 | LEI: 549300OVQ8PL5DTHB273 | ILLINOIS | UNITED STATES OF AMERICA | 2,625.45000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 7,657.05000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | X-CHANGE FINANCIAL ACCESS, LLC | 008-65860 | 000126201 | LEI: 549300OVQ8PL5DTHB273 | ILLINOIS | UNITED STATES OF AMERICA | 137.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 137.00000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4,665,216.32000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 21 |
| a. Full Name of the Fund | First Trust Dow Jones Internet Index Fund |
| b. Series identication number, if any | S000012479 |
| c. LEI | 549300LFXESZ1H5C8J05 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Dow Jones Internet Index Fund | C000033930 | FDN |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.01000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.56000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.03000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.02000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | BNY Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | N/A | LEI: N/A RSSD ID: N/A | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 8,552,754.69000000 |
| g. Provide the net income from securities lending activities | 27,766.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | SUSQUEHANNA FINANCIAL GROUP, LLLP | 008-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 53,128.24000000 |
| #2 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 35,441.53000000 |
| #3 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 4,283.99000000 |
| #4 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 264.45000000 |
| #5 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 39.62000000 |
| #6 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 36,322.50000000 |
| #7 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 65.51000000 |
| #8 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 350.33000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 129,896.17000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 2,020,154,902.09000000 |
| #2 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 1,451,295,593.92000000 |
| #3 | MORGAN STANLEY & CO. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 560,786,822.49000000 |
| #4 | WELLS FARGO SECURITIES, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 2,830,467,624.61000000 |
| #5 | BNP PARIBAS SECURITIES CORP. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 1,228,771,176.90000000 |
| #6 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 2,027,363,688.07000000 |
| #7 | UBS SECURITIES LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | NEW YORK | UNITED STATES OF AMERICA | 2,546,888,034.01000000 |
| #8 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 952,242,902.79000000 |
| #9 | CitiGroup Global Markets Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 3,461,824,632.85000000 |
| #10 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 725,487,941.65000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 18,079,322,900.61000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 7,091,709,988.96000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 22 |
| a. Full Name of the Fund | FT Vest Bitcoin Strategy Floor15 ETF - July |
| b. Series identication number, if any | S000093273 |
| c. LEI | 254900GRAFQAU12DW661 |
| d. Is this the first filing on this form by the Fund? | ☒ Yes ☐ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | FT Vest Bitcoin Strategy Floor15 ETF - July | C000261438 | BFJL |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☐ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|---|
| #1 | VEST FINANCIAL LLC | 801-77463 | 000165976 | LEI: 54930065C4IE3LI77S53 | VIRGINIA | UNITED STATES OF AMERICA | Yes | No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | S&P Global Inc. | LEI: Y6X4K52KMJMZE7I7MY94 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #4 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #5 | CBOE GLOBAL MARKETS, INC. | LEI: 529900RLNSGA90UPEH54 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Wolverine Execution Services LLC | 008-65336 | 000120719 | LEI: 2549003XDWF020DPX559 | ILLINOIS | UNITED STATES OF AMERICA | 753.60000000 |
| #2 | X-CHANGE FINANCIAL ACCESS, LLC | 008-65860 | 000126201 | LEI: 549300OVQ8PL5DTHB273 | ILLINOIS | UNITED STATES OF AMERICA | 2,786.70000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 3,540.30000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | X-CHANGE FINANCIAL ACCESS, LLC | 008-65860 | 000126201 | LEI: 549300OVQ8PL5DTHB273 | ILLINOIS | UNITED STATES OF AMERICA | 223.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 223.00000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2,456,282.46000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 23 |
| a. Full Name of the Fund | First Trust WCM International Equity ETF |
| b. Series identication number, if any | S000086665 |
| c. LEI | 254900A5RYSHUSGHSI10 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust WCM International Equity ETF | C000252253 | WCMI |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☐ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☒ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|---|
| #1 | WCM INVESTMENT MANAGEMENT, LLC | 801-11916 | 000104702 | LEI: 5493003P0SCEHNDSMX52 | CALIFORNIA | UNITED STATES OF AMERICA | No | No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon (United Kingdom) | LEI: HPFHU0OQ28E4N0NFVK49 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | HSBC Bank (Taiwan) Limited | LEI: 549300SG184IVNYDMN03 | TAIWAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | The Bank of New York Mellon (Ireland) | LEI: HPFHU0OQ28E4N0NFVK49 | IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | Deutsche Bank, Istanbul | LEI: 789000N5SE3LWDK7OI11 | TURKEY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | The Hongkong and Shanghai Banking Corporation Limited, Vietnam Branch | LEI: 2HI3YI5320L3RW6NJ957 | VIET NAM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | THE STANDARD BANK OF SOUTH AFRICA | LEI: QFC8ZCW3Q5PRXU1XTM60 | SOUTH AFRICA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #7 | Banco Bilbao Vizcaya Argentaria SA | LEI: K8MS7FD7N5Z2WQ51AZ71 | SPAIN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | Mizuho Bank, Ltd. | LEI: RB0PEZSDGCO3JS6CEU02 | JAPAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | The Bank of New York Mellon SA/NV (Denmark) | LEI: MMYX0N4ZEZ13Z4XCG897 | DENMARK | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | Citibank Europe PLC (Czech Republic) | LEI: N1FBEDJ5J41VKZLO2475 | CZECHIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | Skandinaviska Enskilda Banken AB, Stockholm | LEI: F3JS33DEI6XQ4ZBPTN86 | SWEDEN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #12 | Skandinaviska Enskilda Banken AB, Oslo Branch | LEI: F3JS33DEI6XQ4ZBPTN86 | NORWAY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #13 | Standard Chartered Bank Korea Limited | LEI: NUXTG47HHHM1K2L0SG39 | KOREA (THE REPUBLIC OF) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #14 | Citibank N.A., Sucursal De Lima | LEI: MYTK5NHHP1G8TVFGT193 | PERU | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #15 | BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE, GRUPO FINANCIERO CITI MEXICO | LEI: 529900H31AYI6WA1J534 | MEXICO | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #16 | The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main | LEI: 213800YAFR3TXTCJHM14 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #17 | HSBC Shenzhen | LEI: 213800H3TEBTFHD5JR69 | CHINA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #18 | HSBC Bank Australia Limited | LEI: DY9DBNI4W8J63Z298033 | AUSTRALIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #19 | The Hongkong and Shanghai Banking Corporation Limited, Bangkok Branch | LEI: 2HI3YI5320L3RW6NJ957 | THAILAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #20 | Standard Chartered Bank, India Branch | LEI: 335800S2ENIXDK4PJG40 | INDIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #21 | HSBC Shanghai | LEI: 2CZOJRADNJXBLT55G526 | CHINA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #22 | The Bank of New York Mellon, SA/NV (Italy) | LEI: MMYX0N4ZEZ13Z4XCG897 | ITALY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #23 | HSBC Bank Middle East Limited - Dubai Branch | LEI: 549300F99IL9YJDWH369 | UNITED ARAB EMIRATES | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #24 | Skandinaviska Enskilda Banken AB, Copenhagen Branch | LEI: F3JS33DEI6XQ4ZBPTN86 | DENMARK | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #25 | CIBC Mellon Trust Company | LEI: 894500AJ89WPG8NJII86 RSSD ID: N/A | CANADA (FEDERAL LEVEL) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #26 | Bank Polska Kasa Opieki S.A. | LEI: 5493000LKS7B3UTF7H35 | POLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #27 | Skandinaviska Enskilda Banken AB, Helsinki Branch | LEI: F3JS33DEI6XQ4ZBPTN86 | FINLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #28 | Standard Chartered Bank, Indonesia Branch | LEI: 254900XJQ7BKPSDXNP74 | INDONESIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #29 | The Bank of New York Mellon, SA/NV (Netherlands) | LEI: MMYX0N4ZEZ13Z4XCG897 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #30 | The Bank of New York Mellon, SA/NV (France) | LEI: MMYX0N4ZEZ13Z4XCG897 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #31 | Standard Chartered Bank Malaysia Berhad | LEI: 549300JTJBG2QBI8KD48 | MALAYSIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #32 | Euroclear Bank SA/NV (Belgium) | LEI: 549300OZ46BRLZ8Y6F65 | BELGIUM | No | Yes | Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) | |
| #33 | Standard Chartered Bank, Philippines Branch | LEI: RILFO74KP1CM8P6PCT96 | PHILIPPINES | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #34 | Citibank Europe PLC, Hungarian Branch Office | LEI: N1FBEDJ5J41VKZLO2475 | HUNGARY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #35 | The Bank of New York Mellon SA/NV (Belgium) | LEI: MMYX0N4ZEZ13Z4XCG897 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #36 | Cititrust S.A., Bogota | LEI: 549300242J3IJCOSGI49 | COLOMBIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #37 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #38 | HSBC BANK (CHINA) CO., LTD. | LEI: 2CZOJRADNJXBLT55G526 | CHINA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #39 | UniCredit Bank Austria AG | LEI: D1HEB8VEU6D9M8ZUXG17 | AUSTRIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #40 | STANDARD CHARTERED BANK (SINGAPORE) LIMITED | LEI: 549300MDYVVHJ8D1DW28 | SINGAPORE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #41 | UBS Switzerland AG | LEI: 549300WOIFUSNYH0FL22 | SWITZERLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #42 | Citibank N.A., Brazilian Branch | LEI: 1P0UUG7LC1S92QTNHG39 | BRAZIL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #43 | HSBC NOMINEES (NEW ZEALAND) LIMITED | LEI: 213800NHDWIZKO5KIH05 | NEW ZEALAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #44 | The Hongkong and Shanghai Banking Corporation (Hong Kong) | LEI: 2HI3YI5320L3RW6NJ957 | HONG KONG | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 300,908.16000000 |
| #2 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 3,534.93000000 |
| #3 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 67,632.32000000 |
| #4 | J.P. Morgan Securities LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 70,067.02000000 |
| #5 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | NEW YORK | UNITED STATES OF AMERICA | 7,507.31000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 449,649.74000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 2,834,318.88000000 |
| #2 | UBS SECURITIES LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | NEW YORK | UNITED STATES OF AMERICA | 74,629,644.57000000 |
| #3 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 69,624,230.72000000 |
| #4 | J.P. Morgan Securities LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 356,512,839.44000000 |
| #5 | CitiGroup Global Markets Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 55,055,029.73000000 |
| #6 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 349,197,980.62000000 |
| #7 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 42,121,243.77000000 |
| #8 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 20,102,874.33000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 970,078,162.06000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 356,036,538.21000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 24 |
| a. Full Name of the Fund | First Trust NASDAQ Clean Edge Green Energy Index Fund |
| b. Series identication number, if any | S000015169 |
