|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 99.6%
|
|||||
|
|
Australia — 32.0%
|
|
|||
|
31,183
|
AGL Energy Ltd.
|
$215,127
|
|||
|
14,086
|
Allkem Ltd. (b)
|
106,506
|
|||
|
8,233
|
Ampol Ltd.
|
178,917
|
|||
|
2,249
|
Aristocrat Leisure Ltd.
|
59,069
|
|||
|
1,772
|
BHP Group Ltd.
|
50,414
|
|||
|
20,763
|
BlueScope Steel Ltd.
|
259,516
|
|||
|
12,461
|
Brambles Ltd.
|
114,729
|
|||
|
354
|
Cochlear Ltd.
|
58,112
|
|||
|
4,643
|
Coles Group Ltd.
|
46,450
|
|||
|
22,283
|
Dexus
|
104,586
|
|||
|
26,818
|
Evolution Mining Ltd.
|
56,728
|
|||
|
7,441
|
Fortescue Metals Group Ltd.
|
100,085
|
|||
|
6,583
|
IGO Ltd.
|
53,584
|
|||
|
133,664
|
Incitec Pivot Ltd.
|
269,850
|
|||
|
32,432
|
Liontown Resources Ltd. (b)
|
61,305
|
|||
|
2,077
|
Mineral Resources Ltd.
|
90,314
|
|||
|
6,233
|
Newcrest Mining Ltd.
|
98,264
|
|||
|
20,392
|
Northern Star Resources Ltd.
|
137,142
|
|||
|
5,437
|
Orica Ltd.
|
54,498
|
|||
|
21,237
|
Pilbara Minerals Ltd.
|
58,714
|
|||
|
3,930
|
Pro Medicus Ltd.
|
210,709
|
|||
|
63,198
|
Qantas Airways Ltd. (b)
|
210,480
|
|||
|
17,205
|
QBE Insurance Group Ltd.
|
173,783
|
|||
|
14,468
|
Reece Ltd.
|
173,300
|
|||
|
1,393
|
Rio Tinto Ltd.
|
101,699
|
|||
|
48,506
|
Santos Ltd.
|
246,377
|
|||
|
6,996
|
SEEK Ltd.
|
99,273
|
|||
|
14,489
|
Seven Group Holdings Ltd.
|
290,184
|
|||
|
76,589
|
South32 Ltd.
|
166,934
|
|||
|
28,606
|
Steadfast Group Ltd.
|
103,732
|
|||
|
21,024
|
Stockland
|
52,988
|
|||
|
6,909
|
Suncorp Group Ltd.
|
62,057
|
|||
|
5,888
|
Transurban Group
|
48,040
|
|||
|
43,020
|
Vicinity Ltd.
|
46,883
|
|||
|
5,541
|
Washington H Soul Pattinson &
Co., Ltd.
|
116,105
|
|||
|
3,330
|
Wesfarmers Ltd.
|
113,175
|
|||
|
62,165
|
Whitehaven Coal Ltd.
|
284,180
|
|||
|
3,854
|
WiseTech Global Ltd.
|
161,189
|
|||
|
12,549
|
Woodside Energy Group Ltd.
|
294,415
|
|||
|
4,415
|
Woolworths Group Ltd.
|
105,938
|
|||
|
5,807
|
Worley Ltd.
|
65,002
|
|||
|
|
|
5,300,353
|
|||
|
|
Bermuda — 0.2%
|
|
|||
|
22,000
|
Kerry Properties Ltd.
|
37,421
|
|||
|
|
Cayman Islands — 6.7%
|
|
|||
|
11,300
|
ASMPT Ltd.
|
101,154
|
|||
|
27,871
|
CK Asset Holding Ltd.
|
146,812
|
|||
|
36,326
|
CK Hutchison Holdings Ltd.
|
194,364
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Cayman Islands (Continued)
|
|
|||
|
410,000
|
JS Global Lifestyle Co.,
Ltd. (c) (d)
|
$68,063
|
|||
|
90,800
|
MGM China Holdings Ltd. (b)
|
118,733
|
|||
|
2,200
|
SharkNinja, Inc. (b)
|
101,992
|
|||
|
78,156
|
SITC International Holdings Co.,
Ltd.
|
131,342
|
|||
|
469,841
|
WH Group Ltd. (c) (d)
|
246,592
|
|||
|
|
|
1,109,052
|
|||
|
|
Hong Kong — 0.8%
|
|
|||
|
26,100
|
Link REIT
|
127,985
|
|||
|
|
Luxembourg — 1.9%
|
|
|||
|
90,710
|
Samsonite International
S.A. (b) (c) (d)
|
311,597
|
|||
|
|
New Zealand — 2.2%
|
|
|||
|
20,591
|
Auckland International Airport
Ltd.
|
97,619
|
|||
|
5,779
|
EBOS Group Ltd.
|
118,457
|
|||
|
28,390
|
Mercury NZ Ltd.
|
103,795
|
|||
|
17,702
|
Spark New Zealand Ltd.
|
51,033
|
|||
|
|
|
370,904
|
|||
|
|
Singapore — 9.4%
|
|
|||
|
41,100
|
City Developments Ltd.
|
198,735
|
|||
|
170,600
|
Frasers Logistics & Commercial
Trust (d)
|
133,535
|
|||
|
266,100
|
Genting Singapore Ltd.
|
164,488
|
|||
|
4,800
|
Jardine Cycle & Carriage Ltd.
|
112,117
|
|||
|
26,500
|
Keppel Corp., Ltd.
|
131,821
|
|||
|
47,500
|
Olam Group Ltd.
|
36,485
|
|||
|
68,700
|
Sembcorp Industries Ltd.
|
255,803
|
|||
|
39,000
|
Singapore Airlines Ltd.
|
184,301
|
|||
|
10,800
|
UOL Group Ltd.
|
50,721
|
|||
|
4,200
|
Venture Corp., Ltd.
|
38,006
|
|||
|
35,400
|
Wilmar International Ltd.
|
96,593
|
|||
|
124,200
|
Yangzijiang Shipbuilding
Holdings Ltd.
|
150,821
|
|||
|
|
|
1,553,426
|
|||
|
|
South Korea — 46.4%
|
|
|||
|
671
|
CJ CheilJedang Corp.
|
152,658
|
|||
|
2,396
|
CosmoAM&T Co., Ltd. (b)
|
265,275
|
|||
|
3,896
|
DB Insurance Co., Ltd.
|
258,117
|
|||
|
1,625
|
Ecopro BM Co., Ltd.
|
304,672
|
|||
|
732
|
Ecopro Co., Ltd.
|
488,759
|
|||
|
3,677
|
Hanwha Aerospace Co., Ltd.
|
285,026
|
|||
|
17,925
|
HMM Co., Ltd.
|
215,993
|
|||
|
2,301
|
Hyundai Glovis Co., Ltd.
|
314,439
|
|||
|
1,351
|
Hyundai Mobis Co., Ltd.
|
240,785
|
|||
|
1,186
|
Hyundai Motor Co.
|
167,960
|
|||
|
10,512
|
Hyundai Steel Co.
|
296,414
|
|||
|
21,670
|
Industrial Bank of Korea
|
180,021
|
|||
|
4,503
|
Kia Corp.
|
271,635
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
South Korea (Continued)
|
|
|||
|
12,579
|
Korean Air Lines Co., Ltd.
|
$202,752
|
|||
|
9,909
|
KT Corp.
|
243,429
|
|||
|
1,164
|
L&F Co., Ltd.
|
149,576
|
|||
|
410
|
LG Chem Ltd.
|
150,856
|
|||
|
2,643
|
LG Corp.
|
164,135
|
|||
|
2,531
|
LG Electronics, Inc.
|
189,253
|
|||
|
1,079
|
LG Innotek Co., Ltd.
|
195,506
|
|||
|
26,946
|
LG Uplus Corp.
|
206,878
|
|||
|
1,529
|
Lotte Chemical Corp.
|
155,347
|
|||
|
1,602
|
Orion Corp.
|
152,317
|
|||
|
1,339
|
POSCO Future M Co., Ltd.
|
356,729
|
|||
|
991
|
POSCO Holdings, Inc.
|
392,904
|
|||
|
4,560
|
Samsung Electronics Co., Ltd.
|
231,143
|
|||
|
11,507
|
Samsung Engineering Co.,
Ltd. (b)
|
257,957
|
|||
|
397
|
Samsung SDI Co., Ltd.
|
150,633
|
|||
|
2,516
|
Samsung SDS Co., Ltd.
|
252,085
|
|||
|
1,651
|
SK Innovation Co., Ltd. (e)
|
182,058
|
|||
|
4,531
|
SK Telecom Co., Ltd.
|
174,605
|
|||
|
4,554
|
S-Oil Corp.
|
267,287
|
|||
|
19,182
|
Woori Financial Group, Inc.
|
174,278
|
|||
|
|
|
7,691,482
|
|||
|
|
Total Common Stocks
|
16,502,220
|
|||
|
|
(Cost $16,491,713)
|
|
|||
|
RIGHTS (a) — 0.0%
|
|||||
|
|
South Korea — 0.0%
|
|
|||
|
124
|
CosmoAM&T Co., Ltd.,
expiring 11/13/23 (b) (f) (g)
|
2,444
|
|||
|
|
(Cost $0)
|
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.6%
|
16,504,664
|
|||
|
|
(Cost $16,491,713)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.4%
|
64,846
|
|||
|
|
Net Assets — 100.0%
|
$16,569,510
|
|||
|
(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)
|
Non-income producing security which makes payment-in-
kind (“PIK”) distributions. For the fiscal year-to-
date period (January 1, 2023 to September 30, 2023), the
Fund received 45 PIK shares of SK Innovation Co., Ltd.
|
|
(f)
|
Pursuant to procedures adopted by the Trust’s Board of
Trustees, this security has been determined to be illiquid by
First Trust Advisors L.P., the Fund’s advisor.
|
|
(g)
|
This security is fair valued by the Advisor’s Pricing
Committee in accordance with procedures approved by the
Trust’s Board of Trustees, and in accordance with provisions
of the Investment Company Act of 1940 and rules
thereunder, as amended. At September 30, 2023, securities
noted as such are valued at $2,444 or 0.0% of net assets.
|
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
|
Industrials
|
24.3%
|
|
Materials
|
19.1
|
|
Consumer Discretionary
|
10.9
|
|
Information Technology
|
9.4
|
|
Energy
|
8.8
|
|
Financials
|
6.5
|
|
Real Estate
|
5.4
|
|
Consumer Staples
|
5.1
|
|
Communication Services
|
4.7
|
|
Utilities
|
3.5
|
|
Health Care
|
2.3
|
|
Total
|
100.0%
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
South Korean Won
|
46.6%
|
|
Australian Dollar
|
32.1
|
|
Singapore Dollar
|
9.4
|
|
Hong Kong Dollar
|
9.0
|
|
New Zealand Dollar
|
2.3
|
|
United States Dollar
|
0.6
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 16,502,220
|
$ 16,502,220
|
$ —
|
$ —
|
|
Rights*
|
2,444
|
—
|
2,444
|
—
|
|
Total Investments
|
$16,504,664
|
$16,502,220
|
$2,444
|
$—
|
|
*
|
See Portfolio of Investments for country breakout.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 99.1%
|
|||||
|
|
Austria — 3.0%
|
|
|||
|
22,947
|
ANDRITZ AG
|
$1,160,147
|
|||
|
11,740
|
Erste Group Bank AG
|
407,366
|
|||
|
44,565
|
OMV AG
|
2,135,313
|
|||
|
100,960
|
Raiffeisen Bank International
AG (b)
|
1,474,079
|
|||
|
57,129
|
voestalpine AG
|
1,560,727
|
|||
|
|
|
6,737,632
|
|||
|
|
Belgium — 2.2%
|
|
|||
|
7,064
|
Ackermans & van Haaren N.V.
|
1,068,730
|
|||
|
42,027
|
KBC Ancora
|
1,719,559
|
|||
|
6,734
|
Melexis N.V.
|
581,665
|
|||
|
13,570
|
Solvay S.A.
|
1,504,271
|
|||
|
|
|
4,874,225
|
|||
|
|
Denmark — 2.1%
|
|
|||
|
1,070
|
AP Moller - Maersk A.S.,
Class B
|
1,931,611
|
|||
|
6,021
|
DSV A.S.
|
1,125,771
|
|||
|
4,914
|
Novo Nordisk A/S, Class B
|
448,529
|
|||
|
8,134
|
Pandora A.S.
|
843,557
|
|||
|
1,582
|
ROCKWOOL A.S., Class B
|
384,038
|
|||
|
|
|
4,733,506
|
|||
|
|
Finland — 2.0%
|
|
|||
|
35,653
|
Metso Oyj
|
375,207
|
|||
|
395,744
|
Nokia Oyj
|
1,492,853
|
|||
|
149,164
|
Stora Enso Oyj, Class R
|
1,875,096
|
|||
|
23,131
|
UPM-Kymmene Oyj
|
794,062
|
|||
|
|
|
4,537,218
|
|||
|
|
France — 13.8%
|
|
|||
|
36,150
|
Accor S.A.
|
1,220,734
|
|||
|
57,001
|
Alstom S.A.
|
1,361,973
|
|||
|
7,306
|
Alten S.A.
|
962,444
|
|||
|
15,744
|
Arkema S.A.
|
1,557,338
|
|||
|
314,057
|
Bollore SE
|
1,690,067
|
|||
|
23,030
|
Bouygues S.A.
|
806,908
|
|||
|
19,217
|
Carrefour S.A.
|
330,865
|
|||
|
20,493
|
Cie de Saint-Gobain S.A.
|
1,232,375
|
|||
|
38,147
|
Cie Generale des Etablissements
Michelin SCA
|
1,172,420
|
|||
|
13,359
|
Covivio S.A.
|
594,612
|
|||
|
34,425
|
Credit Agricole S.A.
|
425,540
|
|||
|
101,303
|
Elis S.A.
|
1,784,329
|
|||
|
73,569
|
Engie S.A.
|
1,130,155
|
|||
|
16,388
|
Eurazeo SE
|
978,065
|
|||
|
89,596
|
Forvia SE (b)
|
1,857,565
|
|||
|
382
|
Hermes International SCA
|
698,614
|
|||
|
9,613
|
Imerys S.A.
|
284,574
|
|||
|
11,357
|
Interparfums S.A.
|
631,578
|
|||
|
3,526
|
Ipsen S.A.
