NPORT-EX 2 290079FTCloudComputing.htm

 

 

First Trust STOXX® European Select Dividend Index Fund (FDD)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) — 99.1%     
   Belgium — 2.4%     
238,210  Proximus S.A., DP (b)  $4,854,005 
         
   Denmark — 2.8%     
103,080  Pandora A/S (b)   5,629,662 
         
   Finland — 4.7%     
255,936  Fortum OYJ (b)   4,882,757 
203,930  Nokian Renkaat OYJ (b)   4,482,646 
       9,365,403 
         
   France — 10.6%     
45,873  Covivio (b)   3,327,319 
305,663  Klepierre S.A. (b)   6,109,813 
167,183  Publicis Groupe S.A. (b)   5,430,918 
165,186  TOTAL S.A. (b)   6,369,281 
       21,237,331 
         
   Germany — 15.1%     
21,791  Allianz SE (b)   4,452,805 
104,362  BASF SE (b)   5,861,916 
146,757  Bayerische Motoren Werke AG (Preference Shares) (b)   7,128,994 
178,859  Deutsche Post AG (b)   6,567,650 
107,748  Porsche Automobil Holding SE (Preference Shares) (b)   6,240,600 
       30,251,965 
         
   Italy — 12.7%     
305,544  Assicurazioni Generali S.p.A. (b)   4,641,275 
1,185,254  Mediobanca Banca di Credito Finanziario S.p.A. (b)   8,559,029 
1,056,615  Snam S.p.A. (b)   5,151,136 
18,457,852  Telecom Italia S.p.A. (b)   7,183,793 
       25,535,233 
         
   Netherlands — 10.3%     
4,209,367  Aegon N.V. (b)   12,442,697 
242,731  NN Group N.V. (b)   8,157,610 
       20,600,307 
         
   Spain — 4.0%     
1,668,593  Bankinter S.A. (b)   7,997,738 
         
         
   Switzerland — 14.5%     
125,810  LafargeHolcim Ltd. (b)   5,542,690 
16,726  Swiss Life Holding AG (b)   6,222,387 
53,642  Swiss Re AG (b)   4,159,108 
784,520  UBS Group AG (b)   9,060,472 
11,361  Zurich Insurance Group AG (b)   4,025,549 
       29,010,206 
         
   United Kingdom — 22.0%     
283,422  GlaxoSmithKline PLC (b)   5,725,018 
4,019,287  Legal & General Group PLC (b)   10,957,527 
625,327  Royal Dutch Shell PLC, Class B (b)   9,480,110 
377,024  SSE PLC (b)   6,384,172 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   United Kingdom (Continued)     
3,518,009  Standard Life Aberdeen PLC (b)  $11,657,585 
       44,204,412 
         
   Total Investments — 99.1%   198,686,262 
   (Cost $204,491,134) (c)     
   Net Other Assets and Liabilities — 0.9%   1,769,545 
   Net Assets — 100.0%  $200,455,807 

 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $198,686,262 or 99.1% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the New York Stock Exchange (“NYSE”) close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $12,966,612 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $18,771,484. The net unrealized depreciation was $5,804,872.

 

 

     
Valuation Inputs    
       
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
       

   Level 1
Quoted
Prices		  Level 2 Significant Observable Inputs  Level 3 Significant Unobservable Inputs
Common Stocks*  $—     $198,686,262  $—   
               
* See Portfolio of Investments for country breakout.

 

 

First Trust STOXX® European Select Dividend Index Fund (FDD)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

 

Sector Allocation  % of Total
Long-Term Investments
Financials   46.5%
Consumer Discretionary   11.8 
Communication Services   8.8 
Utilities   8.3 
Energy   8.0 
Materials   5.7 
Real Estate   4.7 
Industrials   3.3 
Health Care   2.9 
 Total   100.0%

 

 

Currency Exposure Diversification  % of Total Investments
Euro   60.3%
British Pound Sterling   22.3 
Swiss Franc   14.6 
Danish Krone   2.8 
 Total   100.0%

 

 

 

 

 

First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund (FFR)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) — 99.6%     
   Australia — 3.3%     
196,196  BGP Holdings PLC (b) (c) (d) (e) (f)  $0 
12,268  BWP Trust (b)   32,633 
10,873  Charter Hall Long Wale REIT (b)   32,436 
11,937  Charter Hall Retail REIT (b)   27,789 
60,735  Cromwell Property Group (b)   37,961 
27,537  Dexus (b)   176,741 
49,156  GPT Group (The) (b)   142,803 
99,164  Mirvac Group (b)   149,797 
23,889  National Storage REIT (b)   30,572 
130,856  Scentre Group (b)   198,657 
26,657  Shopping Centres Australasia Property Group (b)   40,188 
60,115  Stockland (b)   139,394 
94,588  Vicinity Centres (b)   94,806 
       1,103,777 
         
   Austria — 0.2%     
1,737  CA Immobilien Anlagen AG (b)   58,075 
         
   Belgium — 1.1%     
683  Aedifica S.A. (b)   74,795 
130  Ascencio (b)   6,900 
542  Befimmo S.A. (b)   24,304 
651  Cofinimmo S.A. (b)   89,775 
558  Intervest Offices & Warehouses N.V. (b)   14,379 
61  Leasinvest Real Estate S.C.A. (b)   6,286 
320  Montea C.V.A. (b)   32,191 
253  Retail Estates N.V. (b)   17,073 
3,328  Warehouses De Pauw C.V.A. (b)   91,430 
60  Wereldhave Belgium Comm VA (b)   3,715 
385  Xior Student Housing N.V. (b) (g)   20,694 
       381,542 
         
   Bermuda — 0.4%     
29,222  Hongkong Land Holdings Ltd. (b)   121,550 
         
   Canada — 2.8%     
3,066  Allied Properties Real Estate Investment Trust   92,504 
3,003  Artis Real Estate Investment Trust   16,700 
952  Boardwalk Real Estate Investment Trust   20,834 
4,268  Canadian Apartment Properties REIT   152,756 
5,405  Chartwell Retirement Residences   37,305 
6,436  Choice Properties Real Estate Investment Trust   60,397 
4,230  Cominar Real Estate Investment Trust   25,487 
2,322  Crombie Real Estate Investment Trust   21,893 
3,822  Dream Industrial Real Estate Investment Trust   30,067 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Canada (Continued)     
1,086  Dream Office Real Estate Investment Trust  $16,415 
5,433  First Capital Real Estate Investment Trust   55,547 
1,361  Granite Real Estate Investment Trust   70,235 
7,093  H&R Real Estate Investment Trust   50,993 
2,823  InterRent Real Estate Investment Trust   29,798 
2,432  Killam Apartment Real Estate Investment Trust   31,385 
1,466  Northview Apartment Real Estate Investment Trust   37,557 
3,766  NorthWest Healthcare Properties Real Estate Investment Trust   29,959 
7,978  RioCan Real Estate Investment Trust   90,264 
3,278  SmartCentres Real Estate Investment Trust   50,488 
3,135  Summit Industrial Income REIT   26,441 
1,341  WPT Industrial Real Estate Investment Trust   17,299 
       964,324 
         
   Cayman Islands — 1.8%     
67,807  CK Asset Holdings Ltd. (b)   406,624 
41,608  Wharf Real Estate Investment Co., Ltd. (b)   199,744 
       606,368 
         
   Finland — 0.3%     
1,936  Citycon OYJ (b)   13,499 
4,538  Kojamo OYJ (b)   95,904 
       109,403 
         
   France — 1.2%     
943  Carmila S.A. (b)   12,977 
1,168  Covivio (b)   84,719 
1,307  Gecina S.A. (b)   161,423 
801  ICADE (b)   55,932 
4,776  Klepierre S.A. (b)   95,466 
1,547  Mercialys S.A. (b)   12,969 
       423,486 
         
   Germany — 4.9%     
4,482  alstria office REIT-AG (b) (c)   66,706 
1,288  Deutsche EuroShop AG (b) (c)   18,202 
9,079  Deutsche Wohnen SE (b)   407,969 
1,761  Hamborner REIT AG (b)   17,272 
1,741  LEG Immobilien AG (b)   220,820 
3,183  TAG Immobilien AG (b)   76,022 
336  TLG Immobilien AG (b) (c)   6,596 
13,684  Vonovia SE (b)   836,404 
       1,649,991 
         

 

First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund (FFR)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Guernsey — 0.1%     
6,086  BMO Real Estate Investments Ltd. (b)  $4,218 
9,276  Regional REIT Ltd. (b) (g) (h)   8,141 
13,155  Schroder Real Estate Investment Trust Ltd. (b)   4,920 
24,065  Sirius Real Estate Ltd. (b)   22,857 
10,258  Standard Life Investment Property Income Trust Ltd. (b)   7,680 
       47,816 
         
   Hong Kong — 4.2%     
49,442  Champion REIT (b)   25,825 
50,671  Hang Lung Properties Ltd. (b)   120,459 
15,014  Hysan Development Co., Ltd. (b)   48,469 
51,820  Link REIT (b)   425,451 
35,905  New World Development Co., Ltd.   170,480 
83,752  Sino Land Co., Ltd. (b)   105,963 
35,592  Sun Hung Kai Properties Ltd. (b)   454,696 
26,555  Swire Properties Ltd. (b)   67,799 
       1,419,142 
         
   Ireland — 0.1%     
17,281  Hibernia REIT PLC (b)   21,817 
11,036  Irish Residential Properties REIT PLC   17,532 
       39,349 
         
   Isle of Man — 0.0%     
6,432  RDI REIT PLC (b)   6,569 
         
   Israel — 0.2%     
3,441  Amot Investments Ltd. (b)   15,688 
922  Azrieli Group Ltd. (b)   42,022 
       57,710 
         
   Italy — 0.0%     
1,655  Immobiliare Grande Distribuzione SIIQ S.p.A. (b)   6,551 
         
   Japan — 11.5%     
17  Activia Properties, Inc. (b)   58,907 
33  Advance Residence Investment Corp. (b)   98,200 
3,027  AEON Mall Co., Ltd. (b)   40,225 
39  AEON REIT Investment Corp. (b)   41,465 
15  Comforia Residential REIT, Inc. (b)   44,742 
51  Daiwa House REIT Investment Corp. (b)   119,983 
7  Daiwa Office Investment Corp. (b)   38,661 
47  Daiwa Securities Living Investments Corp. (b)   43,772 
12  Frontier Real Estate Investment Corp. (b)   37,963 
18  Fukuoka REIT Corp. (b)   21,974 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Japan (Continued)     
24  Global One Real Estate Investment Corp. (b)  $22,277 
91  GLP J-REIT (b)   131,500 
9,100  Hulic Co., Ltd. (b)   85,913 
29  Hulic REIT, Inc. (b)   36,046 
30  Ichigo Office REIT Investment Corp. (b)   20,845 
43  Industrial & Infrastructure Fund Investment Corp. (b)   69,423 
219  Invesco Office J-REIT, Inc. (b)   28,471 
123  Invincible Investment Corp. (b)   31,926 
31  Japan Excellent, Inc. (b)   36,034 
113  Japan Hotel REIT Investment Corp. (b)   46,874 
22  Japan Logistics Fund, Inc. (b)   59,750 
22  Japan Prime Realty Investment Corp. (b)   64,540 
33  Japan Real Estate Investment Corp. (b)   169,360 
66  Japan Retail Fund Investment Corp. (b)   82,551 
10  Kenedix Office Investment Corp. (b)   55,876 
24  Kenedix Residential Next Investment Corp. (b)   41,473 
14  Kenedix Retail REIT Corp. (b)   26,212 
34  LaSalle Logiport REIT (b)   52,367 
42  MCUBS MidCity Investment Corp. (b)   30,601 
28,666  Mitsubishi Estate Co., Ltd. (b)   427,175 
7  Mitsubishi Estate Logistics REIT Investment Corp. (b)   25,753 
23,368  Mitsui Fudosan Co., Ltd. (b)   415,126 
10  Mitsui Fudosan Logistics Park, Inc. (b)   44,711 
39  Mori Hills REIT Investment Corp. (b)   49,127 
25  Mori Trust Sogo REIT, Inc. (b)   30,838 
11  Nippon Accommodations Fund, Inc. (b)   63,609 
32  Nippon Building Fund, Inc. (b)   182,245 
54  Nippon Prologis REIT, Inc. (b)   164,086 
11  NIPPON REIT Investment Corp. (b)   35,559 
2,800  Nomura Real Estate Holdings, Inc. (b)   52,129 
113  Nomura Real Estate Master Fund, Inc. (b)   135,340 
66  Orix JREIT, Inc. (b)   86,997 
32  Premier Investment Corp. (b)   35,551 
101  Sekisui House REIT, Inc. (b)   64,824 
9,944  Sumitomo Realty & Development Co., Ltd. (b)   274,481 
4,987  Tokyo Tatemono Co., Ltd. (b)   57,400 
22  Tokyu REIT, Inc. (b)   30,112 

 

 

First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund (FFR)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Japan (Continued)     
75  United Urban Investment Corp. (b)  $80,779 
       3,893,773 
         
   Jersey — 0.0%     
2,102  Phoenix Spree Deutschland Ltd. (b)   7,678 
         
   Luxembourg — 0.8%     
1,101  ADO Properties S.A. (b) (c) (g) (h)   30,030 
30,331  Aroundtown S.A. (b) (c)   173,851 
2,797  Grand City Properties S.A. (b)   64,689 
       268,570 
         
   Multi-National — 0.6%     
3,398  Unibail-Rodamco-Westfield (b)   191,534 
         
   Netherlands — 0.1%     
1,213  Eurocommercial Properties N.V., CVA (b)   15,644 
453  NSI N.V. (b)   17,485 
432  Vastned Retail N.V. (b)   9,246 
1,016  Wereldhave N.V. (b)   9,365 
       51,740 
         
   New Zealand — 0.3%     
27,421  Goodman Property Trust (b)   36,016 
39,580  Kiwi Property Group Ltd. (b)   26,928 
26,625  Precinct Properties New Zealand Ltd. (b)   27,124 
       90,068 
         
   Norway — 0.2%     
4,205  Entra ASA (b) (g) (h)   53,903 
         
   Singapore — 3.5%     
74,100  Ascendas Real Estate Investment Trust (b)   170,016 
44,800  Ascott Residence Trust (b)   32,509 
68,690  CapitaLand Commercial Trust (b)   84,067 
63,130  CapitaLand Ltd. (b)   133,371 
60,483  CapitaLand Mall Trust (b)   85,821 
19,900  CDL Hospitality Trusts (b)   14,730 
11,800  City Developments Ltd. (b)   72,111 
33,725  Fortune Real Estate Investment Trust (b)   30,498 
17,900  Frasers Centrepoint Trust (b)   29,995 
62,800  Frasers Logistics & Commercial Trust (b) (g)   54,098 
30,533  Keppel DC REIT (b)   55,916 
49,500  Keppel REIT (b)   39,352 
35,900  Manulife US Real Estate Investment Trust (b) (g)   27,279 
55,221  Mapletree Commercial Trust (b)   77,266 
38,700  Mapletree Industrial Trust (b)   80,505 
64,153  Mapletree Logistics Trust (b)   90,065 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Singapore (Continued)     
51,997  Suntec Real Estate Investment Trust (b)  $53,117 
12,400  UOL Group Ltd. (b)   60,967 
       1,191,683 
         
   Spain — 0.4%     
8,192  Inmobiliaria Colonial Socimi S.A. (b) (c)   72,433 
1,564  Lar Espana Real Estate Socimi S.A.   8,162 
8,360  Merlin Properties Socimi S.A. (b)   69,665 
       150,260 
         
   Sweden — 2.0%     
1,158  Atrium Ljungberg AB, Class B (b)   16,359 
6,793  Castellum AB (b)   127,287 
635  Catena AB (b)   25,109 
2,115  Dios Fastigheter AB (b)   14,167 
6,650  Fabege AB (b)   78,208 
2,443  Fastighets AB Balder, Class B (b) (c)   93,472 
2,760  Hufvudstaden AB, Class A (b)   34,407 
12,771  Klovern AB, Class B (b)   20,314 
4,756  Kungsleden AB (b)   35,595 
4,424  Nyfosa AB (b) (c)   30,363 
2,225  Pandox AB (b) (c)   25,827 
23,693  Samhallsbyggnadsbolaget i Norden AB (b)   60,875 
4,106  Wallenstam AB, Class B (b)   47,654 
3,343  Wihlborgs Fastigheter AB (b)   54,991 
       664,628 
         
   Switzerland — 1.3%     
354  Allreal Holding AG (b)   70,176 
70  Hiag Immobilien Holding AG (b) (c)   6,840 
28  Intershop Holding AG (b)   16,759 
163  Mobimo Holding AG (b)   47,297 
1,085  PSP Swiss Property AG (b)   122,210 
1,893  Swiss Prime Site AG (b)   175,605 
       438,887 
         
