First Trust STOXX^® European Select Dividend Index Fund (FDD)

Portfolio of Investments

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) — 99.4%
	Belgium — 5.8%
156,472	Ageas S.A./N.V.	$	8,330,442
224,928	Proximus S.A., DP		4,454,210
			12,784,652
	Finland — 5.7%
241,665	Fortum OYJ		5,815,997
192,559	Nokian Renkaat OYJ		6,779,567
			12,595,564
	France — 11.4%
43,315	Covivio		3,987,179
288,620	Klepierre S.A.		6,484,139
157,861	Publicis Groupe S.A.		7,860,555
155,976	TOTAL SE		6,726,307
			25,058,180
	Germany — 25.4%
20,576	Allianz SE		5,044,899
349,451	alstria office REIT-AG		6,318,183
98,543	BASF SE		7,791,274
138,574	Bayerische Motoren Werke AG (Preference Shares)		9,344,692
168,886	Deutsche Post AG		8,355,893
171,626	Evonik Industries AG		5,593,879
101,740	Porsche Automobil Holding SE (Preference Shares)		7,009,951
199,390	TAG Immobilien AG		6,308,808
			55,767,579
	Italy — 9.0%
288,507	Assicurazioni Generali S.p.A.		5,025,972
997,698	Snam S.p.A.		5,607,839
17,428,649	Telecom Italia S.p.A.		9,023,372
			19,657,183
	Netherlands — 4.5%
229,196	NN Group N.V.		9,948,244
	Switzerland — 15.3%
118,795	LafargeHolcim Ltd.		6,524,131
15,793	Swiss Life Holding AG		7,356,866
50,651	Swiss Re AG		4,768,162
740,775	UBS Group AG		10,434,276
10,727	Zurich Insurance Group AG		4,525,623
			33,609,058
	United Kingdom — 22.3%
267,618	GlaxoSmithKline PLC		4,911,295
3,795,173	Legal & General Group PLC		13,815,538
590,459	Royal Dutch Shell PLC, Class B		10,169,079
356,001	SSE PLC		7,302,485
3,321,846	Standard Life Aberdeen PLC		12,778,427
			48,976,824

Shares	Description	Value
	Total Common Stocks — 99.4%	$	218,397,284
	(Cost $190,075,247)
	Money Market Funds — 0.0%
15,992	Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 0.01% (b)		15,992
	(Cost $15,992)
	Total Investments — 99.4%		218,413,276
	(Cost $190,091,239) (c)
	Net Other Assets and Liabilities — 0.6%		1,267,407
	Net Assets — 100.0%	$	219,680,683

(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)	Rate shown reflects yield as of December 31, 2020.
(c)	Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $40,696,597 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $12,374,560. The net unrealized appreciation was $28,322,037.

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 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*	$	218,397,284	$	—	$	—
Money Market Funds		15,992		—		—
Total Investments	$	218,413,276	$	—	$	—
* See Portfolio of Investments for country breakout.

First Trust STOXX^® European Select Dividend Index Fund (FDD)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Sector Allocation	% of Total Long-Term Investments
Financials		37.6	%
Consumer Discretionary		10.6
Real Estate		10.6
Communication Services		9.8
Materials		9.1
Utilities		8.6
Energy		7.7
Industrials		3.8
Health Care		2.2
Total		100.0	%

Currency Exposure Diversification	% of Total Investments
Euro		62.2	%
British Pound Sterling		22.4
Swiss Franc		15.4
United States Dollar		0.0	*
Total		100.0	%

* Amount is less than 0.1%

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

Portfolio of Investments

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) — 99.2%
	Australia — 3.7%
196,196	BGP Holdings PLC (b) (c) (d) (e) (f)	$	0
9,463	BWP Trust		32,246
8,898	Charter Hall Long Wale REIT		31,898
9,372	Charter Hall Retail REIT		26,517
27,523	Cromwell Property Group		18,460
21,240	Dexus		153,925
37,916	GPT Group (The)		131,541
76,490	Mirvac Group		155,681
19,004	National Storage REIT		27,984
100,935	Scentre Group		216,328
20,843	Shopping Centres Australasia Property Group		40,494
46,370	Stockland		149,431
72,960	Vicinity Centres		90,279
15,195	Waypoint REIT		31,981
			1,106,765
	Austria — 0.2%
1,340	CA Immobilien Anlagen AG		51,320
	Belgium — 1.2%
642	Aedifica S.A.		77,096
100	Ascencio		5,858
418	Befimmo S.A.		18,536
526	Cofinimmo S.A.		78,267
445	Intervest Offices & Warehouses N.V.		12,259
47	Leasinvest Real Estate S.C.A.		4,467
251	Montea C.V.A.		28,547
195	Retail Estates N.V.		14,079
2,600	Warehouses De Pauw C.V.A.		89,761
309	Xior Student Housing N.V. (g)		18,535
			347,405
	Bermuda — 0.3%
22,517	Hongkong Land Holdings Ltd.		92,995
	Canada — 2.7%
2,365	Allied Properties Real Estate Investment Trust		70,287
2,278	Artis Real Estate Investment Trust		19,077
734	Boardwalk Real Estate Investment Trust		19,456
3,292	Canadian Apartment Properties REIT		129,285
4,169	Chartwell Retirement Residences		36,649
4,965	Choice Properties Real Estate Investment Trust		50,746
3,263	Cominar Real Estate Investment Trust		20,789
1,791	Crombie Real Estate Investment Trust		20,191
2,948	Dream Industrial Real Estate Investment Trust		30,455
829	Dream Office Real Estate Investment Trust		12,895

Shares	Description	Value
	Common Stocks (a) (Continued)
	Canada (Continued)
4,191	First Capital Real Estate Investment Trust	$	44,613
1,124	Granite Real Estate Investment Trust		68,788
5,471	H&R Real Estate Investment Trust		57,121
2,177	InterRent Real Estate Investment Trust		23,414
1,876	Killam Apartment Real Estate Investment Trust		25,217
2,905	NorthWest Healthcare Properties Real Estate Investment Trust		28,756
6,154	RioCan Real Estate Investment Trust		80,980
2,529	SmartCentres Real Estate Investment Trust		45,855
2,418	Summit Industrial Income REIT		25,930
1,034	WPT Industrial Real Estate Investment Trust		14,941
			825,445
	Cayman Islands — 1.3%
46,095	CK Asset Holdings Ltd.		236,645
32,272	Wharf Real Estate Investment Co., Ltd.		167,970
			404,615
	Finland — 0.3%
1,493	Citycon Oyj		14,463
3,792	Kojamo Oyj		83,848
			98,311
	France — 1.3%
758	Carmila S.A.		10,908
972	Covivio		89,473
1,008	Gecina S.A.		155,528
618	ICADE		47,488
3,639	Klepierre S.A.		81,754
1,193	Mercialys S.A.		10,523
			395,674
	Germany — 5.2%
3,457	alstria office REIT-AG		62,504
994	Deutsche EuroShop AG (c)		22,404
6,742	Deutsche Wohnen SE		359,845
1,373	Hamborner REIT AG		15,108
1,403	LEG Immobilien AG		217,776
2,455	TAG Immobilien AG		77,677
258	TLG Immobilien AG		7,230
11,015	Vonovia SE		804,154
			1,566,698
	Guernsey — 0.2%
4,665	BMO Real Estate Investments Ltd.		3,892
7,155	Regional REIT Ltd. (g) (h)		8,072
9,788	Schroder Real Estate Investment Trust Ltd.		5,220

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

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) (Continued)
	Guernsey (Continued)
18,562	Sirius Real Estate Ltd.	$	23,708
7,913	Standard Life Investment Property Income Trust Ltd.		6,493
			47,385
	Hong Kong — 3.8%
38,350	Champion REIT		22,409
39,303	Hang Lung Properties Ltd.		103,676
11,646	Hysan Development Co., Ltd.		42,739
40,010	Link REIT		364,363
27,849	New World Development Co., Ltd.		129,681
64,960	Sino Land Co., Ltd.		84,631
27,608	Sun Hung Kai Properties Ltd.		356,120
20,399	Swire Properties Ltd.		59,336
			1,162,955
	Ireland — 0.1%
12,898	Hibernia REIT PLC		18,183
8,512	Irish Residential Properties REIT PLC		15,557
			33,740
	Isle of Man — 0.0%
5,185	RDI REIT PLC		6,736
	Israel — 0.2%
2,845	Amot Investments Ltd.		15,927
711	Azrieli Group Ltd.		45,159
			61,086
	Italy — 0.0%
1,269	Immobiliare Grande Distribuzione SIIQ S.p.A.		5,581
	Japan — 11.3%
13	Activia Properties, Inc.		54,830
25	Advance Residence Investment Corp.		74,936
2,323	AEON Mall Co., Ltd.		38,291
30	AEON REIT Investment Corp.		38,352
12	Comforia Residential REIT, Inc.		34,551
39	Daiwa House REIT Investment Corp.		96,391
5	Daiwa Office Investment Corp.		31,766
37	Daiwa Securities Living Investments Corp.		34,293
9	Frontier Real Estate Investment Corp.		34,778
14	Fukuoka REIT Corp.		20,745
19	Global One Real Estate Investment Corp.		19,266
79	GLP J-REIT		124,405
7,067	Hulic Co., Ltd.		77,545
22	Hulic REIT, Inc.		32,791
23	Ichigo Office REIT Investment Corp.		16,573
37	Industrial & Infrastructure Fund Investment Corp.		68,263
169	Invesco Office J-REIT, Inc.		24,731

Shares	Description	Value
	Common Stocks (a) (Continued)
	Japan (Continued)
95	Invincible Investment Corp.	$	30,500
24	Japan Excellent, Inc.		29,728
87	Japan Hotel REIT Investment Corp.		44,656
17	Japan Logistics Fund, Inc.		50,133
17	Japan Prime Realty Investment Corp.		56,307
25	Japan Real Estate Investment Corp.		144,303
51	Japan Retail Fund Investment Corp.		92,660
7	Kenedix Office Investment Corp.		47,455
18	Kenedix Residential Next Investment Corp.		33,035
10	Kenedix Retail REIT Corp.		24,357
32	LaSalle Logiport REIT		51,569
32	MCUBS MidCity Investment Corp.		29,101
22,142	Mitsubishi Estate Co., Ltd.		355,327
7	Mitsubishi Estate Logistics REIT Investment Corp.		29,151
17,953	Mitsui Fudosan Co., Ltd.		375,300
10	Mitsui Fudosan Logistics Park, Inc.		50,651
30	Mori Hills REIT Investment Corp.		41,344
19	Mori Trust Sogo REIT, Inc.		24,473
9	Nippon Accommodations Fund, Inc.		50,554
29	Nippon Building Fund, Inc.		167,953
41	Nippon Prologis REIT, Inc.		127,858
8	NIPPON REIT Investment Corp.		28,706
2,220	Nomura Real Estate Holdings, Inc.		49,085
87	Nomura Real Estate Master Fund, Inc.		124,364
51	Orix JREIT, Inc.		84,214
25	Premier Investment Corp.		30,870
78	Sekisui House REIT, Inc.		56,656
7,679	Sumitomo Realty & Development Co., Ltd.		236,569
3,850	Tokyo Tatemono Co., Ltd.		52,760
17	Tokyu REIT, Inc.		26,935
58	United Urban Investment Corp.		71,675
			3,440,756
	Jersey — 0.0%
1,611	Phoenix Spree Deutschland Ltd.		6,984
	Luxembourg — 1.0%
1,581	ADLER Group S.A. (c) (g) (h)		56,011
23,704	Aroundtown S.A.		177,222
2,208	Grand City Properties S.A.		56,537
488	Shurgard Self Storage S.A.		21,164
			310,934
	Multi-National — 0.7%
2,621	Unibail-Rodamco-Westfield		206,780
	Netherlands — 0.2%
936	Eurocommercial Properties N.V. (c)		17,586
358	NSI N.V.		14,345
333	Vastned Retail N.V.		9,417

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

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) (Continued)
	Netherlands (Continued)
784	Wereldhave N.V.	$	10,306
			51,654
	New Zealand — 0.3%
21,151	Goodman Property Trust		35,458
30,530	Kiwi Property Group Ltd.		26,799
20,537	Precinct Properties New Zealand Ltd.		26,007
			88,264
	Norway — 0.2%
3,243	Entra ASA (g) (h)		73,451
	Singapore — 3.5%
63,456	Ascendas Real Estate Investment Trust		143,083
34,576	Ascott Residence Trust		28,255
84,797	CapitaLand Integrated Commercial Trust		138,591
50,034	CapitaLand Ltd.		124,176
15,267	CDL Hospitality Trusts		14,671
9,120	City Developments Ltd.		54,999
26,157	Fortune Real Estate Investment Trust		24,934
20,773	Frasers Centrepoint Trust		38,666
50,664	Frasers Logistics & Commercial Trust (g)		54,053
23,594	Keppel DC REIT		50,166
38,193	Keppel REIT		32,367
27,676	Manulife US Real Estate Investment Trust (g)		20,619
42,566	Mapletree Commercial Trust		68,603
31,782	Mapletree Industrial Trust		69,499
53,777	Mapletree Logistics Trust		81,789
7,559	Parkway Life Real Estate Investment Trust		22,135
40,079	Suntec Real Estate Investment Trust		45,186
9,615	UOL Group Ltd.		56,092
			1,067,884
	Spain — 0.4%
6,319	Inmobiliaria Colonial Socimi S.A.		61,950
1,179	Lar Espana Real Estate Socimi S.A.		6,726
6,448	Merlin Properties Socimi S.A.		61,284
			129,960
	Sweden — 2.3%
893	Atrium Ljungberg AB, Class B		18,755
5,240	Castellum AB		132,917
490	Catena AB		22,929
1,631	Dios Fastigheter AB		15,224
5,129	Fabege AB		80,635
1,885	Fastighets AB Balder, Class B (c)		98,264
2,129	Hufvudstaden AB, Class A		35,244
12,313	Klovern AB, Class B		23,256
3,669	Kungsleden AB		40,179