| c. LEI | 549300AU45GII8WWZE71 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Nasdaq Clean Edge Green Energy Index Fund | C000041643 | QCLN |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.38000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.38000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.12000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.12000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | BNY Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | N/A | LEI: N/A RSSD ID: N/A | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 43,023,728.00000000 |
| g. Provide the net income from securities lending activities | 1,437,509.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 4,295.34000000 |
| #2 | SUSQUEHANNA FINANCIAL GROUP, LLLP | 008-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 103,655.43000000 |
| #3 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 2,663.20000000 |
| #4 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 1,164.42000000 |
| #5 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 17,363.46000000 |
| #6 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 174.08000000 |
| #7 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 6,192.95000000 |
| #8 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 803.13000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 136,312.01000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 7,836.96000000 |
| #2 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 2,204,992.80000000 |
| #3 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 38,551,370.37000000 |
| #4 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 137,787,940.29000000 |
| #5 | ABN AMRO Clearing USA LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 29,847,379.93000000 |
| #6 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 74,473,625.58000000 |
| #7 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 6,118,007.89000000 |
| #8 | BNP PARIBAS SECURITIES CORP. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 17,333,863.56000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 306,325,017.38000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 467,625,788.56000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 25 |
| a. Full Name of the Fund | FT Vest Gold Strategy Quarterly Buffer ETF |
| b. Series identication number, if any | S000070088 |
| c. LEI | 5493008KCUP4E8Q0UK91 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | FT Vest Gold Strategy Quarterly Buffer ETF | C000222997 | BGLD |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☐ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | FT Cayman Subsidiary IV | LEI: N/A RSSD ID: N/A |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|---|
| #1 | VEST FINANCIAL LLC | 801-77463 | 000165976 | LEI: 54930065C4IE3LI77S53 | VIRGINIA | UNITED STATES OF AMERICA | Yes | No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | X-CHANGE FINANCIAL ACCESS, LLC | 008-65860 | 000126201 | LEI: 549300OVQ8PL5DTHB273 | ILLINOIS | UNITED STATES OF AMERICA | 50,158.50000000 |
| #2 | Wolverine Execution Services LLC | 008-65336 | 000120719 | LEI: 2549003XDWF020DPX559 | ILLINOIS | UNITED STATES OF AMERICA | 5,863.50000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 56,022.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | X-CHANGE FINANCIAL ACCESS, LLC | 008-65860 | 000126201 | LEI: 549300OVQ8PL5DTHB273 | ILLINOIS | UNITED STATES OF AMERICA | 113.00000000 |
| #2 | TD SECURITIES (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | NEW YORK | UNITED STATES OF AMERICA | 194,357,676.04000000 |
| #3 | BARCLAYS CAPITAL, INC. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 141,776,342.50000000 |
| #4 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 54,596,307.24000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 390,730,438.78000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 63,693,919.75000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 26 |
| a. Full Name of the Fund | First Trust NASDAQ ABA Community Bank Index Fund |
| b. Series identication number, if any | S000026211 |
| c. LEI | 549300QXF6DXPEKB3F89 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust NASDAQ ABA Community Bank Index Fund | C000078718 | QABA |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.01000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.56000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.06000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.05000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | BNY Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | N/A | LEI: N/A RSSD ID: N/A | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 379,981.76000000 |
| g. Provide the net income from securities lending activities | 9,531.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 3,581.02000000 |
| #2 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 2,598.61000000 |
| #3 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 900.30000000 |
| #4 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 362.07000000 |
| #5 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 112.13000000 |
| #6 | SUSQUEHANNA FINANCIAL GROUP, LLLP | 008-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 2,703.24000000 |
| #7 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 882.31000000 |
| #8 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 945.57000000 |
| #9 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 1,060.71000000 |
| #10 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 687.29000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 13,874.33000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 26,978,688.01000000 |
| #2 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 2,836,525.72000000 |
| #3 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 81,785,620.16000000 |
| #4 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 64,950,828.23000000 |
| #5 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 18,698,809.90000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 195,250,472.02000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 105,965,978.76000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 27 |
| a. Full Name of the Fund | First Trust US Equity Opportunities ETF |
| b. Series identication number, if any | S000010977 |
| c. LEI | 549300TS7SUOCBQ66714 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust US Equity Opportunities ETF | C000030351 | FPX |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.59000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.25000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 2.04000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 2.04000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | BNY Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | N/A | LEI: N/A RSSD ID: N/A | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 19,286,235.80000000 |
| g. Provide the net income from securities lending activities | 4,223,279.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon (United Kingdom) | LEI: HPFHU0OQ28E4N0NFVK49 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | CIBC Mellon Trust Company | LEI: 894500AJ89WPG8NJII86 RSSD ID: N/A | CANADA (FEDERAL LEVEL) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 11,374.50000000 |
| #2 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 40.85000000 |
| #3 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 220.45000000 |
| #4 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 75,029.29000000 |
| #5 | SUSQUEHANNA FINANCIAL GROUP, LLLP | 008-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 55,805.46000000 |
| #6 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 77,073.11000000 |
| #7 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 71,410.60000000 |
| #8 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 3,225.59000000 |
| #9 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 150.71000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 294,330.56000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 60,129,368.84000000 |
| #2 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 8,611,111.86000000 |
| #3 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 90,079,369.44000000 |
| #4 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 47,083,590.99000000 |
| #5 | BNP PARIBAS SECURITIES CORP. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 20,925,977.64000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 226,829,418.77000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 972,434,309.48000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 28 |
| a. Full Name of the Fund | First Trust Growth Strength ETF |
| b. Series identication number, if any | S000077796 |
| c. LEI | 5493008RWN9LOYACZI79 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Growth Strength ETF | C000238354 | FTGS |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.03000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.65000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.05000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.04000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | — | — | — | — | — |
|---|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☐
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☒ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | OPPENHEIMER & CO. INC. | 008-04077 | 000000249 | LEI: 254900VH02JQR2L8XD64 | NEW YORK | UNITED STATES OF AMERICA | 0.62000000 |
| #2 | SUSQUEHANNA FINANCIAL GROUP, LLLP | 008-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 58,983.55000000 |
| #3 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 42,409.05000000 |
| #4 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 267.15000000 |
| #5 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 71,610.63000000 |
| #6 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 132.02000000 |
| #7 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 339.89000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 173,742.91000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 543,195,347.08000000 |
| #2 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 94,436,240.62000000 |
| #3 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 37,996,550.37000000 |
| #4 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 125,943,823.61000000 |
| #5 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 124,310,867.66000000 |
| #6 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 934,743,913.26000000 |
| #7 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 62,133,367.05000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,922,760,109.65000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,118,485,997.25000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 29 |
| a. Full Name of the Fund | First Trust Natural Gas ETF |
| b. Series identication number, if any | S000017177 |
| c. LEI | 549300SVX60NSSWYLS19 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust Natural Gas ETF | C000047627 | FCG |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.11000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.63000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.08000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.07000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | BNY Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | N/A | LEI: N/A RSSD ID: N/A | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 9,416,533.52000000 |
| g. Provide the net income from securities lending activities | 104,354.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 18,465.34000000 |
| #2 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 302.45000000 |
| #3 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 91,517.31000000 |
| #4 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 47,616.19000000 |
| #5 | SUSQUEHANNA FINANCIAL GROUP, LLLP | 008-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 28,827.24000000 |
| #6 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 865.14000000 |
| #7 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 383.08000000 |
| #8 | J.P. MORGAN SECURITIES LLC | 008-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 846.74000000 |
| #9 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 1,226.29000000 |
| #10 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 2,752.23000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 193,100.37000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 93,873,364.93000000 |
| #2 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 8,313,118.23000000 |
| #3 | ABN AMRO Clearing USA LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 10,645,399.60000000 |
| #4 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 73,414,211.66000000 |
| #5 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 15,196,317.02000000 |
| #6 | BNP PARIBAS SECURITIES CORP. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 30,622,788.29000000 |