|
463,001
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
France (Continued)
|
|
|||
|
425
|
LVMH Moet Hennessy Louis
Vuitton SE
|
$321,901
|
|||
|
65,360
|
Orange S.A.
|
750,446
|
|||
|
19,916
|
Publicis Groupe S.A.
|
1,510,992
|
|||
|
19,039
|
Renault S.A.
|
782,514
|
|||
|
81,412
|
Rexel S.A.
|
1,833,352
|
|||
|
5,237
|
Safran S.A.
|
822,993
|
|||
|
34,445
|
Societe Generale S.A.
|
839,229
|
|||
|
5,553
|
Sopra Steria Group SACA
|
1,150,111
|
|||
|
26,299
|
TotalEnergies SE
|
1,732,506
|
|||
|
18,931
|
Valeo SE
|
326,842
|
|||
|
50,338
|
Veolia Environnement S.A.
|
1,459,821
|
|||
|
3,384
|
Vinci S.A.
|
375,734
|
|||
|
|
|
31,089,598
|
|||
|
|
Germany — 17.1%
|
|
|||
|
16,829
|
Aurubis AG
|
1,247,963
|
|||
|
17,703
|
Bayerische Motoren Werke AG
|
1,803,896
|
|||
|
36,897
|
Commerzbank AG
|
420,911
|
|||
|
20,743
|
Continental AG
|
1,464,083
|
|||
|
34,464
|
Daimler Truck Holding AG
|
1,195,864
|
|||
|
76,510
|
Deutsche Bank AG
|
845,303
|
|||
|
174,170
|
Deutsche Lufthansa AG (b)
|
1,382,164
|
|||
|
16,616
|
DHL Group
|
676,955
|
|||
|
155,390
|
E.ON SE
|
1,840,004
|
|||
|
36,976
|
Evonik Industries AG
|
677,284
|
|||
|
18,304
|
Fresenius Medical Care AG &
Co. KGaA
|
790,332
|
|||
|
43,146
|
Fresenius SE & Co. KGaA
|
1,343,851
|
|||
|
9,536
|
FUCHS SE (Preference Shares)
|
371,217
|
|||
|
26,568
|
Heidelberg Materials AG
|
2,065,105
|
|||
|
43,060
|
Hensoldt AG
|
1,271,974
|
|||
|
23,250
|
HOCHTIEF AG
|
2,353,637
|
|||
|
21,621
|
HUGO BOSS AG
|
1,369,699
|
|||
|
37,940
|
Infineon Technologies AG
|
1,257,714
|
|||
|
44,452
|
Jungheinrich AG (Preference
Shares)
|
1,333,771
|
|||
|
91,196
|
K+S AG
|
1,656,444
|
|||
|
10,050
|
KION Group AG
|
386,657
|
|||
|
28,381
|
LANXESS AG
|
721,640
|
|||
|
7,092
|
LEG Immobilien SE (b)
|
489,920
|
|||
|
20,198
|
Mercedes-Benz Group AG
|
1,407,037
|
|||
|
1,557
|
MTU Aero Engines AG
|
282,724
|
|||
|
33,768
|
Porsche Automobil Holding SE
(Preference Shares)
|
1,665,462
|
|||
|
3,923
|
Rheinmetall AG
|
1,011,598
|
|||
|
153,068
|
Schaeffler AG (Preference
Shares)
|
882,789
|
|||
|
2,393
|
Siemens AG
|
343,220
|
|||
|
11,865
|
Sixt SE
|
1,101,387
|
|||
|
7,237
|
SMA Solar Technology AG (b)
|
470,174
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Germany (Continued)
|
|
|||
|
126,164
|
Telefonica Deutschland Holding
AG
|
$226,091
|
|||
|
216,080
|
thyssenkrupp AG
|
1,650,784
|
|||
|
11,378
|
Volkswagen AG (Preference
Shares)
|
1,310,482
|
|||
|
9,569
|
Wacker Chemie AG
|
1,372,347
|
|||
|
|
|
38,690,483
|
|||
|
|
Greece — 2.5%
|
|
|||
|
881,011
|
Eurobank Ergasias Services and
Holdings S.A. (b)
|
1,358,984
|
|||
|
26,535
|
Hellenic Telecommunications
Organization S.A.
|
387,708
|
|||
|
68,205
|
Mytilineos S.A.
|
2,515,188
|
|||
|
239,864
|
National Bank of Greece
S.A. (b)
|
1,354,204
|
|||
|
|
|
5,616,084
|
|||
|
|
Ireland — 2.7%
|
|
|||
|
23,104
|
CRH PLC
|
1,264,482
|
|||
|
8,586
|
Flutter Entertainment PLC (b)
|
1,402,715
|
|||
|
53,583
|
Glanbia PLC
|
884,316
|
|||
|
16,342
|
Ryanair Holdings PLC, ADR (b)
|
1,588,606
|
|||
|
32,198
|
Smurfit Kappa Group PLC
|
1,072,481
|
|||
|
|
|
6,212,600
|
|||
|
|
Italy — 8.5%
|
|
|||
|
1,215,635
|
A2A S.p.A.
|
2,166,898
|
|||
|
99,290
|
Banco BPM S.p.A.
|
476,059
|
|||
|
132,369
|
Brembo S.p.A.
|
1,645,778
|
|||
|
11,746
|
Brunello Cucinelli S.p.A.
|
894,750
|
|||
|
63,935
|
Buzzi S.p.A.
|
1,752,070
|
|||
|
127,227
|
Enel S.p.A.
|
782,853
|
|||
|
138,461
|
Eni S.p.A.
|
2,233,294
|
|||
|
12,804
|
ERG S.p.A.
|
309,186
|
|||
|
20,789
|
Interpump Group S.p.A.
|
955,874
|
|||
|
132,124
|
Leonardo S.p.A.
|
1,908,139
|
|||
|
11,264
|
Moncler S.p.A.
|
655,940
|
|||
|
154,883
|
Pirelli & C S.p.A. (c) (d)
|
746,864
|
|||
|
36,940
|
Prysmian S.p.A.
|
1,489,941
|
|||
|
1,176,651
|
Telecom Italia S.p.A. (b)
|
368,353
|
|||
|
82,113
|
UniCredit S.p.A.
|
1,973,282
|
|||
|
151,000
|
Unipol Gruppo S.p.A.
|
817,700
|
|||
|
|
|
19,176,981
|
|||
|
|
Jersey — 1.4%
|
|
|||
|
338,476
|
Glencore PLC
|
1,940,579
|
|||
|
52,815
|
Wizz Air
Holdings PLC (b) (c) (d)
|
1,237,248
|
|||
|
|
|
3,177,827
|
|||
|
|
Luxembourg — 1.9%
|
|
|||
|
64,119
|
ArcelorMittal S.A.
|
1,611,703
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Luxembourg (Continued)
|
|
|||
|
42,549
|
InPost S.A. (b)
|
$494,834
|
|||
|
136,411
|
Tenaris S.A.
|
2,161,145
|
|||
|
|
|
4,267,682
|
|||
|
|
Netherlands — 3.5%
|
|
|||
|
48,966
|
ABN AMRO Bank N.V. (c) (d)
|
695,780
|
|||
|
1,922
|
ASM International N.V.
|
807,734
|
|||
|
8,470
|
Heineken Holding N.V.
|
639,380
|
|||
|
11,361
|
Koninklijke Ahold Delhaize
N.V.
|
342,566
|
|||
|
34,346
|
OCI N.V.
|
958,282
|
|||
|
6,558
|
Randstad N.V.
|
363,174
|
|||
|
35,042
|
Signify N.V. (c) (d)
|
945,098
|
|||
|
29,202
|
STMicroelectronics N.V.
|
1,265,363
|
|||
|
72,734
|
Technip Energies N.V.
|
1,812,487
|
|||
|
|
|
7,829,864
|
|||
|
|
Norway — 4.1%
|
|
|||
|
30,258
|
Aker ASA, Class A
|
1,865,552
|
|||
|
47,600
|
Aker BP ASA
|
1,317,197
|
|||
|
69,593
|
Equinor ASA
|
2,284,602
|
|||
|
42,114
|
Mowi ASA
|
746,281
|
|||
|
209,082
|
Norsk Hydro ASA
|
1,313,524
|
|||
|
44,797
|
Yara International ASA
|
1,697,375
|
|||
|
|
|
9,224,531
|
|||
|
|
Portugal — 0.7%
|
|
|||
|
102,504
|
Galp Energia SGPS S.A.
|
1,521,548
|
|||
|
|
Spain — 5.9%
|
|
|||
|
36,531
|
ACS Actividades de
Construccion y Servicios S.A.
|
1,315,865
|
|||
|
217,560
|
Banco Bilbao Vizcaya
Argentaria S.A.
|
1,773,418
|
|||
|
723,989
|
Banco de Sabadell S.A.
|
842,364
|
|||
|
521,595
|
Banco Santander S.A.
|
1,995,445
|
|||
|
35,796
|
Endesa S.A.
|
729,469
|
|||
|
12,316
|
Grupo Catalana Occidente S.A.
|
397,143
|
|||
|
34,699
|
Industria de Diseno Textil S.A.
|
1,294,632
|
|||
|
1,040,002
|
International Consolidated
Airlines Group S.A. (b)
|
1,877,993
|
|||
|
125,977
|
Repsol S.A.
|
2,073,756
|
|||
|
269,869
|
Telefonica S.A.
|
1,103,614
|
|||
|
|
|
13,403,699
|
|||
|
|
Sweden — 6.8%
|
|
|||
|
20,972
|
AddTech AB, Class B
|
336,303
|
|||
|
10,910
|
Alfa Laval AB
|
375,265
|
|||
|
66,574
|
Beijer Ref AB
|
703,790
|
|||
|
40,758
|
Boliden AB
|
1,173,063
|
|||
|
83,193
|
Embracer Group AB (b)
|
166,835
|
|||
|
27,211
|
Essity AB, Class B
|
587,529
|
|||
|
8,716
|
Evolution AB (c) (d)
|
882,645
|
|||
|
378,869
|
Fastighets AB Balder,
Class B (b)
|
1,709,593
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Sweden (Continued)
|
|
|||
|
54,562
|
H & M Hennes & Mauritz AB,
Class B
|
$776,364
|
|||
|
94,148
|
Hexpol AB
|
837,164
|
|||
|
30,302
|
Holmen AB, Class B
|
1,180,956
|
|||
|
19,172
|
Saab AB, Class B
|
977,065
|
|||
|
76,186
|
Skanska AB, Class B
|
1,255,175
|
|||
|
78,950
|
SKF AB, Class B
|
1,316,249
|
|||
|
272,350
|
SSAB AB, Class B
|
1,498,161
|
|||
|
66,547
|
Telefonaktiebolaget LM
Ericsson, Class B
|
324,830
|
|||
|
56,485
|
Volvo AB, Class B
|
1,166,350
|
|||
|
|
|
15,267,337
|
|||
|
|
Switzerland — 2.0%
|
|
|||
|
4,973
|
BKW AG
|
877,413
|
|||
|
2,434
|
Cie Financiere Richemont S.A.,
Class A
|
297,818
|
|||
|
14,206
|
Coca-Cola HBC AG
|
389,816
|
|||
|
3,296
|
DSM-Firmenich AG
|
279,229
|
|||
|
8,752
|
Dufry AG (b)
|
333,787
|
|||
|
10,017
|
Georg Fischer AG
|
565,224
|
|||
|
12,059
|
Holcim AG
|
774,379
|
|||
|
2,609
|
Kuehne + Nagel International
AG
|
743,922
|
|||
|
3,001
|
SFS Group AG
|
328,509
|
|||
|
|
|
4,590,097
|
|||
|
|
United Kingdom — 18.7%
|
|
|||
|
93,187
|
3i Group PLC
|
2,356,963
|
|||
|
23,485
|
Anglo American PLC
|
649,161
|
|||
|
39,781
|
Antofagasta PLC
|
693,595
|
|||
|
80,938
|
Associated British Foods PLC
|
2,042,213
|
|||
|
215,718
|
Barclays PLC
|
418,329
|
|||
|
269,272
|
Barratt Developments PLC
|
1,449,193
|
|||
|
7,495
|
Berkeley Group Holdings PLC
|
375,573
|
|||
|
184,440
|
BP PLC
|
1,195,845
|
|||
|
22,143
|
British American Tobacco PLC
|
696,224
|
|||
|
323,919
|
British Land (The) Co., PLC
|
1,252,439
|
|||
|
861,561
|
BT Group PLC
|
1,226,747
|
|||
|
24,322
|
Burberry Group PLC
|
566,356
|
|||
|
1,480,618
|
Centrica PLC
|
2,790,159
|
|||
|
300,014
|
DS Smith PLC
|
1,050,928
|
|||
|
302,893
|
easyJet PLC (b)
|
1,579,138
|
|||
|
114,619
|
Evraz PLC (b) (e) (f) (g)
|
0
|
|||
|
44,015
|
GSK PLC
|
801,249
|
|||
|
179,836
|
IG Group Holdings PLC
|
1,411,963
|
|||
|
1,139,545
|
ITV PLC
|
981,877
|
|||
|
338,556
|
J Sainsbury PLC
|
1,044,253
|
|||
|
883,373
|
JD Sports Fashion PLC
|
1,613,481
|
|||
|
480,917
|
Kingfisher PLC
|
1,310,258
|
|||
|
752,189
|
Marks & Spencer Group PLC (b)
|
2,171,400
|
|||
|
165,068
|
Melrose Industries PLC
|
944,972
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
United Kingdom (Continued)
|
|
|||
|
122,480
|
Mondi PLC
|
$2,051,047
|
|||
|
100,012
|
Persimmon PLC
|
1,314,824
|
|||
|
17,220
|
Rio Tinto PLC
|
1,087,070
|
|||
|
1,053,681
|
Rolls-Royce Holdings PLC (b)
|
2,839,899
|
|||
|
68,018
|
Shell PLC
|
2,162,700
|
|||
|
51,201
|
Standard Chartered PLC
|
473,528
|
|||
|
1,056,037
|
Taylor Wimpey PLC
|
1,511,385
|
|||
|
65,559
|
UNITE Group (The) PLC
|
717,901
|
|||
|
1,056,601
|
Vodafone Group PLC
|
990,338
|
|||
|
10,535
|
Whitbread PLC
|
445,257
|
|||
|
|
|
42,216,265
|
|||
|
|
United States — 0.2%
|
|
|||
|
4,172
|
Autoliv, Inc., SDR
|
404,578
|
|||
|
|
Total Common Stocks
|
223,571,755
|
|||
|
|
(Cost $229,825,379)
|
|
|||
|
RIGHTS (a) — 0.0%
|
|||||
|
|
Italy — 0.0%
|
|
|||
|
132,567
|
Brembo S.p.A., expiring
10/10/23 (b) (e) (f)
|
0
|
|||
|
|
(Cost $0)
|
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.1%
|
223,571,755
|
|||
|
|
(Cost $229,825,379)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.9%
|
1,974,588
|
|||
|
|
Net Assets — 100.0%
|
$225,546,343
|
|||
|
(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)
|
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 is fair valued by the Advisor’s Pricing
Committee in accordance with procedures approved by the
Trust’s Board of Trustees, and in accordance with provisions
of the Investment Company Act of 1940 and rules
thereunder, as amended. At September 30, 2023, securities
noted as such are valued at $0 or 0.0% of net assets.