Shares	Description	Value
	Common Stocks (a) (Continued)
	Sweden (Continued)
3,412	Nyfosa AB (c)	$	33,985
1,716	Pandox AB (c)		30,284
18,519	Samhallsbyggnadsbolaget i Norden AB		64,509
3,167	Wallenstam AB, Class B		50,271
2,579	Wihlborgs Fastigheter AB		58,115
			704,567
	Switzerland — 1.3%
273	Allreal Holding AG		62,753
57	Hiag Immobilien Holding AG (c)		7,050
22	Intershop Holding AG		15,283
126	Mobimo Holding AG		40,705
837	PSP Swiss Property AG		111,846
1,460	Swiss Prime Site AG		143,312
			380,949
	United Kingdom — 4.6%
4,516	Aberdeen Standard European Logistics Income PLC (g) (h)		6,701
50,830	Assura PLC		53,384
3,136	Big Yellow Group PLC		47,045
17,982	British Land (The) Co. PLC		120,247
14,250	Capital & Counties Properties PLC		28,256
12,098	Civitas Social Housing PLC (g)		17,338
3,034	CLS Holdings PLC		9,314
7,539	Custodian REIT PLC		9,052
1,956	Derwent London PLC		82,813
11,405	Empiric Student Property PLC		11,682
8,853	GCP Student Living PLC		17,336
12,870	Grainger PLC		49,913
4,927	Great Portland Estates PLC		45,008
74,513	Hammerson PLC		25,321
1,961	Helical PLC		10,016
4,580	Impact Healthcare REIT PLC (g)		6,827
13,858	Land Securities Group PLC		127,691
17,095	LondonMetric Property PLC		53,534
10,134	LXI REIT PLC (g)		16,491
5,876	NewRiver REIT PLC (c)		6,798
25,242	Primary Health Properties PLC		52,744
3,979	Safestore Holdings PLC		42,442
23,128	Segro PLC		299,703
4,851	Shaftesbury PLC		37,746
8,894	Target Healthcare REIT PLC		13,865
7,094	Triple Point Social Housing REIT PLC (g) (h)		10,817
33,185	Tritax Big Box REIT PLC		76,194
8,223	Tritax EuroBox PLC (g) (h)		11,110
6,187	UNITE Group (The) PLC (c)		88,415
2,590	Workspace Group PLC		27,237
			1,405,040
	United States — 52.9%
1,636	Acadia Realty Trust		23,215

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

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) (Continued)
	United States (Continued)
1,055	Agree Realty Corp.	$	70,242
41	Alexander’s, Inc.		11,371
2,598	Alexandria Real Estate Equities, Inc.		463,016
970	American Assets Trust, Inc.		28,014
2,655	American Campus Communities, Inc.		113,554
2,105	American Finance Trust, Inc.		15,640
5,291	American Homes 4 Rent, Class A		158,730
3,949	Americold Realty Trust		147,416
2,871	Apartment Income REIT Corp.		110,275
2,871	Apartment Investment and Management Co., Class A		15,159
4,065	Apple Hospitality REIT, Inc.		52,479
1,109	Armada Hoffler Properties, Inc.		12,443
2,731	AvalonBay Communities, Inc.		438,134
3,018	Boston Properties, Inc.		285,292
3,268	Brandywine Realty Trust		38,922
5,745	Brixmor Property Group, Inc.		95,080
754	Brookfield Property REIT, Inc., Class A		11,265
1,830	Camden Property Trust		182,854
1,842	CareTrust REIT, Inc.		40,856
251	Centerspace		17,731
9,261	Colony Capital, Inc.		44,545
2,208	Columbia Property Trust, Inc.		31,663
430	Community Healthcare Trust, Inc.		20,257
2,177	Corporate Office Properties Trust		56,776
2,871	Cousins Properties, Inc.		96,178
3,747	CubeSmart		125,937
2,331	CyrusOne, Inc.		170,513
3,851	DiamondRock Hospitality Co. (c)		31,771
5,420	Digital Realty Trust, Inc.		756,144
4,573	Diversified Healthcare Trust		18,841
3,226	Douglas Emmett, Inc.		94,135
7,147	Duke Realty Corp.		285,666
1,573	Easterly Government Properties, Inc.		35,628
755	EastGroup Properties, Inc.		104,235
2,793	Empire State Realty Trust, Inc., Class A		26,031
1,435	EPR Properties		46,637
2,263	Equity Commonwealth		61,735
3,373	Equity LifeStyle Properties, Inc.		213,713
7,133	Equity Residential		422,844
2,005	Essential Properties Realty Trust, Inc.		42,506
1,265	Essex Property Trust, Inc.		300,336
2,446	Extra Space Storage, Inc.		283,394
1,459	Federal Realty Investment Trust		124,190
2,483	First Industrial Realty Trust, Inc.		104,609
1,417	Four Corners Property Trust, Inc.		42,184
2,003	Franklin Street Properties Corp.		8,753
4,256	Gaming and Leisure Properties, Inc.		180,454
673	Getty Realty Corp.		18,534
1,738	Global Net Lease, Inc.		29,789
2,606	Healthcare Realty Trust, Inc.		77,138

Shares	Description	Value
	Common Stocks (a) (Continued)
	United States (Continued)
4,216	Healthcare Trust of America, Inc., Class A	$	116,109
10,463	Healthpeak Properties, Inc.		316,296
1,995	Highwoods Properties, Inc.		79,062
13,561	Host Hotels & Resorts, Inc.		198,397
2,913	Hudson Pacific Properties, Inc.		69,970
1,827	Independence Realty Trust, Inc.		24,537
1,252	Industrial Logistics Properties Trust		29,159
419	Innovative Industrial Properties, Inc.		76,731
10,886	Invitation Homes, Inc.		323,314
2,362	JBG SMITH Properties		73,860
2,329	Kennedy-Wilson Holdings, Inc.		41,666
2,228	Kilroy Realty Corp.		127,887
8,011	Kimco Realty Corp.		120,245
1,601	Kite Realty Group Trust		23,951
5,274	Lexington Realty Trust		56,010
937	Life Storage, Inc.		111,868
750	LTC Properties, Inc.		29,183
2,890	Macerich (The) Co.		30,836
1,674	Mack-Cali Realty Corp.		20,858
10,313	Medical Properties Trust, Inc.		224,720
2,210	Mid-America Apartment Communities, Inc.		279,985
1,831	Monmouth Real Estate Investment Corp.		31,713
830	National Health Investors, Inc.		57,411
3,355	National Retail Properties, Inc.		137,287
1,208	National Storage Affiliates Trust		43,524
424	NexPoint Residential Trust, Inc.		17,939
922	Office Properties Income Trust		20,948
4,364	Omega Healthcare Investors, Inc.		158,500
3,669	Paramount Group, Inc.		33,168
4,558	Park Hotels & Resorts, Inc.		78,170
2,510	Pebblebrook Hotel Trust		47,188
4,025	Physicians Realty Trust		71,645
2,434	Piedmont Office Realty Trust, Inc., Class A		39,504
14,303	Prologis, Inc.		1,425,437
388	PS Business Parks, Inc.		51,554
2,927	Public Storage		675,932
1,236	QTS Realty Trust, Inc., Class A		76,484
6,821	Realty Income Corp.		424,062
3,268	Regency Centers Corp.		148,988
2,231	Retail Opportunity Investments Corp.		29,873
4,135	Retail Properties of America, Inc., Class A		35,396
2,395	Rexford Industrial Realty, Inc.		117,618
3,165	RLJ Lodging Trust		44,785
1,556	RPT Realty		13,459
973	Ryman Hospitality Properties, Inc.		65,930
3,961	Sabra Health Care REIT, Inc.		68,803
347	Safehold, Inc.		25,154
3,162	Service Properties Trust		36,331
6,277	Simon Property Group, Inc.		535,303

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

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) (Continued)
	United States (Continued)
2,953	SITE Centers Corp.	$	29,884
1,416	SL Green Realty Corp.		84,365
2,108	Spirit Realty Capital, Inc.		84,678
2,890	STAG Industrial, Inc.		90,515
4,682	STORE Capital Corp.		159,094
1,994	Summit Hotel Properties, Inc.		17,966
2,052	Sun Communities, Inc.		311,801
4,145	Sunstone Hotel Investors, Inc.		46,963
1,746	Tanger Factory Outlet Centers, Inc.		17,390
1,286	Terreno Realty Corp.		75,244
5,682	UDR, Inc.		218,359
247	Universal Health Realty Income Trust		15,875
2,238	Urban Edge Properties		28,960
7,242	Ventas, Inc.		355,148
4,221	VEREIT, Inc.		159,512
10,371	VICI Properties, Inc.		264,461
3,403	Vornado Realty Trust		127,068
1,591	Washington Real Estate Investment Trust		34,413
2,352	Weingarten Realty Investors		50,968
8,115	Welltower, Inc.		524,391
3,377	WP Carey, Inc.		238,349
2,185	Xenia Hotels & Resorts, Inc.		33,212
			16,042,190
	Total Common Stocks — 99.2%		30,116,124
	(Cost $30,122,708)
	Investment Companies (a) — 0.2%
	Guernsey — 0.2%
10,239	BMO Commercial Property Trust Ltd.		11,202
10,601	Picton Property Income Ltd.		10,887
14,314	UK Commercial Property REIT Ltd.		13,506
	Total Investment Companies — 0.2%		35,595
	(Cost $47,367)
	Money Market Funds — 0.4%
130,826	Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 0.01% (i)		130,826
	(Cost $130,826)

Description	Value
Total Investments — 99.8%	$	30,282,545
(Cost $30,300,901) (j)
Net Other Assets and Liabilities — 0.2%		72,165
Net Assets — 100.0%	$	30,354,710

(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 December 31, 2020, securities noted as such are valued at $0 or 0.00% of net assets.
(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).
(g)	This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the 1933 Act, 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 December 31, 2020.
(j)	Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $4,498,840 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $4,517,196. The net unrealized depreciation was $18,356.

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

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 2020 is as follows (see Valuation Inputs in the Additional Information section):

	Total Value at 12/31/20		Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs
Common Stocks:
Australia	$	1,106,765	$	1,106,765	$	—	$	—	**
Other Country Categories*		29,009,359		29,009,359		—		—
Investment Companies*		35,595		35,595		—		—
Money Market Funds		130,826		130,826		—		—
Total Investments	$	30,282,545	$	30,282,545	$	—	$	—	**
*   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		53.8	%
Japanese Yen		11.4
Euro		10.6
Hong Kong Dollar		5.3
British Pound Sterling		5.0
Australian Dollar		3.7
Singapore Dollar		3.3
Canadian Dollar		2.7
Swedish Krona		2.3
Swiss Franc		1.2
New Zealand Dollar		0.3
Norwegian Krone		0.2
Israeli Shekel		0.2
Total		100.0	%

First Trust Dow Jones Global Select Dividend Index Fund (FGD)

Portfolio of Investments

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) — 99.2%
	Australia — 5.2%
859,218	Bendigo & Adelaide Bank Ltd.	$	6,173,704
64,221	Commonwealth Bank of Australia		4,065,366
326,417	Fortescue Metals Group Ltd.		5,896,192
507,229	Suncorp Group Ltd.		3,808,812
			19,944,074
	Belgium — 1.5%
105,013	Ageas S.A./N.V.		5,590,807
	Bermuda — 6.6%
358,387	Invesco Ltd.		6,246,686
1,279,302	Kerry Properties Ltd.		3,240,974
112,008	Lazard Ltd., Class A		4,737,938
634,277	VTech Holdings Ltd.		4,921,252
2,912,154	Yue Yuen Industrial Holdings Ltd.		6,062,879
			25,209,729
	Canada — 10.8%
69,523	Bank of Nova Scotia (The)		3,757,705
62,600	BCE, Inc.		2,676,815
43,758	Canadian Imperial Bank of Commerce		3,737,426
124,811	Genworth MI Canada, Inc.		4,256,458
203,827	Great-West Lifeco, Inc.		4,859,887
127,903	IGM Financial, Inc.		3,467,619
114,003	Laurentian Bank of Canada		2,794,323
212,290	Manulife Financial Corp.		3,777,491
205,735	Power Corp. of Canada		4,724,357
136,684	Shaw Communications, Inc., Class B		2,398,869
54,837	TC Energy Corp.		2,229,409
130,337	TELUS Corp.		2,581,346
			41,261,705
	Cayman Islands — 0.8%
449,435	CK Hutchison Holdings Ltd.		3,136,355
	Finland — 1.9%
154,960	Fortum OYJ		3,729,323
368,825	Wartsila OYJ Abp		3,672,165
			7,401,488
	France — 2.2%
101,996	Nexity S.A.		4,418,411
88,836	TOTAL SE		3,830,962
			8,249,373
	Germany — 1.9%
13,309	Allianz SE		3,263,149
51,471	BASF SE		4,069,540
			7,332,689
	Hong Kong — 6.0%
1,046,723	BOC Hong Kong Holdings Ltd.		3,172,931
180,038	Hang Seng Bank Ltd.		3,104,964