| #7 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 62,268,056.61000000 |
| #8 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 69,593,609.12000000 |
| #9 | MORGAN STANLEY & CO. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 7,323,281.15000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 371,250,146.61000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 373,306,548.45000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Management Investment Record: 30 |
| a. Full Name of the Fund | First Trust NASDAQ-100-Technology Sector Index Fund |
| b. Series identication number, if any | S000011048 |
| c. LEI | 5493002JVR972EVAT460 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | First Trust NASDAQ-100-Technology Sector Index Fund | C000030478 | QTEC |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.02000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.70000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.23000000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.23000000 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | BNY Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | N/A | LEI: N/A RSSD ID: N/A | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 12,659,473.60000000 |
| g. Provide the net income from securities lending activities | 57,833.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☐ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☒ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Advisors L.P. | 801-39950 | 000107027 | LEI: 549300381GGS7S5JQ115 | ILLINOIS | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | 085-05006 | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG Pricing Service | LEI: 213800QAUUUP6I445N30 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | The Bank of New York Mellon | LEI: HPFHU0OQ28E4N0NFVK49 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | First Trust Portfolios L.P. | 008-43843 | 000028519 | LEI: 54930062T84Z5CXY1C58 | ILLINOIS | UNITED STATES OF AMERICA | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | CANTOR FITZGERALD & CO. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | NEW YORK | UNITED STATES OF AMERICA | 31.57000000 |
| #2 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 70,027.86000000 |
| #3 | MIZUHO SECURITIES USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 45,657.12000000 |
| #4 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 8,542.81000000 |
| #5 | OLD MISSION MARKETS LLC | 008-69691 | 000281867 | LEI: 5493003UFGIEMN1POL71 | ILLINOIS | UNITED STATES OF AMERICA | 33,908.80000000 |
| #6 | BTIG, LLC | 008-65473 | 000122225 | LEI: 549300GTG9PL6WO3EC51 | CALIFORNIA | UNITED STATES OF AMERICA | 24,533.86000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 182,702.02000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | CITADEL SECURITIES LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 113,645,483.50000000 |
| #2 | CitiGroup Global Markets Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 80,761,535.71000000 |
| #3 | WELLS FARGO SECURITIES, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 17,750,122.68000000 |
| #4 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | NEW YORK | UNITED STATES OF AMERICA | 16,505,346.20000000 |
| #5 | GOLDMAN SACHS & CO. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 625,465,058.15000000 |
| #6 | BNP PARIBAS SECURITIES CORP. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 321,869,829.38000000 |
| #7 | VIRTU AMERICAS LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 447,474,780.17000000 |
| #8 | BOFA SECURITIES, INC. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 817,531,143.16000000 |
| #9 | JANE STREET CAPITAL, LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 322,537,382.87000000 |
| #10 | RBC CAPITAL MARKETS, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 116,136,762.23000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,890,492,282.62000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3,055,547,667.87000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund |
|---|---|---|---|---|---|---|
| #1 | Bloomberg Finance L.P. | LEI: 5493001KJTIIGC8Y1R12 | NEW YORK | UNITED STATES OF AMERICA | No | Equity-common |
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| Exchange Record: 1 |
| Fund Name | FT Vest Gold Strategy Target Income ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | BATS Z-EXCHANGE | IGLD |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 151,728,060.45000000 | 67,172,972.02000000 |
| #2 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #3 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #4 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #5 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #6 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #7 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 60,428,667.62000000 | 0.00000000 |
| #8 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #9 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #10 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #11 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #12 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #13 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 99,445,496.44000000 | 16,271,627.72000000 |
| #14 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #15 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #16 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #17 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #18 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #19 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #20 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #21 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #23 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #24 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #25 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #26 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 34,676,114.59000000 | 9,859,227.82000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 2 |
| Fund Name | First Trust Dividend Strength ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ/NMS (GLOBAL MARKET) | FTDS |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #2 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 2,841,924.08000000 | 0.00000000 |
| #3 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #4 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #5 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #6 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 7,988,824.04000000 | 8,000,147.83000000 |
| #7 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #8 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #9 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #10 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #11 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #12 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #13 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #14 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #15 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #16 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #17 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #18 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #19 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #20 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #21 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #22 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #23 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #24 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 2,763,477.16000000 |
| #25 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 2,546,052.41000000 | 2,577,049.42000000 |
| #26 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.16000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.10000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.84000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.10000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.11000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.11000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.89000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.11000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 3 |
| Fund Name | FT Vest Bitcoin Strategy Floor15 ETF - April |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | BFAP |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #2 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #3 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #4 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 27,998,156.71000000 | 0.00000000 |
| #5 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #6 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #7 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #8 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #9 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #10 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #11 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #12 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #13 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #14 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #15 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #16 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #17 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #18 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,138,844.28000000 | 0.00000000 |
| #19 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #20 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #21 | BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #22 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #23 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #24 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 14,230,059.63000000 | 41,772,867.02000000 |
| #25 | HRT FINANCIAL LLC | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #26 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 4 |
| Fund Name | First Trust S&P 500 Diversified Free Cash Flow ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | FCFY |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #2 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #3 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #4 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #5 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #6 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #7 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #8 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #9 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #10 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #11 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,313,600.68000000 | 1,320,736.84000000 |
| #12 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #13 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #14 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #15 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #16 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #17 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #18 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #19 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #20 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #21 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #23 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #24 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #25 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #26 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.15000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.85000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 3.68000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 96.32000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 5 |
| Fund Name | First Trust Lunt U.S. Factor Rotation ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | BATS Z-EXCHANGE | FCTR |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #2 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #3 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #4 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #5 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #6 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #7 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #8 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 6,510,505.70000000 |
| #9 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #10 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #11 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 10,239,684.37000000 |
| #12 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #13 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #14 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #15 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #16 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #17 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #18 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #19 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #20 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #21 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 5,201,353.54000000 |