|
|
(g)
|
This security’s value was determined using significant
unobservable inputs (see Valuation Inputs in the Additional
Information section).
|
|
Abbreviations throughout the Portfolio of Investments:
|
|
|
ADR
|
– American Depositary Receipt
|
|
SDR
|
– Swedish Depositary Receipt
|
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
|
Industrials
|
24.8%
|
|
Materials
|
18.0
|
|
Consumer Discretionary
|
15.7
|
|
Financials
|
10.5
|
|
Energy
|
9.2
|
|
Utilities
|
5.4
|
|
Consumer Staples
|
4.7
|
|
Communication Services
|
4.2
|
|
Information Technology
|
3.7
|
|
Real Estate
|
2.1
|
|
Health Care
|
1.7
|
|
Total
|
100.0%
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
Euro
|
61.3%
|
|
British Pound Sterling
|
22.4
|
|
Swedish Krona
|
7.0
|
|
Norwegian Krone
|
4.1
|
|
Danish Krone
|
2.1
|
|
Swiss Franc
|
1.8
|
|
United States Dollar
|
1.3
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks:
|
|
|
|
|
|
United
Kingdom
|
$ 42,216,265
|
$ 42,216,265
|
$ —
|
$ —**
|
|
Other Country
Categories*
|
181,355,490
|
181,355,490
|
—
|
—
|
|
Rights*
|
—**
|
—
|
—**
|
—
|
|
Total Investments
|
$223,571,755
|
$223,571,755
|
$—**
|
$—**
|
|
*
|
See Portfolio of Investments for country breakout.
|
|
**
|
Investment is valued at $0.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 99.5%
|
|||||
|
|
Brazil — 38.1%
|
|
|||
|
177,588
|
Banco Bradesco S.A. (Preference
Shares)
|
$505,219
|
|||
|
299,008
|
Banco do Brasil S.A.
|
2,806,537
|
|||
|
71,942
|
BB Seguridade Participacoes
S.A.
|
446,690
|
|||
|
265,777
|
Caixa Seguridade Participacoes
S.A.
|
590,081
|
|||
|
548,165
|
CCR S.A.
|
1,405,705
|
|||
|
46,213
|
Cia de Saneamento Basico do
Estado de Sao Paulo SABESP
|
561,096
|
|||
|
613,332
|
Cia Energetica de Minas Gerais
(Preference Shares)
|
1,514,249
|
|||
|
151,479
|
Cia Siderurgica Nacional S.A.
|
365,848
|
|||
|
462,404
|
Gerdau S.A. (Preference Shares)
|
2,219,775
|
|||
|
857,201
|
Itausa S.A. (Preference Shares)
|
1,543,339
|
|||
|
524,109
|
JBS S.A.
|
1,882,040
|
|||
|
387,867
|
Klabin S.A.
|
1,837,267
|
|||
|
498,686
|
Petroleo Brasileiro S.A.
(Preference Shares)
|
3,436,648
|
|||
|
74,987
|
PRIO S.A. (b)
|
701,751
|
|||
|
99,484
|
Raia Drogasil S.A.
|
546,647
|
|||
|
224,888
|
Suzano S.A.
|
2,428,489
|
|||
|
181,493
|
Telefonica Brasil S.A.
|
1,559,095
|
|||
|
371,834
|
TIM S.A.
|
1,101,473
|
|||
|
116,520
|
Vale S.A.
|
1,566,566
|
|||
|
115,356
|
WEG S.A.
|
832,372
|
|||
|
|
|
27,850,887
|
|||
|
|
Cayman Islands — 1.0%
|
|
|||
|
96,909
|
NU Holdings Ltd., Class A (b)
|
702,590
|
|||
|
|
Chile — 16.7%
|
|
|||
|
17,663
|
Banco de Credito e Inversiones
S.A.
|
452,303
|
|||
|
1,217,656
|
Cencosud S.A.
|
2,308,840
|
|||
|
23,070,383
|
Cia Sud Americana de Vapores
S.A.
|
1,383,730
|
|||
|
1,372,691
|
Empresas CMPC S.A.
|
2,527,271
|
|||
|
260,033
|
Empresas Copec S.A.
|
1,843,479
|
|||
|
42,054,500
|
Enel Chile S.A.
|
2,555,498
|
|||
|
199,506
|
Falabella S.A.
|
445,821
|
|||
|
11,432
|
Sociedad Quimica y Minera de
Chile S.A., Class B
(Preference Shares)
|
679,912
|
|||
|
|
|
12,196,854
|
|||
|
|
Colombia — 2.0%
|
|
|||
|
220,972
|
Bancolombia S.A. (Preference
Shares)
|
1,466,630
|
|||
|
|
Mexico — 41.7%
|
|
|||
|
101,797
|
Arca Continental S.A.B. de C.V.
|
924,540
|
|||
|
2,526,488
|
Cemex S.A.B. de C.V.,
Series CPO (b)
|
1,648,324
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Mexico (Continued)
|
|
|||
|
287,742
|
Coca-Cola Femsa S.A.B. de
C.V.
|
$2,258,347
|
|||
|
147,129
|
El Puerto de Liverpool S.A.B. de
C.V., Series C1
|
772,390
|
|||
|
1,323,638
|
Fibra Uno Administracion S.A.
de C.V.
|
2,206,380
|
|||
|
193,923
|
Fomento Economico Mexicano
S.A.B. de C.V., Series UBD
|
2,117,881
|
|||
|
93,993
|
Gruma S.A.B. de C.V., Class B
|
1,609,814
|
|||
|
206,911
|
Grupo Aeroportuario del Centro
Norte S.A.B. de C.V.
|
2,245,597
|
|||
|
95,023
|
Grupo Aeroportuario del
Pacifico S.A.B. de C.V.,
Class B
|
1,561,807
|
|||
|
60,440
|
Grupo Aeroportuario del Sureste
S.A.B. de C.V., Class B
|
1,479,345
|
|||
|
367,401
|
Grupo Bimbo S.A.B. de C.V.,
Series A
|
1,771,283
|
|||
|
371,996
|
Grupo Carso S.A.B. de C.V.,
Series A1
|
2,724,947
|
|||
|
402,367
|
Grupo Comercial Chedraui S.A.
de C.V.
|
2,362,600
|
|||
|
164,496
|
Grupo Financiero Banorte
S.A.B. de C.V., Class O
|
1,379,114
|
|||
|
429,883
|
Grupo Financiero Inbursa S.A.B.
de C.V., Class O (b)
|
845,336
|
|||
|
62,671
|
Industrias Penoles S.A.B. de
C.V. (b)
|
738,818
|
|||
|
658,245
|
Kimberly-Clark de Mexico
S.A.B. de C.V., Class A
|
1,310,636
|
|||
|
425,165
|
Orbia Advance Corp. S.A.B. de
C.V.
|
883,387
|
|||
|
255,451
|
Prologis Property Mexico S.A.
de C.V.
|
878,743
|
|||
|
92,570
|
Promotora y Operadora de
Infraestructura S.A.B. de C.V.
|
827,407
|
|||
|
|
|
30,546,696
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.5%
|
72,763,657
|
|||
|
|
(Cost $67,649,395)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.5%
|
384,410
|
|||
|
|
Net Assets — 100.0%
|
$73,148,067
|
|||
|
(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.
|
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
|
Consumer Staples
|
23.5%
|
|
Materials
|
19.5
|
|
Industrials
|
18.1
|
|
Financials
|
14.8
|
|
Energy
|
8.2
|
|
Utilities
|
6.4
|
|
Real Estate
|
4.2
|
|
Communication Services
|
3.6
|
|
Consumer Discretionary
|
1.7
|
|
Total
|
100.0%
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
Mexican Peso
|
42.0%
|
|
Brazilian Real
|
38.3
|
|
Chilean Peso
|
16.7
|
|
Colombia Peso
|
2.0
|
|
United States Dollar
|
1.0
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 72,763,657
|
$ 72,763,657
|
$ —
|
$ —
|
|
*
|
See Portfolio of Investments for country breakout.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 98.8%
|
|||||
|
|
Aerospace & Defense — 1.3%
|
|
|||
|
20,516
|
Embraer S.A. (BRL) (b)
|
$70,284
|
|||
|
|
Banks — 12.1%
|
|
|||
|
23,335
|
Banco Bradesco S.A. (Preference
Shares) (BRL)
|
66,386
|
|||
|
19,250
|
Banco do Brasil S.A. (BRL)
|
180,683
|
|||
|
12,418
|
Banco Santander Brasil S.A.
(BRL)
|
64,356
|
|||
|
6,753
|
Itau Unibanco Holding S.A.
(Preference Shares) (BRL)
|
36,556
|
|||
|
79,250
|
Itausa S.A. (Preference Shares)
(BRL)
|
142,685
|
|||
|
24,984
|
NU Holdings Ltd., Class A (b)
|
181,134
|
|||
|
|
|
671,800
|
|||
|
|
Broadline Retail — 0.4%
|
|
|||
|
56,952
|
Magazine Luiza S.A. (BRL) (b)
|
24,020
|
|||
|
|
Capital Markets — 5.5%
|
|
|||
|
30,236
|
Banco BTG Pactual S.A. (BRL)
|
186,894
|
|||
|
5,042
|
XP, Inc., Class A
|
116,218
|
|||
|
|
|
303,112
|
|||
|
|
Commercial Services &
Supplies — 2.8%
|
|
|||
|
45,041
|
GPS Participacoes e
Empreendimentos S.A.
(BRL) (c)
|
154,033
|
|||
|
|
Consumer Staples Distribution
& Retail — 1.9%
|
|
|||
|
19,276
|
Raia Drogasil S.A. (BRL)
|
105,918
|
|||
|
|
Containers & Packaging —
2.2%
|
|
|||
|
26,209
|
Klabin S.A. (BRL)
|
124,148
|
|||
|
|
Diversified Telecommunication
Services — 2.0%
|
|
|||
|
13,186
|
Telefonica Brasil S.A. (BRL)
|
113,273
|
|||
|
|
Electric Utilities — 7.8%
|
|
|||
|
29,998
|
Cia de Transmissao de Energia
Eletrica Paulista (Preference
Shares) (BRL)
|
139,649
|
|||
|
44,367
|
Cia Energetica de Minas Gerais
(Preference Shares) (BRL)
|
109,538
|
|||
|
23,152
|
Cia Paranaense de Energia
(Preference Shares) (BRL)
|
41,269
|
|||
|
3,823
|
Energisa S.A. (BRL)
|
35,556
|
|||
|
11,831
|
Equatorial Energia S.A. (BRL)
|
75,460
|
|||
|
5,099
|
Transmissora Alianca de Energia
Eletrica S.A. (BRL)
|
35,058
|
|||
|
|
|
436,530
|
|||
|
|
Financial Services — 5.4%
|
|
|||
|
83,628
|
Cielo S.A. (BRL)
|
58,397
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Financial Services (Continued)
|
|
|||
|
12,529
|
Pagseguro Digital Ltd.,
Class A (b)
|
$107,875
|
|||
|
12,378
|
StoneCo Ltd., Class A (b)
|
132,073
|
|||
|
|
|
298,345
|
|||
|
|
Food Products — 7.5%
|
|
|||
|
43,571
|
JBS S.A. (BRL)
|
156,461
|
|||
|
17,871
|
M Dias Branco S.A. (BRL)
|
129,876
|
|||
|
16,707
|
Sao Martinho S.A. (BRL)
|
130,490
|
|||
|
|
|
416,827
|
|||
|
|
Ground Transportation —
2.5%
|
|
|||
|
8,329
|
Localiza Rent a Car S.A. (BRL)
|
97,034
|
|||
|
8,645
|
Rumo S.A. (BRL)
|
39,247
|
|||
|
|
|
136,281
|
|||
|
|
Health Care Providers &
Services — 0.7%
|
|
|||
|
43,819
|
Hapvida Participacoes e
Investimentos S.A.
(BRL) (b) (c) (d)
|
40,972
|
|||
|
|
Hotels, Restaurants & Leisure
— 3.4%
|
|
|||
|
44,230
|
Smartfit Escola de Ginastica e
Danca S.A. (BRL) (b)
|
189,185
|
|||
|
|
Independent Power and
Renewable Electricity
Producers — 3.3%
|
|
|||
|
66,360
|
Auren Energia S.A. (BRL)
|
181,262
|
|||
|
|
Insurance — 4.0%
|
|
|||
|
36,930
|
Caixa Seguridade Participacoes
S.A. (BRL)
|
81,992
|
|||
|
27,054
|
Porto Seguro S.A. (BRL)
|
141,499
|
|||
|
|
|
223,491
|
|||
|
|
Metals & Mining — 10.7%
|
|
|||
|
31,358
|
Cia Siderurgica Nacional S.A.
(BRL)
|
75,735
|
|||
|
37,931
|
Gerdau S.A. (Preference Shares)
(BRL)
|
182,088
|
|||
|
80,451
|
Metalurgica Gerdau S.A.
(Preference Shares) (BRL)
|
178,458
|
|||
|
11,846
|
Vale S.A. (BRL)
|
159,265
|
|||
|
|
|
595,546
|
|||
|
|
Oil, Gas & Consumable Fuels
— 11.1%
|
|
|||
|
10,746
|
Cosan S.A. (BRL)
|
36,643
|
|||
|
32,202
|
Petroleo Brasileiro S.A.