Shares	Description	Value
	Common Stocks (a) (Continued)
	Hong Kong (Continued)
782,921	Henderson Land Development Co., Ltd.	$	3,054,952
1,012,493	Hysan Development Co., Ltd.		3,715,655
644,584	New World Development Co., Ltd.		3,001,565
6,255,107	PCCW Ltd.		3,768,015
584,849	Swire Pacific Ltd., Class A		3,243,943
			23,062,025
	Ireland — 0.7%
42,122	Seagate Technology PLC		2,618,303
	Italy — 4.4%
230,522	Assicurazioni Generali S.p.A.		4,015,837
170,355	Azimut Holding S.p.A.		3,698,167
480,403	Eni S.p.A.		5,016,657
1,545,221	UnipolSai Assicurazioni S.p.A.		4,096,326
			16,826,987
	Japan — 3.2%
145,340	Aozora Bank Ltd.		2,678,631
140,546	Idemitsu Kosan Co., Ltd.		3,089,821
166,490	Japan Tobacco, Inc.		3,389,298
1,323,200	Sojitz Corp.		2,947,421
			12,105,171
	Jersey — 1.1%
128,096	Janus Henderson Group PLC		4,164,401
	Netherlands — 1.0%
42,569	LyondellBasell Industries N.V., Class A		3,901,875
	New Zealand — 0.9%
986,234	Spark New Zealand Ltd.		3,335,108
	Singapore — 1.5%
2,746,942	ComfortDelGro Corp., Ltd.		3,471,090
1,222,692	Singapore Telecommunications Ltd.		2,137,121
			5,608,211
	South Korea — 6.6%
719,232	BNK Financial Group, Inc.		3,760,690
134,826	Hana Financial Group, Inc.		4,281,964
64,156	Hyundai Motor Co. (Preference Shares)		5,226,739
493,811	Industrial Bank of Korea		4,018,493
98,032	KB Financial Group, Inc.		3,916,587
441,711	Woori Financial Group, Inc.		3,956,410
			25,160,883
	Spain — 11.0%
147,028	ACS Actividades de Construccion y Servicios S.A.		4,876,565
6,153,169	Bankia S.A.		10,892,095
723,250	Bankinter S.A.		3,908,839

First Trust Dow Jones Global Select Dividend Index Fund (FGD)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) (Continued)
	Spain (Continued)
180,432	Cia de Distribucion Integral Logista Holdings S.A.	$	3,495,915
155,741	Enagas S.A.		3,418,018
2,152,807	Mapfre S.A.		4,189,527
200,633	Naturgy Energy Group S.A.		4,647,131
167,044	Red Electrica Corp., S.A.		3,423,242
822,955	Telefonica S.A.		3,262,383
			42,113,715
	Sweden — 0.8%
743,118	Telia Co., AB		3,067,272
	Switzerland — 2.2%
53,048	Swiss Re AG		4,993,811
8,539	Zurich Insurance Group AG		3,602,526
			8,596,337
	United Kingdom — 8.4%
78,710	British American Tobacco PLC		2,914,787
1,263,177	Drax Group PLC		6,477,742
1,014,161	Jupiter Fund Management PLC		3,916,515
1,392,132	Legal & General Group PLC		5,067,767
424,440	Phoenix Group Holdings PLC		4,066,442
66,182	Rio Tinto PLC		4,950,572
1,177,587	Standard Life Aberdeen PLC		4,529,924
			31,923,749
	United States — 20.5%
97,821	Altria Group, Inc.		4,010,661
99,706	AT&T, Inc.		2,867,544
451,601	CenturyLink, Inc.		4,403,110
147,423	CIT Group, Inc.		5,292,486
85,111	Comerica, Inc.		4,754,300
220,741	First Financial Bancorp		3,869,590
95,506	Helmerich & Payne, Inc.		2,211,919
308,542	Huntington Bancshares, Inc.		3,896,885
80,096	Marathon Petroleum Corp.		3,312,770
510,909	Navient Corp.		5,017,126
343,874	Northwest Bancshares, Inc.		4,380,955
131,104	PacWest Bancorp		3,330,042
50,555	Prudential Financial, Inc.		3,946,829
142,067	Synovus Financial Corp.		4,598,709
287,640	Umpqua Holdings Corp.		4,354,870
75,160	Universal Corp.		3,653,528
196,895	Unum Group		4,516,771
233,870	Waddell & Reed Financial, Inc., Class A		5,956,669
123,331	Wells Fargo & Co.		3,722,129
			78,096,893

Shares	Description	Value
	Total Common Stocks — 99.2%	$	378,707,150
	(Cost $348,850,947)
	Money Market Funds — 0.0%
45,823	Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 0.01% (b)		45,823
	(Cost $45,823)
	Total Investments — 99.2%		378,752,973
	(Cost $348,896,770) (c)
	Net Other Assets and Liabilities — 0.8%		2,928,955
	Net Assets — 100.0%	$	381,681,928

(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)	Rate shown reflects yield as of December 31, 2020.
(c)	Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $55,861,824 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $26,005,621. The net unrealized appreciation was $29,856,203.

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 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*	$	378,707,150	$	—	$	—
Money Market Funds		45,823		—		—
Total Investments	$	378,752,973	$	—	$	—
* See Portfolio of Investments for country breakout.

First Trust Dow Jones Global Select Dividend Index Fund (FGD)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Sector Allocation	% of Total Long-Term Investments
Financials		56.2	%
Communication Services		8.0
Utilities		5.7
Industrials		5.7
Real Estate		5.5
Energy		5.2
Materials		5.0
Consumer Staples		3.7
Consumer Discretionary		3.0
Information Technology		2.0
Total		100.0	%

Currency Exposure Diversification	% of Total Investments
United States Dollar		26.3	%
Euro		23.1
Canadian Dollar		10.9
Hong Kong Dollar		10.7
British Pound Sterling		8.4
South Korean Won		6.6
Australian Dollar		5.3
Japanese Yen		3.2
Swiss Franc		2.3
Singapore Dollar		1.5
New Zealand Dollar		0.9
Swedish Krona		0.8
Total		100.0	%

First Trust Global Wind Energy ETF (FAN)

Portfolio of Investments

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) — 99.7%
	Australia — 0.8%
366,098	AGL Energy Ltd.	$	3,372,809
	Canada — 17.0%
587,216	Boralex, Inc., Class A		21,792,823
692,027	Innergex Renewable Energy, Inc.		14,880,021
853,246	Northland Power, Inc.		30,613,359
62,597	TransAlta Renewables, Inc.		1,070,085
			68,356,288
	Cayman Islands — 0.8%
3,282,887	China High Speed Transmission Equipment Group Co., Ltd.		3,218,330
	China — 8.1%
17,957,742	China Datang Corp. Renewable Power Co., Ltd., Class H		2,826,003
18,956,628	China Longyuan Power Group Corp., Ltd., Class H		18,999,542
1,004,212	China Suntien Green Energy Corp., Ltd., Class H		308,293
5,255,966	Xinjiang Goldwind Science & Technology Co., Ltd., Class H (b)		10,562,848
			32,696,686
	Denmark — 17.8%
168,745	Orsted A/S (c) (d)		34,441,994
157,025	Vestas Wind Systems A/S		37,101,551
			71,543,545
	France — 2.0%
429,051	Engie S.A. (e)		6,562,320
18,565	Neoen S.A. (c) (d) (e)		1,422,023
			7,984,343
	Germany — 5.3%
504,573	E. ON SE		5,587,121
271,923	PNE AG		2,657,542
150,169	RWE AG		6,341,965
47,638	Siemens AG		6,839,266
			21,425,894
	Greece — 1.4%
351,828	Terna Energy S.A.		5,673,467
	Italy — 4.8%
658,897	Enel S.p.A.		6,661,656
899,961	Falck Renewables S.p.A.		7,245,248
149,699	Prysmian S.p.A.		5,318,112
			19,225,016
	Japan — 4.4%
198,217	Mitsubishi Heavy Industries Ltd.		6,058,524
331,400	Mitsui & Co., Ltd.		6,064,406

Shares	Description	Value
	Common Stocks (a) (Continued)
	Japan (Continued)
958,490	Toray Industries, Inc.	$	5,670,830
			17,793,760
	Portugal — 1.9%
1,178,835	EDP - Energias de Portugal S.A.		7,425,233
	South Korea — 3.0%
53,360	CS Wind Corp.		8,694,394
16,823	Dongkuk Structures & Construction Co., Ltd. (e)		124,511
738,319	Unison Co., Ltd. (e)		3,330,354
			12,149,259
	Spain — 12.4%
12,542	Acciona S.A.		1,788,059
186,585	Endesa S.A.		5,094,463
473,999	Iberdrola S.A.		6,774,971
891,359	Siemens Gamesa Renewable Energy S.A.		36,032,434
			49,689,927
	Sweden — 2.6%
165,987	Eolus Vind AB, Class B		4,777,301
221,200	SKF AB, Class B		5,737,284
			10,514,585
	Switzerland — 3.9%
234,476	ABB Ltd.		6,544,564
11,464	BKW AG		1,284,569
2,734	Gurit Holding AG		7,658,782
			15,487,915
	United Kingdom — 1.8%
354,743	SSE PLC		7,276,680
	United States — 11.7%
110,427	Alliant Energy Corp.		5,690,303
12,061	American Superconductor Corp. (e)		282,469
74,427	Duke Energy Corp.		6,814,536
943,273	General Electric Co.		10,187,348
85,720	NextEra Energy, Inc.		6,613,298
231,930	TPI Composites, Inc. (e)		12,241,265
59,933	Trinity Industries, Inc.		1,581,632
28,256	Woodward, Inc.		3,433,952
			46,844,803
	Total Common Stocks — 99.7%		400,678,540
	(Cost $283,180,721)
	Rights (a) — 0.1%
	South Korea — 0.1%
11,222	CS Wind Corp., expiring 1/29/21 (e) (f) (g)		557,846
	(Cost $0)

First Trust Global Wind Energy ETF (FAN)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Shares	Description	Value
	Money Market Funds — 1.3%
4,172,316	Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 0.03% (h) (i)	$	4,172,316
1,003,229	Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 0.01% (h)		1,003,229
	Total Money Market Funds — 1.3%		5,175,545
	(Cost $5,175,545)

Principal Value		Description	Value
		Repurchase Agreements — 1.1%
$	4,252,286	JPMorgan Chase & Co., 0.01% (h), dated 12/31/20, due 01/04/21, with a maturity value of $4,252,290. Collateralized by U.S. Treasury Note, interest rate of 1.625%, due 12/15/22. The value of the collateral including accrued interest is $4,367,884. (i)		4,252,286
		(Cost $4,252,286)
		Total Investments — 102.2%		410,664,217
		(Cost $292,608,552) (j)
		Net Other Assets and Liabilities — (2.2)%		(8,962,449	)
		Net Assets — 100.0%	$	401,701,768

(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)	All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $7,986,233 and the total value of the collateral held by the Fund is $8,424,602.
(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)	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 December 31, 2020, securities noted as such are valued at $557,846 or 0.1% of net assets.
(g)	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.
(h)	Rate shown reflects yield as of December 31, 2020.
(i)	This security serves as collateral for securities on loan.
(j)	Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $119,803,728 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $1,748,063. The net unrealized appreciation was $118,055,665.

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 2020 is as follows (see Valuation Inputs in the Additional Information section):

	Total Value at 12/31/2020		Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs
Common Stocks*	$	400,678,540	$	400,678,540	$	—	$	—
Rights*		557,846		—		557,846		—
Money Market Funds		5,175,545		5,175,545		—		—
Repurchase Agreements		4,252,286		—		4,252,286		—
Total Investments	$	410,664,217	$	405,854,085	$	4,810,132	$	—
* See Portfolio of Investments for country breakout.

Sector Allocation	% of Total Long-Term Investments
Utilities		54.0	%
Industrials		42.6
Materials		3.3
Energy		0.1
Total		100.0	%

First Trust Global Wind Energy ETF (FAN)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Currency Exposure Diversification	% of Total Investments
Euro		27.1	%
Danish Krone		17.4
Canadian Dollar		16.6
United States Dollar		13.7
Hong Kong Dollar		8.8
Japanese Yen		4.3
Swiss Franc		3.8
South Korean Won		3.1
Swedish Krona		2.6
British Pound Sterling		1.8
Australian Dollar		0.8
Total		100.0	%

First Trust Global Engineering and Construction ETF (FLM)

Portfolio of Investments

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) — 99.9%
	Australia — 3.8%
5,678	CIMIC Group Ltd. (b)	$	106,678
37,227	Downer EDI Ltd.		152,972
1,892	Monadelphous Group Ltd.		19,648
			279,298
	Canada — 4.0%
1,064	Aecon Group, Inc.		13,675
6,784	SNC-Lavalin Group, Inc.		115,812
5,018	Stantec, Inc.		162,733
			292,220
	Cayman Islands — 1.2%
154,745	China State Construction International Holdings Ltd.		88,227
	China — 1.8%
297,427	China Railway Group Ltd., Class H		131,210
	Finland — 0.4%
4,569	YIT OYJ		27,529
	France — 9.4%
5,805	Bouygues S.A.		238,633
2,223	Eiffage S.A. (b)		214,650
2,441	Vinci S.A.		242,618
			695,901
	Germany — 2.2%
1,658	HOCHTIEF AG		161,127
	Ireland — 2.6%
2,700	Kingspan Group PLC (b)		189,330
	Italy — 0.1%
5,850	Webuild S.p.A.		8,447
	Japan — 30.6%
2,000	Chiyoda Corp. (b)		5,481
6,000	COMSYS Holdings Corp.		186,238
18,400	JGC Holdings Corp.		171,784
15,200	Kajima Corp.		203,442
5,800	Kandenko Co., Ltd.		49,038
8,300	Kinden Corp.		134,964
2,170	Kumagai Gumi Co., Ltd.		54,599
6,700	Kyowa Exeo Corp.		188,824
8,500	Maeda Corp.		75,488
1,400	Maeda Road Construction Co., Ltd.		23,456
3,400	Nippo Corp.		93,022
4,120	Nishimatsu Construction Co., Ltd.		84,351
21,700	Obayashi Corp.		187,042
1,300	Okumura Corp.		32,118
16,200	Penta-Ocean Construction Co., Ltd.		139,164
2,200	Raito Kogyo Co., Ltd.		38,650
24,600	Shimizu Corp.		178,684
2,600	SHO-BOND Holdings Co., Ltd.		126,154
5,900	Taisei Corp.		203,133

Shares	Description	Value
	Common Stocks (a) (Continued)
	Japan (Continued)
12,100	Toda Corp.	$	80,038
			2,255,670
	Netherlands — 2.4%
1,888	Arcadis N.V. (b)		62,367
4,237	Boskalis Westminster (b)		116,669
			179,036
	Philippines — 0.7%
9,130	Manila Electric Co.		55,514
	South Korea — 3.5%
19,730	Daewoo Engineering & Construction Co., Ltd. (b)		90,540
4,824	GS Engineering & Construction Corp.		167,861
			258,401
	Spain — 4.4%
7,174	ACS Actividades de Construccion y Servicios S.A.		237,944
34,257	Sacyr S.A.		84,537
			322,481
	Sweden — 6.0%
5,415	NCC AB, Class B		98,723
10,245	Peab AB, Class B (b)		111,632
8,976	Skanska AB, Class B		228,775
			439,130
	United Kingdom — 1.7%
33,990	Balfour Beatty PLC (b)		125,593
	United States — 25.1%
4,295	AECOM (b)		213,805
2,482	Dycom Industries, Inc. (b)		187,441
2,121	EMCOR Group, Inc.		193,987
9,808	Fluor Corp.		156,634
3,440	Granite Construction, Inc.		91,882
2,273	Jacobs Engineering Group, Inc.		247,666
7,384	KBR, Inc.		228,387
3,458	MasTec, Inc. (b)		235,766
3,522	Quanta Services, Inc.		253,654
2,967	Tutor Perini Corp. (b)		38,423
			1,847,645
	Total Investments — 99.9%		7,356,759
	(Cost $7,016,102) (c)
	Net Other Assets and Liabilities — 0.1%		5,003
	Net Assets — 100.0%	$	7,361,762

First Trust Global Engineering and Construction ETF (FLM)

Portfolio of Investments (Continued)

December 31, 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)	Non-income producing security.
(c)	Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $1,396,705 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $1,056,048. The net unrealized appreciation was $340,657.