| #22 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #23 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #24 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #25 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #26 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.14000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.21000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.86000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.21000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 6 |
| Fund Name | First Trust WCM Developing World Equity ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | WCME |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #2 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #3 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #4 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #5 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #6 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #7 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #8 | BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #9 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 10,162,946.95000000 | 0.00000000 |
| #10 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #11 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #12 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #13 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #14 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,467,208.07000000 | 1,470,531.96000000 |
| #15 | HRT FINANCIAL LLC | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #16 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #17 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #18 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #19 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #20 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #21 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #22 | RBC Capital Markets, LLC (f/k/a RBC Capital Markets Corp) | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #23 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #24 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #25 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #26 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 3,311,732.83000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 47.54000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 18.38000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 52.46000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 18.38000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.75000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 1.14000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.25000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.14000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 7 |
| Fund Name | First Trust Water ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | FIW |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #2 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 139,237,269.20000000 | 126,763,368.75000000 |
| #3 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #4 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #5 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #6 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #7 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #8 | RBC Capital Markets, LLC (f/k/a RBC Capital Markets Corp) | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 16,788,005.51000000 | 0.00000000 |
| #9 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 41,693,746.19000000 |
| #10 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 11,166,125.00000000 | 0.00000000 |
| #11 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #12 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #13 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #14 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #15 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #16 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 20,980,273.81000000 | 26,414,284.71000000 |
| #17 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 27,393,849.99000000 | 10,755,583.67000000 |
| #18 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #19 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #20 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #21 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #22 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #23 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #24 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #25 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #26 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.13000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.05000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.87000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.05000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.02000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.08000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.02000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.08000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 8 |
| Fund Name | First Trust Morningstar Dividend Leaders Index Fund |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | FDL |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #2 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 10,307,695.70000000 | 0.00000000 |
| #3 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #4 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #5 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #6 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 225,930,689.52000000 | 4,099,826.40000000 |
| #7 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #8 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #9 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #10 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #11 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #12 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #13 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 81,844,935.64000000 | 23,811,496.22000000 |
| #14 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #16 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 29,461,396.94000000 | 10,167,279.53000000 |
| #17 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #18 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #19 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #20 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 652,448,489.49000000 | 90,724,818.37000000 |
| #21 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 89,080,588.31000000 | 66,303,315.53000000 |
| #22 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 1,583,730,254.70000000 | 1,328,056,137.77000000 |
| #23 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 32,526,791.28000000 | 21,539,831.45000000 |
| #24 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #25 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #26 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.28000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.15000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.72000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.15000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.34000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.13000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.66000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.13000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 9 |
| Fund Name | First Trust NYSE Arca Biotechnology Index Fund |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | FBT |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 37,868,689.10000000 | 84,753,239.49000000 |
| #2 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #3 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 31,113,767.53000000 | 43,071,089.38000000 |
| #4 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #5 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #6 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #7 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #8 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #9 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #10 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #11 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #12 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #13 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #14 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 40,289,843.95000000 | 0.00000000 |
| #15 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #16 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #17 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #18 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 8,663,312.94000000 |
| #19 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #20 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #21 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #22 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #23 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #24 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #25 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #26 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.03000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.02000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.97000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.02000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.03000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.03000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.97000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.03000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 10 |
| Fund Name | First Trust Dow 30 Equal Weight ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | EDOW |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #2 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #3 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #4 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #5 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #6 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #7 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #8 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 19,880,843.36000000 |
| #9 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #10 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #11 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 3,810,798.81000000 | 11,421,491.94000000 |
| #12 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #13 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #14 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #15 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #16 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #17 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #18 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #19 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 12,354,986.10000000 | 12,359,160.16000000 |
| #20 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 19,731,986.52000000 | 3,623,184.17000000 |
| #21 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #22 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #23 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 3,823,743.98000000 |
| #24 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #25 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #26 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 23,386,212.78000000 | 38,867,262.72000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.13000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.03000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.87000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.03000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.20000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.20000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 11 |