   United Kingdom — 4.3%     
5,650  Aberdeen Standard European Logistics Income PLC (g) (h)   7,351 
65,898  Assura PLC (b)   63,945 
4,066  Big Yellow Group PLC (b)   50,611 
23,313  British Land (The) Co. PLC (b)   111,517 
18,474  Capital & Counties Properties PLC (b)   33,502 
15,685  Civitas Social Housing PLC (b) (g)   21,329 
9,774  Custodian REIT PLC   11,009 
2,535  Derwent London PLC (b)   87,201 
14,786  Empiric Student Property PLC (b)   10,661 
11,477  GCP Student Living PLC (b)   17,665 
16,685  Grainger PLC (b)   59,205 
6,388  Great Portland Estates PLC (b)   50,046 

 

 

First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund (FFR)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   United Kingdom (Continued)     
19,320  Hammerson PLC (b)  $19,147 
2,515  Helical PLC (b)   9,685 
5,975  Impact Healthcare REIT PLC (g)   7,093 
17,966  Land Securities Group PLC (b)   122,754 
22,163  LondonMetric Property PLC (b)   57,852 
13,138  LXI REIT PLC (b) (g)   18,525 
7,666  NewRiver REIT PLC (b)   5,971 
30,303  Primary Health Properties PLC (b)   58,726 
5,159  Safestore Holdings PLC (b)   46,501 
29,984  Segro PLC (b)   331,621 
5,612  Shaftesbury PLC (b)   36,728 
11,531  Target Healthcare REIT PLC (b)   15,738 
8,012  Triple Point Social Housing REIT PLC (g) (h)   9,729 
43,023  Tritax Big Box REIT PLC (b)   77,292 
10,661  Tritax EuroBox PLC (b) (g) (h)   13,410 
7,326  UNITE Group (The) PLC (b)   85,307 
3,358  Workspace Group PLC (b)   27,240 
       1,467,361 
         
   United States — 54.0%     
2,120  Acadia Realty Trust   27,518 
1,330  Agree Realty Corp.   87,394 
54  Alexander’s, Inc.   13,009 
3,150  Alexandria Real Estate Equities, Inc.   511,087 
1,258  American Assets Trust, Inc.   35,023 
3,442  American Campus Communities, Inc.   120,332 
2,730  American Finance Trust, Inc.   21,663 
6,527  American Homes 4 Rent, Class A   175,576 
5,035  Americold Realty Trust   182,770 
3,723  Apartment Investment & Management Co., Class A   140,134 
5,270  Apple Hospitality REIT, Inc.   50,908 
1,402  Armada Hoffler Properties, Inc.   13,950 
3,540  AvalonBay Communities, Inc.   547,426 
3,912  Boston Properties, Inc.   353,567 
4,237  Brandywine Realty Trust   46,141 
7,448  Brixmor Property Group, Inc.   95,483 
1,433  Brookfield Property REIT, Inc., Class A   14,273 
2,372  Camden Property Trust   216,374 
2,388  CareTrust REIT, Inc.   40,978 
12,137  Colony Capital, Inc.   29,129 
2,863  Columbia Property Trust, Inc.   37,620 
527  Community Healthcare Trust, Inc.   21,554 
2,822  Corporate Office Properties Trust   71,509 
3,722  Cousins Properties, Inc.   111,027 
4,857  CubeSmart   131,090 
2,891  CyrusOne, Inc.   210,320 
4,993  DiamondRock Hospitality Co.   27,611 
6,727  Digital Realty Trust, Inc.   955,974 
5,929  Diversified Healthcare Trust   26,236 
4,183  Douglas Emmett, Inc.   128,251 
9,266  Duke Realty Corp.   327,924 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   United States (Continued)     
1,886  Easterly Government Properties, Inc.  $43,604 
966  EastGroup Properties, Inc.   114,577 
3,677  Empire State Realty Trust, Inc., Class A   25,739 
1,960  EPR Properties   64,935 
2,934  Equity Commonwealth   94,475 
4,373  Equity LifeStyle Properties, Inc.   273,225 
9,247  Equity Residential   543,908 
2,283  Essential Properties Realty Trust, Inc.   33,880 
1,640  Essex Property Trust, Inc.   375,839 
3,171  Extra Space Storage, Inc.   292,905 
1,892  Federal Realty Investment Trust   161,217 
3,174  First Industrial Realty Trust, Inc.   122,009 
1,759  Four Corners Property Trust, Inc.   42,920 
2,597  Franklin Street Properties Corp.   13,219 
5,186  Gaming and Leisure Properties, Inc.   179,436 
844  Getty Realty Corp.   25,050 
2,254  Global Net Lease, Inc.   37,709 
3,378  Healthcare Realty Trust, Inc.   98,942 
5,465  Healthcare Trust of America, Inc., Class A   144,932 
13,564  Healthpeak Properties, Inc.   373,824 
2,586  Highwoods Properties, Inc.   96,535 
17,581  Host Hotels & Resorts, Inc.   189,699 
3,776  Hudson Pacific Properties, Inc.   95,004 
2,369  Independence Realty Trust, Inc.   27,220 
1,623  Industrial Logistics Properties Trust   33,353 
417  Innovative Industrial Properties, Inc.   36,704 
304  Investors Real Estate Trust   21,429 
13,690  Invitation Homes, Inc.   376,886 
3,062  JBG SMITH Properties   90,543 
3,056  Kennedy-Wilson Holdings, Inc.   46,512 
2,889  Kilroy Realty Corp.   169,584 
10,386  Kimco Realty Corp.   133,356 
2,076  Kite Realty Group Trust   23,957 
6,399  Lexington Realty Trust   67,509 
1,173  Life Storage, Inc.   111,376 
972  LTC Properties, Inc.   36,615 
3,548  Macerich (The) Co.   31,826 
2,274  Mack-Cali Realty Corp.   34,769 
13,077  Medical Properties Trust, Inc.   245,848 
2,865  Mid-America Apartment Communities, Inc.   328,530 
2,373  Monmouth Real Estate Investment Corp.   34,385 
1,076  National Health Investors, Inc.   65,335 
4,306  National Retail Properties, Inc.   152,777 
1,548  National Storage Affiliates Trust   44,366 
1,196  Office Properties Income Trust   31,060 
5,657  Omega Healthcare Investors, Inc.   168,183 
4,757  Paramount Group, Inc.   36,676 
6,020  Park Hotels & Resorts, Inc.   59,538 
3,254  Pebblebrook Hotel Trust   44,450 
5,078  Physicians Realty Trust   88,967 

 

 

First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund (FFR)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   United States (Continued)     
3,155  Piedmont Office Realty Trust, Inc., Class A  $52,405 
18,542  Prologis, Inc.   1,730,525 
503  PS Business Parks, Inc.   66,597 
3,794  Public Storage   728,031 
1,502  QTS Realty Trust, Inc., Class A   96,263 
8,653  Realty Income Corp.   514,853 
4,237  Regency Centers Corp.   194,436 
2,854  Retail Opportunity Investments Corp.   32,336 
5,361  Retail Properties of America, Inc., Class A   39,242 
2,918  Rexford Industrial Realty, Inc.   120,893 
4,104  RLJ Lodging Trust   38,742 
2,017  RPT Realty   14,038 
1,261  Ryman Hospitality Properties, Inc.   43,631 
5,136  Sabra Health Care REIT, Inc.   74,112 
298  Saul Centers, Inc.   9,616 
4,099  Service Properties Trust   29,062 
7,655  Simon Property Group, Inc.   523,449 
3,829  SITE Centers Corp.   31,015 
1,944  SL Green Realty Corp.   95,820 
2,586  Spirit Realty Capital, Inc.   90,148 
3,747  STAG Industrial, Inc.   109,862 
5,651  STORE Capital Corp.   134,550 
2,585  Summit Hotel Properties, Inc.   15,329 
2,431  Sun Communities, Inc.   329,838 
5,374  Sunstone Hotel Investors, Inc.   43,798 
2,264  Tanger Factory Outlet Centers, Inc.   16,142 
1,509  Taubman Centers, Inc.   56,980 
1,667  Terreno Realty Corp.   87,751 
7,367  UDR, Inc.   275,378 
321  Universal Health Realty Income Trust   25,516 
2,901  Urban Edge Properties   34,435 
743  Urstadt Biddle Properties, Inc., Class A   8,827 
9,389  Ventas, Inc.   343,825 
27,152  VEREIT, Inc.   174,587 
11,807  VICI Properties, Inc.   238,383 
4,412  Vornado Realty Trust   168,582 
2,063  Washington Real Estate Investment Trust   45,799 
3,049  Weingarten Realty Investors   57,718 
10,520  Welltower, Inc.   544,410 
4,303  WP Carey, Inc.   291,098 
2,832  Xenia Hotels & Resorts, Inc.   26,423 
       18,311,633 
   Total Common Stocks — 99.6%   33,777,371 
   (Cost $37,531,487)     
         

 

Shares  Description  Value
   Investment Companies (a) — 0.1%     
   Guernsey — 0.1%     
13,274  BMO Commercial Property Trust Ltd. (b)  $10,370 
13,744  Picton Property Income Ltd. (b)   11,623 
16,461  UK Commercial Property REIT Ltd. (b)   12,173 
   Total Investment Companies — 0.1%   34,166 
   (Cost $57,983)     
   Money Market Funds — 0.1%     
24,825  Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 0.06% (i)   24,825 
   (Cost $24,825)     
         
   Total Investments — 99.8%   33,836,362 
   (Cost $37,614,295) (j)     
   Net Other Assets and Liabilities — 0.2%   77,849 
   Net Assets — 100.0%  $33,914,211 

 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $14,304,224 or 42.2% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) Non-income producing security.
(d) This is a restricted security which cannot be traded as a result of the in-specie distribution. It was acquired on August 6, 2009 at a cost of $0 and has a carrying value per share of $0.
(e) Pursuant to procedures adopted by the Trust’s Board of Trustees, this security has been determined to be illiquid by First Trust Advisors, L.P., the Fund’s advisor.
(f) This security’s value was determined using significant unobservable inputs (see Valuation Inputs section).

 

 

First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund (FFR)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

(g) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended (the “1933 Act”).
(h) This security is exempt from registration upon resale under Rule 144A of the 1933 Act and may be resold in transactions exempt from registration, normally to qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities.
(i) Rate shown reflects yield as of June 30, 2020.
(j) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $4,151,354 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $7,929,287. The net unrealized depreciation was $3,777,933.

 

 

 

Valuation Inputs  
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
         

   Total
Value at
6/30/2020		 

Level 1

Quoted Prices

 

Level 2

Significant Observable Inputs

 

Level 3

Significant Unobservable Inputs

Common Stocks:                    
 Australia  $1,103,777   $—     $1,103,777   $—  **
 Canada   964,324    964,324    —      —   
 Hong Kong   1,419,142    170,480    1,248,662    —   
 Ireland   39,349    17,532    21,817    —   
 Spain   150,260    8,162    142,098    —   
 United Kingdom   1,467,361    35,182    1,432,179    —   
 United States   18,311,633    18,311,633    —      —   
 Other Country Categories*   10,321,525    —      10,321,525    —   
Investment Companies*   34,166    —      34,166    —   
Money Market Funds   24,825    24,825    —      —   
Total Investments  $33,836,362   $19,532,138   $14,304,224   $—  **
 
*   See Portfolio of Investments for country breakout.
** Investment is valued at $0.
 
Level 3 Common Stocks are fair valued by the Advisor’s Pricing Committee and are footnoted in the Portfolio of Investments.
Level 3 Common Stocks values are based on unobservable and non-quantitative inputs.

 

 

 
Sector Allocation		  
 		  
 		 % of Total
Long-Term Investments 
Real Estate   99.8%
Health Care   0.1 
Consumer Discretionary   0.1 
 Total   100.0%

 

  

 

Currency Exposure Diversification   % of Total Investments
United States Dollar   54.7%
Japanese Yen   11.5 
Euro   9.8 
Hong Kong Dollar   6.1 
British Pound Sterling   4.6 
Singapore Dollar   3.3 
Australian Dollar   3.3 
Canadian Dollar   2.8 
Swedish Krona   2.0 
Swiss Franc   1.3 
New Zealand Dollar   0.3 
Israeli Shekel   0.2 
Norwegian Krone   0.1 
 Total   100.0%

 

 

 

 

 

First Trust Dow Jones Global Select Dividend Index Fund (FGD)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) — 94.3%     
   Australia — 5.1%     
1,016,753  Bendigo & Adelaide Bank Ltd. (b)  $4,965,472 
75,995  Commonwealth Bank of Australia (b)   3,670,117 
469,721  Crown Resorts Ltd. (b)   3,164,251 
386,265  Fortescue Metals Group Ltd. (b)   3,755,131 
600,228  Suncorp Group Ltd. (b)   3,856,994 
       19,411,965 
         
   Belgium — 1.1%     
124,267  Ageas S.A./N.V. (b)   4,403,970 
         
   Bermuda — 5.8%     
424,096  Invesco Ltd.   4,563,273 
1,513,500  Kerry Properties Ltd. (b)   3,931,516 
132,544  Lazard Ltd., Class A   3,794,735 
750,611  VTech Holdings Ltd. (b)   4,521,813 
3,446,000  Yue Yuen Industrial Holdings Ltd. (b)   5,252,633 
       22,063,970 
         
   Canada — 10.5%     
82,270  Bank of Nova Scotia (The)   3,404,485 
74,077  BCE, Inc.   3,089,452 
51,781  Canadian Imperial Bank of Commerce   3,460,966 
147,695  Genworth MI Canada, Inc.   3,612,957 
241,198  Great-West Lifeco, Inc.   4,228,427 
151,354  IGM Financial, Inc.   3,677,938 
134,905  Laurentian Bank of Canada   2,841,988 
251,213  Manulife Financial Corp.   3,417,726 
243,456  Power Corp. of Canada   4,282,358 
161,745  Shaw Communications, Inc., Class B   2,637,768 
64,891  TC Energy Corp.   2,772,303 
154,234  TELUS Corp.   2,586,850 
       40,013,218 
         
   Cayman Islands — 0.9%     
532,000  CK Hutchison Holdings Ltd. (b)   3,445,012 
         
   Finland — 1.9%     
183,371  Fortum OYJ (b)   3,498,359 
436,448  Wartsila OYJ Abp (b)   3,620,350 
       7,118,709 
         
   France — 2.1%     
120,697  Nexity S.A. (b)   3,925,972 
105,124  TOTAL S.A. (b)   4,053,396 
       7,979,368 
         
   Germany — 1.7%     
15,749  Allianz SE (b)   3,218,174 
60,908  BASF SE (b)   3,421,146 
       6,639,320 
         

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Hong Kong — 7.0%     
1,238,500  BOC Hong Kong Holdings Ltd. (b)  $3,965,547 
213,100  Hang Seng Bank Ltd. (b)   3,589,088 
926,000  Henderson Land Development Co., Ltd. (b)   3,531,488 
1,198,000  Hysan Development Co., Ltd. (b)   3,867,427 
763,000  New World Development Co., Ltd.   3,622,786 
7,402,494  PCCW Ltd. (b)   4,232,477 
692,500  Swire Pacific Ltd., Class A (b)   3,680,482 
       26,489,295 
         
   Ireland — 0.6%     
49,845  Seagate Technology PLC   2,412,996 
         
   Italy — 8.1%     
272,787  Assicurazioni Generali S.p.A. (b)   4,143,690 
201,589  Azimut Holding S.p.A. (b)   3,459,981 
144,541  Banca Generali S.p.A. (b) (c)   4,346,135 
683,795  Banca Mediolanum S.p.A. (b)   4,921,041 
568,484  Eni S.p.A. (b)   5,449,470 
572,977  Mediobanca Banca di Credito Finanziario S.p.A. (b)   4,137,616 
1,828,533  UnipolSai Assicurazioni S.p.A. (b)   4,380,588 
       30,838,521 
         
   Japan — 3.6%     
171,978  Aozora Bank Ltd. (b)   2,998,806 
166,300  Idemitsu Kosan Co., Ltd. (b)   3,549,182 
197,100  Japan Tobacco, Inc. (b)   3,660,690 
1,565,700  Sojitz Corp. (b)   3,422,122 
       13,630,800 
         
   Jersey — 0.8%     
151,582  Janus Henderson Group PLC   3,207,475 
         
   Netherlands — 0.9%     
50,374  LyondellBasell Industries N.V., Class A   3,310,579 
         
   New Zealand — 0.9%     
1,167,057  Spark New Zealand Ltd. (b)   3,452,924 
         
   Singapore — 2.5%     
3,250,500  ComfortDelGro Corp., Ltd. (b)   3,415,980 
1,651,800  SATS Ltd. (b)   3,423,903 
1,446,840  Singapore Telecommunications Ltd. (b)   2,573,781 
       9,413,664 
         