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 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*	$	7,356,759	$	—	$	—
* See Portfolio of Investments for country breakout.

Sector Allocation	% of Total Long-Term Investments
Industrials		96.1	%
Information Technology		3.1
Utilities		0.8
Total		100.0	%

Currency Exposure Diversification	% of Total Investments
Japanese Yen		30.7	%
United States Dollar		25.1
Euro		21.5
Swedish Krona		6.0
Canadian Dollar		4.0
Australian Dollar		3.8
South Korean Won		3.5
Hong Kong Dollar		3.0
British Pound Sterling		1.7
Philippine Peso		0.7
Total		100.0	%

First Trust NASDAQ^® Clean Edge^® Smart Grid Infrastructure Index Fund (GRID)

Portfolio of Investments

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) — 99.8%
	Canada — 0.3%
8,150	Fortis, Inc.	$	332,941
1,043	Stella-Jones, Inc.		37,921
			370,862
	China — 0.2%
12,220	BYD Co., Ltd., Class H		320,299
	France — 8.1%
32,435	Engie S.A. (b)		496,092
73,470	Schneider Electric SE		10,617,908
			11,114,000
	Germany — 2.3%
13,110	Siemens AG		1,882,169
18,504	SMA Solar Technology AG (b)		1,264,765
			3,146,934
	Ireland — 17.9%
84,649	Eaton Corp. PLC		10,169,731
222,671	Johnson Controls International PLC		10,374,242
172,182	nVent Electric PLC		4,010,119
			24,554,092
	Italy — 8.7%
117,593	Enel S.p.A.		1,188,902
156,222	Prysmian S.p.A.		5,549,844
683,219	Terna Rete Elettrica Nazionale S.p.A.		5,216,559
			11,955,305
	Japan — 2.7%
1,340	GS Yuasa Corp.		38,465
16,934	Hitachi Ltd.		666,667
46,554	Meidensha Corp.		1,046,907
4,578	NEC Corp.		245,626
4,470	NGK Insulators Ltd.		68,919
57,530	Nissin Electric Co., Ltd.		680,298
49,366	Osaki Electric Co., Ltd.		276,819
43,040	Panasonic Corp.		496,239
7,136	Toshiba Corp.		199,384
			3,719,324
	Jersey — 8.2%
86,367	Aptiv PLC		11,252,756
	Netherlands — 0.5%
3,921	NXP Semiconductors N.V.		623,478
1,151	STMicroelectronics N.V.		42,725
			666,203
	South Korea — 0.4%
844	Samsung SDI Co., Ltd.		487,924
	Spain — 3.7%
250,081	Red Electrica Corp., S.A.		5,124,924

Shares	Description	Value
	Common Stocks (a) (Continued)
	Switzerland — 9.2%
387,190	ABB Ltd.	$	10,807,031
23,282	Landis+Gyr Group AG		1,825,111
			12,632,142
	Taiwan — 0.1%
8,391	Advantech Co., Ltd.		104,522
	United Kingdom — 0.6%
1,267	Dialog Semiconductor PLC (b)		69,172
57,377	National Grid PLC		678,707
			747,879
	United States — 36.9%
36,238	Advanced Energy Industries, Inc. (b)		3,513,999
10,258	AES (The) Corp.		241,063
30,042	American Superconductor Corp. (b)		703,584
6,152	Analog Devices, Inc.		908,835
727	Arcosa, Inc.		39,934
355	AZZ, Inc.		16,841
25,351	Badger Meter, Inc.		2,384,515
625	Belden, Inc.		26,187
59,575	Cisco Systems, Inc.		2,665,981
369	Digi International, Inc. (b)		6,974
10,480	Emerson Electric Co.		842,278
672	EnerSys		55,816
37,533	Enphase Energy, Inc. (b)		6,585,916
342	ESCO Technologies, Inc.		35,301
141,234	General Electric Co.		1,525,327
12,298	Honeywell International, Inc.		2,615,785
875	Hubbell, Inc.		137,191
15,615	International Business Machines Corp.		1,965,616
35,171	Itron, Inc. (b)		3,372,899
816	MasTec, Inc. (b)		55,635
12,560	MYR Group, Inc. (b)		754,856
4,782	NVIDIA Corp.		2,497,160
32,714	Oracle Corp.		2,116,269
75,006	Quanta Services, Inc.		5,401,932
18,439	SolarEdge Technologies, Inc. (b)		5,884,254
588	SPX Corp. (b)		32,070
4,516	Tesla, Inc. (b)		3,186,806
3,639	Trimble, Inc. (b)		242,976
346	Valmont Industries, Inc.		60,526
102,019	Veoneer, Inc. (b)		2,173,005
727	WESCO International, Inc. (b)		57,069
11,695	Willdan Group, Inc. (b)		487,681
			50,594,281
	Total Investments — 99.8%		136,791,447
	(Cost $106,149,054) (c)
	Net Other Assets and Liabilities — 0.2%		245,492
	Net Assets — 100.0%	$	137,036,939

First Trust NASDAQ^® Clean Edge^® Smart Grid Infrastructure Index Fund (GRID)

Portfolio of Investments (Continued)

December 31, 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)	Non-income producing security.
(c)	Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $30,750,899 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $108,506. The net unrealized appreciation was $30,642,393.

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 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*	$	136,791,447	$	—	$	—
* See Portfolio of Investments for country breakout.

Sector Allocation	% of Total Long-Term Investments
Industrials		49.9	%
Information Technology		27.6
Consumer Discretionary		12.8
Utilities		9.7
Materials		0.0	**
Total		100.0	%
** Amount is less than 0.1%

Currency Exposure Diversification	% of Total Investments
United States Dollar		63.6	%
Euro		23.0
Swiss Franc		9.2
Japanese Yen		2.7
British Pound Sterling		0.5
South Korean Won		0.4
Canadian Dollar		0.3
Hong Kong Dollar		0.2
New Taiwan Dollar		0.1
Total		100.0	%

First Trust Indxx Global Natural Resources Income ETF (FTRI)

Portfolio of Investments

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) — 99.7%
	Australia — 4.9%
24,105	Fortescue Metals Group Ltd.	$	435,418
	Bermuda — 0.1%
14,751	China Water Affairs Group Ltd.		11,531
	Canada — 11.5%
16,113	Canadian Natural Resources Ltd.		387,223
20,321	Cenovus Energy, Inc.		123,723
7,823	Nutrien Ltd.		376,756
720	Premium Brands Holdings Corp.		56,977
5,000	Tourmaline Oil Corp.		67,405
			1,012,084
	Cayman Islands — 0.1%
28,138	China Zhongwang Holdings Ltd. (b)		5,299
	Hong Kong — 4.4%
3,166	CNOOC Ltd., ADR		290,164
55,499	Guangdong Investment Ltd.		99,938
			390,102
	India — 0.1%
7,238	Oil India Ltd.		10,639
	Ireland — 0.6%
3,986	Glanbia PLC		50,545
	Israel — 0.9%
10,490	Delek Drilling, L.P. (c)		12,666
13,753	ICL Group Ltd. (d)		69,452
			82,118
	Japan — 1.4%
16,025	Inpex Corp.		86,290
2,126	Itoham Yonekyu Holdings, Inc.		13,857
526	Japan Petroleum Exploration Co., Ltd.		9,557
812	Nippon Light Metal Holdings Co., Ltd.		15,036
			124,740
	Jersey — 0.4%
22,424	Centamin PLC		37,932
	Luxembourg — 0.4%
908	APERAM S.A.		37,870
	Norway — 2.9%
2,134	Aker BP ASA		53,809
1,045	Salmar ASA		61,377
3,371	Yara International ASA		139,963
			255,149
	Russia — 7.5%
35,084	Magnitogorsk Iron & Steel Works PJSC		26,482
1,193	MMC Norilsk Nickel PJSC		382,296
913	PhosAgro PJSC		38,682

Shares	Description	Value
	Common Stocks (a) (Continued)
	Russia (Continued)
30,333	Tatneft PJSC	$	210,106
			657,566
	South Africa — 1.8%
2,002	African Rainbow Minerals Ltd.		35,682
4,821	Exxaro Resources Ltd.		45,569
1,923	Kumba Iron Ore Ltd.		81,501
			162,752
	Sweden — 1.1%
3,417	Lundin Energy AB		92,323
	Taiwan — 2.9%
227,688	China Steel Corp.		200,558
22,660	TA Chen Stainless Pipe		25,242
13,926	Taiwan Fertilizer Co., Ltd.		26,863
			252,663
	Thailand — 1.0%
23,549	PTT Exploration & Production PCL		77,226
26,050	TTW PCL		10,782
			88,008
	United Kingdom — 33.7%
21,816	Anglo American PLC		723,312
16,753	BHP Group PLC, ADR		888,412
10,807	Ferrexpo PLC		41,764
8,365	Pennon Group PLC		108,672
11,914	Rio Tinto PLC, ADR		896,171
4,747	Severn Trent PLC		148,591
13,577	United Utilities Group PLC		166,171
			2,973,093
	United States — 24.0%
7,866	Archer-Daniels-Midland Co.		396,525
4,242	CF Industries Holdings, Inc.		164,208
19,105	ConocoPhillips		764,009
1,097	Domtar Corp.		34,720
7,813	International Paper Co.		388,462
5,119	Ovintiv, Inc.		73,509
4,613	Tyson Foods, Inc., Class A		297,262
			2,118,695
	Total Common Stocks — 99.7%		8,798,527
	(Cost $7,658,982)
	Money Market Funds — 0.3%
31,433	Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 0.03% (e) (f)		31,433
	(Cost $31,433)

First Trust Indxx Global Natural Resources Income ETF (FTRI)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Principal Value		Description	Value
		Repurchase Agreements — 0.4%
$	32,035	JPMorgan Chase & Co., 0.01% (e), dated 12/31/20, due 01/04/21, with a maturity value of $32,035. Collateralized by U.S. Treasury Note, interest rate of 1.625%, due 12/15/22. The value of the collateral including accrued interest is $32,906. (f)	$	32,035
		(Cost $32,035)
		Total Investments — 100.4%		8,861,995
		(Cost $7,722,450) (g)
		Net Other Assets and Liabilities — (0.4)%		(39,318	)
		Net Assets — 100.0%	$	8,822,677

(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)	Security is a Master Limited Partnership (“MLP”).
(d)	All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $62,115 and the total value of the collateral held by the Fund is $63,468.
(e)	Rate shown reflects yield as of December 31, 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 December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $1,406,380 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $266,835. The net unrealized appreciation was $1,139,545.

ADR - American Depositary Receipt

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 2020 is as follows (see Valuation Inputs in the Additional Information section):

	Total Value at 12/31/2020		Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs
Common Stocks:
Thailand	$	88,008	$	—	$	88,008	$	—
Other Country  Categories*		8,710,519		8,710,519		—		—
Money Market Funds		31,433		31,433		—		—
Repurchase  Agreements		32,035		—		32,035		—
Total Investments	$	8,861,995	$	8,741,952	$	120,043	$	—
* See Portfolio of Investments for country breakout.