| Fund Name | First Trust Bloomberg Inflation Sensitive Equity ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | FTIF |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #2 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #3 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #4 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #5 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #6 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #7 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #8 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #9 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #10 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #11 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #12 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #13 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #14 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #16 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #17 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #18 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #19 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #20 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #21 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #22 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #23 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #24 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #25 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #26 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 12 |
| Fund Name | First Trust Indxx Aerospace & Defense ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | MISL |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 326,854,563.15000000 | 3,228,546.95000000 |
| #2 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #3 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #4 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 311,490,657.01000000 | 5,803,909.81000000 |
| #5 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 22,679,081.08000000 | 0.00000000 |
| #6 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 148,094,043.88000000 | 29,998,078.53000000 |
| #7 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #8 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 76,999,647.20000000 | 0.00000000 |
| #9 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #10 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #11 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 44,531,265.54000000 | 3,050,665.36000000 |
| #12 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #13 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 79,080,718.75000000 | 76,284,181.81000000 |
| #14 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #15 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #16 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #17 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #18 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #19 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #20 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #21 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #22 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 163,665,674.33000000 | 3,455,975.69000000 |
| #23 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #24 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 59,660,728.48000000 | 4,402,448.31000000 |
| #25 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #26 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 9,859,861.46000000 | 9,850,861.37000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.07000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.07000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.93000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.07000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.20000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.42000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.80000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.42000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 13 |
| Fund Name | First Trust Value Line Dividend Index Fund |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | FVD |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #2 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 25,324,514.16000000 | 129,729,269.42000000 |
| #3 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #4 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #5 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #6 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 2,253,459.44000000 | 0.00000000 |
| #7 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 13,321,660.18000000 | 305,680,923.68000000 |
| #8 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #9 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 6,771,627.78000000 | 155,027,949.73000000 |
| #10 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 481,554,289.99000000 | 859,472,100.37000000 |
| #11 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 485,194,696.30000000 | 709,111,417.11000000 |
| #12 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #13 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #14 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 11,151,764.26000000 | 44,741,876.70000000 |
| #15 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #16 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 42,448,827.83000000 | 193,195,448.75000000 |
| #17 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #18 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 4,440,424.85000000 |
| #19 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #20 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #21 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 4,543,230.39000000 | 55,094,482.07000000 |
| #22 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #23 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #24 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #25 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #26 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.48000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.23000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.52000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.23000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.12000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.24000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.88000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.24000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 14 |
| Fund Name | First Trust S&P REIT Index Fund |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | FRI |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #2 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #3 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #4 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 9,804,369.22000000 |
| #5 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #6 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 5,612,684.26000000 |
| #7 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 13,746,281.51000000 | 18,935,455.61000000 |
| #8 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #9 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #10 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 4,073,735.86000000 | 9,641,955.17000000 |
| #11 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #12 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #13 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #14 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #15 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #16 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #17 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #18 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #19 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #20 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #21 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,396,523.52000000 | 4,145,956.14000000 |
| #22 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #24 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #25 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 1,371,309.64000000 | 0.00000000 |
| #26 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.18000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.99000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.82000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.99000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.70000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.60000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.30000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.60000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 15 |
| Fund Name | FT Vest Bitcoin Strategy & Target Income ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | DFII |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #2 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #3 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #4 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #5 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #6 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #7 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #8 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #9 | HRT FINANCIAL LLC | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #10 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #11 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #12 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #13 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #14 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #15 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #16 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #17 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 22,760,457.45000000 | 0.00000000 |
| #18 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #19 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #20 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #21 | BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #22 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #23 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #24 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #25 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #26 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,008,714.02000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 16 |
| Fund Name | First Trust NASDAQ-100 Ex-Technology Sector Index Fund |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ/NMS (GLOBAL MARKET) | QQXT |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 13,596,074.77000000 | 24,223,405.14000000 |
| #2 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #3 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #4 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #5 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 122,378,114.83000000 | 53,314,093.33000000 |
| #6 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #7 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #8 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #9 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 13,636,827.30000000 | 122,705,641.10000000 |
| #10 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #11 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 22,458,926.46000000 |
| #12 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 106,200,543.73000000 | 63,829,701.94000000 |
| #13 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #14 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 22,421,385.06000000 | 224,533,363.74000000 |
| #15 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #16 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #17 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #18 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #19 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #20 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #21 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 18,620,319.00000000 | 0.00000000 |
| #22 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #23 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 68,089,429.46000000 | 0.00000000 |
| #24 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 498,906,060.00000000 | 185,075,225.46000000 |
| #25 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 168,261,737.76000000 | 168,653,707.38000000 |
| #26 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 203,902,406.94000000 | 351,786,191.66000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.06000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.05000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.94000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.05000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.10000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.23000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.90000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.23000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 17 |
| Fund Name | First Trust Nasdaq-100 Select Equal Weight ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ/NMS (GLOBAL MARKET) | QQEW |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #2 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #3 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 26,539,743.34000000 | 32,702,835.19000000 |