(Preference Shares) (BRL)
|
221,917
|
|||
|
5,176
|
PRIO S.A. (BRL) (b)
|
48,438
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Oil, Gas & Consumable Fuels
(Continued)
|
|
|||
|
172,897
|
Raizen S.A. (Preference Shares)
(BRL)
|
$123,140
|
|||
|
50,341
|
Ultrapar Participacoes S.A.
(BRL)
|
187,782
|
|||
|
|
|
617,920
|
|||
|
|
Paper & Forest Products —
3.3%
|
|
|||
|
17,204
|
Suzano S.A. (BRL)
|
185,780
|
|||
|
|
Personal Care Products —
1.2%
|
|
|||
|
22,722
|
Natura & Co. Holding S.A.
(BRL) (b)
|
65,817
|
|||
|
|
Real Estate Management &
Development — 3.1%
|
|
|||
|
38,577
|
Aliansce Sonae Shopping
Centers S.A. (BRL)
|
173,370
|
|||
|
|
Specialty Retail — 2.6%
|
|
|||
|
9,596
|
Lojas Renner S.A. (BRL)
|
25,581
|
|||
|
31,610
|
Vibra Energia S.A. (BRL)
|
118,981
|
|||
|
|
|
144,562
|
|||
|
|
Textiles, Apparel & Luxury
Goods — 1.1%
|
|
|||
|
47,982
|
GRUPO DE MODA SOMA
S.A. (BRL)
|
63,479
|
|||
|
|
Water Utilities — 1.5%
|
|
|||
|
6,724
|
Cia de Saneamento Basico do
Estado de Sao Paulo SABESP
(BRL)
|
81,640
|
|||
|
|
Wireless Telecommunication
Services — 1.4%
|
|
|||
|
26,017
|
TIM S.A. (BRL)
|
77,069
|
|||
|
|
Total Common Stocks
|
5,494,664
|
|||
|
|
(Cost $4,876,736)
|
|
|||
|
RIGHTS (a) — 0.0%
|
|||||
|
|
Ground Transportation —
0.0%
|
|
|||
|
61
|
Localiza Rent a Car S.A.,
expiring 11/21/23
(BRL) (b) (e)
|
194
|
|||
|
|
(Cost $0)
|
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 98.8%
|
5,494,858
|
|||
|
|
(Cost $4,876,736)
|
|
|||
|
|
Net Other Assets and
Liabilities — 1.2%
|
67,803
|
|||
|
|
Net Assets — 100.0%
|
$5,562,661
|
|||
|
(a)
|
Securities are issued in U.S. dollars unless otherwise
indicated in the security description.
|
|
(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)
|
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.
|
|
Abbreviations throughout the Portfolio of Investments:
|
|
|
BRL
|
– Brazilian Real
|
|
Country Allocation†
|
% of Net
Assets
|
|
Brazil
|
89.1%
|
|
Cayman Islands
|
9.7
|
|
Total Investments
|
98.8
|
|
Net Other Assets and Liabilities
|
1.2
|
|
Total
|
100.0%
|
|
†
|
Portfolio securities are categorized based upon their country of
incorporation, which can be different from the country
categorization of the Fund’s underlying index.
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
Brazilian Real
|
90.2%
|
|
United States Dollar
|
9.8
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 5,494,664
|
$ 5,494,664
|
$ —
|
$ —
|
|
Rights*
|
194
|
194
|
—
|
—
|
|
Total Investments
|
$5,494,858
|
$5,494,858
|
$—
|
$—
|
|
*
|
See Portfolio of Investments for industry breakout.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 99.4%
|
|||||
|
|
Automobiles — 7.7%
|
|
|||
|
4,000
|
BYD Co., Ltd., Class H (HKD)
|
$123,612
|
|||
|
663,274
|
Dongfeng Motor Group Co.,
Ltd., Class H (HKD)
|
261,720
|
|||
|
304,000
|
Guangzhou Automobile Group
Co., Ltd., Class H (HKD)
|
150,235
|
|||
|
7,000
|
Li Auto, Inc., Class A (HKD) (b)
|
123,625
|
|||
|
|
|
659,192
|
|||
|
|
Banks — 6.0%
|
|
|||
|
308,000
|
Agricultural Bank of China Ltd.,
Class H (HKD)
|
114,847
|
|||
|
151,142
|
Bank of China Ltd., Class H
(HKD)
|
52,883
|
|||
|
91,858
|
Bank of Communications Co.,
Ltd., Class H (HKD)
|
55,601
|
|||
|
129,000
|
China CITIC Bank Corp., Ltd.,
Class H (HKD)
|
59,962
|
|||
|
186,858
|
China Construction Bank Corp.,
Class H (HKD)
|
105,468
|
|||
|
210,856
|
China Everbright Bank Co., Ltd.,
Class H (HKD)
|
63,276
|
|||
|
171,000
|
Chongqing Rural Commercial
Bank Co., Ltd., Class H
(HKD)
|
63,107
|
|||
|
|
|
515,144
|
|||
|
|
Capital Markets — 0.7%
|
|
|||
|
607,856
|
China Cinda Asset Management
Co., Ltd., Class H (HKD)
|
61,321
|
|||
|
|
Chemicals — 1.1%
|
|
|||
|
17,400
|
Tianqi Lithium Corp., Class H
(HKD)
|
97,433
|
|||
|
|
Communications Equipment
— 1.6%
|
|
|||
|
45,400
|
ZTE Corp., Class H (HKD)
|
137,111
|
|||
|
|
Construction & Engineering
— 2.2%
|
|
|||
|
367,000
|
China Railway Group Ltd.,
Class H (HKD)
|
189,336
|
|||
|
|
Construction Materials —
3.4%
|
|
|||
|
91,100
|
Anhui Conch Cement Co., Ltd.,
Class H (HKD)
|
242,555
|
|||
|
98,000
|
China National Building
Material Co., Ltd., Class H
(HKD)
|
51,434
|
|||
|
|
|
293,989
|
|||
|
|
Diversified Telecommunication
Services — 1.8%
|
|
|||
|
1,636,373
|
China Tower Corp., Ltd.,
Class H (HKD) (c) (d)
|
156,722
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Financial Services — 0.6%
|
|
|||
|
82,000
|
Shandong Hi-Speed Holdings
Group Ltd. (HKD) (b)
|
$49,320
|
|||
|
|
Food Products — 1.5%
|
|
|||
|
218,000
|
China Feihe Ltd. (HKD) (c) (d)
|
128,613
|
|||
|
|
Gas Utilities — 4.2%
|
|
|||
|
66,786
|
Beijing Enterprises Holdings
Ltd. (HKD)
|
230,269
|
|||
|
154,000
|
Kunlun Energy Co., Ltd. (HKD)
|
132,742
|
|||
|
|
|
363,011
|
|||
|
|
Health Care Providers &
Services — 4.8%
|
|
|||
|
122,200
|
Shanghai Pharmaceuticals
Holding Co., Ltd., Class H
(HKD)
|
190,690
|
|||
|
77,600
|
Sinopharm Group Co., Ltd.,
Class H (HKD)
|
224,943
|
|||
|
|
|
415,633
|
|||
|
|
Household Durables — 3.5%
|
|
|||
|
118,000
|
Hisense Home Appliances
Group Co., Ltd., Class H
(HKD)
|
302,122
|
|||
|
|
Independent Power and
Renewable Electricity
Producers — 9.9%
|
|
|||
|
329,000
|
China Power International
Development Ltd. (HKD)
|
119,736
|
|||
|
80,000
|
China Resources Power
Holdings Co., Ltd. (HKD)
|
152,625
|
|||
|
1,282,000
|
Datang International Power
Generation Co., Ltd., Class H
(HKD)
|
199,725
|
|||
|
348,000
|
Huadian Power International
Corp., Ltd., Class H (HKD)
|
143,983
|
|||
|
484,000
|
Huaneng Power International,
Inc., Class H (HKD) (b)
|
234,863
|
|||
|
|
|
850,932
|
|||
|
|
Insurance — 4.5%
|
|
|||
|
500,714
|
People’s Insurance Co. Group of
China (The) Ltd., Class H
(HKD)
|
179,672
|
|||
|
163,802
|
PICC Property & Casualty Co.,
Ltd., Class H (HKD)
|
210,428
|
|||
|
|
|
390,100
|
|||
|
|
Machinery — 3.4%
|
|
|||
|
185,000
|
Sany Heavy Equipment
International Holdings Co.,
Ltd. (HKD)
|
292,468
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Marine Transportation —
7.6%
|
|
|||
|
335,844
|
COSCO SHIPPING Holdings
Co., Ltd., Class H (HKD)
|
$344,381
|
|||
|
23,000
|
Orient Overseas International
Ltd. (HKD)
|
306,923
|
|||
|
|
|
651,304
|
|||
|
|
Metals & Mining — 4.8%
|
|
|||
|
298,127
|
China Hongqiao Group Ltd.
(HKD)
|
292,000
|
|||
|
78,286
|
Jiangxi Copper Co., Ltd.,
Class H (HKD)
|
122,763
|
|||
|
|
|
414,763
|
|||
|
|
Oil, Gas & Consumable Fuels
— 15.8%
|
|
|||
|
326,360
|
China Coal Energy Co., Ltd.,
Class H (HKD)
|
255,888
|
|||
|
515,714
|
China Petroleum & Chemical
Corp., Class H (HKD)
|
281,863
|
|||
|
221,361
|
Inner Mongolia Yitai Coal Co.,
Ltd., Class B (b) (e)
|
309,684
|
|||
|
436,570
|
PetroChina Co., Ltd., Class H
(HKD)
|
328,921
|
|||
|
96,000
|
Yankuang Energy Group Co.,
Ltd., Class H (HKD)
|
181,434
|
|||
|
|
|
1,357,790
|
|||
|
|
Pharmaceuticals — 1.6%
|
|
|||
|
208,500
|
China Resources Pharmaceutical
Group Ltd. (HKD) (c) (d)
|
138,451
|
|||
|
|
Real Estate Management &
Development — 1.7%
|
|
|||
|
27,564
|
China Overseas Land &
Investment Ltd. (HKD)
|
57,163
|
|||
|
50,000
|
Longfor Group Holdings Ltd.
(HKD) (c) (d)
|
89,899
|
|||
|
|
|
147,062
|
|||
|
|
Semiconductors &
Semiconductor Equipment
— 4.5%
|
|
|||
|
1,310,000
|
GCL Technology Holdings Ltd.
(HKD)
|
244,236
|
|||
|
56,000
|
Hua Hong Semiconductor Ltd.
(HKD) (b) (c) (d)
|
141,878
|
|||
|
|
|
386,114
|
|||
|
|
Technology Hardware, Storage
& Peripherals — 0.7%
|
|
|||
|
58,000
|
Lenovo Group Ltd. (HKD)
|
59,770
|
|||
|
|
Textiles, Apparel & Luxury
Goods — 3.3%
|
|
|||
|
84,200
|
Lao Feng Xiang Co., Ltd.,
Class B (e)
|
286,954
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Transportation Infrastructure
— 2.5%
|
|
|||
|
171,142
|
China Merchants Port Holdings
Co., Ltd. (HKD)
|
$213,082
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.4%
|
8,557,737
|
|||
|
|
(Cost $9,254,214)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.6%
|
53,829
|
|||
|
|
Net Assets — 100.0%
|
$8,611,566
|
|||
|
(a)
|
Securities are issued in U.S. dollars unless otherwise
indicated in the security description.
|
|
(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)
|
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.
|
|
Abbreviations throughout the Portfolio of Investments:
|
|
|
HKD
|
– Hong Kong Dollar
|
|
Country Allocation†
|
% of Net
Assets
|
|
China
|
67.2%
|
|
Cayman Islands
|
13.6
|
|
Hong Kong
|
12.9
|
|
Bermuda
|
5.7
|
|
Total Investments
|
99.4
|
|
Net Other Assets and Liabilities
|
0.6
|
|
Total
|
100.0%
|
|
†
|
Portfolio securities are categorized based upon their country of
incorporation, which can be different from the country
categorization of the Fund’s underlying index.
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
Hong Kong Dollar
|
93.0%
|
|
United States Dollar
|
7.0
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 8,557,737
|
$ 8,557,737
|
$ —
|
$ —
|
|
*
|
See Portfolio of Investments for industry breakout.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 98.9%
|
|||||
|
|
Air Freight & Logistics —
1.7%
|
|
|||
|
41,700
|
NIPPON EXPRESS
HOLDINGS, Inc. (JPY)
|
$2,177,363
|
|||
|
82,400
|
SG Holdings Co., Ltd. (JPY)
|
1,055,915
|
|||
|
|
|
3,233,278
|
|||
|
|
Automobile Components —
5.3%
|
|
|||
|
38,100
|
Aisin Corp. (JPY)
|
1,440,478
|
|||
|
105,200
|
Denso Corp. (JPY)
|
1,690,212
|
|||
|
117,200
|
Niterra Co., Ltd. (JPY)
|
2,653,940
|
|||
|
144,000
|
Sumitomo Electric Industries
Ltd. (JPY)
|
1,735,921
|
|||
|
107,100
|
Yokohama Rubber (The) Co.,
Ltd. (JPY)
|
2,230,294
|
|||
|
|
|
9,750,845
|
|||
|
|
Automobiles — 10.8%
|
|
|||
|
232,500
|
Honda Motor Co., Ltd. (JPY)
|
2,616,870
|
|||
|
194,000
|
Isuzu Motors Ltd. (JPY)
|
2,441,227
|
|||
|
302,900
|
Mazda Motor Corp. (JPY)
|
3,438,637
|
|||
|
842,400
|
Mitsubishi Motors Corp. (JPY)
|
3,671,971
|
|||
|
430,500
|
Nissan Motor Co., Ltd. (JPY)
|
1,902,162
|
|||
|
125,000
|
Subaru Corp. (JPY)
|
2,430,741
|
|||
|
32,400
|
Suzuki Motor Corp. (JPY)
|
1,304,326
|
|||
|
81,900
|
Yamaha Motor Co., Ltd. (JPY)
|
2,154,369
|
|||
|
|
|
19,960,303
|
|||
|
|
Banks — 2.2%
|
|
|||
|
237,800
|
Mitsubishi UFJ Financial Group,
Inc. (JPY)
|
2,018,531
|
|||
|
76,700
|
Mizuho Financial Group, Inc.