Sector Allocation	% of Total Long-Term Investments
Materials		57.6	%
Energy		26.2
Consumer Staples		10.0
Utilities		6.2
Total		100.0	%

Currency Exposure Diversification	% of Total Investments
United States Dollar		53.1	%
British Pound Sterling		13.8
Russian Ruble		7.4
Canadian Dollar		7.2
Australian Dollar		4.9
Norwegian Krone		2.9
New Taiwan Dollar		2.9
South African Rand		1.8
Japanese Yen		1.4
Hong Kong Dollar		1.3
Swedish Krona		1.0
Euro		1.0
Thai Baht		1.0
Israeli Shekel		0.2
Indian Rupee		0.1
Total		100.0	%

First Trust Indxx Global Agriculture ETF (FTAG)

Portfolio of Investments

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) — 99.8%
	Australia — 1.3%
1,694	GrainCorp Ltd., Class A	$	5,472
14,377	Incitec Pivot Ltd. (b)		25,272
2,811	Nufarm Ltd. (b)		8,885
2,215	United Malt Grp Ltd.		7,001
			46,630
	Bermuda — 1.8%
1,034	Bunge Ltd.		67,810
	Canada — 4.2%
3,189	Nutrien Ltd.		153,425
	Chile — 1.2%
891	Sociedad Quimica y Minera de Chile S.A., ADR		43,739
	Germany — 23.1%
4,591	BASF SE		362,986
6,139	Bayer AG		361,146
3,450	Evonik Industries AG		112,447
1,417	K+S AG		13,482
			850,061
	India — 5.8%
2,173	Coromandel International Ltd.		24,226
998	Escorts Ltd.		17,215
9,201	Mahindra & Mahindra Ltd.		90,741
1,123	PI Industries Ltd.		33,737
1,885	Tata Chemicals Ltd.		12,316
5,652	UPL Ltd.		36,074
			214,309
	Israel — 1.3%
9,479	ICL Group Ltd.		47,869
	Japan — 9.3%
7,700	Kubota Corp.		167,863
1,500	Mitsui Chemicals, Inc.		43,945
1,100	Nissan Chemical Corp.		68,820
400	Sakata Seed Corp.		13,849
12,300	Sumitomo Chemical Co., Ltd.		49,436
			343,913
	Malaysia — 3.0%
59,201	Petronas Chemicals Group Bhd		109,351
	Mexico — 1.0%
15,545	Orbia Advance Corp. SAB de CV		36,551
	Netherlands — 4.3%
10,003	CNH Industrial N.V. (b)		128,438
1,560	OCI N.V. (b)		29,959
			158,397
	Norway — 2.2%
1,985	Yara International ASA		82,417

Shares	Description	Value
	Common Stocks (a) (Continued)
	Qatar — 3.6%
44,786	Industries Qatar QSC	$	133,706
	Russia — 1.1%
959	PhosAgro PJSC		40,631
	Singapore — 4.5%
47,400	Wilmar International Ltd.		166,775
	Switzerland — 1.0%
76	Bucher Industries AG		34,819
	Taiwan — 0.4%
7,255	Taiwan Fertilizer Co., Ltd.		13,995
	Turkey — 0.8%
2,472	Gubre Fabrikalari TAS (b)		28,618
	United States — 29.9%
554	AGCO Corp.		57,112
1,584	CF Industries Holdings, Inc.		61,316
5,334	Corteva, Inc.		206,532
1,381	Deere & Co.		371,558
961	FMC Corp.		110,448
80	Lindsay Corp.		10,277
2,806	Mosaic (The) Co.		64,566
265	Raven Industries, Inc.		8,769
413	Scotts Miracle-Gro (The) Co.		82,245
327	SiteOne Landscape Supply, Inc. (b)		51,872
794	Toro (The) Co.		75,303
			1,099,998
	Total Investments — 99.8%		3,673,014
	(Cost $3,214,199) (c)
	Net Other Assets and Liabilities — 0.2%		7,416
	Net Assets — 100.0%	$	3,680,430

(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)	Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $757,747 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $298,932. The net unrealized appreciation was $458,815.

ADR - American Depositary Receipt

First Trust Indxx Global Agriculture ETF (FTAG)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 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*	$	3,673,014	$	—	$	—
* See Portfolio of Investments for country breakout.

Sector Allocation	% of Total Long-Term Investments
Materials		51.8	%
Industrials		28.8
Health Care		9.8
Consumer Staples		7.1
Consumer Discretionary		2.5
Total		100.0	%

Currency Exposure Diversification	% of Total Investments
United States Dollar		37.8	%
Euro		24.0
Japanese Yen		9.4
Indian Rupee		5.8
Singapore Dollar		4.5
Canadian Dollar		4.2
Qatar Riyal		3.6
Malaysian Ringgit		3.0
Norwegian Krone		2.2
Australian Dollar		1.3
Russian Ruble		1.1
Mexican Peso		1.0
Swiss Franc		0.9
Turkish Lira		0.8
New Taiwan Dollar		0.4
Total		100.0	%

First Trust BICK Index Fund (BICK)

Portfolio of Investments

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) — 99.8%
	Brazil — 22.4%
289,485	Ambev S.A., ADR	$	885,824
58,913	B2W Cia Digital (b)		857,574
73,891	B3 S.A. - Brasil Bolsa Balcao		881,707
169,610	Banco Bradesco S.A., ADR		892,149
122,490	Banco do Brasil S.A.		914,984
176,414	Cia Siderurgica Nacional S.A.		1,081,742
884,329	Cogna Educacao (b)		788,272
183,518	Gerdau S.A. (Preference Shares)		863,851
143,931	Itau Unibanco Holding S.A., ADR		876,540
392,014	Itausa S.A. (Preference Shares)		885,281
179,158	JBS S.A.		816,079
61,700	Localiza Rent a Car S.A.		819,032
180,877	Lojas Americanas S.A. (Preference Shares)		915,494
92,827	Lojas Renner S.A.		778,116
177,395	Magazine Luiza S.A.		852,105
82,275	Natura & Co. Holding S.A. (b)		831,589
60,548	Notre Dame Intermedica Participacoes S.A.		913,197
80,463	Petroleo Brasileiro S.A., ADR		903,600
73,407	Suzano S.A. (b)		827,316
52,887	Vale S.A., ADR		886,386
233,662	Via Varejo S.A. (b)		726,960
56,375	WEG S.A.		822,040
			19,019,838
	Cayman Islands — 21.1%
2,924	Alibaba Group Holding Ltd., ADR (b)		680,503
5,540	Baidu, Inc., ADR (b)		1,197,970
12,250	Bilibili, Inc., ADR (b)		1,050,070
11,977	GSX Techedu, Inc., ADR (b) (c)		619,331
9,022	JD.com, Inc., ADR (b)		793,034
20,552	Meituan, Class B (b) (d)		780,994
8,521	NetEase, Inc., ADR		816,056
4,671	New Oriental Education & Technology Group, Inc., ADR (b)		867,918
15,239	NIO, Inc., ADR (b)		742,749
16,259	Pagseguro Digital Ltd., Class A (b)		924,812
5,547	Pinduoduo, Inc., ADR (b)		985,535
10,517	StoneCo., Ltd., Class A (b)		882,587
39,210	Sunny Optical Technology Group Co., Ltd.		858,301
10,991	TAL Education Group, ADR (b)		785,966
10,603	Tencent Holdings Ltd.		771,381
22,924	Trip.com Group Ltd., ADR (b)		773,227
30,150	Vipshop Holdings Ltd., ADR (b)		847,516
78,926	Wuxi Biologics Cayman, Inc. (b) (d) (e)		1,046,584
225,268	Xiaomi Corp., Class B (b) (d) (e)		964,714
18,777	XP, Inc., Class A (b)		744,884
27,267	ZTO Express Cayman, Inc., ADR		795,106
			17,929,238

Shares	Description	Value
	Common Stocks (a) (Continued)
	China — 5.5%
2,178,788	Bank of China Ltd., Class H	$	744,769
33,000	BYD Co., Ltd., Class H		864,965
982,074	China Construction Bank Corp., Class H		746,140
339,302	China Life Insurance Co., Ltd., Class H		748,417
1,213,412	Industrial & Commercial Bank of China Ltd., Class H		787,295
65,525	Ping An Insurance (Group) Co. of China Ltd., Class H		802,956
			4,694,542
	India — 19.4%
37,207	Axis Bank Ltd., GDR (b) (d)		1,573,856
22,577	Dr. Reddy’s Laboratories Ltd., ADR		1,609,514
21,461	HDFC Bank Ltd., ADR (b)		1,550,772
115,150	ICICI Bank Ltd., ADR (b)		1,711,129
97,295	Infosys Ltd., ADR		1,649,150
28,314	Reliance Industries Ltd., GDR (e)		1,548,776
45,424	State Bank of India, GDR (b) (d)		1,701,129
124,023	Tata Motors Ltd., ADR (b)		1,562,690
225,736	Vedanta Ltd., ADR		1,981,962
287,540	Wipro Ltd., ADR		1,624,601
			16,513,579
	Isle of Man — 1.5%
695,225	Eros STX Global Corp. (b) (c)		1,265,310
	Jersey — 1.8%
21,032	WNS (Holdings) Ltd., ADR (b)		1,515,356
	Mauritius — 2.1%
59,687	MakeMyTrip Ltd. (b)		1,762,557
	South Korea — 25.1%
7,118	Celltrion Healthcare Co., Ltd. (f)		1,068,060
2,556	Celltrion, Inc. (f)		844,706
50,870	Doosan Heavy Industries & Construction Co., Ltd. (b)		632,187
17,845	Hanwha Solutions Corp. (b)		786,869
9,353	HLB, Inc. (f)		796,421
3,492	Hyundai Mobis Co., Ltd. (b)		821,326
4,695	Hyundai Motor Co.		829,826
2,315	Kakao Corp.		830,058
18,789	KB Financial Group, Inc.		750,661
14,742	Kia Motors Corp.		846,820
1,065	LG Chem Ltd.		807,843
9,966	LG Electronics, Inc.		1,238,525
3,071	NAVER Corp.		826,906
1,052	NCSoft Corp.		901,604
6,817	Netmarble Corp. (d) (e)		825,219
1,084	Samsung Biologics Co., Ltd. (b) (d) (e)		824,251
7,071	Samsung C&T Corp.		898,277
12,775	Samsung Electronics Co., Ltd.		952,568
1,599	Samsung SDI Co., Ltd.		924,397

First Trust BICK Index Fund (BICK)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) (Continued)
	South Korea (Continued)
4,535	Seegene, Inc.	$	805,721
6,455	Shin Poong Pharmaceutical Co., Ltd.		736,831
2,000	SK Chemicals Co., Ltd.		722,637
8,739	SK Hynix, Inc.		953,302
4,925	SK Innovation Co., Ltd. (b)		861,410
3,588	SK Telecom Co., Ltd.		786,103
			21,272,528
	United States — 0.9%
13,658	Yum China Holdings, Inc.		779,735
	Total Common Stocks — 99.8%		84,752,683
	(Cost $66,639,790)
	Money Market Funds — 1.0%
825,816	Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 0.03% (g) (h)		825,816
	(Cost $825,816)

Principal Value		Description	Value
		Repurchase Agreements — 1.0%
$	841,645	JPMorgan Chase & Co., 0.01% (g), dated 12/31/20, due 01/04/21, with a maturity value of $841,646. Collateralized by U.S. Treasury Note, interest rate of 1.625%, due 12/15/22. The value of the collateral including accrued interest is $864,525. (h)		841,645
		(Cost $841,645)
		Total Investments — 101.8%		86,420,144
		(Cost $68,307,251) (i)
		Net Other Assets and Liabilities — (1.8)%		(1,503,876	)
		Net Assets — 100.0%	$	84,916,268

(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)	All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $1,690,768 and the total value of the collateral held by the Fund is $1,667,461. 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 December 31, 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 December 30 to December 31, the value of the related securities loaned was above the collateral value received.
(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, 2020 to December 31, 2020), the Fund received 140, 50 and 879 shares of Celltrion Healthcare Co., Ltd., Celltrion, Inc. and HLB, Inc., respectively.
(g)	Rate shown reflects yield as of December 31, 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 December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $22,709,080 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $4,596,187. The net unrealized appreciation was $18,112,893.

ADR	-	American Depositary Receipt
GDR	-	Global Depositary Receipt

First Trust BICK Index Fund (BICK)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 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*	$	84,752,683	$	—	$	—
Money Market Funds		825,816		—		—
Repurchase Agreements		—		841,645		—
Total Investments	$	85,578,499	$	841,645	$	—
* See Portfolio of Investments for country breakout.

Sector Allocation	% of Total Long-Term Investments
Consumer Discretionary		26.3	%
Financials		19.2
Information Technology		13.3
Communication Services		10.9
Materials		9.4
Health Care		9.3
Industrials		4.7
Energy		3.9
Consumer Staples		3.0
Total		100.0	%

Currency Exposure Diversification	% of Total Investments
United States Dollar		48.0	%
South Korean Won		24.6
Brazilian Real		16.9
Hong Kong Dollar		10.5
Total		100.0	%

First Trust Indxx NextG ETF (NXTG)

Portfolio of Investments

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) — 99.7%
	Australia — 0.4%
1,581,052	Telstra Corp., Ltd.	$	3,632,361
	Bermuda — 1.5%
254,022	Marvell Technology Group Ltd.		12,076,206
	Brazil — 0.4%
395,646	Telefonica Brasil S.A., ADR		3,501,467
	Canada — 1.3%
78,581	BCE, Inc.		3,360,172
75,608	Rogers Communications, Inc., Class B		3,519,939
179,659	TELUS Corp.		3,558,177
			10,438,288
	Cayman Islands — 3.0%
119,833	GDS Holdings Ltd., ADR (b)		11,221,162
3,061,355	Xiaomi Corp., Class B (b) (c) (d)		13,110,305
			24,331,467
	China — 2.2%
13,023,899	China Telecom Corp., Ltd., Class H		3,611,940
72,212,658	China Tower Corp., Ltd., Class H (c) (d)		10,618,892
1,475,345	ZTE Corp., Class H (e)		3,710,985
			17,941,817
	Finland — 1.7%
66,564	Elisa OYJ		3,648,713
2,595,265	Nokia OYJ, ADR (b) (e)		10,147,486
			13,796,199
	France — 0.4%
288,432	Orange S.A.		3,429,880
	Germany — 2.3%
198,670	Deutsche Telekom AG		3,629,635
309,398	Infineon Technologies AG		11,864,597
1,279,237	Telefonica Deutschland Holding AG		3,524,047
			19,018,279
	Guernsey — 1.4%
163,937	Amdocs Ltd.		11,628,051
	Hong Kong — 2.6%
622,596	China Mobile Ltd.		3,549,683
6,394,483	China Unicom (Hong Kong) Ltd.		3,670,511
14,516,502	Lenovo Group Ltd.		13,706,737
			20,926,931
	India — 7.6%
526,722	Bharti Airtel Ltd.		3,674,277
926,321	HCL Technologies Ltd.		11,994,917
703,233	Infosys Ltd., ADR		11,919,799
288,379	Tata Consultancy Services Ltd.		11,298,552
865,834	Tech Mahindra Ltd.		11,532,209