   Spain — 11.1%     
173,985  ACS Actividades de Construccion y Servicios S.A. (b)   4,471,208 
7,281,334  Bankia S.A. (b)   7,784,625 
855,856  Bankinter S.A. (b)   4,102,206 
213,513  Cia de Distribucion Integral Logista Holdings S.A. (b)   3,999,954 
184,296  Enagas S.A. (b)   4,508,513 

 

 

First Trust Dow Jones Global Select Dividend Index Fund (FGD)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Spain (Continued)     
2,547,518  Mapfre S.A. (b)  $4,549,052 
237,419  Naturgy Energy Group S.A. (b)   4,432,336 
197,671  Red Electrica Corp., S.A. (b)   3,698,317 
973,842  Telefonica S.A. (b)   4,657,647 
       42,203,858 
         
   Sweden — 0.9%     
879,367  Telia Co., AB (b)   3,289,889 
         
   Switzerland — 2.2%     
62,775  Swiss Re AG (b)   4,867,230 
10,105  Zurich Insurance Group AG (b)   3,580,510 
       8,447,740 
         
   United Kingdom — 7.8%     
93,141  British American Tobacco PLC (b)   3,572,208 
1,494,777  Drax Group PLC (b)   4,770,473 
1,200,104  Jupiter Fund Management PLC (b)   3,805,302 
1,647,376  Legal & General Group PLC (b)   4,491,137 
502,259  Phoenix Group Holdings PLC (b)   4,013,506 
78,316  Rio Tinto PLC (b)   4,407,340 
1,393,494  Standard Life Aberdeen PLC (b)   4,617,605 
9,583  Vistry Group PLC (b)   84,410 
       29,761,981 
         
   United States — 18.8%     
115,756  Altria Group, Inc.   4,543,423 
117,986  AT&T, Inc.   3,566,717 
534,401  CenturyLink, Inc.   5,360,042 
174,452  CIT Group, Inc.   3,616,390 
100,716  Comerica, Inc.   3,837,279 
261,213  First Financial Bancorp   3,628,248 
113,017  Helmerich & Payne, Inc.   2,204,962 
365,112  Huntington Bancshares, Inc.   3,298,787 
94,781  Marathon Petroleum Corp.   3,542,914 
604,583  Navient Corp.   4,250,218 
406,923  Northwest Bancshares, Inc.   4,160,788 
155,142  PacWest Bancorp   3,057,849 
59,824  Prudential Financial, Inc.   3,643,282 
168,114  Synovus Financial Corp.   3,451,380 
340,378  Umpqua Holdings Corp.   3,621,622 
88,940  Universal Corp.   3,780,839 
232,995  Unum Group   3,865,387 
276,749  Waddell & Reed Financial, Inc., Class A   4,292,377 
145,943  Wells Fargo & Co.   3,736,141 
       71,458,645 
   Total Common Stocks — 94.3%   358,993,899 
   (Cost $403,228,173)     
         

 

Shares  Description  Value
   Money Market Funds — 5.3%     
19,988,026  Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 0.06% (d)  $19,988,026 
   (Cost $19,988,026)     
         
   Total Investments — 99.6%   378,981,925 
   (Cost $423,216,199) (e)     
   Net Other Assets and Liabilities — 0.4%   1,528,823 
   Net Assets — 100.0%  $380,510,748 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $226,610,192 or 59.6% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) Non-income producing security.
(d) Rate shown reflects yield as of June 30, 2020.
(e) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $6,451,640 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $50,685,914. The net unrealized depreciation was $44,234,274.

 

  

 

First Trust Dow Jones Global Select Dividend Index Fund (FGD)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

  

 

Valuation Inputs  
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):

 

    Total
Value at
6/30/2020		    Level 1 Quoted Prices    Level 2 Significant Observable Inputs    Level 3 Significant Unobservable Inputs 
Common Stocks:                    
  Bermuda  $22,063,970   $8,358,008   $13,705,962   $—   
  Canada   40,013,218    40,013,218    —      —   
  Hong Kong   26,489,295    3,622,786    22,866,509    —   
  Ireland   2,412,996    2,412,996    —      —   
  Jersey   3,207,475    3,207,475    —      —   
  Netherlands   3,310,579    3,310,579    —      —   
  United States   71,458,645    71,458,645    —      —   
  Other Country Categories*   190,037,721    —      190,037,721    —   
Money Market Funds   19,988,026    19,988,026    —      —   
Total Investments  $378,981,925   $152,371,733   $226,610,192   $—   
 
* See Portfolio of Investments for country breakout.

 

 

  

 

 
Sector Allocation		  
 		  
 		 % of Total
Long-Term Investments 
Financials   52.0%
Communication Services   9.9 
Industrials   7.2 
Real Estate   6.3 
Energy   6.0 
Utilities   5.8 
Consumer Staples   4.3 
Materials   4.2 
Consumer Discretionary   2.4 
Information Technology   1.9 
 Total   100.0%

 

 

 

Currency Exposure Diversification   % of Total Investments
United States Dollar   28.7%
Euro   26.2 
Hong Kong Dollar   11.5 
Canadian Dollar   10.6 
British Pound Sterling   7.8 
Australian Dollar   5.1 
Japanese Yen   3.6 
Singapore Dollar   2.5 
Swiss Franc   2.2 
New Zealand Dollar   0.9 
Swedish Krona   0.9 
 Total   100.0%

 

 

 

 

 

First Trust Global Wind Energy ETF (FAN)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) — 99.5%     
   Australia — 1.4%     
122,410  AGL Energy Ltd. (b)  $1,448,126 
         
   Canada — 19.1%     
288,026  Boralex, Inc., Class A   6,555,689 
280,146  Innergex Renewable Energy, Inc.   3,941,359 
369,522  Northland Power, Inc.   9,248,937 
20,349  TransAlta Renewables, Inc.   218,689 
       19,964,674 
         
   Cayman Islands — 1.1%     
2,057,663  China High Speed Transmission Equipment Group Co., Ltd. (b)   1,194,331 
         
   China — 7.1%     
7,845,176  China Longyuan Power Group Corp., Ltd., Class H (b)   4,423,158 
292,902  China Suntien Green Energy Corp., Ltd., Class H (b) (c)   67,403 
3,481,081  Xinjiang Goldwind Science & Technology Co., Ltd., Class H (b) (d)   2,995,287 
       7,485,848 
         
   Denmark — 17.3%     
80,361  Orsted A/S (e) (f)   9,273,775 
86,054  Vestas Wind Systems A/S (b)   8,812,171 
       18,085,946 
         
   France — 1.7%     
124,387  Engie S.A. (b) (c)   1,542,632 
6,031  Neoen S.A. (b) (c) (d) (e) (f)   245,165 
       1,787,797 
         
   Germany — 7.5%     
179,246  E. ON SE (b)   2,023,261 
248,206  PNE AG (b) (d)   1,393,387 
59,998  RWE AG (b)   2,100,345 
20,059  Siemens AG (b)   2,365,691 
       7,882,684 
         
   Greece — 2.3%     
220,492  Terna Energy S.A. (b)   2,380,862 
         
   Italy — 3.1%     
246,770  Enel S.p.A. (b)   2,134,167 
48,799  Prysmian S.p.A. (b)   1,132,050 
       3,266,217 
         
   Japan — 4.6%     
64,600  Mitsubishi Heavy Industries Ltd. (b)   1,525,213 
124,210  Mitsui & Co., Ltd. (b)   1,840,373 
312,504  Toray Industries, Inc. (b)   1,475,027 
       4,840,613 
         
   Netherlands — 0.6%     
54,294  SIF Holding N.V. (b) (c) (d)   634,238 
         

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
         
   Portugal — 2.0%     
443,017  EDP - Energias de Portugal S.A. (b)  $2,114,626 
         
   South Korea — 1.2%     
35,130  CS Wind Corp. (b)   1,232,214 
5,485  Dongkuk Structures & Construction Co., Ltd. (b)   24,803 
       1,257,017 
         
   Spain — 12.6%     
4,098  Acciona S.A. (b) (d)   403,140 
60,846  Endesa S.A. (b) (d)   1,509,354 
181,156  Iberdrola S.A. (b)   2,114,929 
514,845  Siemens Gamesa Renewable Energy S.A. (b)   9,166,748 
       13,194,171 
         
   Sweden — 2.6%     
98,297  Eolus Vind AB, Class B (b)   1,329,686 
72,111  SKF AB, Class B (b)   1,348,009 
       2,677,695 
         
   Switzerland — 2.5%     
95,520  ABB Ltd. (b)   2,166,674 
3,743  BKW AG (b)   336,050 
67  Gurit Holding AG (b)   98,142 
       2,600,866 
         
   United Kingdom — 1.7%     
105,151  SSE PLC (b)   1,780,528 
         
   United States — 11.1%     
39,401  Alliant Energy Corp.   1,884,944 
3,464  American Superconductor Corp. (c)   28,162 
22,394  Duke Energy Corp.   1,789,057 
188,749  General Electric Co.   1,289,156 
8,125  NextEra Energy, Inc.   1,951,381 
144,697  TPI Composites, Inc. (c)   3,381,569 
21,326  Trinity Industries, Inc.   454,030 
10,274  Woodward, Inc.   796,749 
       11,575,048 
   Total Common Stocks — 99.5%   104,171,287 
   (Cost $94,044,989)     
         
   Money Market Funds — 2.7%     
2,777,525  Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 0.13% (g) (h)   2,777,525 
         

 

First Trust Global Wind Energy ETF (FAN)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Money Market Funds (Continued)     
27,461  Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 0.06% (g)  $27,461 
   Total Money Market Funds — 2.7%   2,804,986 
   (Cost $2,804,986)     
         
   Total Investments — 102.2%   106,976,273 
   (Cost $96,849,975) (i)     
   Net Other Assets and Liabilities — (2.2)%   (2,347,512)
   Net Assets — 100.0%  $104,628,761 

 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $63,357,790 or 60.6% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) Non-income producing security.
(d) All or a portion of this security is on loan for securities lending. The aggregate value of such securities is $2,641,377 and the total value of the collateral held by the Fund is $2,777,525.
(e) This security is exempt from registration upon resale under Rule 144A of the Securities Act of 1933, as amended (the “1933 Act”) and may be resold in transactions exempt from registration, normally to qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities.
(f) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the 1933 Act.
(g) Rate shown reflects yield as of June 30, 2020.
(h) This security serves as collateral for securities on loan.

 

(i) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $16,524,765 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $6,398,467. The net unrealized appreciation was $10,126,298.

 

    
Valuation Inputs    
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):

 

   Total
Value at
6/30/2020		  Level 1 Quoted Prices  Level 2 Significant Observable Inputs  Level 3 Significant Unobservable Inputs
Common Stocks:                    
  Canada  $19,964,674   $19,964,674   $—     $—   
  Denmark   18,085,946    9,273,775    8,812,171    —   
  United States   11,575,048    11,575,048    —      —   
  Other Country Categories*   54,545,619    —      54,545,619    —   
Money Market Funds   2,804,986    2,804,986    —      —   
Total Investments  $106,976,273   $43,618,483   $63,357,790   $—   
                     
* See Portfolio of Investments for country breakout.

 

 

 

Sector Allocation  % of Total
Long-Term Investments
Utilities   57.0%
Industrials   41.4 
Materials   1.5 
Energy   0.1 
 Total   100.0%
      
      

 

 

 

Currency Exposure Diversification   % of Total Investments 
Euro   29.2%
Canadian Dollar   18.7 
Danish Krone   16.9 
United States Dollar   13.4 
Hong Kong Dollar   8.1 
Japanese Yen   4.5 
Swedish Krona   2.5 
Swiss Franc   2.4 
British Pound Sterling   1.7 
Australian Dollar   1.4 
South Korean Won   1.2 
 Total   100.0%

 

 

 

 

 

First Trust Global Engineering and Construction ETF (FLM)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) — 99.8%     
   Australia — 3.8%     
6,028  CIMIC Group Ltd. (b)  $101,298 
35,122  Downer EDI Ltd. (b)   107,507 
3,407  Monadelphous Group Ltd. (b)   25,701 
       234,506 
         
   Canada — 4.6%     
2,699  Aecon Group, Inc.   29,344 
7,314  SNC-Lavalin Group, Inc.   123,427 
4,204  Stantec, Inc.   129,780 
       282,551 
         
   Cayman Islands — 0.7%     
72,745  China State Construction International Holdings Ltd. (b)   42,738 
         
   China — 3.8%     
221,769  China Communications Construction Co., Ltd., Class H (b)   125,784 
212,427  China Railway Group Ltd., Class H (b)   109,652 
       235,436 
         
   Finland — 0.4%     
4,855  YIT OYJ (b)   26,498 
         
   France — 9.6%     
6,108  Bouygues S.A. (b) (c)   209,226 
1,973  Eiffage S.A. (b) (c)   180,857 
2,238  Vinci S.A. (b)   207,514 
       597,597 
         
   Germany — 2.1%     
1,458  HOCHTIEF AG (b)   129,731 
         
   Ireland — 3.0%     
2,913  Kingspan Group PLC (b)   188,052 
         
   Italy — 0.3%     
10,311  Webuild S.p.A. (b)   16,222 
         
   Japan — 32.7%     
16,400  Chiyoda Corp. (b) (c)   43,289 
5,400  COMSYS Holdings Corp. (b)   160,137 
13,200  JGC Holdings Corp. (b)   139,193 
14,100  Kajima Corp. (b)   168,592 
6,400  Kandenko Co., Ltd. (b)   54,399 
7,000  Kinden Corp. (b)   115,688 
2,270  Kumagai Gumi Co., Ltd. (b)   54,519 
5,700  Kyowa Exeo Corp. (b)   136,851 
10,200  Maeda Corp. (b)   78,068 
3,700  Maeda Road Construction Co., Ltd. (b)   69,778 
2,800  Nippo Corp. (b)   70,722 
3,820  Nishimatsu Construction Co., Ltd. (b)   76,244 
18,300  Obayashi Corp. (b)   172,047 
1,800  Okumura Corp. (b)   41,495 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Japan (Continued)     
17,800  Penta-Ocean Construction Co., Ltd. (b)  $96,127 
2,000  Raito Kogyo Co., Ltd. (b)   26,513 
19,400  Shimizu Corp. (b)   159,819 
2,300  SHO-BOND Holdings Co., Ltd. (b)   102,312 
5,300  Taisei Corp. (b)   193,164 
11,800  Toda Corp. (b)   76,334 
       2,035,291 
         
   Netherlands — 2.0%     
2,185  Arcadis N.V. (b) (c)   39,607 
4,429  Boskalis Westminster (b) (c)   87,458 
       127,065 
         
   Norway — 0.6%     
2,975  Veidekke ASA (b) (c)   36,122 
         
   Philippines — 0.9%     
9,880  Manila Electric Co. (b)   53,325 
         
         
   South Korea — 2.0%     
10,373  Daewoo Engineering & Construction Co., Ltd. (b) (c)   29,770 
4,716  GS Engineering & Construction Corp. (b)   97,098 
       126,868 
         
   Spain — 3.8%     
7,260  ACS Actividades de Construccion y Servicios S.A. (b)   186,573 
19,116  Sacyr S.A. (b)   39,825 
687  Tecnicas Reunidas S.A. (b) (c)   10,516 
       236,914 
         
   Sweden — 5.7%     
4,396  NCC AB, Class B (b)   71,461 
11,833  Peab AB, Class B (b) (c)   97,812 
9,013  Skanska AB, Class B (b) (c)   184,003 
       353,276 
         
   United Kingdom — 1.6%     
31,062  Balfour Beatty PLC (b)   100,002 
         
   United States — 22.2%     
4,689  AECOM (c)   176,213 
2,371  Dycom Industries, Inc. (c)   96,950 
2,608  EMCOR Group, Inc.   172,493 
10,438  Fluor Corp.   126,091 
3,949  Granite Construction, Inc.   75,584 
2,418  Jacobs Engineering Group, Inc.   205,047 
7,144  KBR, Inc.   161,097 
3,869  MasTec, Inc. (c)   173,602 
4,922  Quanta Services, Inc.   193,090 
       1,380,167 
         

 

First Trust Global Engineering and Construction ETF (FLM)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

  Description  Value
   Total Investments — 99.8%  $6,202,361 
   (Cost $7,209,200) (d)     
   Net Other Assets and  Liabilities — 0.2%   14,688 
   Net Assets — 100.0%  $6,217,049 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $4,539,643 or 73.0% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) Non-income producing security.
(d) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $663,891 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $1,670,730. The net unrealized depreciation was $1,006,839.

 

 

 

Valuation Inputs    
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
       
   Total
Value at
6/30/2020		  Level 1 Quoted Prices  Level 2 Significant Observable Inputs  Level 3 Significant Unobservable Inputs
Common Stocks:                    
Canada  $282,551   $282,551   $—     $—   
United States   1,380,167    1,380,167    —      —   
Other Country Categories*   4,539,643    —      4,539,643    —   
Total Investments  $6,202,361   $1,662,718   $4,539,643   $—   
                     

* See Portfolio of Investments for country breakout.