(JPY)
|
1,304,167
|
|||
|
13,700
|
Sumitomo Mitsui Financial
Group, Inc. (JPY)
|
673,541
|
|||
|
|
|
3,996,239
|
|||
|
|
Broadline Retail — 0.3%
|
|
|||
|
25,100
|
Mercari, Inc. (JPY) (b)
|
541,840
|
|||
|
|
Building Products — 0.5%
|
|
|||
|
5,800
|
Daikin Industries Ltd. (JPY)
|
911,101
|
|||
|
|
Capital Markets — 0.4%
|
|
|||
|
114,000
|
Daiwa Securities Group, Inc.
(JPY)
|
658,414
|
|||
|
|
Chemicals — 5.7%
|
|
|||
|
195,500
|
Mitsubishi Chemical Group
Corp. (JPY)
|
1,233,257
|
|||
|
79,900
|
Mitsui Chemicals, Inc. (JPY)
|
2,072,888
|
|||
|
108,600
|
Nippon Sanso Holdings Corp.
(JPY)
|
2,576,198
|
|||
|
7,900
|
Nitto Denko Corp. (JPY)
|
518,490
|
|||
|
17,600
|
Shin-Etsu Chemical Co., Ltd.
(JPY)
|
511,488
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Chemicals (Continued)
|
|
|||
|
386,800
|
Sumitomo Chemical Co., Ltd.
(JPY)
|
$1,053,450
|
|||
|
198,800
|
Tosoh Corp. (JPY)
|
2,551,515
|
|||
|
|
|
10,517,286
|
|||
|
|
Commercial Services &
Supplies — 0.3%
|
|
|||
|
27,300
|
TOPPAN Holdings, Inc. (JPY)
|
653,088
|
|||
|
|
Construction & Engineering
— 2.4%
|
|
|||
|
155,600
|
Kajima Corp. (JPY)
|
2,533,810
|
|||
|
278,300
|
Shimizu Corp. (JPY)
|
1,935,846
|
|||
|
|
|
4,469,656
|
|||
|
|
Consumer Staples Distribution
& Retail — 1.3%
|
|
|||
|
39,600
|
Lawson, Inc. (JPY)
|
1,821,007
|
|||
|
31,200
|
MatsukiyoCocokara & Co. (JPY)
|
559,633
|
|||
|
|
|
2,380,640
|
|||
|
|
Electric Utilities — 4.2%
|
|
|||
|
240,100
|
Chubu Electric Power Co., Inc.
(JPY)
|
3,063,910
|
|||
|
233,900
|
Kansai Electric Power (The) Co.,
Inc. (JPY)
|
3,251,654
|
|||
|
320,300
|
Tokyo Electric Power Co.,
Holdings, Inc. (JPY) (b)
|
1,433,463
|
|||
|
|
|
7,749,027
|
|||
|
|
Electrical Equipment — 0.8%
|
|
|||
|
125,000
|
Mitsubishi Electric Corp. (JPY)
|
1,546,607
|
|||
|
|
Financial Services — 1.4%
|
|
|||
|
197,600
|
Mitsubishi HC Capital, Inc.
(JPY)
|
1,316,980
|
|||
|
32,200
|
ORIX Corp. (JPY)
|
601,811
|
|||
|
16,300
|
Tokyo Century Corp. (JPY)
|
650,735
|
|||
|
|
|
2,569,526
|
|||
|
|
Food Products — 1.0%
|
|
|||
|
29,500
|
Ajinomoto Co., Inc. (JPY)
|
1,137,835
|
|||
|
26,300
|
MEIJI Holdings Co., Ltd. (JPY)
|
653,980
|
|||
|
|
|
1,791,815
|
|||
|
|
Gas Utilities — 2.3%
|
|
|||
|
76,400
|
Osaka Gas Co., Ltd. (JPY)
|
1,258,678
|
|||
|
134,300
|
Tokyo Gas Co., Ltd. (JPY)
|
3,047,452
|
|||
|
|
|
4,306,130
|
|||
|
|
Ground Transportation —
1.4%
|
|
|||
|
17,700
|
Hankyu Hanshin Holdings, Inc.
(JPY)
|
604,173
|
|||
|
42,600
|
Keisei Electric Railway Co., Ltd.
(JPY)
|
1,476,633
|
|||
|
16,900
|
Kintetsu Group Holdings Co.,
Ltd. (JPY)
|
479,271
|
|||
|
|
|
2,560,077
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Hotels, Restaurants & Leisure
— 2.1%
|
|
|||
|
30,100
|
Oriental Land Co., Ltd. (JPY)
|
$988,764
|
|||
|
66,000
|
Zensho Holdings Co., Ltd. (JPY)
|
2,869,834
|
|||
|
|
|
3,858,598
|
|||
|
|
Household Durables — 6.1%
|
|
|||
|
47,500
|
Haseko Corp. (JPY)
|
606,146
|
|||
|
104,400
|
Iida Group Holdings Co., Ltd.
(JPY)
|
1,737,089
|
|||
|
136,300
|
Nikon Corp. (JPY)
|
1,437,881
|
|||
|
32,600
|
Open House Group Co., Ltd.
(JPY)
|
1,106,882
|
|||
|
240,800
|
Panasonic Holdings Corp. (JPY)
|
2,710,289
|
|||
|
41,000
|
Sekisui Chemical Co., Ltd.
(JPY)
|
590,692
|
|||
|
121,100
|
Sumitomo Forestry Co., Ltd.
(JPY)
|
3,084,225
|
|||
|
|
|
11,273,204
|
|||
|
|
Insurance — 1.4%
|
|
|||
|
162,900
|
Japan Post Holdings Co., Ltd.
(JPY)
|
1,305,358
|
|||
|
38,900
|
Japan Post Insurance Co., Ltd.
(JPY)
|
656,099
|
|||
|
40,000
|
T&D Holdings, Inc. (JPY)
|
660,600
|
|||
|
|
|
2,622,057
|
|||
|
|
IT Services — 1.1%
|
|
|||
|
36,400
|
NEC Corp. (JPY)
|
2,012,181
|
|||
|
|
Leisure Products — 0.5%
|
|
|||
|
54,900
|
Sega Sammy Holdings, Inc.
(JPY)
|
1,013,578
|
|||
|
|
Machinery — 6.1%
|
|
|||
|
83,800
|
Hitachi Construction Machinery
Co., Ltd. (JPY)
|
2,549,216
|
|||
|
68,900
|
Kawasaki Heavy Industries Ltd.
(JPY)
|
1,669,018
|
|||
|
43,500
|
Komatsu Ltd. (JPY)
|
1,176,864
|
|||
|
25,100
|
Mitsubishi Heavy Industries Ltd.
(JPY)
|
1,401,797
|
|||
|
197,100
|
NGK Insulators Ltd. (JPY)
|
2,614,107
|
|||
|
24,600
|
Toyota Industries Corp. (JPY)
|
1,938,336
|
|||
|
|
|
11,349,338
|
|||
|
|
Marine Transportation —
5.9%
|
|
|||
|
119,900
|
Kawasaki Kisen Kaisha Ltd.
(JPY)
|
4,095,086
|
|||
|
122,400
|
Mitsui OSK Lines Ltd. (JPY)
|
3,366,327
|
|||
|
132,300
|
Nippon Yusen KK (JPY)
|
3,440,296
|
|||
|
|
|
10,901,709
|
|||
|
|
Metals & Mining — 4.2%
|
|
|||
|
164,700
|
JFE Holdings, Inc. (JPY)
|
2,414,733
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Metals & Mining (Continued)
|
|
|||
|
140,500
|
Nippon Steel Corp. (JPY)
|
$3,295,319
|
|||
|
72,900
|
Sumitomo Metal Mining Co.,
Ltd. (JPY)
|
2,145,926
|
|||
|
|
|
7,855,978
|
|||
|
|
Oil, Gas & Consumable Fuels
— 5.1%
|
|
|||
|
512,200
|
ENEOS Holdings, Inc. (JPY)
|
2,021,860
|
|||
|
146,300
|
Idemitsu Kosan Co., Ltd. (JPY)
|
3,365,762
|
|||
|
264,200
|
Inpex Corp. (JPY)
|
3,988,458
|
|||
|
|
|
9,376,080
|
|||
|
|
Paper & Forest Products —
1.4%
|
|
|||
|
628,100
|
Oji Holdings Corp. (JPY)
|
2,643,703
|
|||
|
|
Passenger Airlines — 1.1%
|
|
|||
|
73,900
|
ANA Holdings, Inc. (JPY) (b)
|
1,549,309
|
|||
|
27,100
|
Japan Airlines Co., Ltd. (JPY)
|
527,347
|
|||
|
|
|
2,076,656
|
|||
|
|
Pharmaceuticals — 1.0%
|
|
|||
|
32,300
|
Ono Pharmaceutical Co., Ltd.
(JPY)
|
619,890
|
|||
|
27,900
|
Shionogi & Co., Ltd. (JPY)
|
1,248,256
|
|||
|
|
|
1,868,146
|
|||
|
|
Real Estate Management &
Development — 1.0%
|
|
|||
|
66,800
|
Daiwa House Industry Co., Ltd.
(JPY)
|
1,794,714
|
|||
|
|
Semiconductors &
Semiconductor Equipment
— 4.8%
|
|
|||
|
70,400
|
Advantest Corp. (JPY)
|
1,969,636
|
|||
|
4,000
|
Disco Corp. (JPY)
|
738,223
|
|||
|
156,200
|
Renesas Electronics Corp.
(JPY) (b)
|
2,388,886
|
|||
|
20,600
|
SCREEN Holdings Co., Ltd.
(JPY)
|
1,003,671
|
|||
|
208,100
|
SUMCO Corp. (JPY)
|
2,714,045
|
|||
|
|
|
8,814,461
|
|||
|
|
Specialty Retail — 0.6%
|
|
|||
|
4,700
|
Fast Retailing Co., Ltd. (JPY)
|
1,024,980
|
|||
|
|
Technology Hardware, Storage
& Peripherals — 3.3%
|
|
|||
|
120,600
|
Brother Industries Ltd. (JPY)
|
1,943,690
|
|||
|
22,300
|
Canon, Inc. (JPY)
|
537,952
|
|||
|
207,200
|
Ricoh Co., Ltd. (JPY)
|
1,789,291
|
|||
|
113,100
|
Seiko Epson Corp. (JPY)
|
1,778,161
|
|||
|
|
|
6,049,094
|
|||
|
|
Textiles, Apparel & Luxury
Goods — 1.4%
|
|
|||
|
76,300
|
Asics Corp. (JPY)
|
2,666,722
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Trading Companies &
Distributors — 9.8%
|
|
|||
|
59,400
|
ITOCHU Corp. (JPY)
|
$2,148,798
|
|||
|
138,500
|
Marubeni Corp. (JPY)
|
2,161,282
|
|||
|
60,900
|
Mitsubishi Corp. (JPY)
|
2,904,813
|
|||
|
78,100
|
Mitsui & Co., Ltd. (JPY)
|
2,834,156
|
|||
|
79,800
|
Sojitz Corp. (JPY)
|
1,750,431
|
|||
|
138,900
|
Sumitomo Corp. (JPY)
|
2,773,539
|
|||
|
59,100
|
Toyota Tsusho Corp. (JPY)
|
3,478,215
|
|||
|
|
|
18,051,234
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 98.9%
|
182,848,305
|
|||
|
|
(Cost $172,935,188)
|
|
|||
|
|
Net Other Assets and
Liabilities — 1.1%
|
2,028,765
|
|||
|
|
Net Assets — 100.0%
|
$184,877,070
|
|||
|
(a)
|
Securities are issued in U.S. dollars unless otherwise
indicated in the security description.
|
|
(b)
|
Non-income producing security.
|
|
Abbreviations throughout the Portfolio of Investments:
|
|
|
JPY
|
– Japanese Yen
|
|
Country Allocation†
|
% of Net
Assets
|
|
Japan
|
98.9%
|
|
Total Investments
|
98.9
|
|
Net Other Assets and Liabilities
|
1.1
|
|
Total
|
100.0%
|
|
†
|
Portfolio securities are categorized based upon their country of
incorporation, which can be different from the country
categorization of the Fund’s underlying index.
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
Japanese Yen
|
100.0%
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 182,848,305
|
$ 182,848,305
|
$ —
|
$ —
|
|
*
|
See Portfolio of Investments for industry breakout.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 99.5%
|
|||||
|
|
Australia — 3.6%
|
|
|||
|
173,298
|
BlueScope Steel Ltd.
|
$2,166,044
|
|||
|
31,054
|
Fortescue Metals Group Ltd.
|
417,692
|
|||
|
1,115,630
|
Incitec Pivot Ltd.
|
2,252,305
|
|||
|
421,984
|
Qantas Airways Ltd. (b)
|
1,405,410
|
|||
|
404,859
|
Santos Ltd.
|
2,056,404
|
|||
|
60,476
|
Seven Group Holdings Ltd.
|
1,211,208
|
|||
|
639,245
|
South32 Ltd.
|
1,393,300
|
|||
|
518,862
|
Whitehaven Coal Ltd.
|
2,371,914
|
|||
|
83,779
|
Woodside Energy Group Ltd.
|
1,965,561
|
|||
|
|
|
15,239,838
|
|||
|
|
Austria — 1.6%
|
|
|||
|
27,638
|
ANDRITZ AG
|
1,397,314
|
|||
|
42,944
|
OMV AG
|
2,057,644
|
|||
|
91,202
|
Raiffeisen Bank International
AG (b)
|
1,331,606
|
|||
|
68,814
|
voestalpine AG
|
1,879,953
|
|||
|
|
|
6,666,517
|
|||
|
|
Belgium — 1.2%
|
|
|||
|
2,827
|
Ackermans & van Haaren N.V.
|
427,704
|
|||
|
50,627
|
KBC Ancora
|
2,071,433
|
|||
|
8,092
|
Melexis N.V.
|
698,965
|
|||
|
16,344
|
Solvay S.A.
|
1,811,776
|
|||
|
|
|
5,009,878
|
|||
|
|
Canada — 9.2%
|
|
|||
|
27,939
|
Alimentation Couche-Tard, Inc.
|
1,418,908
|
|||
|
206,456
|
ARC Resources Ltd.
|
3,295,392
|
|||
|
44,749
|
ATS Corp. (b)
|
1,907,578
|
|||
|
42,906
|
Bombardier, Inc., Class B (b)
|
1,496,063
|
|||
|
28,603
|
Brookfield Asset Management
Ltd., Class A
|
953,117
|
|||
|
16,937
|
Canadian Natural Resources Ltd.