Shares	Description	Value
	Common Stocks (a) (Continued)
	India (Continued)
2,048,894	Wipro Ltd., ADR	$	11,576,251
			61,996,005
	Italy — 1.8%
916,517	Infrastrutture Wireless Italiane S.p.A. (c) (d)		11,118,187
7,467,571	Telecom Italia S.p.A.		3,442,908
			14,561,095
	Japan — 9.9%
82,945	Fujitsu Ltd.		11,973,224
127,715	KDDI Corp.		3,792,302
183,954	Kyocera Corp.		11,270,089
757,545	Mitsubishi Electric Corp.		11,423,152
209,964	NEC Corp.		11,265,319
146,180	Nippon Telegraph & Telephone Corp.		3,745,283
1,122,296	Renesas Electronics Corp. (b)		11,727,833
287,474	SoftBank Corp.		3,599,863
115,901	Sony Corp.		11,544,640
			80,341,705
	Malaysia — 1.4%
10,717,947	DiGi.Com Bhd		11,031,026
	Netherlands — 2.8%
68,871	NXP Semiconductors N.V.		10,951,178
305,246	STMicroelectronics N.V. (b)		11,392,141
			22,343,319
	New Zealand — 0.5%
1,125,992	Spark New Zealand Ltd.		3,807,722
	Norway — 0.4%
206,390	Telenor ASA		3,511,946
	Philippines — 0.9%
85,024	Globe Telecom, Inc.		3,594,047
127,281	PLDT, Inc., ADR (e)		3,552,413
			7,146,460
	Qatar — 0.5%
1,851,509	Ooredoo QPSC		3,824,045
	Russia — 0.4%
408,164	Mobile TeleSystems PJSC, ADR		3,653,068
	Singapore — 0.4%
2,063,365	Singapore Telecommunications Ltd.		3,606,517
	South Africa — 0.9%
803,122	MTN Group Ltd.		3,289,548
441,325	Vodacom Group Ltd.		3,735,721
			7,025,269

First Trust Indxx NextG ETF (NXTG)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) (Continued)
	South Korea — 5.7%
324,700	KT Corp., ADR	$	3,574,947
124,271	LG Electronics, Inc.		15,443,786
162,627	Samsung Electronics Co., Ltd.		12,126,289
67,746	Samsung SDS Co., Ltd.		11,131,972
16,508	SK Telecom Co., Ltd.		3,616,776
			45,893,770
	Spain — 0.4%
771,322	Telefonica S.A.		3,057,698
	Sweden — 2.2%
270,332	Tele2 AB, Class B		3,568,241
880,922	Telefonaktiebolaget LM Ericsson, Class B		10,454,230
868,404	Telia Co., AB		3,584,399
			17,606,870
	Switzerland — 0.4%
6,713	Swisscom AG		3,617,725
	Taiwan — 5.1%
3,815,715	ASE Technology Holding Co., Ltd.		11,040,559
939,351	Chunghwa Telecom Co., Ltd.		3,644,005
433,776	MediaTek, Inc.		11,532,162
1,041,057	Taiwan Mobile Co., Ltd.		3,664,337
104,578	Taiwan Semiconductor Manufacturing Co., Ltd., ADR		11,403,185
			41,284,248
	Turkey — 0.5%
1,856,228	Turkcell Iletisim Hizmetleri AS		4,020,620
	United Arab Emirates — 0.4%
768,327	Emirates Telecommunications Group Co. PJSC		3,535,038
	United Kingdom — 0.9%
2,005,754	BT Group PLC (b)		3,627,451
2,035,148	Vodafone Group PLC		3,365,845
			6,993,296
	United States — 39.4%
118,918	Advanced Micro Devices, Inc. (b)		10,905,970
49,678	American Tower Corp.		11,150,724
77,152	Analog Devices, Inc.		11,397,665
88,447	Apple, Inc.		11,736,032
39,440	Arista Networks, Inc. (b)		11,460,081
117,701	AT&T, Inc.		3,385,081
26,583	Broadcom, Inc.		11,639,367
236,445	Ciena Corp. (b)		12,496,118
245,942	Cisco Systems, Inc.		11,005,904
91,992	CoreSite Realty Corp.		11,524,758
69,331	Crown Castle International Corp.		11,036,802
163,078	CyrusOne, Inc.		11,929,156
84,067	Digital Realty Trust, Inc.		11,728,187

Shares	Description	Value
	Common Stocks (a) (Continued)
	United States (Continued)
15,867	Equinix, Inc.	$	11,331,894
63,591	F5 Networks, Inc. (b)		11,188,200
899,349	Hewlett Packard Enterprise Co.		10,657,286
216,875	Intel Corp.		10,804,712
87,228	International Business Machines Corp.		10,980,261
496,135	Juniper Networks, Inc.		11,167,999
87,369	Keysight Technologies, Inc. (b)		11,540,571
123,389	Lumentum Holdings, Inc. (b)		11,697,277
152,919	Micron Technology, Inc. (b)		11,496,450
21,006	NVIDIA Corp.		10,969,333
68,843	Qorvo, Inc. (b)		11,446,526
69,984	QUALCOMM, Inc.		10,661,363
39,551	SBA Communications Corp.		11,158,524
74,894	Skyworks Solutions, Inc.		11,449,795
27,668	T-Mobile US, Inc. (b)		3,731,030
59,696	Verizon Communications, Inc.		3,507,140
25,466	VMware, Inc., Class A (b) (e)		3,571,861
75,768	Xilinx, Inc.		10,741,629
			319,497,696
	Total Common Stocks — 99.7%		809,076,084
	(Cost $674,783,938)
	Money Market Funds — 0.8%
6,485,354	Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 0.03% (f) (g)		6,485,354
	(Cost $6,485,354)

Principal Value		Description	Value
		Repurchase Agreements — 0.8%
$	6,609,656	JPMorgan Chase & Co., 0.01% (f), dated 12/31/20, due 01/04/21, with a maturity value of $6,609,663. Collateralized by U.S. Treasury Note, interest rate of 1.625%, due 12/15/22. The value of the collateral including accrued interest is $6,789,339. (g)		6,609,656
		(Cost $6,609,656)
		Total Investments — 101.3%		822,171,094
		(Cost $687,878,948) (h)
		Net Other Assets and Liabilities — (1.3)%		(10,418,723	)
		Net Assets — 100.0%	$	811,752,371

(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 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)	All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $12,768,322 and the total value of the collateral held by the Fund is $13,095,010.
(f)	Rate shown reflects yield as of December 31, 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 December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $145,789,793 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $11,497,647. The net unrealized appreciation was $134,292,146.

ADR - American Depositary Receipt

First Trust Indxx NextG ETF (NXTG)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 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*	$	809,076,084	$	—	$	—
Money Market Funds		6,485,354		—		—
Repurchase Agreements		—		6,609,656		—
Total Investments	$	815,561,438	$	6,609,656	$	—
* See Portfolio of Investments for country breakout.

Sector Allocation	% of Total Long-Term Investments
Information Technology		63.2	%
Communication Services		22.2
Real Estate		9.9
Consumer Discretionary		3.3
Industrials		1.4
Total		100.0	%

Currency Exposure Diversification	% of Total Investments
United States Dollar		53.3	%
Japanese Yen		9.8
Euro		6.7
Hong Kong Dollar		6.3
South Korean Won		5.2
Indian Rupee		4.7
New Taiwan Dollar		3.6
Swedish Krona		2.1
Malaysian Ringgit		1.3
Canadian Dollar		1.3
South African Rand		0.9
British Pound Sterling		0.9
Turkish Lira		0.5
Qatar Riyal		0.5
New Zealand Dollar		0.5
Australian Dollar		0.4
Swiss Franc		0.4
Singapore Dollar		0.4
Philippine Peso		0.4
United Arab Emirates Dirham		0.4
Norwegian Krone		0.4
Total		100.0	%

First Trust NASDAQ Global Auto Index Fund (CARZ)

Portfolio of Investments

December 31, 2020 (Unaudited)

 \

Shares	Description	Value
	Common Stocks (a) — 99.8%
	Bermuda — 0.9%
490,625	Brilliance China Automotive Holdings Ltd.	$	446,802
	Cayman Islands — 5.2%
654,867	Geely Automobile Holdings Ltd.		2,238,515
159,603	Yadea Group Holdings Ltd. (b) (c)		329,811
			2,568,326
	China — 9.7%
286,404	BAIC Motor Corp., Ltd., Class H (b) (c)		106,028
77,269	BYD Co., Ltd., Class H		2,025,303
361,112	Dongfeng Motor Group Co., Ltd., Class H		421,087
503,139	Great Wall Motor Co., Ltd., Class H		1,726,357
458,265	Guangzhou Automobile Group Co., Ltd., Class H		509,548
			4,788,323
	France — 3.0%
33,600	Renault S.A. (d)		1,467,848
	Germany — 19.0%
20,830	Bayerische Motoren Werke AG		1,838,023
53,901	Daimler AG		3,805,342
24,854	Porsche Automobil Holding SE (Preference Shares)		1,712,457
10,762	Volkswagen AG (Preference Shares)		2,003,914
			9,359,736
	Japan — 31.0%
132,133	Honda Motor Co., Ltd.		3,682,269
111,547	Isuzu Motors Ltd.		1,058,700
97,442	Mazda Motor Corp.		653,042
111,308	Mitsubishi Motors Corp. (d)		233,924
385,347	Nissan Motor Co., Ltd. (d)		2,089,916
91,539	Subaru Corp.		1,828,475
33,900	Suzuki Motor Corp.		1,569,995
54,210	Toyota Motor Corp.		4,177,512
			15,293,833
	Malaysia — 0.2%
109,836	DRB-Hicom Bhd		56,795
37,915	UMW Holdings Bhd		32,048
			88,843
	Singapore — 0.5%
15,992	Jardine Cycle & Carriage Ltd.		236,564
	South Korea — 8.0%
11,095	Hyundai Motor Co.		1,961,005
34,835	Kia Motors Corp.		2,001,017
			3,962,022
	Taiwan — 0.4%
41,328	China Motor Corp. (d)		74,425

Shares	Description	Value
	Common Stocks (a) (Continued)
	Taiwan (Continued)
81,143	Yulon Motor Co., Ltd. (d)	$	135,441
			209,866
	United Kingdom — 0.6%
11,545	Aston Martin Lagonda Global Holdings PLC (b) (c) (d)		317,177
	United States — 21.3%
200,424	Ford Motor Co.		1,761,727
83,021	General Motors Co.		3,456,994
21,645	Harley-Davidson, Inc.		794,372
6,414	Tesla, Inc. (d)		4,526,167
			10,539,260
	Total Investments — 99.8%		49,278,600
	(Cost $43,345,120) (e)
	Net Other Assets and Liabilities — 0.2%		99,131
	Net Assets — 100.0%	$	49,377,731

(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 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.
(c)	This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the 1933 Act.
(d)	Non-income producing security.
(e)	Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $7,615,382 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $1,681,902. The net unrealized appreciation was $5,933,480.

First Trust NASDAQ Global Auto Index Fund (CARZ)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 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*	$	49,278,600	$	—	$	—
* 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		31.0	%
Euro		22.0
United States Dollar		21.4
Hong Kong Dollar		15.8
South Korean Won		8.0
British Pound Sterling		0.7
Singapore Dollar		0.5
New Taiwan Dollar		0.4
Malaysian Ringgit		0.2
Total		100.0	%

First Trust Cloud Computing ETF (SKYY)

Portfolio of Investments

December 31, 2020 (Unaudited)                                                                                                        

Shares	Description	Value
	Common Stocks (a) — 100.0%
	Canada — 2.5%
843,184	Open Text Corp.	$	38,331,145
102,470	Shopify, Inc., Class A (b)		115,990,916
			154,322,061
	Cayman Islands — 7.2%
848,498	Alibaba Group Holding Ltd., ADR (b)		197,470,940
5,554,565	Kingsoft Cloud Holdings Ltd., ADR (b) (c)		241,901,306
			439,372,246
	Germany — 1.3%
614,780	SAP SE, ADR		80,161,164
	Jersey — 0.8%
827,999	Mimecast Ltd. (b)		47,063,463
	Netherlands — 0.7%
300,835	Elastic N.V. (b)		43,961,019
	United Kingdom — 1.9%
496,468	Atlassian Corp. PLC, Class A (b)		116,108,971
	United States — 85.6%
233,517	Adobe, Inc. (b)		116,786,522
1,439,217	Akamai Technologies, Inc. (b)		151,103,393
127,371	Alphabet, Inc., Class A (b)		223,235,509
70,536	Amazon.com, Inc. (b)		229,730,814
532,125	Anaplan, Inc. (b)		38,233,181
228,586	Appfolio, Inc., Class A (b)		41,154,623
532,049	Appian Corp. (b)		86,239,822
687,909	Arista Networks, Inc. (b)		199,885,718
216,848	Avalara, Inc. (b)		35,756,067
303,039	Blackline, Inc. (b)		40,419,342
1,992,691	Box, Inc., Class A (b)		35,968,073
17,819,792	CenturyLink, Inc.		173,742,972
3,462,889	Cisco Systems, Inc.		154,964,283
1,202,175	Citrix Systems, Inc.		156,402,968
6,377,288	Cloudera, Inc. (b)		88,708,076
496,050	Cloudflare, Inc., Class A (b)		37,694,840
843,564	Cornerstone OnDemand, Inc. (b)		37,150,559
113,232	Coupa Software, Inc. (b)		38,375,457
242,976	Crowdstrike Holdings, Inc., Class A (b)		51,467,176
376,501	Datadog, Inc., Class A (b)		37,062,758
163,434	DocuSign, Inc. (b)		36,331,378
1,960,694	Domo, Inc., Class B (b)		125,033,456
1,864,965	Dropbox, Inc., Class A (b)		41,383,573
293,393	Everbridge, Inc. (b)		43,736,095
1,318,038	Fastly, Inc., Class A (b)		115,156,980
719,911	Five9, Inc. (b)		125,552,478
10,120,480	Hewlett Packard Enterprise Co.		119,927,688
283,340	HubSpot, Inc. (b)		112,327,310
904,549	International Business Machines Corp.		113,864,628
105,798	Intuit, Inc.		40,187,370