 

 

 

Sector Allocation   % of Total
Long-Term Investments		 
Industrials   96.4%
Information Technology   2.6 
Utilities   0.8 
Energy   0.2 
 Total   100.0%

 

  

 

Currency Exposure Diversification   % of Total Investments 
Japanese Yen   32.8%
United States Dollar   22.2 
Euro   21.3 
Swedish Krona   5.7 
Canadian Dollar   4.6 
Hong Kong Dollar   4.5 
Australian Dollar   3.8 
South Korean Won   2.0 
British Pound Sterling   1.6 
Philippine Peso   0.9 
Norwegian Krone   0.6 
 Total   100.0%

 

 

 

 

 

First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund (GRID)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) — 99.6%     
   Canada — 0.3%     
2,902  Fortis, Inc.  $110,364 
375  Stella-Jones, Inc.   9,430 
       119,794 
         
   China — 0.1%     
4,456  BYD Co., Ltd., Class H (b)   34,740 
         
   France — 9.0%     
11,567  Engie S.A. (b) (c)   143,453 
29,826  Schneider Electric SE (b)   3,317,731 
       3,461,184 
         
   Germany — 2.8%     
4,675  Siemens AG (b)   551,354 
16,676  SMA Solar Technology AG (b) (c)   517,238 
       1,068,592 
         
   Ireland — 4.9%     
2,375  Eaton Corp. PLC   207,765 
4,649  Johnson Controls International PLC   158,717 
80,760  nVent Electric PLC   1,512,635 
       1,879,117 
         
   Italy — 13.0%     
41,937  Enel S.p.A. (b)   362,688 
69,513  Prysmian S.p.A. (b)   1,612,578 
438,490  Terna Rete Elettrica Nazionale S.p.A. (b)   3,024,495 
       4,999,761 
         
   Japan — 3.2%     
6,000  Hitachi Ltd. (b)   190,709 
1,600  NEC Corp. (b)   76,873 
1,600  NGK Insulators Ltd. (b)   22,169 
52,900  Nissin Electric Co., Ltd. (b)   516,698 
45,400  Osaki Electric Co., Ltd. (b)   212,295 
15,300  Panasonic Corp. (b)   134,166 
2,400  Toshiba Corp. (b)   76,992 
       1,229,902 
         
   Jersey — 8.0%     
39,292  Aptiv PLC   3,061,633 
         
   Netherlands — 0.0%     
417  STMicroelectronics N.V.   11,430 
         
   Spain — 8.2%     
168,033  Red Electrica Corp., S.A. (b) (d)   3,143,806 
         
   Switzerland — 4.4%     
11,726  ABB Ltd. (b)   265,980 
21,965  Landis+Gyr Group AG (b) (c)   1,422,898 
       1,688,878 
         
   Taiwan — 0.1%     
2,716  Advantech Co., Ltd. (b)   27,333 
         

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   United Kingdom — 0.7%     
20,400  National Grid PLC (b)  $248,887 
         
   United States — 44.9%     
22,151  Advanced Energy Industries, Inc. (c)   1,501,616 
3,449  AES (The) Corp.   49,976 
18,067  American Superconductor Corp. (c)   146,885 
2,303  Analog Devices, Inc.   282,440 
259  Arcosa, Inc.   10,930 
118  AZZ, Inc.   4,050 
23,613  Badger Meter, Inc.   1,485,730 
225  Belden, Inc.   7,324 
15,478  Cisco Systems, Inc.   721,894 
141  Digi International, Inc. (c)   1,643 
238  EnerSys   15,322 
25,440  Enphase Energy, Inc. (c)   1,210,181 
122  ESCO Technologies, Inc.   10,313 
46,468  General Electric Co.   317,376 
4,386  Honeywell International, Inc.   634,172 
288  Hubbell, Inc.   36,104 
5,549  International Business Machines Corp.   670,153 
22,979  Itron, Inc. (c)   1,522,359 
281  MasTec, Inc. (c)   12,608 
12,863  MYR Group, Inc. (c)   410,458 
2,085  NVIDIA Corp.   792,112 
12,614  Oracle Corp.   697,176 
40,085  Quanta Services, Inc.   1,572,534 
20,864  SolarEdge Technologies, Inc. (c)   2,895,506 
242  SPX Corp. (c)   9,958 
799  Tesla, Inc. (c)   862,768 
1,280  Trimble, Inc. (c)   55,283 
123  Valmont Industries, Inc.   13,975 
93,818  Veoneer, Inc. (c) (d)   1,002,914 
262  WESCO International, Inc. (c)   9,199 
10,381  Willdan Group, Inc. (c)   259,629 
       17,222,588 
   Total Common Stocks — 99.6%   38,197,645 
   (Cost $35,997,082)     
         
   Money Market Funds — 9.9%     
3,801,067  Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 0.13% (e) (f)   3,801,067 
   (Cost $3,801,067)     
         
   Total Investments — 109.5%   41,998,712 
   (Cost $39,798,149) (g)     
   Net Other Assets and Liabilities — (9.5)%   (3,647,197)
   Net Assets — 100.0%  $38,351,515 

 

 

First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund (GRID)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $15,903,083 or 41.5% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) Non-income producing security.
(d) All or a portion of this security is on loan for securities lending. The aggregate value of such securities is $3,653,611 and the total value of the collateral held by the Fund is $3,801,067.
(e) Rate shown reflects yield as of June 30, 2020.
(f) This security serves as collateral for securities on loan.
(g) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $5,179,506 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $2,978,943. The net unrealized appreciation was $2,200,563.

 

 

 

 

Valuation Inputs    
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
       
    Total
Value at
6/30/2020		    

Level 1

Quoted Prices

    

Level 2

Significant Observable Inputs

    

Level 3

Significant Unobservable Inputs

 
Common Stocks:                    
Canada  $119,794   $119,794   $—     $—   
Ireland   1,879,117    1,879,117    —      —   
Jersey   3,061,633    3,061,633    —      —   
Netherlands   11,430    11,430    —      —   
United States   17,222,588    17,222,588    —      —   
Other Country Categories*   15,903,083    —      15,903,083    —   
Money Market Funds   3,801,067    3,801,067    —      —   
Total Investments  $41,998,712   $26,095,629   $15,903,083   $—   
 
* See Portfolio of Investments for country breakout.

 

 

 

Sector Allocation   

% of Total

Long -Term Investments

 
Information Technology   37.4%
Industrials   30.7 
Utilities   18.6 
Consumer Discretionary   13.3 
Materials   0.0**
 Total   100.0%
      
** Amount is less than 0.1%.     

 

 

 

Currency Exposure Diversification   % of Total Investments 
United States Dollar   61.8%
Euro   30.2 
Swiss Franc   4.0 
Japanese Yen   2.9 
British Pound Sterling   0.6 
Canadian Dollar   0.3 
Hong Kong Dollar   0.1 
New Taiwan Dollar   0.1 
 Total   100.0%

 

 

 

 

 

First Trust Indxx Global Natural Resources Income ETF (FTRI)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) — 99.2%     
   Australia — 3.9%     
22,827  Fortescue Metals Group Ltd. (b)  $221,916 
         
   Bermuda — 0.2%     
15,802  China Water Affairs Group Ltd. (b)   11,431 
         
   Canada — 10.6%     
13,570  Canadian Natural Resources Ltd.   235,396 
15,624  Cenovus Energy, Inc.   73,079 
7,291  Nutrien Ltd.   234,041 
503  Premium Brands Holdings Corp.   32,086 
3,856  Tourmaline Oil Corp.   33,715 
       608,317 
         
   Cayman Islands — 0.1%     
21,710  China Zhongwang Holdings Ltd. (b)   4,108 
         
   Hong Kong — 5.8%     
2,262  CNOOC Ltd., ADR   255,244 
44,000  Guangdong Investment Ltd. (b)   75,895 
       331,139 
         
   India — 0.1%     
5,622  Oil India Ltd. (b)   7,010 
         
   Ireland — 0.6%     
3,069  Glanbia PLC (b)   34,875 
         
   Israel — 0.6%     
8,127  Delek Drilling, L.P. (b) (c)   6,030 
9,676  ICL Group Ltd.   29,512 
       35,542 
         
   Japan — 1.9%     
13,500  Inpex Corp. (b)   84,298 
1,600  Itoham Yonekyu Holdings, Inc. (b)   9,643 
400  Japan Petroleum Exploration Co., Ltd. (b)   6,766 
6,200  Nippon Light Metal Holdings Co., Ltd. (b)   10,861 
       111,568 
         
   Jersey — 0.7%     
17,284  Centamin PLC (b)   39,454 
         
   Luxembourg — 0.4%     
758  APERAM S.A. (b)   21,250 
         
   Norway — 2.8%     
1,638  Aker BP ASA (b)   30,312 
806  Salmar ASA (b) (d)   38,612 
2,645  Yara International ASA (b)   92,211 
       161,135 
         
   Russia — 8.1%     
26,940  Magnitogorsk Iron & Steel Works PJSC (b)   14,044 
914  MMC Norilsk Nickel PJSC (b)   240,944 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Russia (Continued)     
704  PhosAgro PJSC (b)  $26,209 
23,410  Tatneft PJSC (b)   183,085 
       464,282 
         
   South Africa — 1.3%     
1,326  African Rainbow Minerals Ltd. (b)   12,983 
2,944  Exxaro Resources Ltd. (b)   22,221 
1,476  Kumba Iron Ore Ltd. (b)   39,470 
       74,674 
         
   Sweden — 1.1%     
2,623  Lundin Energy AB (b)   64,016 
         
   Taiwan — 2.7%     
175,389  China Steel Corp. (b)   123,515 
12,252  TA Chen Stainless Pipe (b)   11,319 
11,308  Taiwan Fertilizer Co., Ltd. (b)   19,152 
       153,986 
         
   Thailand — 1.1%     
18,400  PTT Exploration & Production PCL (b)   55,314 
20,100  TTW PCL (b)   8,616 
       63,930 
         
   United Kingdom — 32.9%     
17,667  Anglo American PLC (b)   407,280 
13,783  BHP Group PLC, ADR   567,170 
4,435  Ferrexpo PLC (b)   9,525 
6,435  Pennon Group PLC (b)   89,110 
10,333  Rio Tinto PLC, ADR   580,508 
3,654  Severn Trent PLC (b)   111,826 
10,463  United Utilities Group PLC (b)   117,569 
       1,882,988 
         
   United States — 24.3%     
6,654  Archer-Daniels-Midland Co.   265,494 
3,269  CF Industries Holdings, Inc.   91,990 
13,182  ConocoPhillips   553,908 
846  Domtar Corp.   17,859 
6,022  International Paper Co.   212,034 
3,938  Ovintiv, Inc. (e)   37,608 
3,562  Tyson Foods, Inc., Class A   212,687 
       1,391,580 
   Total Common Stocks — 99.2%   5,683,201 
   (Cost $5,878,668)     
         
   Money Market Funds — 0.6%     
34,554  Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 0.13% (f) (g)   34,554 
   (Cost $34,554)     

  

 

First Trust Indxx Global Natural Resources Income ETF (FTRI)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

  Description  Value
   Total Investments — 99.8%  $5,717,755 
   (Cost $5,913,222) (h)     
   Net Other Assets and  Liabilities — 0.2%   13,016 
   Net Assets — 100.0%  $5,730,771 

 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $2,250,870 or 39.3% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) Security is a Master Limited Partnership (“MLP”).
(d) Non-income producing security.
(e) All or a portion of this security is on loan for securities lending. The aggregate value of such securities is $33,845 and the total value of the collateral held by the Fund is $34,554.
(f) Rate shown reflects yield as of June 30, 2020.
(g) This security serves as collateral for securities on loan.
(h) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $178,374 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $373,841. The net unrealized depreciation was $195,467.

 

 

ADR - American Depositary Receipt

 

 

 

    
Valuation Inputs    
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
       

   Total
Value at
6/30/2020		  Level 1 Quoted Prices  Level 2 Significant Observable Inputs  Level 3 Significant Unobservable Inputs
Common Stocks:                    
 Canada  $608,317   $608,317   $—     $—   
 Hong Kong   331,139    255,244    75,895    —   
 Israel   35,542    29,512    6,030    —   
 United Kingdom   1,882,988    1,147,678    735,310    —   
 United States   1,391,580    1,391,580    —      —   
 Other Country Categories*   1,433,635    —      1,433,635    —   
Money Market Funds   34,554    34,554    —      —   
Total Investments  $5,717,755   $3,466,885   $2,250,870   $—   
                     
* See Portfolio of Investments for country breakout.                    

 

 

 
Sector Allocation		  
 		  
 		 % of Total
Long-Term Investments 
Materials   53.3%
Energy   29.0 
Consumer Staples   10.4 
Utilities   7.3 
 Total   100.0%

 

 

 

Currency Exposure Diversification   % of Total Investments
United States Dollar   54.1%
British Pound Sterling   13.6 
Russian Ruble   8.1 
Canadian Dollar   6.5 
Australian Dollar   3.9 
Norwegian Krone   2.8 
New Taiwan Dollar   2.7 
Japanese Yen   2.0 
Hong Kong Dollar   1.6 
South African Rand   1.3 
Swedish Krona   1.1 
Thai Baht   1.1 
Euro   1.0 
Indian Rupee   0.1 
Israeli Shekel   0.1 
 Total   100.0%

 

 

 

 

 

First Trust Indxx Global Agriculture ETF (FTAG)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) — 99.1%     
   Australia — 1.4%     
1,755  GrainCorp Ltd., Class A (b) (c)  $5,011 
14,671  Incitec Pivot Ltd. (b)   19,126 
2,911  Nufarm Ltd. (b) (c)   8,270 
2,232  United Malt Grp Ltd. (b) (c)   6,374 
       38,781 
         
   Bermuda — 1.6%     
1,090  Bunge Ltd.   44,832 
         
   Canada — 4.0%     
3,407  Nutrien Ltd.   109,468 
         
   Chile — 0.9%     
923  Sociedad Quimica y Minera de Chile S.A., ADR   24,063 
         
   Germany — 23.1%     
4,498  BASF SE (b)   252,648 
3,698  Bayer AG (b)   274,108 
3,573  Evonik Industries AG (b)   91,004 
1,467  K+S AG (b)   9,299 
       627,059 
         
   India — 6.0%     
2,246  Coromandel International Ltd. (b)   22,444 
940  Escorts Ltd. (b)   12,952 
9,562  Mahindra & Mahindra Ltd. (b)   64,904 
1,059  PI Industries Ltd. (b)   21,066 
1,953  Tata Chemicals Ltd. (b)   8,050 
5,859  UPL Ltd. (b)   33,055 
       162,471 
         
   Israel — 1.1%     
9,818  ICL Group Ltd.   29,945 
         
   Japan — 9.9%     
8,500  Kubota Corp. (b)   127,149 
1,600  Mitsui Chemicals, Inc. (b)   33,466 
1,100  Nissan Chemical Corp. (b)   56,593 
400  Sakata Seed Corp. (b)   12,776 
12,700  Sumitomo Chemical Co., Ltd. (b)   38,212 
       268,196 
         
   Malaysia — 3.3%     
61,301  Petronas Chemicals Group Bhd (b)   89,318 
         
   Mexico — 0.9%     
16,101  Orbia Advance Corp. SAB de CV   23,797 
         
   Netherlands — 3.3%     
10,352  CNH Industrial N.V. (c)   72,775 
1,616  OCI N.V. (b) (c)   16,975 
       89,750 
         
   Norway — 2.7%     
2,089  Yara International ASA (b)   72,827 
         

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Qatar — 3.6%     
46,386  Industries Qatar QSC (b)  $98,325 
         
   Russia — 1.4%     
993  PhosAgro PJSC (b)   36,968 
         
   Singapore — 4.8%     
43,900  Wilmar International Ltd. (b)   129,846 
         
   Switzerland — 0.8%     
79  Bucher Industries AG (b)   22,819 
         
   Taiwan — 0.5%     
7,514  Taiwan Fertilizer Co., Ltd. (b)   12,726 
         
   Turkey — 0.4%     
2,561  Gubre Fabrikalari TAS (b) (c)   10,343 
         
   United States — 29.4%     
574  AGCO Corp.   31,834 
1,639  CF Industries Holdings, Inc.   46,122 
5,546  Corteva, Inc.   148,577 
1,751  Deere & Co.   275,170 
992  FMC Corp.   98,823 
83  Lindsay Corp.   7,653 
2,906  Mosaic (The) Co.   36,354 
275  Raven Industries, Inc.   5,915 
426  Scotts Miracle-Gro (The) Co.   57,284 
321  SiteOne Landscape Supply, Inc. (c)   36,584 
822  Toro (The) Co.   54,532 
       798,848 
         
   Total Investments — 99.1%   2,690,382 
   (Cost $3,190,060) (d)     
   Net Other Assets and Liabilities — 0.9%   24,930 
   Net Assets — 100.0%  $2,715,312 

 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $1,586,654 or 58.4% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.