|
1,095,340
|
|||
|
80,545
|
Cenovus Energy, Inc.
|
1,677,020
|
|||
|
331,779
|
Crescent Point Energy Corp.
|
2,750,474
|
|||
|
3,518
|
Fairfax Financial Holdings Ltd.
|
2,871,823
|
|||
|
27,624
|
Imperial Oil Ltd.
|
1,701,472
|
|||
|
137,922
|
Lundin Mining Corp.
|
1,028,640
|
|||
|
116,638
|
MEG Energy Corp. (b)
|
2,269,643
|
|||
|
25,378
|
Nutrien Ltd.
|
1,567,242
|
|||
|
14,451
|
Pembina Pipeline Corp.
|
434,514
|
|||
|
19,054
|
SNC-Lavalin Group, Inc.
|
635,624
|
|||
|
24,047
|
Stantec, Inc.
|
1,560,289
|
|||
|
60,336
|
Suncor Energy, Inc.
|
2,074,945
|
|||
|
38,483
|
Teck Resources Ltd., Class B
|
1,656,334
|
|||
|
11,770
|
TFI International, Inc.
|
1,511,621
|
|||
|
46,136
|
Tourmaline Oil Corp.
|
2,321,661
|
|||
|
32,822
|
West Fraser Timber Co., Ltd.
|
2,382,903
|
|||
|
302,882
|
Whitecap Resources, Inc.
|
2,557,745
|
|||
|
|
|
39,168,348
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Cayman Islands — 1.1%
|
|
|||
|
153,907
|
CK Asset Holding Ltd.
|
$810,714
|
|||
|
226,191
|
CK Hutchison Holdings Ltd.
|
1,210,249
|
|||
|
653,316
|
SITC International Holdings Co.,
Ltd.
|
1,097,905
|
|||
|
3,138,061
|
WH Group Ltd. (c) (d)
|
1,646,982
|
|||
|
|
|
4,765,850
|
|||
|
|
Denmark — 1.0%
|
|
|||
|
1,279
|
AP Moller - Maersk A.S.,
Class B
|
2,308,906
|
|||
|
7,253
|
DSV A.S.
|
1,356,124
|
|||
|
4,893
|
Pandora A.S.
|
507,441
|
|||
|
|
|
4,172,471
|
|||
|
|
Finland — 0.9%
|
|
|||
|
42,884
|
Metso Oyj
|
451,306
|
|||
|
381,382
|
Nokia Oyj
|
1,438,675
|
|||
|
143,746
|
Stora Enso Oyj, Class R
|
1,806,988
|
|||
|
|
|
3,696,969
|
|||
|
|
France — 6.7%
|
|
|||
|
43,549
|
Accor S.A.
|
1,470,587
|
|||
|
68,663
|
Alstom S.A.
|
1,640,624
|
|||
|
8,795
|
Alten S.A.
|
1,158,595
|
|||
|
18,976
|
Arkema S.A.
|
1,877,036
|
|||
|
378,321
|
Bollore SE
|
2,035,898
|
|||
|
23,108
|
Carrefour S.A.
|
397,858
|
|||
|
8,223
|
Cie de Saint-Gobain S.A.
|
494,501
|
|||
|
30,602
|
Cie Generale des Etablissements
Michelin SCA
|
940,530
|
|||
|
122,037
|
Elis S.A.
|
2,149,534
|
|||
|
118,170
|
Engie S.A.
|
1,815,309
|
|||
|
6,572
|
Eurazeo SE
|
392,229
|
|||
|
107,919
|
Forvia SE (b)
|
2,237,449
|
|||
|
455
|
Hermes International SCA
|
832,118
|
|||
|
13,666
|
Interparfums S.A.
|
759,985
|
|||
|
510
|
LVMH Moet Hennessy Louis
Vuitton SE
|
386,281
|
|||
|
17,984
|
Publicis Groupe S.A.
|
1,364,415
|
|||
|
22,893
|
Renault S.A.
|
940,916
|
|||
|
98,075
|
Rexel S.A.
|
2,208,593
|
|||
|
6,316
|
Safran S.A.
|
992,557
|
|||
|
4,465
|
Sopra Steria Group SACA
|
924,770
|
|||
|
15,837
|
TotalEnergies SE
|
1,043,298
|
|||
|
22,765
|
Valeo SE
|
393,035
|
|||
|
60,647
|
Veolia Environnement S.A.
|
1,758,785
|
|||
|
4,076
|
Vinci S.A.
|
452,568
|
|||
|
|
|
28,667,471
|
|||
|
|
Germany — 9.0%
|
|
|||
|
15,184
|
Aurubis AG
|
1,125,977
|
|||
|
21,336
|
Bayerische Motoren Werke AG
|
2,174,091
|
|||
|
88,749
|
Commerzbank AG
|
1,012,425
|
|||
|
24,989
|
Continental AG
|
1,763,774
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Germany (Continued)
|
|
|||
|
41,518
|
Daimler Truck Holding AG
|
$1,440,631
|
|||
|
209,810
|
Deutsche Lufthansa AG (b)
|
1,664,993
|
|||
|
19,994
|
DHL Group
|
814,578
|
|||
|
187,195
|
E.ON SE
|
2,216,614
|
|||
|
17,317
|
Fresenius SE & Co. KGaA
|
539,365
|
|||
|
11,468
|
FUCHS SE (Preference Shares)
|
446,426
|
|||
|
31,996
|
Heidelberg Materials AG
|
2,487,018
|
|||
|
38,892
|
Hensoldt AG
|
1,148,853
|
|||
|
28,007
|
HOCHTIEF AG
|
2,835,196
|
|||
|
26,054
|
HUGO BOSS AG
|
1,650,532
|
|||
|
34,281
|
Infineon Technologies AG
|
1,136,418
|
|||
|
40,161
|
Jungheinrich AG (Preference
Shares)
|
1,205,021
|
|||
|
109,858
|
K+S AG
|
1,995,412
|
|||
|
22,758
|
LANXESS AG
|
578,665
|
|||
|
18,252
|
Mercedes-Benz Group AG
|
1,271,475
|
|||
|
1,869
|
MTU Aero Engines AG
|
339,378
|
|||
|
40,679
|
Porsche Automobil Holding SE
(Preference Shares)
|
2,006,317
|
|||
|
4,720
|
Rheinmetall AG
|
1,217,115
|
|||
|
184,121
|
Schaeffler AG (Preference
Shares)
|
1,061,881
|
|||
|
2,887
|
Siemens AG
|
414,072
|
|||
|
10,711
|
Sixt SE
|
994,265
|
|||
|
4,346
|
SMA Solar Technology AG (b)
|
282,351
|
|||
|
260,285
|
thyssenkrupp AG
|
1,988,496
|
|||
|
10,278
|
Volkswagen AG (Preference
Shares)
|
1,183,787
|
|||
|
8,651
|
Wacker Chemie AG
|
1,240,692
|
|||
|
|
|
38,235,818
|
|||
|
|
Greece — 1.6%
|
|
|||
|
1,415,043
|
Eurobank Ergasias Services and
Holdings S.A. (b)
|
2,182,743
|
|||
|
82,160
|
Mytilineos S.A.
|
3,029,805
|
|||
|
288,951
|
National Bank of Greece
S.A. (b)
|
1,631,335
|
|||
|
|
|
6,843,883
|
|||
|
|
Hong Kong — 0.2%
|
|
|||
|
145,396
|
Link REIT
|
712,967
|
|||
|
|
Ireland — 1.2%
|
|
|||
|
9,261
|
CRH PLC
|
506,855
|
|||
|
7,757
|
Flutter Entertainment PLC (b)
|
1,267,280
|
|||
|
64,449
|
Glanbia PLC
|
1,063,645
|
|||
|
19,691
|
Ryanair Holdings PLC, ADR (b)
|
1,914,162
|
|||
|
12,919
|
Smurfit Kappa Group PLC
|
430,318
|
|||
|
|
|
5,182,260
|
|||
|
|
Israel — 0.4%
|
|
|||
|
279,175
|
ICL Group Ltd.
|
1,542,149
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Italy — 4.2%
|
|
|||
|
1,171,497
|
A2A S.p.A.
|
$2,088,221
|
|||
|
159,454
|
Brembo S.p.A.
|
1,982,533
|
|||
|
14,115
|
Brunello Cucinelli S.p.A.
|
1,075,208
|
|||
|
77,028
|
Buzzi S.p.A.
|
2,110,869
|
|||
|
153,019
|
Enel S.p.A.
|
941,556
|
|||
|
166,784
|
Eni S.p.A.
|
2,690,127
|
|||
|
25,012
|
Interpump Group S.p.A.
|
1,150,047
|
|||
|
119,372
|
Leonardo S.p.A.
|
1,723,975
|
|||
|
6,780
|
Moncler S.p.A.
|
394,822
|
|||
|
44,491
|
Prysmian S.p.A.
|
1,794,504
|
|||
|
74,177
|
UniCredit S.p.A.
|
1,782,570
|
|||
|
|
|
17,734,432
|
|||
|
|
Japan — 22.2%
|
|
|||
|
81,600
|
Advantest Corp.
|
2,282,987
|
|||
|
17,100
|
Aisin Corp.
|
646,514
|
|||
|
66,200
|
Asics Corp.
|
2,313,722
|
|||
|
10,600
|
BayCurrent Consulting, Inc.
|
354,515
|
|||
|
61,700
|
Brother Industries Ltd.
|
994,409
|
|||
|
16,800
|
Dai Nippon Printing Co., Ltd.
|
437,313
|
|||
|
400,900
|
ENEOS Holdings, Inc.
|
1,582,514
|
|||
|
8,800
|
Goldwin, Inc.
|
597,109
|
|||
|
20,200
|
Hitachi Construction Machinery
Co., Ltd.
|
614,489
|
|||
|
107,100
|
Honda Motor Co., Ltd.
|
1,205,448
|
|||
|
107,100
|
Idemitsu Kosan Co., Ltd.
|
2,463,931
|
|||
|
86,800
|
Iida Group Holdings Co., Ltd.
|
1,444,246
|
|||
|
223,300
|
Inpex Corp.
|
3,371,017
|
|||
|
78,000
|
Isuzu Motors Ltd.
|
981,524
|
|||
|
14,100
|
ITOCHU Corp.
|
510,068
|
|||
|
147,800
|
JFE Holdings, Inc.
|
2,166,955
|
|||
|
39,800
|
Kajima Corp.
|
648,108
|
|||
|
41,900
|
Kawasaki Heavy Industries Ltd.
|
1,014,976
|
|||
|
102,700
|
Kawasaki Kisen Kaisha Ltd.
|
3,507,634
|
|||
|
19,300
|
Komatsu Ltd.
|
522,149
|
|||
|
22,200
|
Lawson, Inc.
|
1,020,867
|
|||
|
173,000
|
Marubeni Corp.
|
2,699,652
|
|||
|
254,200
|
Mazda Motor Corp.
|
2,885,776
|
|||
|
39,200
|
Mitsubishi Corp.
|
1,869,764
|
|||
|
92,000
|
Mitsubishi HC Capital, Inc.
|
613,169
|
|||
|
477,700
|
Mitsubishi Motors Corp.
|
2,082,266
|
|||
|
44,600
|
Mitsui & Co., Ltd.
|
1,618,481
|
|||
|
36,900
|
Mitsui Chemicals, Inc.
|
957,316
|
|||
|
92,900
|
Mitsui OSK Lines Ltd.
|
2,554,999
|
|||
|
24,400
|
NEC Corp.
|
1,348,825
|
|||
|
141,900
|
NGK Insulators Ltd.
|
1,881,998
|
|||
|
23,400
|
NIPPON EXPRESS
HOLDINGS, Inc.
|
1,221,829
|
|||
|
50,200
|
Nippon Paint Holdings Co., Ltd.
|
337,936
|
|||
|
99,500
|
Nippon Steel Corp.
|
2,333,696
|
|||
|
100,700
|
Nippon Yusen KK
|
2,618,577
|
|||
|
125,200
|
Nissan Motor Co., Ltd.
|
553,196
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Japan (Continued)
|
|
|||
|
90,800
|
Niterra Co., Ltd.
|
$2,056,124
|
|||
|
14,200
|
Nitto Denko Corp.
|
931,970
|
|||
|
237,800
|
Oji Holdings Corp.
|
1,000,911
|
|||
|
57,000
|
Osaka Gas Co., Ltd.
|
939,066
|
|||
|
161,700
|
Renesas Electronics Corp. (b)
|
2,473,002
|
|||
|
22,800
|
Rohm Co., Ltd.
|
429,789
|
|||
|
21,000
|
Sanrio Co., Ltd.
|
997,725
|
|||
|
49,400
|
Sega Sammy Holdings, Inc.
|
912,036
|
|||
|
99,000
|
Seiko Epson Corp.
|
1,556,481
|
|||
|
42,600
|
Shin-Etsu Chemical Co., Ltd.
|
1,238,034
|
|||
|
30,000
|
Shinko Electric Industries Co.,
Ltd.
|
1,168,964
|
|||
|
9,400
|
Shionogi & Co., Ltd.
|
420,559
|
|||
|
90,000
|
Sojitz Corp.
|
1,974,170
|
|||
|
88,900
|
Subaru Corp.
|
1,728,743
|
|||
|
62,100
|
SUMCO Corp.
|
809,910
|
|||
|
278,700
|
Sumitomo Chemical Co., Ltd.
|
759,040
|
|||
|
106,200
|
Sumitomo Corp.
|
2,120,589
|
|||
|
37,100
|
Sumitomo Electric Industries
Ltd.
|
447,241
|
|||
|
94,100
|
Sumitomo Forestry Co., Ltd.
|
2,396,578
|
|||
|
60,700
|
Sumitomo Metal Mining Co.,
Ltd.
|
1,786,799
|
|||
|
11,000
|
Sumitomo Mitsui Financial
Group, Inc.
|
540,799
|
|||
|
25,200
|
TDK Corp.
|
934,545
|
|||
|
124,500
|
Tokyo Gas Co., Ltd.
|
2,825,077
|
|||
|
46,100
|
TOPPAN Holdings, Inc.
|
1,102,834
|
|||
|
139,080
|
Tosoh Corp.
|
1,785,034
|
|||
|
43,300
|
Toyota Tsusho Corp.