Shares	Description	Value
	Common Stocks (a) (Continued)
	United States (Continued)
1,043,866	Microsoft Corp.	$	232,176,676
325,960	MicroStrategy, Inc., Class A (b)		126,651,758
648,139	MongoDB, Inc. (b)		232,707,827
2,095,857	NetApp, Inc.		138,829,568
3,871,450	Oracle Corp.		250,444,101
126,714	Palo Alto Networks, Inc. (b)		45,032,888
89,294	Paycom Software, Inc. (b)		40,383,212
6,115,493	Pure Storage, Inc., Class A (b)		138,271,297
328,510	Q2 Holdings, Inc. (b)		41,566,370
391,995	Qualys, Inc. (b)		47,772,431
454,555	salesforce.com, Inc. (b)		101,152,124
209,019	ServiceNow, Inc. (b)		115,050,328
641,795	Smartsheet, Inc., Class A (b)		44,469,976
114,300	Snowflake, Inc., Class A (b)		32,164,020
547,216	Splunk, Inc. (b)		92,966,526
724,862	Sprout Social, Inc., Class A (b)		32,915,983
1,750,158	SVMK, Inc. (b)		44,716,537
1,080,769	Tabula Rasa HealthCare, Inc. (b) (c)		46,300,144
349,057	Twilio, Inc., Class A (b)		118,155,795
134,517	Veeva Systems, Inc., Class A (b)		36,622,253
1,597,399	VMware, Inc., Class A (b) (c)		224,051,184
165,681	Workday, Inc., Class A (b)		39,698,824
496,644	Workiva, Inc. (b)		45,502,523
278,977	Zendesk, Inc. (b)		39,927,188
77,858	Zoom Video Communications, Inc., Class A (b)		26,263,061
239,123	Zscaler, Inc. (b)		47,755,254
			5,229,130,957
	Total Common Stocks — 100.0%		6,110,119,881
	(Cost $4,592,818,257)
	Money Market Funds — 0.9%
56,897,507	Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 0.03% (d) (e)		56,897,507
	(Cost $56,897,507)

First Trust Cloud Computing ETF (SKYY)

Portfolio of Investments

December 31, 2020 (Unaudited)                                                                                                        

Principal Value		Description	Value
		Repurchase Agreements — 1.0%
$	57,988,039	JPMorgan Chase & Co., 0.01% (d), dated 12/31/20, due 01/04/21, with a maturity value of $57,988,103. Collateralized by U.S. Treasury Note, interest rate of 1.625%, due 12/15/22. The value of the collateral including accrued interest is $59,564,440. (e)	$	57,988,039
		(Cost $57,988,039)
		Total Investments — 101.9%		6,225,005,427
		(Cost $4,707,703,803) (f)
		Net Other Assets and Liabilities — (1.9)%		(113,385,544	)
		Net Assets — 100.0%	$	6,111,619,883

(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)	All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $114,157,906 and the total value of the collateral held by the Fund is $114,885,546.
(d)	Rate shown reflects yield as of December 31, 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 December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $1,560,635,349 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $43,333,725. The net unrealized appreciation was $1,517,301,624.

ADR - American Depositary Receipt

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 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*	$	6,110,119,881	$	—	$	—
Money Market Funds		56,897,507		—		—
Repurchase Agreements		—		57,988,039		—
Total Investments	$	6,167,017,388	$	57,988,039	$	—
* See Portfolio of Investments for country breakout.

Sector Allocation	% of Total Long-Term Investments
Information Technology		85.1	%
Consumer Discretionary		7.0
Communication Services		6.5
Health Care		1.4
Total		100.0	%

First Trust International Equity Opportunities ETF (FPXI)

Portfolio of Investments

December 31, 2020 (Unaudited)                                                                                        

Shares	Description	Value
	Common Stocks (a) — 99.8%
	Australia — 0.6%
347,982	Netwealth Group Ltd.	$	4,276,334
	Brazil — 2.4%
3,567,907	Magazine Luiza S.A.		17,138,208
	Canada — 0.5%
50,498	Lightspeed POS, Inc. (b)		3,564,098
	Cayman Islands — 42.2%
139,877	Bilibili, Inc., ADR (b)		11,990,257
7,354,251	China Feihe Ltd. (c) (d)		17,227,225
2,019,877	Country Garden Services Holdings Co., Ltd.		13,665,686
1,841,569	Ever Sunshine Lifestyle Services Group Ltd. (d)		4,043,045
192,814	Farfetch Ltd., Class A (b)		12,303,461
2,813,879	Haidilao International Holding Ltd. (c) (d)		21,669,095
343,441	JD Health International, Inc. (b) (c) (d)		6,645,144
829,193	Meituan, Class B (b) (d)		31,510,072
532,290	Ming Yuan Cloud Group Holdings Ltd. (b)		3,281,990
148,633	Pinduoduo, Inc., ADR (b)		26,407,625
472,684	Powerlong Commercial Management Holdings Ltd. (d)		1,512,111
6,497,024	Razer, Inc. (b) (c) (d) (e)		1,994,585
167,725	Sea Ltd., ADR (b)		33,385,661
310,735	StoneCo., Ltd., Class A (b)		26,076,881
2,914,480	Wuxi Biologics Cayman, Inc. (b) (c) (d)		38,646,950
8,742,053	Xiaomi Corp., Class B (b) (c) (d)		37,437,992
53,160	Zai Lab Ltd., ADR (b)		7,194,674
			294,992,454
	Denmark — 5.7%
19,546	Ascendis Pharma A/S, ADR (b)		3,259,882
719,688	Genmab A/S, ADR (b)		29,262,514
73,206	Netcompany Group A/S (b) (c) (d)		7,479,932
			40,002,328
	France — 1.6%
244,667	La Francaise des Jeux SAEM (c) (d)		11,181,686
	Germany — 6.2%
133,628	HelloFresh SE (b)		10,317,126
76,702	Knorr-Bremse AG		10,464,688
332,445	Siemens Energy AG (b)		12,183,869
196,724	Siemens Healthineers AG (c) (d)		10,088,903
			43,054,586
	Italy — 2.6%
919,069	Nexi S.p.A. (b) (c) (d)		18,346,125
	Japan — 8.9%
5,592	AI inside, Inc. (b)		3,975,137
71,046	Freee KK (b)		6,949,442
45,103	JMDC, Inc. (b)		2,550,981

Shares	Description	Value
	Common Stocks (a) (Continued)
	Japan (Continued)
114,776	Mercari, Inc. (b)	$	5,085,470
328,186	SG Holdings Co., Ltd.		8,937,669
2,190,113	SoftBank Corp.		27,425,462
47,409	TDK Corp.		7,135,111
			62,059,272
	Malaysia — 0.4%
3,446,019	MR DIY Group M Bhd (c) (d)		2,672,860
	Mexico — 2.0%
5,683,864	Becle SAB de CV		14,309,987
	Netherlands — 9.2%
16,639	Adyen N.V. (b) (c) (d)		38,722,767
238,360	Prosus N.V.		25,729,613
			64,452,380
	Norway — 1.3%
231,805	Scatec ASA (c) (d)		9,229,755
	Saudi Arabia — 8.7%
320,386	Dr. Sulaiman Al Habib Medical Services Group Co.		9,308,581
5,487,796	Saudi Arabian Oil Co. (c) (d)		51,197,585
			60,506,166
	Sweden — 5.9%
462,413	Embracer Group AB (b)		11,049,443
137,248	Nordnet AB publ (b)		2,153,570
86,278	Sinch AB (b) (c) (d)		14,051,791
1,159,288	Telefonaktiebolaget LM Ericsson, ADR		13,853,492
			41,108,296
	Switzerland — 1.1%
44,064	Dufry AG (b)		2,766,381
204,997	SIG Combibloc Group AG		4,756,171
			7,522,552
	Virgin Islands — 0.5%
82,699	Capri Holdings Ltd. (b)		3,473,358
	Total Common Stocks — 99.8%		697,890,445
	(Cost $551,341,631)
	Money Market Funds — 0.0%
296,460	Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 0.03% (f) (g)		296,460
	(Cost $296,460)

First Trust International Equity Opportunities ETF (FPXI)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)                                                                                        

Principal Value		Description	Value
		Repurchase Agreements — 0.1%
$	302,143	JPMorgan Chase & Co., 0.01% (f), dated 12/31/20, due 01/04/21, with a maturity value of $302,143. Collateralized by U.S. Treasury Note, interest rate of 1.625%, due 12/15/22. The value of the collateral including accrued interest is $310,356. (g)	$	302,143
		(Cost $302,143)
		Total Investments — 99.9%		698,489,048
		(Cost $551,940,234) (h)
		Net Other Assets and Liabilities — 0.1%		890,253
		Net Assets — 100.0%	$	699,379,301

(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 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)	All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $556,882 and the total value of the collateral held by the Fund is $598,603.
(f)	Rate shown reflects yield as of December 31, 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 December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $148,056,079 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $1,507,265. The net unrealized appreciation was $146,548,814.

ADR - American Depositary Receipt

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 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*	$	697,890,445	$	—	$	—
Money Market Funds		296,460		—		—
Repurchase Agreements		—		302,143		—
Total Investments	$	698,186,905	$	302,143	$	—
* See Portfolio of Investments for country breakout.

Sector Allocation	% of Total Long-Term Investments
Information Technology		26.2	%
Consumer Discretionary		25.4
Health Care		14.4
Communication Services		12.0
Energy		7.3
Industrials		7.1
Consumer Staples		4.5
Utilities		1.3
Financials		0.9
Materials		0.7
Real Estate		0.2
Total		100.0	%

Currency Exposure Diversification	% of Total Investments
Hong Kong Dollar		25.4	%
United States Dollar		24.0
Euro		19.6
Japanese Yen		8.9
Saudi Riyal		8.7
Swedish Krona		3.9
Brazilian Real		2.5
Mexican Peso		2.0
Norwegian Krone		1.3
Swiss Franc		1.1
Danish Krone		1.1
Australian Dollar		0.6
Canadian Dollar		0.5
Malaysian Ringgit		0.4
Total		100.0	%

First Trust Nasdaq Cybersecurity ETF (CIBR)

Portfolio of Investments

December 31, 2020 (Unaudited)                                                                                                        

Shares	Description	Value
	Common Stocks (a) — 99.9%
	France — 1.7%
592,945	Thales S.A.	$	54,255,080
	Ireland — 5.5%
658,295	Accenture PLC, Class A		171,953,237
	Israel — 6.5%
696,748	Check Point Software Technologies Ltd. (b)		92,604,777
584,113	CyberArk Software Ltd. (b)		94,386,820
318,593	Radware Ltd. (b)		8,840,956
430,922	Tufin Software Technologies Ltd. (b)		5,377,906
			201,210,459
	Japan — 2.0%
1,083,161	Trend Micro, Inc.		62,311,523
	Jersey — 1.6%
887,802	Mimecast Ltd. (b)		50,462,666
	South Korea — 0.5%
204,781	Ahnlab, Inc.		14,364,643
	United Kingdom — 3.8%
3,913,042	Avast PLC (c) (d)		28,762,138
12,185,121	BAE Systems PLC		81,449,650
240,104	Ultra Electronics Holdings PLC		6,803,264
			117,015,052
	United States — 78.3%
1,118,119	A10 Networks, Inc. (b)		11,024,653
792,127	Akamai Technologies, Inc. (b)		83,165,414
944,661	Booz Allen Hamilton Holding Corp.		82,355,546
3,811,705	Cisco Systems, Inc.		170,573,799
1,092,000	Cloudflare, Inc., Class A (b)		82,981,080
1,069,839	Crowdstrike Holdings, Inc., Class A (b)		226,613,297
503,595	F5 Networks, Inc. (b)		88,602,504
5,296,926	FireEye, Inc. (b)		122,147,114
665,319	Fortinet, Inc. (b)		98,819,831
3,766,138	Juniper Networks, Inc.		84,775,766
814,170	Leidos Holdings, Inc.		85,585,550
245,184	ManTech International Corp., Class A		21,806,665
334,557	Okta, Inc. (b)		85,064,463
603,284	OneSpan, Inc. (b)		12,475,913
278,966	Palo Alto Networks, Inc. (b)		99,141,727
792,271	Proofpoint, Inc. (b)		108,073,687
605,662	Qualys, Inc. (b)		73,812,028
745,069	Rapid7, Inc. (b)		67,175,421
405,500	Ribbon Communications, Inc. (b)		2,660,080
1,760,932	Sailpoint Technologies Holdings, Inc. (b)		93,752,020
605,510	Science Applications International Corp.		57,305,466

Shares	Description	Value
	Common Stocks (a) (Continued)
	United States (Continued)
803,076	Splunk, Inc. (b)	$	136,434,582
1,470,381	Tenable Holdings, Inc. (b)		76,842,111
459,724	Varonis Systems, Inc. (b)		75,215,444
408,465	VeriSign, Inc. (b)		88,391,826
586,120	VMware, Inc., Class A (b)		82,209,191
873,907	Zix Corp. (b)		7,541,817
1,052,801	Zscaler, Inc. (b)		210,254,888
			2,434,801,883
	Total Investments — 99.9%		3,106,374,543
	(Cost $2,328,491,443) (e)
	Net Other Assets and Liabilities — 0.1%		2,427,381
	Net Assets — 100.0%	$	3,108,801,924

(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 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)	Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $785,796,375 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $7,913,275. The net unrealized appreciation was $777,883,100.

First Trust Nasdaq Cybersecurity ETF (CIBR)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)                                                                                                        

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 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*	$	3,106,374,543	$	—	$	—
* See Portfolio of Investments for country breakout.