 

 

First Trust Indxx Global Agriculture ETF (FTAG)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

(c) Non-income producing security.
(d) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $169,579 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $669,257. The net unrealized depreciation was $499,678.

 

ADR-American Depositary Receipt

 

 

 

Valuation Inputs    
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
       
   Total
Value at
6/30/2020		  Level 1 Quoted Prices  Level 2 Significant Observable Inputs  Level 3 Significant Unobservable Inputs
Common Stocks:                    
Bermuda  $44,832   $44,832   $—     $—   
Canada   109,468    109,468    —      —   
Chile   24,063    24,063    —      —   
Israel   29,945    29,945    —      —   
Mexico   23,797    23,797    —      —   
Netherlands   89,750    72,775    16,975    —   
United States   798,848    798,848    —      —   
Other Country Categories*   1,569,679    —      1,569,679    —   
Total Investments  $2,690,382   $1,103,728   $1,586,654   $—   
                     

* See Portfolio of Investments for country breakout. 

 

 

 

 

 

Sector Allocation  % of Total
Long-Term Investments
Materials   52.3%
Industrials   27.7 
Health Care   10.2 
Consumer Staples   7.4 
Consumer Discretionary   2.4 
 Total   100.0%

  

 

 

Currency Exposure Diversification   % of Total Investments 
United States Dollar   36.1%
Euro   23.9 
Japanese Yen   10.0 
Indian Rupee   6.0 
Singapore Dollar   4.8 
Canadian Dollar   4.1 
Qatar Riyal   3.7 
Malaysian Ringgit   3.3 
Norwegian Krone   2.7 
Australian Dollar   1.4 
Russian Ruble   1.4 
Mexican Peso   0.9 
Swiss Franc   0.8 
New Taiwan Dollar   0.5 
Turkish Lira   0.4 
 Total   100.0%

 

 

 

 

First Trust BICK Index Fund (BICK)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) — 99.7%     
   Brazil — 22.2%     
259,687  Ambev S.A., ADR  $685,574 
35,560  B2W Cia Digital (b)   708,833 
71,525  B3 S.A. - Brasil Bolsa Balcao   732,467 
173,375  Banco Bradesco S.A., ADR   660,559 
105,642  Banco do Brasil S.A.   626,497 
242,591  Gerdau S.A. (Preference Shares)   715,983 
392,529  IRB Brasil Resseguros S.A.   801,934 
141,148  Itau Unibanco Holding S.A., ADR   661,984 
367,720  Itausa S.A. (Preference Shares)   653,201 
148,293  JBS S.A.   582,744 
84,668  Localiza Rent a Car S.A.   638,968 
84,514  Lojas Renner S.A.   655,057 
50,629  Magazine Luiza S.A.   668,462 
87,627  Natura & Co. Holding S.A.   639,546 
52,295  Notre Dame Intermedica Participacoes S.A.   658,243 
78,621  Petroleo Brasileiro S.A., ADR   650,196 
29,770  Raia Drogasil S.A.   611,265 
144,607  Rumo S.A. (b)   599,371 
86,054  Suzano S.A. (b)   585,182 
61,463  Vale S.A., ADR   633,684 
262,741  Via Varejo S.A. (b)   743,082 
77,886  WEG S.A.   735,449 
       14,648,281 
         
   Cayman Islands — 20.1%     
2,892  Alibaba Group Holding Ltd., ADR (b)   623,804 
67,018  ANTA Sports Products Ltd. (c)   596,264 
5,630  Baidu, Inc., ADR (b)   674,981 
11,041  JD.com, Inc., ADR (b)   664,447 
31,639  Meituan Dianping, Class B (b) (c) (d)   707,017 
1,566  NetEase, Inc., ADR   672,409 
5,001  New Oriental Education & Technology Group, Inc., ADR (b)   651,280 
18,906  Pagseguro Digital Ltd., Class A (b)   668,138 
8,971  Pinduoduo, Inc., ADR (b)   770,071 
276,000  Semiconductor Manufacturing International Corp. (b) (c)   968,195 
18,935  StoneCo., Ltd., Class A (b)   733,921 
142,729  Sunac China Holdings Ltd. (c)   604,027 
45,414  Sunny Optical Technology Group Co., Ltd. (c)   730,915 
10,625  TAL Education Group, ADR (b)   726,538 
11,359  Tencent Holdings Ltd. (c)   727,861 
22,577  Trip.com Group Ltd., ADR (b)   585,196 
37,972  Wuxi Biologics Cayman, Inc. (b) (c) (d) (e)   696,999 
386,804  Xiaomi Corp., Class B (b) (c) (d) (e)   642,773 
19,759  XP, Inc., Class A (b)   830,076 
       13,274,912 
         
   China — 6.3%     
1,642,222  Bank of China Ltd., Class H (c)   608,333 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   China (Continued)     
763,181  China Construction Bank Corp., Class H (c)  $620,758 
319,857  China Life Insurance Co., Ltd., Class H (c)   645,396 
128,093  China Merchants Bank Co., Ltd., Class H (c)   593,601 
2,980,000  China Tower Corp., Ltd., Class H (c) (d) (e)   529,564 
929,107  Industrial & Commercial Bank of China Ltd., Class H (c)   561,709 
61,016  Ping An Insurance (Group) Co. of China Ltd., Class H (c)   608,268 
       4,167,629 
         
   Hong Kong — 1.1%     
538,570  CNOOC Ltd. (c)   604,452 
58,253  CSPC Pharmaceutical Group Ltd. (c)   110,325 
       714,777 
         
   India — 19.0%     
46,227  Axis Bank Ltd., GDR (c) (d)   1,224,787 
21,583  Dr. Reddy’s Laboratories Ltd., ADR   1,144,115 
27,573  HDFC Bank Ltd., ADR   1,253,469 
132,571  ICICI Bank Ltd., ADR   1,231,585 
126,744  Infosys Ltd., ADR   1,224,347 
29,997  Reliance Industries Ltd., GDR (c) (e)   1,386,515 
54,404  State Bank of India, GDR (b) (c) (d)   1,277,291 
201,991  Tata Motors Ltd., ADR (b)   1,327,081 
236,346  Vedanta Ltd., ADR   1,325,901 
348,450  Wipro Ltd., ADR   1,153,369 
       12,548,460 
         
   Isle of Man — 1.7%     
357,081  Eros International PLC (b)   1,128,376 
         
   Jersey — 2.0%     
23,860  WNS (Holdings) Ltd., ADR (b)   1,311,823 
         
   Mauritius — 1.7%     
74,459  MakeMyTrip Ltd. (b)   1,140,712 
         
   South Korea — 24.7%     
4,558  Amorepacific Corp. (c)   637,561 
8,180  Celltrion Healthcare Co., Ltd. (c) (f)   741,596 
3,479  Celltrion, Inc. (c) (f)   890,408 
8,609  Hanjin Kal Corp. (c)   577,873 
7,238  HLB, Inc. (c) (f)   559,281 
3,752  Hyundai Mobis Co., Ltd. (c)   602,268 
7,580  Hyundai Motor Co. (c)   622,647 
2,819  Kakao Corp. (c)   632,591 
21,851  KB Financial Group, Inc. (c)   618,593 
21,691  Kia Motors Corp. (c)   586,146 
34,394  Korea Electric Power Corp. (b) (c)   560,879 
1,902  LG Chem Ltd. (c)   784,916 

 

 

First Trust BICK Index Fund (BICK)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   South Korea (Continued)     
542  LG Household & Health Care Ltd. (c)  $607,479 
3,287  NAVER Corp. (c)   739,520 
940  NCSoft Corp. (c)   699,292 
4,105  POSCO (c)   597,920 
1,194  Samsung Biologics Co., Ltd. (b) (c) (d) (e)   774,616 
5,943  Samsung Electro-Mechanics Co., Ltd. (c)   644,757 
14,653  Samsung Electronics Co., Ltd. (c)   648,654 
2,069  Samsung SDI Co., Ltd. (c)   632,621 
6,355  Seegene, Inc. (c)   591,847 
24,641  Shinhan Financial Group Co., Ltd. (c)   595,480 
9,116  SK Hynix, Inc. (c)   650,869 
6,268  SK Innovation Co., Ltd. (c)   692,935 
3,439  SK Telecom Co., Ltd. (c)   605,671 
       16,296,420 
         
   United States — 0.9%     
12,945  Yum China Holdings, Inc.   622,266 
         
   Total Investments — 99.7%   65,853,656 
   (Cost $67,699,304) (g)     
   Net Other Assets and Liabilities — 0.3%   196,696 
   Net Assets — 100.0%  $66,050,352 

 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) Non-income producing security.
(c) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $30,741,470 or 46.5% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(d) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended (the “1933 Act”).

(e) This security is exempt from registration upon resale under Rule 144A of the 1933 Act, and may be resold in transactions exempt from registration, normally to qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities.
(f) Non-income producing security which makes payment-in-kind (“PIK”) distributions. For the fiscal year-to-date period (October 1, 2019 to June 30, 2020), the Fund received 1469, 416 and 879 shares of Celltrion Healthcare Co., Ltd., Celltrion, Inc. and HLB, Inc., respectively.
(g) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $11,125,952 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $12,971,600. The net unrealized depreciation was $1,845,648.

 

 

ADR - American Depositary Receipt
GDR - Global Depositary Receipt

 

  

 

Valuation Inputs    
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
       
   Total
Value at
6/30/2020		  Level 1 Quoted Prices  Level 2 Significant Observable Inputs  Level 3 Significant Unobservable Inputs
Common Stocks:                    
  Brazil  $14,648,281   $14,648,281   $—     $—   
  Cayman Islands   13,274,912    7,600,861    5,674,051    —   
  India   12,548,460    8,659,867    3,888,593    —   
  Isle of Man   1,128,376    1,128,376    —      —   
  Jersey   1,311,823    1,311,823    —      —   
  Mauritius   1,140,712    1,140,712    —      —   
  United States   622,266    622,266    —      —   
  Other Country Categories*   21,178,826    —      21,178,826    —   
Total Investments  $65,853,656   $35,112,186   $30,741,470   $—   
                     
* See Portfolio of Investments for country breakout.

 

  

 

Sector Allocation 

% of Total

Long-Term Investments

Financials   22.5%
Consumer Discretionary   20.6 
Information Technology   15.2 
Communication Services   9.7 
Health Care   8.5 
Materials   7.1 
Consumer Staples   5.7 
Energy   5.1 
Industrials   3.9 
Real Estate   0.9 
Utilities   0.8 
 Total   100.0%

 

 

 

Currency Exposure Diversification  % of Total Investments
United States Dollar   42.0%
South Korean Won   24.8 
Brazilian Real   17.2 
Hong Kong Dollar   16.0 
 Total   100.0%

 

 

 

 

 

 

First Trust Indxx NextG ETF (NXTG)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) — 99.6%     
   Australia — 0.4%     
929,511  Telstra Corp., Ltd. (b)  $2,017,617 
         
   Bermuda — 1.5%     
202,887  Marvell Technology Group Ltd.   7,113,218 
         
   Brazil — 0.4%     
219,513  Telefonica Brasil S.A., ADR   1,944,885 
         
   Canada — 1.3%     
48,374  BCE, Inc.   2,017,484 
47,913  Rogers Communications, Inc., Class B   1,925,202 
121,515  TELUS Corp.   2,038,079 
       5,980,765 
         
   Cayman Islands — 3.2%     
105,695  GDS Holdings Ltd., ADR (c)   8,419,664 
4,086,823  Xiaomi Corp., Class B (b) (c) (d) (e)   6,791,290 
       15,210,954 
         
   China — 2.2%     
6,812,531  China Telecom Corp., Ltd., Class H (b)   1,913,618 
34,697,233  China Tower Corp., Ltd., Class H (b) (d) (e)   6,165,905 
755,147  ZTE Corp., Class H (b)   2,330,748 
       10,410,271 
         
   Finland — 2.0%     
34,310  Elisa OYJ (b)   2,087,808 
1,644,832  Nokia OYJ, ADR (f)   7,237,261 
       9,325,069 
         
   France — 0.4%     
174,853  Orange S.A. (b)   2,090,877 
         
   Germany — 2.3%     
123,425  Deutsche Telekom AG (b)   2,070,968 
301,948  Infineon Technologies AG (b)   7,075,269 
691,161  Telefonica Deutschland Holding AG (b)   2,038,354 
       11,184,591 
         
   Guernsey — 1.4%     
107,752  Amdocs Ltd.   6,559,942 
         
   Hong Kong — 2.2%     
292,182  China Mobile Ltd. (b)   1,972,831 
3,606,550  China Unicom (Hong Kong) Ltd. (b) (f)   1,962,309 
12,128,805  Lenovo Group Ltd. (b)   6,767,167 
       10,702,307 
         
   India — 6.2%     
283,694  Bharti Airtel Ltd. (b) (c)   2,106,988 
886,374  HCL Technologies Ltd. (b)   6,541,361 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   India (Continued)     
763,009  Infosys Ltd., ADR  $7,370,667 
895,984  Tech Mahindra Ltd. (b)   6,446,733 
2,166,751  Wipro Ltd., ADR   7,171,946 
       29,637,695 
         
   Italy — 1.8%     
663,683  Infrastrutture Wireless Italiane S.p.A. (b) (d) (e)   6,662,206 
5,320,977  Telecom Italia S.p.A. (b)   2,098,243 
       8,760,449 
         
   Japan — 10.1%     
60,500  Fujitsu Ltd. (b)   7,083,543 
69,500  KDDI Corp. (b)   2,073,682 
121,800  Kyocera Corp. (b)   6,648,401 
496,500  Mitsubishi Electric Corp. (b)   6,484,920 
145,200  NEC Corp. (b)   6,976,235 
87,600  Nippon Telegraph & Telephone Corp. (b)   2,041,032 
75,770  NTT DOCOMO, Inc. (b)   2,011,543 
1,164,900  Renesas Electronics Corp. (b) (c)   5,988,057 
160,200  Softbank Corp. (b)   2,041,947 
96,000  Sony Corp. (b)   6,626,897 
       47,976,257 
         
   Malaysia — 1.4%     
6,524,500  DiGi.Com Bhd (b)   6,583,033 
         
   Netherlands — 3.1%     
65,973  NXP Semiconductors N.V.   7,523,561 
258,146  STMicroelectronics N.V. (b)   7,052,128 
       14,575,689 
         
   New Zealand — 0.4%     
713,684  Spark New Zealand Ltd. (b)   2,111,547 
         
   Norway — 0.4%     
132,461  Telenor ASA (b)   1,934,046 
         
   Philippines — 0.9%     
46,745  Globe Telecom, Inc. (b)   1,942,892 
87,269  PLDT, Inc., ADR (f)   2,130,236 
       4,073,128 
         
   Qatar — 0.4%     
1,117,530  Ooredoo QPSC (b)   2,012,567 
         
   Russia — 0.4%     
230,283  Mobile TeleSystems PJSC, ADR   2,116,301 
         
   Singapore — 0.4%     
1,115,200  Singapore Telecommunications Ltd. (b)   1,983,827 
         
   South Africa — 0.9%     
693,778  MTN Group Ltd. (b)   2,124,792 

 

 

First Trust Indxx NextG ETF (NXTG)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   South Africa (Continued)     
275,968  Vodacom Group Ltd. (b)  $1,958,150 
       4,082,942 
         
   South Korea — 5.2%     
202,976  KT Corp., ADR   1,976,986 
117,213  LG Electronics, Inc. (b)   6,211,786 
193,823  LG Uplus Corp. (b)   1,980,721 
148,943  Samsung Electronics Co., Ltd. (b)   6,593,354 
43,599  Samsung SDS Co., Ltd. (b)   6,166,945 
11,495  SK Telecom Co., Ltd. (b)   2,024,481 
       24,954,273 
         
   Spain — 0.4%     
404,049  Telefonica S.A. (b)   1,932,467 
         
   Sweden — 2.4%     
157,560  Tele2 AB, Class B (b)   2,097,415 
751,117  Telefonaktiebolaget LM Ericsson, Class B (b)   6,962,521 
602,823  Telia Co., AB (b)   2,255,282 
       11,315,218 
         
   Switzerland — 0.4%     
4,003  Swisscom AG (b)   2,099,178 
         
   Taiwan — 5.5%     
3,014,972  ASE Technology Holding Co., Ltd. (b)   6,943,502 
544,557  Chunghwa Telecom Co., Ltd. (b)   2,162,683 
403,816  MediaTek, Inc. (b)   7,983,696 
569,883  Taiwan Mobile Co., Ltd. (b)   2,137,158 
122,825  Taiwan Semiconductor Manufacturing Co., Ltd., ADR   6,972,775 
       26,199,814 
         
   Turkey — 0.5%     
983,266  Turkcell Iletisim Hizmetleri AS (b)   2,344,216 
         
   United Arab Emirates — 0.4%     
463,777  Emirates Telecommunications Group Co. PJSC (b)   2,089,968 
         