|
2,548,337
|
|||
|
71,800
|
Yamaha Motor Co., Ltd.
|
1,888,690
|
|||
|
110,200
|
Yokohama Rubber (The) Co.,
Ltd.
|
2,294,850
|
|||
|
|
|
94,325,872
|
|||
|
|
Jersey — 0.8%
|
|
|||
|
325,703
|
Glencore PLC
|
1,867,348
|
|||
|
63,624
|
Wizz Air
Holdings PLC (b) (c) (d)
|
1,490,460
|
|||
|
|
|
3,357,808
|
|||
|
|
Luxembourg — 1.6%
|
|
|||
|
77,232
|
ArcelorMittal S.A.
|
1,941,313
|
|||
|
51,188
|
InPost S.A. (b)
|
595,304
|
|||
|
605,741
|
Samsonite International
S.A. (b) (c) (d)
|
2,080,773
|
|||
|
131,460
|
Tenaris S.A.
|
2,082,707
|
|||
|
|
|
6,700,097
|
|||
|
|
Netherlands — 1.9%
|
|
|||
|
58,897
|
ABN AMRO Bank N.V. (c) (d)
|
836,893
|
|||
|
2,308
|
ASM International N.V.
|
969,953
|
|||
|
15,273
|
Heineken Holding N.V.
|
1,152,923
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Netherlands (Continued)
|
|
|||
|
27,345
|
Koninklijke Ahold Delhaize
N.V.
|
$824,528
|
|||
|
13,763
|
OCI N.V.
|
383,999
|
|||
|
28,091
|
Signify N.V. (c) (d)
|
757,627
|
|||
|
26,392
|
STMicroelectronics N.V.
|
1,143,602
|
|||
|
87,623
|
Technip Energies N.V.
|
2,183,511
|
|||
|
|
|
8,253,036
|
|||
|
|
Norway — 2.0%
|
|
|||
|
36,449
|
Aker ASA, Class A
|
2,247,256
|
|||
|
38,215
|
Aker BP ASA
|
1,057,494
|
|||
|
66,965
|
Equinor ASA
|
2,198,329
|
|||
|
188,894
|
Norsk Hydro ASA
|
1,186,697
|
|||
|
53,958
|
Yara International ASA
|
2,044,488
|
|||
|
|
|
8,734,264
|
|||
|
|
Portugal — 0.1%
|
|
|||
|
41,157
|
Galp Energia SGPS S.A.
|
610,926
|
|||
|
|
Singapore — 1.2%
|
|
|||
|
256,500
|
City Developments Ltd.
|
1,240,282
|
|||
|
1,425,200
|
Frasers Logistics & Commercial
Trust (d)
|
1,115,555
|
|||
|
1,110,000
|
Genting Singapore Ltd.
|
686,137
|
|||
|
573,100
|
Sembcorp Industries Ltd.
|
2,133,928
|
|||
|
|
|
5,175,902
|
|||
|
|
South Korea — 11.3%
|
|
|||
|
1,870
|
CJ CheilJedang Corp.
|
425,441
|
|||
|
15,822
|
CosmoAM&T Co., Ltd. (b)
|
1,751,747
|
|||
|
13,572
|
Ecopro BM Co., Ltd.
|
2,544,624
|
|||
|
6,113
|
Ecopro Co., Ltd.
|
4,081,676
|
|||
|
14,953
|
Hana Financial Group, Inc.
|
470,398
|
|||
|
24,554
|
Hanwha Aerospace Co., Ltd.
|
1,903,326
|
|||
|
149,607
|
HMM Co., Ltd.
|
1,802,734
|
|||
|
19,205
|
Hyundai Glovis Co., Ltd.
|
2,624,427
|
|||
|
5,649
|
Hyundai Mobis Co., Ltd.
|
1,006,806
|
|||
|
6,604
|
Hyundai Motor Co.
|
935,249
|
|||
|
52,645
|
Hyundai Steel Co.
|
1,484,469
|
|||
|
60,298
|
Industrial Bank of Korea
|
500,919
|
|||
|
30,076
|
Kia Corp.
|
1,814,278
|
|||
|
104,994
|
Korean Air Lines Co., Ltd.
|
1,692,322
|
|||
|
62,021
|
KT Corp.
|
1,523,637
|
|||
|
9,700
|
L&F Co., Ltd.
|
1,246,465
|
|||
|
2,571
|
LG Chem Ltd.
|
945,977
|
|||
|
5,289
|
LG Electronics, Inc.
|
395,480
|
|||
|
9,014
|
LG Innotek Co., Ltd.
|
1,633,261
|
|||
|
168,671
|
LG Uplus Corp.
|
1,294,969
|
|||
|
3,189
|
Lotte Chemical Corp.
|
324,005
|
|||
|
8,938
|
POSCO Future M Co., Ltd.
|
2,381,215
|
|||
|
8,274
|
POSCO Holdings, Inc.
|
3,280,414
|
|||
|
7,983
|
Samsung Electro-Mechanics Co.,
Ltd.
|
812,853
|
|||
|
38,047
|
Samsung Electronics Co., Ltd.
|
1,928,572
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
South Korea (Continued)
|
|
|||
|
96,052
|
Samsung Engineering Co.,
Ltd. (b)
|
$2,153,233
|
|||
|
2,478
|
Samsung SDI Co., Ltd.
|
940,222
|
|||
|
15,757
|
Samsung SDS Co., Ltd.
|
1,578,736
|
|||
|
17,228
|
Shinhan Financial Group Co.,
Ltd.
|
454,511
|
|||
|
6,799
|
SK Innovation Co., Ltd. (e)
|
749,734
|
|||
|
12,600
|
SK Telecom Co., Ltd.
|
485,549
|
|||
|
3,528
|
SK, Inc.
|
382,239
|
|||
|
38,018
|
S-Oil Corp.
|
2,231,381
|
|||
|
53,376
|
Woori Financial Group, Inc.
|
484,949
|
|||
|
|
|
48,265,818
|
|||
|
|
Spain — 3.6%
|
|
|||
|
58,668
|
ACS Actividades de
Construccion y Servicios S.A.
|
2,113,252
|
|||
|
262,082
|
Banco Bilbao Vizcaya
Argentaria S.A.
|
2,136,335
|
|||
|
870,801
|
Banco de Sabadell S.A.
|
1,013,180
|
|||
|
628,315
|
Banco Santander S.A.
|
2,403,719
|
|||
|
64,572
|
Endesa S.A.
|
1,315,880
|
|||
|
41,791
|
Industria de Diseno Textil S.A.
|
1,559,237
|
|||
|
1,252,798
|
International Consolidated
Airlines Group S.A. (b)
|
2,262,251
|
|||
|
121,404
|
Repsol S.A.
|
1,998,478
|
|||
|
108,368
|
Telefonica S.A.
|
443,165
|
|||
|
|
|
15,245,497
|
|||
|
|
Sweden — 3.1%
|
|
|||
|
13,113
|
Alfa Laval AB
|
451,040
|
|||
|
53,398
|
Beijer Ref AB
|
564,500
|
|||
|
24,554
|
Boliden AB
|
706,693
|
|||
|
32,727
|
Essity AB, Class B
|
706,628
|
|||
|
10,485
|
Evolution AB (c) (d)
|
1,061,787
|
|||
|
342,284
|
Fastighets AB Balder,
Class B (b)
|
1,544,508
|
|||
|
65,623
|
H & M Hennes & Mauritz AB,
Class B
|
933,752
|
|||
|
113,239
|
Hexpol AB
|
1,006,921
|
|||
|
15,376
|
Saab AB, Class B
|
783,609
|
|||
|
30,599
|
Skanska AB, Class B
|
504,123
|
|||
|
95,094
|
SKF AB, Class B
|
1,585,400
|
|||
|
328,087
|
SSAB AB, Class B
|
1,804,763
|
|||
|
68,049
|
Volvo AB, Class B
|
1,405,133
|
|||
|
|
|
13,058,857
|
|||
|
|
Switzerland — 1.1%
|
|
|||
|
5,993
|
BKW AG
|
1,057,376
|
|||
|
2,938
|
Cie Financiere Richemont S.A.,
Class A
|
359,486
|
|||
|
17,102
|
Coca-Cola HBC AG
|
469,282
|
|||
|
10,532
|
Dufry AG (b)
|
401,674
|
|||
|
6,020
|
Georg Fischer AG
|
339,688
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Switzerland (Continued)
|
|
|||
|
14,509
|
Holcim AG
|
$931,708
|
|||
|
3,133
|
Kuehne + Nagel International
AG
|
893,334
|
|||
|
3,619
|
SFS Group AG
|
396,159
|
|||
|
|
|
4,848,707
|
|||
|
|
United Kingdom — 8.6%
|
|
|||
|
112,262
|
3i Group PLC
|
2,839,423
|
|||
|
78,006
|
Associated British Foods PLC
|
1,968,233
|
|||
|
162,190
|
Barratt Developments PLC
|
872,889
|
|||
|
222,172
|
BP PLC
|
1,440,486
|
|||
|
292,658
|
British Land (The) Co., PLC
|
1,131,568
|
|||
|
518,928
|
BT Group PLC
|
738,884
|
|||
|
14,621
|
Burberry Group PLC
|
340,461
|
|||
|
1,783,561
|
Centrica PLC
|
3,361,042
|
|||
|
120,282
|
DS Smith PLC
|
421,339
|
|||
|
364,871
|
easyJet PLC (b)
|
1,902,262
|
|||
|
162,473
|
IG Group Holdings PLC
|
1,275,639
|
|||
|
456,872
|
ITV PLC
|
393,659
|
|||
|
407,217
|
J Sainsbury PLC
|
1,256,033
|
|||
|
1,064,114
|
JD Sports Fashion PLC
|
1,943,605
|
|||
|
289,652
|
Kingfisher PLC
|
789,157
|
|||
|
906,100
|
Marks & Spencer Group PLC (b)
|
2,615,706
|
|||
|
99,282
|
Melrose Industries PLC
|
568,364
|
|||
|
147,552
|
Mondi PLC
|
2,470,902
|
|||
|
90,358
|
Persimmon PLC
|
1,187,906
|
|||
|
1,269,266
|
Rolls-Royce Holdings PLC (b)
|
3,420,947
|
|||
|
81,925
|
Shell PLC
|
2,604,887
|
|||
|
1,272,126
|
Taylor Wimpey PLC
|
1,820,649
|
|||
|
847,255
|
Vodafone Group PLC
|
794,121
|
|||
|
12,666
|
Whitbread PLC
|
535,322
|
|||
|
|
|
36,693,484
|
|||
|
|
United States — 0.1%
|
|
|||
|
5,016
|
Autoliv, Inc., SDR
|
486,424
|
|||
|
|
Total Common Stocks
|
423,395,543
|
|||
|
|
(Cost $403,630,545)
|
|
|||
|
RIGHTS (a) — 0.0%
|
|||||
|
|
Italy — 0.0%
|
|
|||
|
159,454
|
Brembo S.p.A., expiring
10/10/23 (b) (f) (g)
|
0
|
|||
|
|
South Korea — 0.0%
|
|
|||
|
828
|
CosmoAM&T Co., Ltd.,
expiring 11/13/23 (b) (f) (g)
|
16,322
|
|||
|
|
Total Rights
|
16,322
|
|||
|
|
(Cost $0)
|
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.5%
|
423,411,865
|
|||
|
|
(Cost $403,630,545)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.5%
|
2,149,165
|
|||
|
|
Net Assets — 100.0%
|
$425,561,030
|
|||
|
(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)
|
Non-income producing security which makes payment-in-
kind (“PIK”) distributions. For the fiscal year-to-
date period (January 1, 2023 to September 30, 2023), the
Fund received 271 PIK shares of SK Innovation Co., Ltd.
|
|
(f)
|
Pursuant to procedures adopted by the Trust’s Board of
Trustees, this security has been determined to be illiquid by
First Trust Advisors L.P., the Fund’s advisor.
|
|
(g)
|
This security is fair valued by the Advisor’s Pricing
Committee in accordance with procedures approved by the
Trust’s Board of Trustees, and in accordance with provisions
of the Investment Company Act of 1940 and rules
thereunder, as amended. At September 30, 2023, securities
noted as such are valued at $16,322 or 0.0% of net assets.
|
|
Abbreviations throughout the Portfolio of Investments:
|
|
|
ADR
|
– American Depositary Receipt
|
|
SDR
|
– Swedish Depositary Receipt
|
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
|
Industrials
|
27.2%
|
|
Materials
|
17.2
|
|
Consumer Discretionary
|
16.1
|
|
Energy
|
13.5
|
|
Information Technology
|
7.0
|
|
Financials
|
6.6
|
|
Utilities
|
4.8
|
|
Consumer Staples
|
3.7
|
|
Communication Services
|
2.1
|
|
Real Estate
|
1.6
|
|
Health Care
|
0.2
|
|
Total
|
100.0%
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
Euro
|
31.7%
|
|
Japanese Yen
|
22.3
|
|
South Korean Won
|
11.4
|
|
British Pound Sterling
|
10.5
|
|
Canadian Dollar
|
9.2
|
|
Australian Dollar
|
3.6
|
|
Swedish Krona
|
3.2
|
|
Norwegian Krone
|
2.1
|
|
Hong Kong Dollar
|
1.8
|
|
Singapore Dollar
|
1.2
|
|
Swiss Franc
|
1.0
|
|
Danish Krone
|
1.0
|
|
United States Dollar
|
0.6
|
|
Israeli Shekel
|
0.4
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common
Stocks*
|
$ 423,395,543
|
$ 423,395,543
|
$ —
|
$ —
|
|
Rights:
|
|
|
|
|
|
Italy
|
—**
|
—
|
—**
|
—
|
|
South Korea
|
16,322
|
—
|
16,322
|
—
|
|
Total
Investments
|
$423,411,865
|
$423,395,543
|
$16,322
|
$—
|
|
*
|
See Portfolio of Investments for country breakout.
|
|
**
|
Investment is valued at $0.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 99.4%
|
|||||
|
|
Bermuda — 1.3%
|
|
|||
|
2,307,192
|
Kunlun Energy Co., Ltd.
|
$1,988,717
|
|||
|
265,182
|
Orient Overseas International
Ltd.
|
3,538,718
|
|||
|
|
|
5,527,435
|
|||
|
|
Brazil — 7.9%
|
|
|||
|
350,971
|
Banco do Brasil S.A.
|
3,294,270
|
|||
|
399,956
|
Cia Energetica de Minas Gerais
(Preference Shares)
|
987,447
|
|||
|
904,605
|
Gerdau S.A. (Preference Shares)
|
4,342,565
|
|||
|
1,676,951
|
Itausa S.A. (Preference Shares)
|
3,019,249
|
|||
|
1,025,321
|
JBS S.A.
|
3,681,858
|
|||
|
252,930
|
Klabin S.A.
|
1,198,091
|
|||
|
975,585
|
Petroleo Brasileiro S.A.