Sector Allocation	% of Total Long-Term Investments
Information Technology		95.4	%
Industrials		4.6
Total		100.0	%

Currency Exposure Diversification	% of Total Investments
United States Dollar		92.0	%
British Pound Sterling		3.8
Japanese Yen		2.0
Euro		1.7
South Korean Won		0.5
Total		100.0	%

First Trust Exchange-Traded Fund II

Additional Information

December 31, 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^®, ISE BICK^TM Index, ISE CTA Cloud Computing Index^TM ISE Global Engineering and Construction^TM Index, Nasdaq CTA Cybersecurity Index^TM, and NASDAQ Global Auto Index^SM (“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^®, NASDAQ OMX Clean Edge Smart Grid Infrastructure Index^SM, and ISE Clean Edge Global Wind Energy^TM 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

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 trademark 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

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) — 99.8%
	Austria — 0.2%
115	BAWAG Group AG (b) (c) (d)	$	5,339
	Cayman Islands — 2.8%
1,203	Farfetch Ltd., Class A (d)		76,763
370	Yalla Group Ltd., ADR (d)		5,302
			82,065
	Cyprus — 0.3%
257	HeadHunter Group PLC, ADR		7,774
	Denmark — 8.7%
137	Ascendis Pharma A/S, ADR (d)		22,849
337	Genmab A/S (d)		136,240
257	Netcompany Group A/S (b) (c) (d)		26,259
270	Orsted A/S (b) (c)		55,109
643	Scandinavian Tobacco Group A/S (b) (c)		10,987
			251,444
	Finland — 0.1%
227	Tokmanni Group Corp.		4,504
	France — 7.0%
341	Dassault Systemes SE		69,215
153	Iliad S.A.		31,420
737	La Francaise des Jeux SAEM (b) (c)		33,682
220	Neoen S.A. (b) (c) (d)		16,851
539	Worldline S.A. (b) (c) (d)		52,085
			203,253
	Germany — 16.6%
310	BioNTech SE, ADR (d)		25,271
513	Delivery Hero SE (b) (c) (d)		79,591
322	DWS Group GmbH & Co. KGaA (b) (c)		13,689
5,098	E. ON SE		56,450
447	HelloFresh SE (d)		34,512
246	Jumia Technologies AG, ADR (d)		9,926
415	Knorr-Bremse AG		56,620
935	Siemens Energy AG (d)		34,267
2,421	Siemens Healthineers AG (b) (c)		124,160
259	TeamViewer AG (b) (c) (d)		13,868
643	Traton SE		17,757
104	Varta AG (d) (e)		15,017
			481,128
	Ireland — 0.3%
328	nVent Electric PLC		7,639
	Israel — 1.7%
90	Fiverr International Ltd. (d)		17,559
101	Kornit Digital Ltd. (d)		9,002
117	Nano-X Imaging Ltd. (d)		5,342
72	Wix.com Ltd. (d)		17,997
			49,900

Shares	Description	Value
	Common Stocks (a) (Continued)
	Italy — 4.2%
450	GVS S.p.A. (b) (c) (d)	$	8,384
927	Infrastrutture Wireless Italiane S.p.A. (b) (c)		11,245
1,041	Italgas S.p.A.		6,613
4,847	Nexi S.p.A. (b) (c) (d)		96,754
			122,996
	Jersey — 1.3%
174	Aptiv PLC		22,671
265	Wizz Air Holdings PLC (b) (c) (d)		16,539
			39,210
	Luxembourg — 5.3%
1,101	Global Fashion Group S.A. (d)		13,072
102	Globant S.A. (d)		22,196
378	Spotify Technology S.A. (d)		118,942
			154,210
	Netherlands — 21.2%
68	Adyen N.V. (b) (c) (d)		158,252
112	Alfen Beheer BV (b) (c) (d)		11,302
122	Argenx SE, ADR (d)		35,879
113	CureVac N.V. (d)		9,161
497	Ferrari N.V.		114,540
147	IMCD N.V.		18,721
804	JDE Peet’s N.V. (d)		36,292
2,095	Prosus N.V.		226,144
29	Shop Apotheke Europe N.V. (b) (c) (d)		5,250
			615,541
	Norway — 1.6%
2,992	Elkem ASA (b) (c)		9,903
430	Europris ASA (b) (c)		2,563
294	Fjordkraft Holding ASA (b) (c)		2,870
815	Scatec ASA (b) (c)		32,451
			47,787
	Russia — 1.8%
525	Polyus PJSC, GDR (c)		52,920
	Spain — 1.0%
470	Cellnex Telecom S.A. (b) (c)		28,203
	Sweden — 12.2%
272	AcadeMedia AB (b) (c)		2,810
414	BHG Group AB (d)		8,997
522	Bravida Holding AB (b) (c)		6,947
154	Cibus Nordic Real Estate AB		3,137
1,084	Embracer Group AB (d)		25,902
1,547	EQT AB		39,561
410	Evolution Gaming Group AB (b) (c)		41,600
351	Lifco AB, Class B		33,660
388	Medicover AB, Class B (d)		7,734
101	MIPS AB (c)		6,322
965	Nordnet AB publ (d)		15,142

First Trust IPOX^® Europe Equity Opportunities ETF (FPXE)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Shares	Description	Value
	Common Stocks (a) (Continued)
	Sweden (Continued)
262	Oncopeptides AB (b) (c) (d)	$	5,404
204	Paradox Interactive AB		6,347
5,156	Samhallsbyggnadsbolaget i Norden AB		17,960
303	Sinch AB (b) (c) (d)		49,349
890	Stillfront Group AB (d)		10,817
4,290	Telefonaktiebolaget LM Ericsson, ADR		51,266
538	Thule Group AB (b) (c) (d)		20,114
			353,069
	Switzerland — 5.5%
724	Alcon, Inc. (d)		48,119
183	CRISPR Therapeutics AG (d)		28,019
207	Dufry AG (d)		12,996
1,236	SIG Combibloc Group AG		28,677
408	Softwareone Holding AG		12,075
116	VAT Group AG (b) (c)		28,931
			158,817
	United Kingdom — 5.5%
292	Abcam PLC, ADR (d)		6,293
7,254	Airtel Africa PLC (b) (c)		7,499
528	AJ Bell PLC		3,130
1,456	Avast PLC (b) (c)		10,702
1,410	Calisen PLC (d)		4,977
1,200	Civitas Social Housing PLC (c)		1,720
185	Compass Pathways PLC, ADR (d)		8,813
141	Endava PLC, ADR (d)		10,822
1,532	Finablr PLC (b) (d) (f) (g) (h)		0
1,279	IntegraFin Holdings PLC (c)		9,725
3,346	M&G PLC		9,057
19,509	Natwest Group PLC (d)		44,727
4,749	Ninety One PLC		14,885
2,297	Quilter PLC (b) (c)		4,825
1,311	THG Holdings PLC (d)		13,984
928	Trainline PLC (b) (c) (d)		5,888
1,037	Triple Point Social Housing REIT PLC (b) (c)		1,581
			158,628
	United States — 1.9%
94	BorgWarner, Inc.		3,632
132	SolarEdge Technologies, Inc. (d)		42,124
431	Veoneer, Inc. (d)		9,180
			54,936
	Virgin Islands — 0.6%
388	Capri Holdings Ltd. (d)		16,296

Shares	Description	Value
	Total Common Stocks — 99.8%	$	2,895,659
	(Cost $1,991,702)
	Money Market Funds — 0.2%
4,839	Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 0.03% (i) (j)		4,839
	(Cost $4,839)

Principal Value		Description	Value
		Repurchase Agreements — 0.2%
$	4,932	JPMorgan Chase & Co., 0.01% (i), dated 12/31/20, due 01/04/21, with a maturity value of $4,932. Collateralized by U.S. Treasury Note, interest rate of 1.625%, due 12/15/22. The value of the collateral including accrued interest is $5,066. (j)		4,932
		(Cost $4,932)
		Total Investments — 100.2%		2,905,430
		(Cost $2,001,473) (k)
		Net Other Assets and Liabilities — (0.2)%		(4,948	)
		Net Assets — 100.0%	$	2,900,482

(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 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.
(c)	This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the 1933 Act.
(d)	Non-income producing security.
(e)	All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $9,241 and the total value of the collateral held by the Fund is $9,771.

First Trust IPOX^® Europe Equity Opportunities ETF (FPXE)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

(f)	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 December 31, 2020, securities noted as such are valued at $0 or 0.0% of net assets.
(g)	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.
(h)	This security’s value was determined using significant unobservable inputs (see Valuation Inputs in the Additional Information section).
(i)	Rate shown reflects yield as of December 31, 2020.
(j)	This security serves as collateral for securities on loan.
(k)	Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $919,366 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $15,409. The net unrealized appreciation was $903,957.

ADR	-	American Depositary Receipt
GDR	-	Global Depositary Receipt

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 2020 is as follows (see Valuation Inputs in the Additional Information section):

	Total Value at 12/31/2020		Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs
Common Stocks:
United Kingdom	$	158,628	$	158,628	$	—		$   —	**
Other Country Categories*		2,737,031		2,737,031		—		—
Money Market Funds		4,839		4,839		—		—
Repurchase Agreements		4,932		—		4,932		—
Total Investments	$	2,905,430	$	2,900,498	$	4,932		$   —	**
* 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
Consumer Discretionary		27.0	%
Information Technology		21.9
Health Care		16.3
Industrials		9.3
Communication Services		8.5
Utilities		5.9
Financials		5.5
Materials		3.2
Consumer Staples		1.6
Real Estate		0.8
Total		100.0	%

Currency Exposure Diversification	% of Total Investments
Euro		48.0	%
United States Dollar		22.5
Swedish Krona		10.4
Danish Krone		7.9
British Pound Sterling		5.1
Swiss Franc		4.5
Norwegian Krone		1.6
Total		100.0	%

First Trust Dow Jones International Internet ETF (FDNI)

Portfolio of Investments

December 31, 2020 (Unaudited)

Shares	Description		Value
	Common Stocks (a) — 100.0%
	Australia — 1.4%
13,583	Afterpay Ltd. (b)	$	1,235,675
	Canada — 8.2%
6,405	Shopify, Inc., Class A (b)		7,232,331
	Cayman Islands — 51.9%
32,041	Alibaba Group Holding Ltd., ADR (b)		7,456,902
3,326	Autohome, Inc., ADR		331,336
15,864	Baidu, Inc., ADR (b)		3,430,431
11,752	Farfetch Ltd., Class A (b)		749,895
52,216	JD.com, Inc., ADR (b)		4,589,786
228,828	Meituan, Class B (b) (c)		8,695,668
23,320	NetEase, Inc., ADR		2,233,356
10,419	Pagseguro Digital Ltd., Class A (b)		592,633
20,338	Pinduoduo, Inc., ADR (b)		3,613,453
33,400	Ping An Healthcare and Technology Co., Ltd. (b) (c) (d)		404,982
20,772	Sea Ltd., ADR (b)		4,134,667
112,007	Tencent Holdings Ltd.		8,148,643
26,570	Trip.com Group Ltd., ADR (b)		896,206
22,494	Vipshop Holdings Ltd., ADR (b)		632,306
			45,910,264
	Germany — 3.8%
8,347	Delivery Hero SE (b) (c) (d)		1,295,025
6,261	Scout24 AG (c) (d)		512,846
8,423	TeamViewer AG (b) (c) (d)		451,006
9,680	Zalando SE (b) (c) (d)		1,076,830
			3,335,707
	Isle of Man — 0.6%
34,039	Entain PLC (b)		527,626
	Israel — 0.9%
3,237	Wix.com Ltd. (b)		809,121
	Japan — 5.1%
24,898	M3, Inc.		2,349,341
26,334	Nexon Co., Ltd.		811,023
47,535	Rakuten, Inc.		457,603
154,360	Z Holdings Corp.		933,440
			4,551,407
	Luxembourg — 2.4%
6,747	Spotify Technology S.A. (b)		2,123,011
	Netherlands — 9.7%
1,763	Adyen N.V. (b) (c) (d)		4,102,905
4,673	Just Eat Takeaway.com N.V. (b) (c) (d)		527,487
24,577	Prosus N.V.		2,652,948
18,425	Yandex N.V., Class A (b)		1,282,012
			8,565,352

Shares	Description		Value
	Common Stocks (a) (Continued)
	New Zealand — 0.9%
6,816	Xero Ltd. (b)	$	771,510
	South Africa — 5.9%
25,340	Naspers Ltd., Class N		5,206,555
	South Korea — 4.9%
3,493	Kakao Corp.		1,252,438
8,411	NAVER Corp.		2,264,768
932	NCSoft Corp.		798,759
			4,315,965
	United Kingdom — 4.3%
7,690	Atlassian Corp. PLC, Class A (b)		1,798,460
56,381	Auto Trader Group PLC (c) (d)		459,523
35,259	Ocado Group PLC (b)		1,102,718
51,573	Rightmove PLC (b)		458,985
			3,819,686
	Total Investments — 100.0%		88,404,210
	(Cost $71,230,978) (e)
	Net Other Assets and Liabilities — (0.0)%		(15,002	)
	Net Assets — 100.0%	$	88,389,208

(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 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”).
(d)	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.
(e)	Aggregate cost for financial reporting purposes approximates the aggregate cost for federal income tax purposes. As of December 31, 2020, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $17,808,460 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $635,228. The net unrealized appreciation was $17,173,232.

ADR - American Depositary Receipt

First Trust Dow Jones International Internet ETF (FDNI)

Portfolio of Investments (Continued)

December 31, 2020 (Unaudited)

Valuation Inputs

A summary of the inputs used to value the Fund’s investments as of December 31, 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*	$	88,404,210	$	—	$	—
* See Portfolio of Investments for country breakout.

Sector Allocation	% of Total Long-Term Investments
Consumer Discretionary		44.7	%
Communication Services		33.0
Information Technology		19.2
Health Care		3.1
Total		100.0	%

Currency Exposure Diversification	% of Total Investments
United States Dollar		39.2	%
Hong Kong Dollar		19.5
Euro		12.0
Canadian Dollar		8.2
South African Rand		5.9
Japanese Yen		5.1
South Korean Won		4.9
British Pound Sterling		2.9
Australian Dollar		2.3
Total		100.0	%

First Trust Exchange-Traded Fund II

Additional Information

December 31, 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.