   United Kingdom — 0.9%     
1,433,173  BT Group PLC (b)   2,026,859 
1,297,297  Vodafone Group PLC (b)   2,062,385 
       4,089,244 
         
   United States — 40.2%     
127,962  Advanced Micro Devices, Inc. (c)   6,732,081 
26,880  American Tower Corp.   6,949,555 
58,454  Analog Devices, Inc.   7,168,798 
30,899  Arista Networks, Inc. (c)   6,489,717 
68,466  AT&T, Inc.   2,069,727 
23,016  Broadcom, Inc.   7,264,080 
129,482  Ciena Corp. (c)   7,012,745 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   United States (Continued)     
154,805  Cisco Systems, Inc.  $7,220,105 
57,982  CoreSite Realty Corp.   7,019,301 
42,061  Crown Castle International Corp.   7,038,908 
95,429  CyrusOne, Inc.   6,942,460 
50,474  Digital Realty Trust, Inc.   7,172,860 
10,230  Equinix, Inc.   7,184,529 
49,162  F5 Networks, Inc. (c)   6,857,116 
693,360  Hewlett Packard Enterprise Co.   6,746,393 
113,237  Intel Corp.   6,774,970 
57,284  International Business Machines Corp.   6,918,189 
290,640  Juniper Networks, Inc.   6,644,030 
69,110  Keysight Technologies, Inc. (c)   6,964,906 
92,051  Lumentum Holdings, Inc. (c)   7,495,713 
139,329  Micron Technology, Inc. (c)   7,178,230 
19,214  NVIDIA Corp.   7,299,591 
62,952  Qorvo, Inc. (c)   6,958,084 
80,461  QUALCOMM, Inc.   7,338,848 
23,310  SBA Communications Corp.   6,944,515 
54,792  Skyworks Solutions, Inc.   7,005,705 
20,474  T-Mobile US, Inc. (c)   2,132,367 
36,592  Verizon Communications, Inc.   2,017,317 
15,158  VMware, Inc., Class A (c)   2,347,368 
75,330  Xilinx, Inc.   7,411,719 
       191,299,927 
   Total Common Stocks — 99.6%   474,712,282 
   (Cost $455,436,805)     
         
   Money Market Funds — 1.0%     
4,467,563  Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 0.13% (g) (h)   4,467,563 
   (Cost $4,467,563)     
         
   Total Investments — 100.6%   479,179,845 
   (Cost $459,904,368) (i)     
   Net Other Assets and Liabilities — (0.6)%   (2,736,167)
   Net Assets — 100.0%  $476,443,678 

 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.

 

 

First Trust Indxx NextG ETF (NXTG)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $210,894,148 or 44.3% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) Non-income producing security.
(d) This security is exempt from registration upon resale under Rule 144A of the Securities Act of 1933, as amended (the “1933 Act”) and may be resold in transactions exempt from registration, normally to qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities.
(e) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the 1933 Act.
(f) All or a portion of this security is on loan for securities lending. The aggregate value of such securities is $4,357,892 and the total value of the collateral held by the Fund is $4,467,563.
(g) Rate shown reflects yield as of June 30, 2020.
(h) This security serves as collateral for securities on loan.
(i) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $40,799,500 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $21,524,023. The net unrealized appreciation was $19,275,477.

 

 

ADR - American Depositary Receipt

 

  

 

Valuation Inputs
         
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
         

 

   Total
Value at
6/30/20		  Level 1 Quoted Prices  Level 2 Significant Observable Inputs  Level 3 Significant Unobservable Inputs
Common Stocks:                    
  Bermuda  $7,113,218   $7,113,218   $—     $—   
  Brazil   1,944,885    1,944,885    —      —   
  Canada   5,980,765    5,980,765    —      —   
  Cayman Islands   15,210,954    8,419,664    6,791,290    —   
  Finland   9,325,069    7,237,261    2,087,808    —   
  Guernsey   6,559,942    6,559,942    —      —   
  India   29,637,695    14,542,613    15,095,082    —   
  Netherlands   14,575,689    7,523,561    7,052,128    —   
  Philippines   4,073,128    2,130,236    1,942,892    —   
  Russia   2,116,301    2,116,301    —      —   
  South Korea   24,954,273    1,976,986    22,977,287    —   
  Taiwan   26,199,814    6,972,775    19,227,039    —   
  United States   191,299,927    191,299,927    —      —   
  Other Country Categories*   135,720,622    —      135,720,622    —   
Money Market Funds   4,467,563    4,467,563    —      —   
Total Investments  $479,179,845   $268,285,697   $210,894,148   $—   
 
* See Portfolio of Investments for country breakout.

 

 

 

 

 

Sector Allocation   

% of Total Long-Term
Investments

 
Information Technology   62.9%
Communication Services   22.6 
Real Estate   10.4 
Consumer Discretionary   2.7 
Industrials   1.4 
 Total   100.0%

 

 

 

Currency Exposure Diversification   % of Total Investments 
United States Dollar   54.7%
Japanese Yen   10.0 
Euro   6.9 
Hong Kong Dollar   5.8 
South Korean Won   4.8 
New Taiwan Dollar   4.0 
Indian Rupee   3.2 
Swedish Krona   2.4 
Malaysian Ringgit   1.4 
Canadian Dollar   1.3 
British Pound Sterling   0.9 
South African Rand   0.9 
Turkish Lira   0.5 
New Zealand Dollar   0.4 
Swiss Franc   0.4 
United Arab Emirates Dirham   0.4 
Australian Dollar   0.4 
Qatar Riyal   0.4 
Singapore Dollar   0.4 
Philippine Peso   0.4 
Norwegian Krone   0.4 
 Total   100.0%

 

 

 

 

 

First Trust NASDAQ Global Auto Index Fund (CARZ)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) — 99.8%     
   Bermuda — 1.2%     
220,196  Brilliance China Automotive Holdings Ltd. (b)  $199,296 
         
   Cayman Islands — 4.8%     
471,325  Geely Automobile Holdings Ltd. (b)   748,819 
90,000  Yadea Group Holdings Ltd. (b) (c) (d) (e)   61,702 
       810,521 
         
   China — 5.9%     
144,383  BAIC Motor Corp., Ltd., Class H (b) (c) (d)   63,186 
62,165  BYD Co., Ltd., Class H (b)   484,657 
189,091  Dongfeng Motor Group Co., Ltd., Class H (b)   114,040 
281,779  Great Wall Motor Co., Ltd., Class H (b)   177,343 
239,212  Guangzhou Automobile Group Co., Ltd., Class H (b)   174,282 
       1,013,508 
         
   France — 2.8%     
18,786  Renault S.A. (b) (e)   480,800 
         
   Germany — 24.2%     
11,017  Bayerische Motoren Werke AG (b)   703,330 
34,723  Daimler AG (b) (e)   1,412,659 
11,849  Porsche Automobil Holding SE (Preference Shares) (b)   686,276 
8,747  Volkswagen AG (Preference Shares) (b)   1,329,539 
       4,131,804 
         
   Japan — 32.5%     
49,935  Honda Motor Co., Ltd. (b)   1,278,020 
66,200  Isuzu Motors Ltd. (b)   601,582 
54,459  Mazda Motor Corp. (b)   329,035 
62,300  Mitsubishi Motors Corp. (b)   154,406 
173,276  Nissan Motor Co., Ltd. (b)   642,585 
29,165  Subaru Corp. (b)   610,706 
18,559  Suzuki Motor Corp. (b)   633,718 
20,576  Toyota Motor Corp. (b)   1,293,903 
       5,543,955 
         
   Malaysia — 0.2%     
61,500  DRB-Hicom Bhd (b)   24,768 
21,193  UMW Holdings Bhd (b)   12,728 
       37,496 
         
   Singapore — 0.8%     
9,000  Jardine Cycle & Carriage Ltd. (b)   131,342 
         
   South Korea — 7.4%     
8,146  Hyundai Motor Co. (b)   669,140 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   South Korea (Continued)     
21,704  Kia Motors Corp. (b)  $586,498 
       1,255,638 
         
   Taiwan — 0.5%     
22,575  China Motor Corp. (b)   28,268 
77,895  Yulon Motor Co., Ltd. (b)   57,346 
       85,614 
         
   United Kingdom — 0.3%     
81,493  Aston Martin Lagonda Global Holdings PLC (b) (c) (d) (e)   49,974 
         
   United States — 19.2%     
112,895  Ford Motor Co.   686,402 
24,908  General Motors Co.   630,172 
11,955  Harley-Davidson, Inc.   284,170 
1,544  Tesla, Inc. (e)   1,667,227 
       3,267,971 
         
   Total Investments — 99.8%   17,007,919 
   (Cost $20,562,554) (f)     
   Net Other Assets and Liabilities — 0.2%   42,264 
   Net Assets — 100.0%  $17,050,183 

 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $13,739,948 or 80.6% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) This security is exempt from registration upon resale under Rule 144A of the Securities Act of 1933, as amended (the “1933 Act”) and may be resold in transactions exempt from registration, normally to qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities.

 

 

First Trust NASDAQ Global Auto Index Fund (CARZ)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

(d) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the 1933 Act.
(e) Non-income producing security.
(f) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $1,497,309 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $5,051,944. The net unrealized depreciation was $3,554,635.

 

 

 

 

 

Valuation Inputs    
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
       
   Total
Value at
6/30/2020		  Level 1 Quoted Prices  Level 2 Significant Observable Inputs  Level 3 Significant Unobservable Inputs
Common Stocks:                    
  United States  $3,267,971   $3,267,971   $—     $—   
  Other Country Categories*   13,739,948    —      13,739,948    —   
Total Investments  $17,007,919   $3,267,971   $13,739,948   $—   
                     
* See Portfolio of Investments for country breakout.

 

  

 

Sector Allocation  % of Total
Long-Term Investments
Consumer Discretionary   100.0%
 Total   100.0%

  

 

 

Currency Exposure Diversification  % of Total Investments
Japanese Yen   32.6%
Euro   27.1 
United States Dollar   19.2 
Hong Kong Dollar   11.9 
South Korean Won   7.4 
Singapore Dollar   0.8 
New Taiwan Dollar   0.5 
British Pound Sterling   0.3 
Malaysian Ringgit   0.2 
 Total   100.0%

 

 

 

 

 

 

 

First Trust Cloud Computing ETF (SKYY)
 
Portfolio of Investments
June 30, 2020 (Unaudited)                                                                                                        

 

Shares  Description  Value
   Common Stocks (a) — 100.0%     
   Canada — 3.0%     
673,754  Open Text Corp.  $28,621,070 
110,802  Shopify, Inc., Class A (b)   105,173,258 
       133,794,328 
         
   Cayman Islands — 3.9%     
809,716  Alibaba Group Holding Ltd., ADR (b)   174,655,741 
         
   Germany — 1.4%     
436,970  SAP SE, ADR   61,175,800 
         
   Jersey — 0.6%     
669,887  Mimecast Ltd. (b)   27,907,493 
         
   Netherlands — 0.7%     
325,747  Elastic N.V. (b)   30,037,131 
         
   United Kingdom — 1.8%     
453,116  Atlassian Corp. PLC, Class A (b)   81,683,221 
         
   United States — 88.6%     
217,187  Adobe, Inc. (b)   94,543,673 
1,058,132  Akamai Technologies, Inc. (b)   113,315,356 
117,142  Alphabet, Inc., Class A (b)   166,113,213 
68,762  Amazon.com, Inc. (b)   189,701,981 
609,486  Anaplan, Inc. (b)   27,615,811 
176,571  Appfolio, Inc., Class A (b)   28,729,867 
982,712  Appian Corp. (b) (c)   50,363,990 
599,415  Arista Networks, Inc. (b)   125,895,132 
261,424  Avalara, Inc. (b)   34,792,920 
477,529  Blackbaud, Inc.   27,257,355 
376,681  Blackline, Inc. (b)   31,230,622 
1,400,785  Box, Inc., Class A (b)   29,080,297 
14,235,860  CenturyLink, Inc.   142,785,676 
2,341,086  Cisco Systems, Inc.   109,188,251 
755,808  Citrix Systems, Inc.   111,791,561 
5,461,014  Cloudera, Inc. (b)   69,464,098 
962,772  Cloudflare, Inc., Class A (b)   34,611,653 
724,131  Cornerstone OnDemand, Inc. (b)   27,922,491 
123,018  Coupa Software, Inc. (b)   34,080,907 
318,734  Crowdstrike Holdings, Inc., Class A (b)   31,965,833 
200,290  DocuSign, Inc. (b)   34,491,941 
1,240,041  Dropbox, Inc., Class A (b)   26,995,693 
191,353  Everbridge, Inc. (b)   26,475,601 
1,946,299  Fastly, Inc., Class A (b)   165,688,434 
2,242,609  FireEye, Inc. (b)   27,303,765 
805,787  Five9, Inc. (b)   89,176,447 
8,647,076  Hewlett Packard Enterprise Co.   84,136,049 
419,940  HubSpot, Inc. (b)   94,213,539 
672,248  International Business Machines Corp.   81,187,391 
96,408  Intuit, Inc.   28,555,086 
916,378  Microsoft Corp.   186,492,087 
674,508  MicroStrategy, Inc., Class A (b)   79,787,551 
602,903  MongoDB, Inc. (b)   136,461,065 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   United States (Continued)     
1,885,119  NetApp, Inc.  $83,642,730 
423,093  New Relic, Inc. (b)   29,151,108 
3,489,737  Nutanix, Inc., Class A (b)   82,724,216 
3,123,044  Oracle Corp.   172,610,642 
118,966  Palo Alto Networks, Inc. (b)   27,322,921 
94,165  Paycom Software, Inc. (b)   29,165,725 
4,767,923  Pure Storage, Inc., Class A (b)   82,628,106 
338,750  Q2 Holdings, Inc. (b)   29,061,362 
480,365  salesforce.com, Inc. (b)   89,986,775 
216,436  ServiceNow, Inc. (b)   87,669,566 
485,388  Smartsheet, Inc., Class A (b)   24,715,957 
451,801  Splunk, Inc. (b)   89,772,859 
1,388,965  SVMK, Inc. (b)   32,696,236 
523,819  Tabula Rasa HealthCare, Inc. (b) (c)   28,668,614 
1,307,229  Teradata Corp. (b)   27,190,363 
424,920  Twilio, Inc., Class A (b)   93,235,946 
127,873  Veeva Systems, Inc., Class A (b)   29,975,989 
1,074,590  VMware, Inc., Class A (b)   166,411,007 
152,584  Workday, Inc., Class A (b)   28,588,138 
628,373  Workiva, Inc. (b)   33,611,672 
326,384  Zendesk, Inc. (b)   28,894,776 
155,936  Zoom Video Communications, Inc., Class A (b)   39,536,013 
285,329  Zscaler, Inc. (b)   31,243,526 
2,330,365  Zuora, Inc., Class A (b)   29,712,154 
       3,939,631,737 
   Total Common Stocks — 100.0%   4,448,885,451 
   (Cost $3,745,335,301)     
         
   Money Market Funds — 1.4%     
63,736,996  Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 0.13% (d) (e)   63,736,996 
   (Cost $63,736,996)     
         
   Total Investments — 101.4%   4,512,622,447 
   (Cost $3,809,072,297) (f)     
   Net Other Assets and Liabilities — (1.4)%   (64,140,682)
   Net Assets — 100.0%  $4,448,481,765 

 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) Non-income producing security.

 

 

First Trust Cloud Computing ETF (SKYY)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)                                                                                                        

 

(c) All or a portion of this security is on loan for securities lending. The aggregate value of such securities is $63,789,963 and the total value of the collateral held by the Fund is $63,736,996. The collateral requirements are determined at the beginning of each business day based on the market value of the loaned securities from the end of the prior day. On June 30, 2020, there was sufficient collateral based on the end of day market value from the prior business day; however, as a result of market movement from June 29 to June 30, the value of the related securities loaned was above the collateral value received.
(d) Rate shown reflects yield as of June 30, 2020.
(e) This security serves as collateral for securities on loan.
(f) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $779,360,345 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $75,810,195. The net unrealized appreciation was $703,550,150.

 

 

ADR - American Depositary Receipt

 

 

 

 

Valuation Inputs    
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
       
   Level 1
Quoted
Prices		  Level 2 Significant Observable Inputs  Level 3 Significant Unobservable Inputs
Common Stocks*  $4,448,885,451   $—     $—   
Money Market Funds   63,736,996    —      —   
Total Investments  $4,512,622,447   $—     $—   
 
* See Portfolio of Investments for country breakout.