| #4 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #5 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #6 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 29,632,920.45000000 | 32,431,671.87000000 |
| #7 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #8 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #9 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 7,136,554.09000000 | 0.00000000 |
| #10 | BofA Securities, Inc. | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 624,701,640.06000000 | 675,822,053.43000000 |
| #11 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #12 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #13 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 6,846,208.06000000 | 76,336,616.03000000 |
| #14 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 20,171,468.52000000 | 45,947,306.73000000 |
| #15 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 158,560,177.29000000 | 190,487,374.60000000 |
| #16 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #17 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #18 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #19 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #20 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #21 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #22 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #23 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 39,175,923.85000000 |
| #24 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #25 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #26 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.02000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.05000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.98000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.05000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.01000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.19000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.01000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.19000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 18 |
| Fund Name | First Trust Capital Strength ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ/NMS (GLOBAL MARKET) | FTCS |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 8,651,338.74000000 | 476,723,110.82000000 |
| #2 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 743,967,369.08000000 | 841,147,722.03000000 |
| #3 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 90,636,925.31000000 |
| #4 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #5 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #6 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #7 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #8 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #9 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #10 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #11 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #12 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #13 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #14 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #15 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 1,982,594,126.46000000 | 2,099,079,763.99000000 |
| #16 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #17 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #18 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #19 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 31,312,476.60000000 | 62,023,618.67000000 |
| #20 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #21 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #22 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 149,904,280.92000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #24 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 9,104,738.14000000 |
| #25 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #26 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.12000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.06000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.88000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.06000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.17000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.70000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.83000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.70000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 19 |
| Fund Name | First Trust Dow Jones Select MicroCap Index Fund |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | FDM |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #2 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #3 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #4 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 5,652,597.50000000 | 3,537,285.01000000 |
| #5 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #6 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #7 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #8 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #9 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #10 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #11 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #12 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #13 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #14 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #15 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #16 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #17 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #18 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #19 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #20 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #21 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #22 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #23 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #24 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #25 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #26 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 98,981,453.95000000 | 93,736,917.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.25000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.84000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.75000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.84000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.38000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.14000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.62000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.14000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 20 |
| Fund Name | FT Vest Bitcoin Strategy Floor15 ETF - October |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | BFOC |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #2 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #3 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #4 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #5 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #6 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #7 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #8 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #9 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 3,929,800.86000000 | 916,991.82000000 |
| #10 | BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #11 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #12 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #13 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #14 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #15 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #16 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 1,001,035.03000000 | 0.00000000 |
| #17 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #18 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #19 | HRT FINANCIAL LLC | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #20 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #21 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #22 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 4,591,125.73000000 | 0.00000000 |
| #23 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #24 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #25 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #26 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 21 |
| Fund Name | First Trust Dow Jones Internet Index Fund |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | FDN |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 2,098,831,818.56000000 | 1,363,647,074.58000000 |
| #2 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #3 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 128,068,854.08000000 | 597,532,890.32000000 |
| #4 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #5 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #6 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #7 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #8 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #9 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #10 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 566,468,256.88000000 | 1,454,156,813.23000000 |
| #11 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #12 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #13 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #14 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #15 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #16 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 127,288,968.49000000 | 69,776,809.41000000 |
| #17 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 1,062,613,542.18000000 | 965,348,810.82000000 |
| #18 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 364,791,042.54000000 | 587,649,955.40000000 |
| #19 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #20 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 1,194,671,831.29000000 | 1,352,268,724.14000000 |
| #21 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 803,751,243.29000000 | 424,990,509.57000000 |
| #22 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 37,145,596.48000000 | 39,878,353.30000000 |
| #23 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 397,192,221.17000000 | 1,054,346,129.55000000 |
| #24 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 1,611,347,205.02000000 | 1,219,606,142.35000000 |
| #25 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #26 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 178,806,437.18000000 | 381,980,487.35000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.01000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.07000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.99000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.07000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.02000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.07000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.98000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.07000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 22 |
| Fund Name | FT Vest Bitcoin Strategy Floor15 ETF - July |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | BFJL |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #2 | HRT FINANCIAL LLC | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #3 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #4 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 4,086,097.01000000 | 905,859.10000000 |
| #5 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #6 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #7 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #8 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #9 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #10 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #11 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #12 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #13 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #14 | BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #15 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #16 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #17 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #18 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #19 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #20 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #21 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #22 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #23 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #24 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #25 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #26 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 23 |
| Fund Name | First Trust WCM International Equity ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | WCMI |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #2 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 46,503,598.70000000 | 0.00000000 |
| #3 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 201,559,519.40000000 | 198,649,852.81000000 |
| #4 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #5 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #6 | HRT FINANCIAL LLC | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #7 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #8 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #9 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 3,195,078.13000000 | 0.00000000 |
| #10 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #11 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #12 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #13 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #14 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #15 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 407,058,393.20000000 | 0.00000000 |
| #16 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 23,510,802.61000000 | 0.00000000 |
| #17 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 60,695,593.68000000 | 0.00000000 |
| #18 | BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #19 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #20 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #21 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 60,706,044.04000000 | 18,996,716.78000000 |
| #22 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #23 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 86,199,913.66000000 | 0.00000000 |
| #24 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #25 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #26 | RBC Capital Markets, LLC (f/k/a RBC Capital Markets Corp) | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 15.54000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 5.15000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 84.46000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 5.15000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.57000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 3.82000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.57000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.82000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 24 |
| Fund Name | First Trust NASDAQ Clean Edge Green Energy Index Fund |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ/NMS (GLOBAL MARKET) | QCLN |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 50,672,071.68000000 | 87,304,477.39000000 |
| #2 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #3 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #4 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #5 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 7,590,390.58000000 | 9,758,288.97000000 |
| #6 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #7 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #8 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #9 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #10 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 6,731,280.80000000 | 23,143,382.09000000 |
| #11 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #12 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 2,207,204.15000000 |
| #13 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 6,833,790.81000000 | 67,741,155.16000000 |
| #14 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #15 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #16 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #17 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #18 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #19 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #20 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #21 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 6,121,672.66000000 |
| #22 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #23 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #24 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #25 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #26 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 24,208,351.76000000 | 21,879,151.44000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.09000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.05000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.91000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.05000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.17000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.53000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.83000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.53000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 25 |
| Fund Name | FT Vest Gold Strategy Quarterly Buffer ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | BATS Z-EXCHANGE | BGLD |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 2,288,170.15000000 |
| #2 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #3 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #4 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 38,351,685.11000000 | 45,747,173.13000000 |
| #5 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #6 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #7 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #8 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #9 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 7,267,354.99000000 | 2,399,724.52000000 |
| #10 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #11 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #12 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #13 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 16,426,321.78000000 | 6,744,096.68000000 |
| #14 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #15 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #16 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #17 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #18 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #19 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #20 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #21 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #22 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #23 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #24 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #25 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #26 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 26 |
| Fund Name | First Trust NASDAQ ABA Community Bank Index Fund |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ/NMS (GLOBAL MARKET) | QABA |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #2 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #3 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #4 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #5 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #6 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #7 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 13,617,137.46000000 | 5,108,721.46000000 |
| #8 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #9 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #10 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #11 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #12 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #13 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #14 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 13,422,933.89000000 | 51,603,560.27000000 |
| #15 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #16 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #17 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 2,847,047.09000000 |
| #18 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 32,440,683.78000000 | 49,468,614.94000000 |
| #19 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #20 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #21 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #22 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #23 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #24 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 16,261,621.13000000 | 10,754,534.46000000 |
| #25 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #26 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.17000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.05000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.83000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.05000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.12000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.10000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.88000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.10000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 27 |
| Fund Name | First Trust US Equity Opportunities ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | FPX |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #2 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #3 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #4 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #5 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #6 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 59,713,384.01000000 | 30,445,251.27000000 |
| #7 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 40,722,032.52000000 | 6,518,360.59000000 |
| #8 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #9 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 54,375,859.12000000 | 5,784,374.41000000 |
| #10 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #11 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #12 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 8,613,828.72000000 | 0.00000000 |
| #13 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #14 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #15 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #16 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #17 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #18 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #19 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #20 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #21 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #22 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #23 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #24 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #25 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 14,055,523.73000000 | 6,894,399.44000000 |
| #26 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.14000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.30000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.86000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.30000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.09000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.07000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.91000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.07000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 28 |
| Fund Name | First Trust Growth Strength ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ/NMS (GLOBAL MARKET) | FTGS |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #2 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 59,421,492.11000000 | 35,093,706.52000000 |
| #3 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #4 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #5 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #6 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #7 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 63,592,736.06000000 | 62,462,975.36000000 |
| #8 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #9 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 85,268,529.56000000 | 39,139,509.74000000 |
| #10 | Mizuho Securities USA LLC | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #11 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #12 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #13 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #14 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #15 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #16 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #17 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 271,826,305.81000000 | 271,327,873.43000000 |
| #18 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #19 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #20 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 535,099,358.81000000 | 403,164,467.18000000 |
| #21 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #22 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 11,657,240.92000000 | 26,384,834.77000000 |
| #23 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 49,765,540.04000000 | 12,432,005.77000000 |