 

 

 

 

Sector Allocation  % of Total Long-Term
Investments
Information Technology   83.6%
Consumer Discretionary   8.2 
Communication Services   6.9 
Health Care   1.3 
 Total   100.0%

 

 

 

 

 

 

First Trust International Equity Opportunities ETF (FPXI)
 
Portfolio of Investments
June 30, 2020 (Unaudited)                                                                                        

 

Shares  Description  Value
   Common Stocks (a) — 99.6%     
   Belgium — 2.1%     
24,629  UCB S.A. (b)  $2,858,095 
         
   Brazil — 0.7%     
68,580  Magazine Luiza S.A.   905,471 
         
   Canada — 5.5%     
46,442  GFL Environmental, Inc.   871,716 
7,058  Shopify, Inc., Class A (c)   6,699,454 
       7,571,170 
         
   Cayman Islands — 37.2%     
15,857  Alibaba Group Holding Ltd.,
ADR (c)		   3,420,355 
13,122  Bilibili, Inc., ADR (c)   607,811 
1,509,210  China Feihe Ltd. (b) (d) (e)   3,041,217 
629,838  Country Garden Services Holdings Co., Ltd. (b)   2,940,309 
394,819  Ever Sunshine Lifestyle Services Group Ltd. (b) (e)   615,895 
35,303  GDS Holdings Ltd., ADR (c)   2,812,237 
425,766  Haidilao International Holding Ltd. (b) (d) (e)   1,809,482 
238,492  Koolearn Technology Holding Ltd. (b) (c) (d) (e)   962,514 
247,288  Meituan Dianping, Class B (b) (c) (e)   5,525,991 
57,320  Pinduoduo, Inc., ADR (c)   4,920,349 
135,153  Ping An Healthcare and Technology Co., Ltd. (b) (c) (d) (e)   2,072,103 
45,249  Sea Ltd., ADR (c)   4,852,503 
43,266  StoneCo., Ltd., Class A (c)   1,676,990 
246,586  Wuxi Biologics Cayman, Inc. (b) (c) (d) (e)   4,526,238 
2,434,020  Xiaomi Corp., Class B (b) (c) (d) (e)   4,044,740 
48,914  XP, Inc., Class A (c)   2,054,877 
129,856  Yihai International Holding Ltd. (b)   1,338,173 
12,510  Zai Lab Ltd., ADR (c)   1,027,446 
72,794  ZTO Express Cayman, Inc., ADR   2,672,268 
       50,921,498 
         
   China — 2.6%     
6,243,862  Postal Savings Bank of China Co., Ltd., Class H (b) (d) (e)   3,597,840 
         
   Denmark — 6.2%     
137,771  Genmab A/S, ADR (c)   4,669,059 
33,712  Orsted A/S (d) (e)   3,890,413 
       8,559,472 
         
   France — 4.2%     
48,374  La Francaise des Jeux SAEM (b) (d) (e)   1,495,145 
41,357  Sanofi (b)   4,217,760 
       5,712,905 
         

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Germany — 9.1%     
256,423  E. ON SE (b)  $2,894,406 
38,536  HelloFresh SE (b) (c)   2,061,470 
113,963  Siemens Healthineers AG (b) (d) (e)   5,477,962 
37,985  TeamViewer AG (b) (c) (d) (e)   2,069,751 
       12,503,589 
         
   Italy — 1.7%     
132,492  Nexi S.p.A. (b) (c) (d) (e)   2,297,473 
         
   Japan — 5.4%     
32,800  Mercari, Inc. (b) (c)   1,018,479 
40,100  SG Holdings Co., Ltd. (b)   1,308,609 
394,100  Softbank Corp. (b)   5,023,291 
       7,350,379 
         
   Mexico — 0.8%     
539,820  Becle SAB de CV   1,037,623 
         
   Netherlands — 10.6%     
3,949  Adyen N.V. (c) (d) (e)   5,747,718 
42,101  JDE Peet’s BV (c)   1,706,593 
21,972  Just Eat Takeaway.com N.V. (b) (c) (d) (e)   2,296,613 
51,429  Prosus N.V. (b) (c)   4,795,090 
       14,546,014 
         
   Norway — 0.5%     
46,493  Scatec Solar ASA (b) (d) (e)   759,890 
         
   Saudi Arabia — 4.0%     
51,711  Dr. Sulaiman Al Habib Medical Services Group Co. (c)   1,038,080 
506,521  Saudi Arabian Oil Co. (b) (d) (e)   4,396,999 
       5,435,079 
         
   Spain — 2.9%     
65,056  Cellnex Telecom S.A. (b) (d) (e)   3,973,456 
         
   Sweden — 2.9%     
81,159  Embracer Group AB (b) (c)   1,140,427 
26,833  Evolution Gaming Group AB (b) (d) (e)   1,593,763 
14,922  Sinch AB (b) (c) (d) (e)   1,284,249 
       4,018,439 
         
   Switzerland — 0.7%     
12,659  Galenica AG (b) (d) (e)   907,591 
         
   United States — 2.5%     
71,501  Yum China Holdings, Inc.   3,437,053 
         
   Total Investments — 99.6%   136,393,037 
   (Cost $111,345,161) (f)     
   Net Other Assets and Liabilities — 0.4%   543,896 
   Net Assets — 100.0%  $136,936,933 

 

 

First Trust International Equity Opportunities ETF (FPXI)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)                                                                                        

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $82,345,021 or 60.1% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) Non-income producing security.
(d) This security is exempt from registration upon resale under Rule 144A of the Securities Act of 1933, as amended (the “1933 Act”) and may be resold in transactions exempt from registration, normally to qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities.
(e) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the 1933 Act.
(f) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $25,428,386 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $380,510. The net unrealized appreciation was $25,047,876.

 

 

ADR - American Depositary Receipt

 

  

Valuation Inputs    
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
       
   Total
Value at
6/30/2020		  Level 1 Quoted Prices  Level 2 Significant Observable Inputs  Level 3 Significant Unobservable Inputs
Common Stocks:                    
  Brazil  $905,471   $905,471   $—     $—   
  Canada   7,571,170    7,571,170    —      —   
  Cayman Islands   50,921,498    24,044,836    26,876,662    —   
  Denmark   8,559,472    8,559,472    —      —   
  Mexico   1,037,623    1,037,623    —      —   
  Netherlands   14,546,014    7,454,311    7,091,703    —   
  Saudi Arabia   5,435,079    1,038,080    4,396,999    —   
  United States   3,437,053    3,437,053    —      —   
  Other Country  Categories*   43,979,657    —      43,979,657    —   
Total Investments  $136,393,037   $54,048,016   $82,345,021   $—   
                     

* See Portfolio of Investments for country breakout.

 

 

 

Sector Allocation 

% of Total

Long-Term Investments

Consumer Discretionary   25.1%
Health Care   19.7 
Information Technology   19.5 
Communication Services   11.4 
Industrials   6.2 
Utilities   5.5 
Consumer Staples   5.2 
Financials   4.2 
Energy   3.2 
 Total   100.0%

 

  

 

Currency Exposure Diversification  % of Total Investments
Euro   30.7%
United States Dollar   29.1 
Hong Kong Dollar   22.3 
Japanese Yen   5.4 
Saudi Riyal   4.0 
Swedish Krona   2.9 
Danish Krone   2.8 
Mexican Peso   0.8 
Swiss Franc   0.7 
Brazilian Real   0.7 
Norwegian Krone   0.6 
 Total   100.0%

 

 

 

 

 

First Trust Nasdaq Cybersecurity ETF (CIBR)
 
Portfolio of Investments
June 30, 2020 (Unaudited)                                                                                                        

 

Shares  Description  Value
   Common Stocks (a) — 99.4%     
   France — 1.9%     
442,011  Thales S.A. (b)  $35,774,200 
         
   Israel — 6.2%     
496,335  Check Point Software Technologies Ltd. (c)   53,321,269 
524,501  CyberArk Software Ltd. (c)   52,067,214 
268,643  Radware Ltd. (c)   6,337,289 
219,242  Tufin Software Technologies Ltd. (c)   2,093,761 
       113,819,533 
         
   Japan — 2.6%     
850,136  Trend Micro, Inc. (b)   47,509,421 
         
   Jersey — 1.8%     
803,725  Mimecast Ltd. (c)   33,483,183 
         
   South Korea — 0.4%     
195,679  Ahnlab, Inc. (b)   8,195,928 
         
   United Kingdom — 4.2%     
2,943,694  Avast PLC (b) (d) (e)   19,239,519 
8,873,088  BAE Systems PLC (b)   53,056,116 
464,287  NCC Group PLC (b)   1,027,847 
207,420  Ultra Electronics Holdings PLC (b)   5,115,021 
       78,438,503 
         
   United States — 82.3%     
426,963  A10 Networks, Inc. (c)   2,907,618 
514,486  Akamai Technologies, Inc. (c)   55,096,306 
682,452  Booz Allen Hamilton Holding Corp.   53,087,941 
373,758  Broadcom, Inc.   117,961,762 
2,276,537  Cisco Systems, Inc.   106,177,686 
1,872,447  Cloudflare, Inc., Class A (c)   67,314,470 
1,239,773  Crowdstrike Holdings, Inc., Class A (c)   124,336,834 
375,608  F5 Networks, Inc. (c)   52,389,804 
3,692,728  FireEye, Inc. (c)   44,958,963 
391,028  Fortinet, Inc. (c)   53,676,413 
328,377  Itron, Inc. (c)   21,754,976 
2,243,700  Juniper Networks, Inc.   51,290,982 
516,974  Leidos Holdings, Inc.   48,424,955 
205,677  ManTech International Corp., Class A   14,086,818 
815,853  MobileIron, Inc. (c)   4,022,155 
556,616  Okta, Inc. (c)   111,451,222 
237,385  OneSpan, Inc. (c)   6,630,163 
231,365  Palo Alto Networks, Inc. (c)   53,137,599 
468,147  Proofpoint, Inc. (c)   52,020,495 
427,117  Qualys, Inc. (c)   44,428,710 
706,900  Rapid7, Inc. (c)   36,066,038 
313,362  Ribbon Communications, Inc. (c)   1,231,513 
1,062,348  Sailpoint Technologies Holdings, Inc. (c)   28,120,352 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   United States (Continued)     
530,595  Science Applications International Corp.  $41,216,620 
585,787  Splunk, Inc. (c)   116,395,877 
446,979  Tenable Holdings, Inc. (c)   13,324,444 
319,150  Varonis Systems, Inc. (c)   28,238,392 
248,536  VeriSign, Inc. (c)   51,404,701 
348,316  VMware, Inc., Class A (c)   53,940,216 
917,439  Zix Corp. (c)   6,330,329 
554,923  Zscaler, Inc. (c)   60,764,068 
       1,522,188,422 
         
   Total Investments — 99.4%   1,839,409,190 
   (Cost $1,585,765,759) (f)     
   Net Other Assets and Liabilities — 0.6%   10,454,036 
   Net Assets — 100.0%  $1,849,863,226 

 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $169,918,052 or 9.2% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) Non-income producing security.
(d) This security is exempt from registration upon resale under Rule 144A of the Securities Act of 1933, as amended (the “1933 Act”) and may be resold in transactions exempt from registration, normally to qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities.
(e) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the 1933 Act.

 

 

First Trust Nasdaq Cybersecurity ETF (CIBR)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)                                                                                                        

 

(f) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $283,679,812 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $30,036,381. The net unrealized appreciation was $253,643,431.

 

 

 

Valuation Inputs    
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
       
   Total
Value at
6/30/2020		  Level 1 Quoted Prices  Level 2 Significant Observable Inputs  Level 3 Significant Unobservable Inputs
Common Stocks:                    
  Israel  $113,819,533   $113,819,533   $—     $—   
  Jersey   33,483,183    33,483,183    —      —   
  United States   1,522,188,422    1,522,188,422    —      —   
  Other Country Categories*   169,918,052    —      169,918,052    —   
Total Common Stocks  $1,839,409,190   $1,669,491,138   $169,918,052   $—   
                     
* See Portfolio of Investments for country breakout.

 

  

 

Sector Allocation  % of Total Long-Term
Investments
Information Technology   94.9%
Industrials   5.1 
 Total   100.0%

 

 

 

Currency Exposure Diversification   % of Total Investments
United States Dollar   90.8%
British Pound Sterling   4.3 
Japanese Yen   2.6 
Euro   1.9 
South Korean Won   0.4 
 Total   100.0%

 

 

 

 

First Trust Exchange-Traded Fund II

Additional Information

June 30, 2020 (Unaudited)

 

Valuation Inputs

The Funds are subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:

• Level 1 – Level 1 inputs are quoted prices in active markets for identical investments.

• Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.)

• Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment.

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.

Licensing Information

 

First Trust BICK Index Fund

First Trust Cloud Computing ETF

First Trust Global Engineering and Construction ETF

First Trust Nasdaq Cybersecurity ETF

First Trust NASDAQ Global Auto Index Fund

 

Nasdaq®, OMX®, NASDAQ OMX®, and ISE BICK™ Index, ISE CTA Cloud Computing™ Index, ISE Global Engineering and Construction™ Index, Nasdaq CTA Cybersecurity IndexSM, and NASDAQ OMX Global Auto Index (“the Nasdaq Indexes”) are registered trademarks and service marks of Nasdaq, Inc. (together with its affiliates hereinafter referred to as the “Corporations”) and are licensed for use by First Trust. The Funds have not been passed on by the Corporations as to their legality or suitability. The Funds are not issued, endorsed, sold or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUNDS.

 

First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund

First Trust Global Wind Energy ETF

 

Nasdaq®, NASDAQ OMX®, Clean Edge® and NASDAQ OMX® Clean Edge® Smart Grid Infrastructure IndexSM and ISE Clean Edge Global Wind Energy Index ("the Nasdaq Indexes") are registered trademarks and service marks of Nasdaq, Inc. and Clean Edge, Inc., respectively (together with its affiliates hereinafter referred to as the “Corporations”) and are licensed for use by First Trust. The Funds have not been passed on by the Corporations as to their legality or suitability. The Funds are not issued, endorsed, sold or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUNDS.

 

First Trust Dow Jones Global Select Dividend Index Fund

 

Dow Jones Global Select Dividend Index (“Index”) is a product of S&P Dow Jones Indices LLC or its affiliates (“SPDJI”) and has been licensed for use by First Trust. Standard & Poor’s® and S&P® are registered trademarks of Standard & Poor’s Financial Services LLC (“S&P”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by First Trust. The Fund is not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, or their respective affiliates and none of such parties make any representation regarding the advisability of investing in such product nor do they have any liability for any errors, omissions, or interruptions of the Index.

 

First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund

 

 

First Trust Exchange-Traded Fund II

Additional Information (Continued)

June 30, 2020 (Unaudited)

 

 

The First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund (the “Fund”) has been developed solely by First Trust. The Fund is not in any way connected to or sponsored, endorsed, sold or promoted by the London Stock Exchange Group plc and its group undertakings, including FTSE International Limited (collectively, the “LSE Group”), European Public Real Estate Association ("EPRA”), or the National Association of Real Estate Investments Trusts (“Nareit”) (and together the “Licensor Parties”). FTSE Russell is a trading name of certain of the LSE Group companies. All rights in the FTSE EPRA/NAREIT Developed Index (the “Index”) vest in the Licensor Parties. “FTSE®” and “FTSE Russell®” are trademarks of the relevant LSE Group company and are used by any other LSE Group company under license. “Nareit®” is a trade mark of Nareit, “EPRA®” is a trademark of EPRA and all are used by the LSE Group under license. The Index is calculated by or on behalf of FTSE International Limited or its affiliate, agent or partner. The Licensor Parties do not accept any liability whatsoever to any person arising out of (a) the use of, reliance on or any error in the Index or (b) investment in or operation of the Fund. The Licensor Parties makes no claim, prediction, warranty or representation either as to the results to be obtained from the Fund or the suitability of the Index for the purpose to which it is being put by First Trust.

 

First Trust Indxx Global Agriculture ETF

First Trust Indxx Global Natural Resources Income ETF

 

Indxx, Indxx Global Agriculture Index, and Indxx Global Natural Resources Income Index (“Index”) are trademarks of Indxx, LLC (“Indxx”) and have been licensed for use for certain purposes by First Trust. The Fund is not sponsored, endorsed, sold or promoted by Indxx and Indxx makes no representation regarding the advisability of trading in such product. The Index is determined, composed and calculated by Indxx without regard to First Trust or the Fund.

 

First Trust International Equity Opportunities ETF

 

IPOX® and IPOX® International Index are registered international trademarks and service marks of IPOX® Schuster LLC (“IPOX”) and have been licensed for use by First Trust. The Fund is not sponsored, endorsed, sold or promoted by IPOX, and IPOX makes no representation regarding the advisability of trading in such Fund.

 

First Trust STOXX® European Select Dividend Index Fund

 

The STOXX Europe Select Dividend 30 Index (“STOXX Index”) and the trademarks used in the index name are the intellectual property of STOXX Limited, Zurich, Switzerland (“STOXX”), Deutsche Börse Group and/or their licensors. The STOXX Index is used under license from STOXX. The Fund is in no way sponsored, endorsed, sold or promoted by STOXX and/or its licensors and neither STOXX nor its licensors shall have any liability with respect thereto.