| #24 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #25 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #26 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.33000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.85000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.67000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.85000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.04000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.34000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.96000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.34000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 29 |
| Fund Name | First Trust Natural Gas ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | FCG |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #2 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #3 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #4 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 15,235,731.49000000 | 0.00000000 |
| #5 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #6 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 35,653,221.10000000 | 34,077,931.59000000 |
| #7 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #8 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #9 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #10 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 2,634,769.33000000 | 5,691,647.62000000 |
| #11 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #12 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 51,870,318.15000000 | 21,690,768.39000000 |
| #13 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #14 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #15 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #16 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #17 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 10,675,695.45000000 | 0.00000000 |
| #18 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #19 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 15,153,354.14000000 | 15,534,296.08000000 |
| #20 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 56,876,394.18000000 | 37,199,429.44000000 |
| #21 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #22 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 3,709,465.38000000 | 3,628,618.34000000 |
| #23 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #24 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 31,581,310.64000000 | 30,821,442.76000000 |
| #25 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 0.00000000 |
| #26 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.22000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.09000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.78000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.09000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.19000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.09000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.81000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.09000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| Exchange Record: 30 |
| Fund Name | First Trust NASDAQ-100-Technology Sector Index Fund |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ/NMS (GLOBAL MARKET) | QTEC |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Wells Fargo Securities, LLC | 008-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | 0.00000000 | 17,746,326.87000000 |
| #2 | Wedbush Securities Inc. | 008-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #3 | Mirae Asset Securities (USA) Inc. | 008-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #4 | RBC Capital Markets, LLC | 008-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 11,713,796.98000000 | 104,473,282.17000000 |
| #5 | SG Americas Securities, LLC | 008-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #6 | Jane Street Capital LLC | 008-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 9,689,814.73000000 | 312,909,078.22000000 |
| #7 | TD Securities (USA) LLC | 008-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #8 | BOFA SECURITIES, INC | 008-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 318,113,434.05000000 | 499,584,809.99000000 |
| #9 | Citigroup Global Markets, Inc. | 008-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 51,069,902.01000000 | 29,717,327.45000000 |
| #10 | Mizuho Securities USA Inc | 008-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | 0.00000000 | 0.00000000 |
| #11 | Morgan Stanley & Co. LLC | 008-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #12 | HRT FINANCIAL LP | 008-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 16,505,274.93000000 |
| #13 | Barclays Capital Inc. | 008-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #14 | BNP Paribas Securities Corp. | 008-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 156,555,248.29000000 | 165,418,125.77000000 |
| #15 | Citadel Securities LLC | 008-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 48,509,653.98000000 | 65,157,136.51000000 |
| #16 | Jefferies LLC | 008-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #17 | ABN AMRO Clearing Chicago LLC | 008-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 10,818,669.33000000 | 0.00000000 |
| #18 | Cantor Fitzgerald & Co. | 008-00201 | 000000134 | LEI: 5493004J7H4GCPG6OB62 | 0.00000000 | 0.00000000 |
| #19 | Macquarie Capital (USA) Inc. | 008-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #20 | BMO Capital Markets Corp. | 008-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #21 | JP Morgan Securities, Inc. | 008-36950 | 000018718 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #22 | Interactive Brokers LLC | 008-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #23 | National Financial Services LLC | 008-26740 | 000013041 | LEI: 549300JRHF1MHHWUAW04 | 0.00000000 | 0.00000000 |
| #24 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 58,838,721.79000000 | 566,689,256.95000000 |
| #25 | UBS Securities LLC | 008-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #26 | Virtu Americas LLC | 008-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 109,790,330.45000000 | 337,784,895.81000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.03000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.03000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.97000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.03000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.02000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.03000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.98000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.03000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☒ Yes ☐ No |
| a. Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below: | ☐
i. Legal proceedings
☐ ii. Provision of financial support ☒ iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only) ☐ iv. Change in accounting principles and practices ☐ v. Information required to be filed pursuant to exemptive orders ☐ vi. Other information required to be included as an attachment pursuant to Commission rules and regulations |
| Instructions. 1. Item G.1.a.i. Legal proceedings. (a) If the Registrant responded "YES" to Item B.11.a., provide a brief description of the proceedings. As part of the description, provide the case or docket number (if any), and the full names of the principal parties to the proceeding. (b) If the Registrant responded "YES" to Item B.11.b., identify the proceeding and give its date of termination. 2. Item G.1.a.ii. Provision of financial support. If the Registrant responded "YES" to Item B.14., provide the following information (unless the Registrant is a Money Market Fund): (a) Description of nature of support. (b) Person providing support. (c) Brief description of relationship between the person providing support and the Registrant. (d) Date support provided. (e) Amount of support. (f) Security supported (if applicable). Disclose the full name of the issuer, the title of the issue (including coupon or yield, if applicable) and at least two identifiers, if available (e.g., CIK, CUSIP, ISIN, LEI). (g) Value of security supported on date support was initiated (if applicable). (h) Brief description of reason for support. (i) Term of support. (j) Brief description of any contractual restrictions relating to support. 3. Item G.1.a.iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only). Each management investment company shall furnish a report of its independent public accountant on the company's system of internal accounting controls. The accountant's report shall be based on the review, study and evaluation of the accounting system, internal accounting controls, and procedures for safeguarding securities made during the audit of the financial statements for the reporting period. The report should disclose any material weaknesses in: (a) the accounting system; (b) system of internal accounting control; or (c) procedures for safeguarding securities which exist as of the end of the Registrant's fiscal year. The accountant's report shall be furnished as an exhibit to the form and shall: (1) be addressed to the Registrant's shareholders and board of directors; (2) be dated; (3) be signed manually; and (4) indicate the city and state where issued. Attachments that include a report that discloses a material weakness should include an indication by the Registrant of any corrective action taken or proposed. The fact that an accountant's report is attached to this form shall not be regarded as acknowledging any review of this form by the independent public accountant. 4. Item G.1.a.iv. Change in accounting principles and practices. If the Registrant responded "YES" to Item B.21, provide an attachment that describes the change in accounting principles or practices, or the change in the method of applying any such accounting principles or practices. State the date of the change and the reasons therefor. A letter from the Registrant's independent accountants, approving or otherwise commenting on the change, shall accompany the description. 5. Item G.1.a.v. Information required to be filed pursuant to exemptive orders. File as an attachment any information required to be reported on Form N-CEN or any predecessor form to Form N-CEN (e.g., Form N-SAR) pursuant to exemptive orders issued by the Commission and relied on by the Registrant. 6. Item G.1.a.vi. Other information required to be included as an attachment pursuant to Commission rules and regulations. File as an attachment any other information required to be included as an attachment pursuant to Commission rules and regulations. |
| Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. |
| Registrant | First Trust Exchange-Traded Fund |
| Date | 2026-03-12 |
| Signature | Derek Maltbie |
| Title | Treasurer |
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To the Shareholders and Board of Trustees of First Trust Exchange-Traded Fund:
In planning and performing our audits of the financial statements of First Trust Exchange-Traded Fund (the “Trust”), including First Trust Dividend StrengthTM ETF, First Trust Dow 30 Equal Weight ETF, First Trust Lunt U.S. Factor Rotation ETF, First Trust S&P 500 Diversified Free Cash Flow ETF, FT Vest Gold Strategy Quarterly Buffer ETF, FT Vest Gold Strategy Target Income ETF®, FT Vest Bitcoin Strategy Floor15 ETF – April, FT Vest Bitcoin Strategy Floor15 ETF – July, FT Vest Bitcoin Strategy Floor15 ETF – October, FT Vest Bitcoin Strategy & Target Income ETF, First Trust WCM International Equity ETF, and First Trust WCM Developing World Equity ETF, as of and for the year ended December 31, 2025, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Trust’s internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Trust’s internal control over financial reporting. Accordingly, we express no such opinion.
The management of the Trust is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A fund's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A fund's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the fund; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the fund are being made only in accordance with authorizations of management and directors of the fund; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use, or disposition of a fund's assets that could have a material effect on the financial statements.
Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.
A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the fund's annual or interim financial statements will not be prevented or detected on a timely basis.
Our consideration of the Trust’s internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Trust’s internal control over financial reporting and its operation, including controls for safeguarding securities that we consider to be a material weakness, as defined above, as of December 31, 2025.
This report is intended solely for the information and use of management and the Board of Trustees of the Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.
/s/ DELOITTE & TOUCHE LLP
Chicago, Illinois
February 24, 2026