 

 

 

 

 

First Trust IPOX® Europe Equity Opportunities ETF (FPXE)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) — 99.7%     
   Austria — 0.3%     
202  BAWAG Group AG (b) (c) (d) (e)  $6,990 
         
   Belgium — 3.5%     
705  UCB S.A. (b)   81,812 
         
   Cayman Islands — 0.6%     
770  Farfetch Ltd., Class A (e)   13,298 
         
   Cyprus — 0.1%     
91  HeadHunter Group PLC, ADR   2,128 
         
   Denmark — 8.4%     
96  Ascendis Pharma A/S, ADR (e)   14,198 
237  Genmab A/S (b) (e)   79,915 
159  Netcompany Group A/S (b) (c) (d) (e)   10,450 
743  Orsted A/S (c) (d)   85,743 
362  Scandinavian Tobacco Group A/S (b) (c) (d)   5,346 
67  Zealand Pharma A/S, ADR (e)   2,345 
       197,997 
         
   Finland — 0.7%     
672  Kojamo OYJ (b)   14,202 
107  Tokmanni Group Corp. (b)   1,587 
       15,789 
         
   France — 11.0%     
733  Amundi S.A. (b) (c) (d) (e)   57,623 
692  La Francaise des Jeux SAEM (b) (c) (d)   21,388 
193  Neoen S.A. (b) (c) (d) (e)   7,846 
1,252  Sanofi (b)   127,684 
497  Worldline S.A. (b) (c) (d) (e)   43,333 
       257,874 
         
   Germany — 18.2%     
456  BioNTech SE, ADR (e)   30,433 
451  Delivery Hero SE (b) (c) (d) (e)   46,348 
362  DWS Group GmbH & Co. KGaA (b) (c) (d) (e)   13,190 
5,983  E. ON SE (b)   67,534 
376  HelloFresh SE (b) (e)   20,114 
365  Knorr-Bremse AG (b) (e)   37,042 
262  MorphoSys AG, ADR (e)   8,298 
292  Scout24 AG (b) (c) (d)   22,591 
2,265  Siemens Healthineers AG (b) (c) (d)   108,874 
453  TeamViewer AG (b) (c) (d) (e)   24,683 
680  Traton SE (b) (e)   13,285 
829  Uniper SE (b)   26,751 
73  Varta AG (b) (e)   8,238 
       427,381 
         
   Israel — 0.9%     
74  Kornit Digital Ltd. (e)   3,950 
71  Wix.com Ltd. (e)   18,192 
       22,142 

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Italy — 2.7%     
1,305  Infrastrutture Wireless Italiane S.p.A. (b) (c) (d)  $13,100 
1,466  Italgas S.p.A. (b)   8,531 
1,991  Nexi S.p.A. (b) (c) (d) (e)   34,525 
1,812  Pirelli & C S.p.A. (b) (c) (d) (e)   7,709 
       63,865 
         
   Jersey — 0.3%     
155  Wizz Air Holdings PLC (b) (c) (d) (e)   6,404 
         
   Luxembourg — 5.3%     
108  Globant S.A. (e)   16,184 
421  Spotify Technology S.A. (e)   108,698 
       124,882 
         
   Netherlands — 20.4%     
68  Adyen N.V. (c) (d) (e)   98,973 
170  Argenx SE, ADR (e)   38,289 
450  Ferrari N.V. (b)   77,082 
461  GrandVision N.V. (b) (c) (d) (e)   13,134 
143  IMCD N.V. (b) (e)   13,485 
164  Intertrust N.V. (c) (d)   2,793 
904  JDE Peet’s BV (e)   36,644 
310  Just Eat Takeaway.com N.V. (b) (c) (d) (e)   32,403 
1,766  Prosus N.V. (b) (e)   164,657 
26  Shop Apotheke Europe N.V. (c) (d) (e)   3,108 
       480,568 
         
   Norway — 1.1%     
1,241  Adevinta ASA (b) (e)   12,561 
454  Europris ASA (b) (c) (d)   2,201 
379  Fjordkraft Holding ASA (b) (c) (d)   3,114 
183  Pexip Holding ASA (e)   1,597 
437  Scatec Solar ASA (b) (c) (d) (e)   7,142 
       26,615 
         
   Spain — 2.3%     
873  Cellnex Telecom S.A. (b) (c) (d)   53,321 
         
   Sweden — 6.9%     
191  AcadeMedia AB (b) (c) (d)   1,298 
195  BHG Group AB (b) (e)   1,728 
368  Bravida Holding AB (b) (c) (d) (e)   3,518 
68  Cibus Nordic Real Estate AB (b)   1,019 
871  Embracer Group AB (b) (e)   12,239 
1,900  EQT AB (b)   34,259 
411  Evolution Gaming Group AB (b) (c) (d)   24,411 
177  Karnov Group AB (b)   1,058 
181  Lifco AB, Class B (b)   11,542 
246  Medicover AB, Class B (b) (e)   2,539 
47  MIPS AB (b) (d)   1,630 
111  Oncopeptides AB (b) (c) (d) (e)   1,560 

 

 

First Trust IPOX® Europe Equity Opportunities ETF (FPXE)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

Shares  Description  Value
   Common Stocks (a) (Continued)     
   Sweden (Continued)     
191  Paradox Interactive AB (b)  $4,133 
3,114  Samhallsbyggnadsbolaget i Norden AB (b)   8,001 
187  Sinch AB (b) (c) (d) (e)   16,094 
117  Stillfront Group AB (b) (e)   10,518 
1,331  Tele2 AB, Class B (b)   17,718 
374  Thule Group AB (b) (c) (d)   9,496 
       162,761 
         
   Switzerland — 12.2%     
256  ADC Therapeutics S.A. (e)   11,983 
974  Alcon, Inc. (b) (e)   55,965 
166  CRISPR Therapeutics AG (e)   12,199 
136  Galenica AG (b) (c) (d)   9,751 
36  Medacta Group S.A. (b) (c) (d) (e)   2,894 
1,788  Novartis AG (b)   155,773 
638  SIG Combibloc Group AG (b)   10,381 
503  Softwareone Holding AG (b)   12,531 
60  VAT Group AG (b) (c) (d)   11,020 
17  Zur Rose Group AG (b) (e)   4,652 
       287,149 
         
   United Kingdom — 4.0%     
2,754  Aston Martin Lagonda Global Holdings PLC (b) (c) (d) (e)   1,689 
184  Atlantica Sustainable Infrastructure PLC   5,354 
2,317  Avast PLC (b) (c) (d)   15,144 
993  Calisen PLC (b) (e)   2,218 
1,126  Civitas Social Housing PLC (b) (d)   1,531 
3,987  ConvaTec Group PLC (b) (c) (d)   9,629 
123  Endava PLC, ADR (e)   5,941 
1,532  Finablr PLC (b) (c) (e) (f)   209 
1,812  Helios Towers PLC (b) (e)   3,344 
1,501  IntegraFin Holdings PLC (b) (d)   8,510 
894  John Laing Group PLC (b) (c) (d)   3,873 
4,711  M&G PLC (b)   9,782 
906  Network International Holdings PLC (b) (c) (d) (e)   4,960 
1,128  Ninety One PLC (b) (e)   2,897 
4,211  Quilter PLC (b) (c) (d)   7,247 
2,178  Trainline PLC (b) (c) (d) (e)   11,738 
954  Triple Point Social Housing REIT PLC (c) (d)   1,158 
       95,224 
         
   United States — 0.8%     
135  SolarEdge Technologies, Inc. (e)   18,735 
         

 

  Description  Value
   Total Investments — 99.7%  $2,344,935 
   (Cost $1,893,121) (g)     
   Net Other Assets and Liabilities — 0.3%   7,116 
   Net Assets — 100.0%  $2,352,051 

 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $1,804,694 or 76.7% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the New York Stock Exchange (“NYSE”) close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) This security is exempt from registration upon resale under Rule 144A of the Securities Act of 1933, as amended (the "1933 Act") and may be resold in transactions exempt from registration, normally to qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities.
(d) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the 1933 Act.
(e) Non-income producing security.
(f)

Pursuant to procedures adopted by the Trust’s Board of

Trustees, this security has been determined to be illiquid

by First Trust Advisors, L.P., the Fund’s advisor.

(g) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $467,593 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $15,779. The net unrealized appreciation was $451,814.

  

 

ADR - American Depositary Receipt

 

 

First Trust IPOX® Europe Equity Opportunities ETF (FPXE)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

 

 

Valuation Inputs  
         
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):
         

   Total
Value at
6/30/2020		  Level 1 Quoted Prices  Level 2 Significant Observable Inputs  Level 3 Significant Unobservable Inputs

Common Stocks:

                    
  Cayman Islands  $13,298   $13,298   $—     $—   
  Cyprus   2,128    2,128    —      —   
  Denmark   197,997    102,286    95,711    —   
  Germany   427,381    38,731    388,650    —   
  Israel   22,142    22,142    —      —   
  Luxembourg   124,882    124,882    —      —   
  Netherlands   480,568    179,807    300,761    —   
  Norway   26,615    1,597    25,018    —   
  Switzerland   287,149    24,182    262,967    —   
  United Kingdom   95,224    12,453    82,771    —   
  United States   18,735    18,735    —      —   
  Other Country Categories*   648,816    —      648,816    —   
Total Common Stocks  $2,344,935   $540,241   $1,804,694   $—   
                     
* See Portfolio of Investments for country breakout.

 

 

 

 

Sector Allocation  % of Total
Long-Term Investments
Health Care   32.2%
Consumer Discretionary   19.4 
Information Technology   13.7 
Communication Services   11.1 
Utilities   9.0 
Financials   6.0 
Industrials   5.1 
Consumer Staples   2.0 
Real Estate   1.1 
Materials   0.4 
 Total   100.0%

 

  

 

Currency Exposure Diversification  % of Total Investments
Euro   55.9%
United States Dollar   13.2 
Swiss Franc   11.2 
Danish Krone   7.7 
Swedish Krona   7.0 
British Pound Sterling   3.9 
Norwegian Krone   1.1 
 Total   100.0%

 

 

 

 

 

First Trust Dow Jones International Internet ETF (FDNI)
 
Portfolio of Investments
June 30, 2020 (Unaudited)

 

Shares  Description   Value  
   Common Stocks (a) — 99.5%     
   Australia — 1.0%     
3,370  Afterpay Ltd. (b) (c)  $145,542 
         
   Canada — 9.9%     
1,594  Shopify, Inc., Class A (c)   1,514,359 
         
   Cayman Islands — 47.2%     
1,378  58.com, Inc., ADR (c)   74,329 
6,313  Alibaba Group Holding Ltd., ADR (c)   1,361,714 
852  Autohome, Inc., ADR   64,326 
4,063  Baidu, Inc., ADR (c)   487,113 
11,897  JD.com, Inc., ADR (c)   715,962 
52,691  Meituan Dianping, Class B (b) (c) (d)   1,177,453 
1,181  NetEase, Inc., ADR   507,098 
2,673  Pagseguro Digital Ltd., Class A (c)   94,464 
5,350  Pinduoduo, Inc., ADR (c)   459,244 
3,600  Sea Ltd., ADR (c)   386,064 
24,553  Tencent Holdings Ltd. (b)   1,573,305 
6,336  Trip.com Group Ltd., ADR (c)   164,229 
5,689  Vipshop Holdings Ltd., ADR (c)   113,268 
       7,178,569 
         
   Germany — 3.6%     
2,064  Delivery Hero SE (b) (c) (d) (e)   212,111 
1,501  Scout24 AG (b) (d) (e)   116,128 
1,756  United Internet AG (b)   74,607 
1,970  Zalando SE (b) (c) (d) (e)   139,752 
       542,598 
         
   Isle of Man — 0.5%     
8,579  GVC Holdings PLC (b)   78,634 
         
   Israel — 1.2%     
696  Wix.com Ltd. (c)   178,329 
         
   Japan — 5.2%     
6,300  M3, Inc. (b)   267,631 
6,800  Nexon Co., Ltd. (b)   153,384 
12,100  Rakuten, Inc. (b)   106,879 
39,400  Z Holdings Corp. (b)   193,365 
2,900  ZOZO, Inc. (b)   64,647 
       785,906 
         
   Luxembourg — 2.5%     
1,490  Spotify Technology S.A. (c)   384,703 
         
   Netherlands — 9.6%     
363  Adyen N.V. (c) (d) (e)   528,342 
1,611  Just Eat Takeaway.com N.V. (b) (c) (d) (e)   168,389 
6,268  Prosus N.V. (b) (c)   584,410 
3,664  Yandex N.V., Class A (c)   183,273 
       1,464,414 
         
   New Zealand — 0.7%     
1,622  Xero Ltd. (b) (c)   101,886 

 

Shares  Description   Value  
   Common Stocks (a) (Continued)     
   South Africa — 7.8%     
6,497  Naspers Ltd., Class N (b)  $1,194,021 
         
   South Korea — 5.5%     
788  Kakao Corp. (b)   176,829 
2,145  NAVER Corp. (b)   482,589 
238  NCSoft Corp. (b)   177,055 
       836,473 
         
   United Kingdom — 4.8%     
1,867  Atlassian Corp. PLC, Class A (c)   336,564 
14,378  Auto Trader Group PLC (b) (d) (e)   93,612 
8,706  Ocado Group PLC (b) (c)   218,784 
13,152  Rightmove PLC (b)   88,901 
       737,861 
         
   Total Investments — 99.5%   15,143,295 
   (Cost $12,019,848) (f)     
   Net Other Assets and Liabilities — 0.5%   74,685 
   Net Assets — 100.0%  $15,217,980 

 

 

 

(a) Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.
(b) This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940, as amended. At June 30, 2020, securities noted as such are valued at $7,589,914 or 49.9% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the NYSE close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.
(c) Non-income producing security.
(d) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended (the “1933 Act”).
(e) This security is exempt from registration upon resale under Rule 144A of the 1933 Act and may be resold in transactions exempt from registration, normally to qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities.

 

 

First Trust Dow Jones International Internet ETF (FDNI)
 
Portfolio of Investments (Continued)
June 30, 2020 (Unaudited)

 

(f) Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of June 30, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $3,258,971 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $135,524. The net unrealized appreciation was $3,123,447.

 

 

ADR - American Depositary Receipt
 

 

 

 

Valuation Inputs    
           
A summary of the inputs used to value the Fund’s investments as of June 30, 2020 is as follows (see Valuation Inputs in the Additional Information section):  
           

   Total
Value at
6/30/2020		 

Level 1

Quoted Prices

 

Level 2

Significant Observable Inputs

 

Level 3

Significant Unobservable Inputs

Common Stocks:                    
  Canada  $1,514,359   $1,514,359   $—     $—   
  Cayman Island   7,178,569    4,427,811    2,750,758    —   
  Israel   178,329    178,329    —      —   
  Luxembourg   384,703    384,703    —      —   
  Netherlands   1,464,414    711,615    752,799    —   
  United Kingdom   737,861    336,564    401,297    —   

  Other Country Categories*

   3,685,060    —      3,685,060    —   
Total Investments  $15,143,295   $7,553,381   $7,589,914   $—   
                     
* See Portfolio of Investments for country breakout.

 

  

 

Sector Allocation   % of Total
Long-Term Investments		 
Consumer Discretionary   44.6%
Communication Services   34.5 
Information Technology   19.1 
Health Care   1.8 
 Total   100.0%

 

 

Currency Exposure Diversification   % of Total Investments 
United States Dollar   36.4%
Hong Kong Dollar   18.2 
Euro   12.0 
Canadian Dollar   10.0 
South African Rand   7.9 
South Korean Won   5.5 
Japanese Yen   5.2 
British Pound Sterling   3.2 
Australian Dollar   1.6 
 Total   100.0%

 

 

 

 

 

First Trust Exchange-Traded Fund II

Additional Information

June 30, 2020 (Unaudited)

 

Valuation Inputs

The Funds are subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:

• Level 1 – Level 1 inputs are quoted prices in active markets for identical investments.

• Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.)

• Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment.

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.

Licensing Information

First Trust Dow Jones International Internet ETF (FDNI)

Dow Jones International Internet Index (“Index”) is a product of S&P Dow Jones Indices LLC or its affiliates (“SPDJI”) and has been licensed for use by First Trust. Standard & Poor’s® and S&P® are registered trademarks of Standard & Poor’s Financial Services LLC (“S&P”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by First Trust. The Fund is not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, or their respective affiliates and none of such parties make any representation regarding the advisability of investing in such product nor do they have any liability for any errors, omissions, or interruptions of the Index.

First Trust IPOX® Europe Equity Opportunities ETF (FPXE)

IPOX® and IPOX® 100 Europe Index are registered international trademarks and service marks of IPOX® Schuster LLC (“IPOX”) and have been licensed for use by First Trust. The Fund is not sponsored, endorsed, sold or promoted by IPOX, and IPOX makes no representation regarding the advisability of trading in such Fund.