(Preference Shares)
|
6,723,153
|
|||
|
439,951
|
Suzano S.A.
|
4,750,881
|
|||
|
236,704
|
Telefonica Brasil S.A.
|
2,033,378
|
|||
|
170,961
|
Vale S.A.
|
2,298,504
|
|||
|
|
|
32,329,396
|
|||
|
|
Cayman Islands — 4.4%
|
|
|||
|
1,375,703
|
C&D International Investment
Group Ltd.
|
3,348,368
|
|||
|
2,826,292
|
China Hongqiao Group Ltd.
|
2,768,203
|
|||
|
1,477,715
|
China Overseas Property
Holdings Ltd.
|
1,668,125
|
|||
|
1,595,561
|
China State Construction
International Holdings Ltd.
|
1,678,905
|
|||
|
17,448,377
|
GCL Technology Holdings Ltd.
|
3,253,070
|
|||
|
549,917
|
Kingsoft Corp., Ltd.
|
1,994,348
|
|||
|
319,814
|
Longfor Group Holdings
Ltd. (b) (c)
|
575,024
|
|||
|
1,399,688
|
Yadea Group Holdings
Ltd. (b) (c)
|
2,598,850
|
|||
|
|
|
17,884,893
|
|||
|
|
Chile — 4.4%
|
|
|||
|
1,905,690
|
Cencosud S.A.
|
3,613,445
|
|||
|
45,132,837
|
Cia Sud Americana de Vapores
S.A.
|
2,707,005
|
|||
|
2,148,328
|
Empresas CMPC S.A.
|
3,955,302
|
|||
|
381,529
|
Empresas Copec S.A.
|
2,704,814
|
|||
|
82,271,666
|
Enel Chile S.A.
|
4,999,347
|
|||
|
|
|
17,979,913
|
|||
|
|
China — 21.6%
|
|
|||
|
3,559,468
|
Aluminum Corp. of China Ltd.,
Class H
|
1,990,879
|
|||
|
1,041,902
|
Anhui Conch Cement Co., Ltd.,
Class H
|
2,774,077
|
|||
|
1,719,270
|
AviChina Industry &
Technology Co., Ltd., Class H
|
816,719
|
|||
|
61,657
|
BYD Co., Ltd., Class H
|
1,905,387
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
China (Continued)
|
|
|||
|
4,762,775
|
China Coal Energy Co., Ltd.,
Class H
|
$3,734,341
|
|||
|
1,391,458
|
China Construction Bank Corp.,
Class H
|
785,377
|
|||
|
14,456,886
|
China Energy Engineering
Corp., Ltd., Class H
|
1,661,509
|
|||
|
2,976,206
|
China Everbright Bank Co., Ltd.,
Class H
|
893,134
|
|||
|
3,299,957
|
China National Building
Material Co., Ltd., Class H
|
1,731,951
|
|||
|
679,609
|
China Pacific Insurance Group
Co., Ltd., Class H
|
1,700,986
|
|||
|
7,633,963
|
China Petroleum & Chemical
Corp., Class H
|
4,172,337
|
|||
|
2,958,301
|
China Railway Group Ltd.,
Class H
|
1,526,192
|
|||
|
2,451,179
|
China Railway Signal &
Communication Corp., Ltd.,
Class H (b) (c)
|
782,529
|
|||
|
22,371,249
|
China Tower Corp., Ltd.,
Class H (b) (c)
|
2,142,580
|
|||
|
2,476,406
|
Chongqing Rural Commercial
Bank Co., Ltd., Class H
|
913,914
|
|||
|
4,473,106
|
CMOC Group Ltd., Class H
|
2,873,179
|
|||
|
873,638
|
COSCO SHIPPING Energy
Transportation Co., Ltd.,
Class H
|
954,972
|
|||
|
4,011,072
|
COSCO SHIPPING Holdings
Co., Ltd., Class H
|
4,113,027
|
|||
|
7,699,407
|
Dongfeng Motor Group Co.,
Ltd., Class H
|
3,038,095
|
|||
|
2,861,616
|
Guangzhou Automobile Group
Co., Ltd., Class H
|
1,414,190
|
|||
|
291,995
|
Guangzhou Baiyunshan
Pharmaceutical Holdings Co.,
Ltd., Class H
|
840,829
|
|||
|
2,607,821
|
Hisense Home Appliances
Group Co., Ltd., Class H
|
6,676,944
|
|||
|
5,157,279
|
Huaneng Power International,
Inc., Class H (d)
|
2,502,590
|
|||
|
3,071,544
|
Inner Mongolia Yitai Coal Co.,
Ltd., Class B (d) (e)
|
4,297,090
|
|||
|
2,130,148
|
Jiangxi Copper Co., Ltd.,
Class H
|
3,340,363
|
|||
|
13,958,151
|
Metallurgical Corp. of China
Ltd., Class H
|
2,941,016
|
|||
|
7,616,919
|
PetroChina Co., Ltd., Class H
|
5,738,745
|
|||
|
1,768,793
|
PICC Property & Casualty Co.,
Ltd., Class H
|
2,272,273
|
|||
|
444,438
|
Shandong Gold Mining Co.,
Ltd., Class H (b) (c)
|
841,095
|
|||
|
5,171,009
|
Sinopec Shanghai Petrochemical
Co., Ltd., Class H (d)
|
732,966
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
China (Continued)
|
|
|||
|
1,193,047
|
Sinopharm Group Co., Ltd.,
Class H
|
$3,458,350
|
|||
|
8,746,050
|
Sinotrans Ltd., Class H
|
3,194,211
|
|||
|
562,655
|
Weichai Power Co., Ltd.,
Class H
|
765,923
|
|||
|
1,753,359
|
Xinte Energy Co., Ltd.,
Class H (d)
|
3,461,512
|
|||
|
804,745
|
Yankuang Energy Group Co.,
Ltd., Class H
|
1,520,917
|
|||
|
2,159,780
|
Zijin Mining Group Co., Ltd.,
Class H
|
3,304,090
|
|||
|
923,940
|
ZTE Corp., Class H
|
2,790,361
|
|||
|
|
|
88,604,650
|
|||
|
|
Colombia — 0.2%
|
|
|||
|
144,097
|
Bancolombia S.A. (Preference
Shares)
|
956,397
|
|||
|
|
Czech Republic — 0.6%
|
|
|||
|
55,662
|
CEZ AS
|
2,364,176
|
|||
|
|
Egypt — 1.0%
|
|
|||
|
2,172,008
|
Commercial International Bank
Egypt SAE (e)
|
4,217,491
|
|||
|
|
Hong Kong — 5.1%
|
|
|||
|
752,266
|
Beijing Enterprises Holdings
Ltd.
|
2,593,706
|
|||
|
580,736
|
BYD Electronic International
Co., Ltd.
|
2,647,479
|
|||
|
1,764,864
|
China Merchants Port Holdings
Co., Ltd.
|
2,197,361
|
|||
|
2,270,512
|
China Power International
Development Ltd.
|
826,331
|
|||
|
1,138,732
|
China Resources Pharmaceutical
Group Ltd. (b) (c)
|
756,154
|
|||
|
847,516
|
China Resources Power
Holdings Co., Ltd.
|
1,616,903
|
|||
|
815,416
|
Hua Hong Semiconductor
Ltd. (b) (c) (d)
|
2,065,887
|
|||
|
1,667,757
|
Lenovo Group Ltd.
|
1,718,668
|
|||
|
580,736
|
Sinotruk Hong Kong Ltd.
|
1,118,319
|
|||
|
8,995,451
|
Sun Art Retail Group Ltd.
|
1,906,850
|
|||
|
3,028,546
|
Yuexiu Property Co., Ltd.
|
3,492,267
|
|||
|
|
|
20,939,925
|
|||
|
|
Hungary — 2.2%
|
|
|||
|
657,819
|
MOL Hungarian Oil & Gas PLC
|
4,990,159
|
|||
|
172,518
|
Richter Gedeon Nyrt
|
4,175,778
|
|||
|
|
|
9,165,937
|
|||
|
|
India — 2.7%
|
|
|||
|
2,115,923
|
GAIL India Ltd.
|
3,169,760
|
|||
|
3,587,092
|
Steel Authority of India Ltd.
|
4,053,992
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
India (Continued)
|
|
|||
|
2,129,085
|
Tata Steel Ltd.
|
$3,304,852
|
|||
|
270,225
|
Vedanta Ltd.
|
724,201
|
|||
|
|
|
11,252,805
|
|||
|
|
Indonesia — 2.1%
|
|
|||
|
23,330,276
|
Adaro Energy Indonesia Tbk PT
|
4,302,251
|
|||
|
2,255,260
|
Astra International Tbk PT
|
908,379
|
|||
|
1,860,008
|
United Tractors Tbk PT
|
3,399,885
|
|||
|
|
|
8,610,515
|
|||
|
|
Malaysia — 0.2%
|
|
|||
|
563,200
|
Petronas Chemicals Group Bhd
|
862,448
|
|||
|
|
Mexico — 8.6%
|
|
|||
|
3,295,064
|
Cemex S.A.B. de C.V.,
Series CPO (d)
|
2,149,756
|
|||
|
450,331
|
Coca-Cola Femsa S.A.B. de
C.V.
|
3,534,430
|
|||
|
143,915
|
El Puerto de Liverpool S.A.B. de
C.V., Series C1
|
755,518
|
|||
|
2,589,446
|
Fibra Uno Administracion S.A.
de C.V.
|
4,316,362
|
|||
|
284,530
|
Fomento Economico Mexicano
S.A.B. de C.V., Series UBD
|
3,107,422
|
|||
|
122,586
|
Gruma S.A.B. de C.V., Class B
|
2,099,525
|
|||
|
242,869
|
Grupo Aeroportuario del Centro
Norte S.A.B. de C.V.
|
2,635,848
|
|||
|
92,947
|
Grupo Aeroportuario del
Pacifico S.A.B. de C.V.,
Class B
|
1,527,686
|
|||
|
59,120
|
Grupo Aeroportuario del Sureste
S.A.B. de C.V., Class B
|
1,447,036
|
|||
|
539,063
|
Grupo Bimbo S.A.B. de C.V.,
Series A
|
2,598,885
|
|||
|
545,805
|
Grupo Carso S.A.B. de C.V.,
Series A1
|
3,998,133
|
|||
|
787,154
|
Grupo Comercial Chedraui S.A.
de C.V.
|
4,621,975
|
|||
|
107,268
|
Grupo Financiero Banorte
S.A.B. de C.V., Class O
|
899,322
|
|||
|
429,244
|
Kimberly-Clark de Mexico
S.A.B. de C.V., Class A
|
854,670
|
|||
|
249,871
|
Prologis Property Mexico S.A.
de C.V.
|
859,548
|
|||
|
|
|
35,406,116
|
|||
|
|
Philippines — 0.2%
|
|
|||
|
381,790
|
BDO Unibank, Inc.
|
957,579
|
|||
|
|
Poland — 3.0%
|
|
|||
|
19,881
|
Dino Polska S.A. (b) (c) (d)
|
1,615,546
|
|||
|
159,005
|
KGHM Polska Miedz S.A.
|
4,074,625
|
|||
|
333,763
|
ORLEN S.A.
|
4,484,655
|
|||
|
26,646
|
Santander Bank Polska S.A (d)
|
2,195,772
|
|||
|
|
|
12,370,598
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Russia — 0.0%
|
|
|||
|
76,383,797
|
Inter RAO UES PJSC (e) (f) (g)
|
$0
|
|||
|
11,679
|
Magnit PJSC (e) (f) (g)
|
0
|
|||
|
4,142,443
|
Magnitogorsk Iron & Steel
Works PJSC (d) (e) (f) (g)
|
0
|
|||
|
262,800,255
|
RusHydro PJSC (e) (f) (g)
|
0
|
|||
|
403,137
|
Tatneft PJSC (e) (f) (g)
|
0
|
|||
|
|
|
0
|
|||
|
|
South Africa — 6.0%
|
|
|||
|
16,783
|
Anglo American Platinum Ltd.
|
625,768
|
|||
|
200,893
|
Bid Corp., Ltd.
|
4,480,204
|
|||
|
189,541
|
Bidvest Group (The) Ltd.
|
2,730,732
|
|||
|
257,483
|
Exxaro Resources Ltd.
|
2,344,222
|
|||
|
390,922
|
Impala Platinum Holdings Ltd.
|
2,041,146
|
|||
|
14,889
|
Naspers Ltd., Class N
|
2,379,212
|
|||
|
1,857,446
|
Pepkor Holdings Ltd. (b) (c)
|
1,692,266
|
|||
|
357,313
|
Remgro Ltd.
|
2,802,455
|
|||
|
266,853
|
Sasol Ltd.
|
3,678,826
|
|||
|
1,311,317
|
Sibanye Stillwater Ltd.
|
2,024,417
|
|||
|
|
|
24,799,248
|
|||
|
|
Taiwan — 12.5%
|
|
|||
|
172,266
|
Accton Technology Corp.
|
2,630,911
|
|||
|
732,705
|
ASE Technology Holding Co.,
Ltd.
|
2,485,438
|
|||
|
866,764
|
Evergreen Marine Corp. Taiwan
Ltd.
|
3,114,717
|
|||
|
101,296
|
Global Unichip Corp.
|
4,283,361
|
|||
|
3,439,928
|
Inventec Corp.
|
5,221,619
|
|||
|
190,809
|
Micro-Star International Co.,
Ltd.
|
969,399
|
|||
|
100,412
|
momo.com, Inc.
|
1,561,526
|
|||
|
413,179
|
Nanya Technology Corp.
|
839,657
|
|||
|
2,490,310
|
Powerchip Semiconductor
Manufacturing Corp.
|
2,048,225
|
|||
|
616,755
|
Quanta Computer, Inc.
|
4,575,915
|
|||
|
1,038,806
|
United Microelectronics Corp.
|
1,454,563
|
|||
|
2,005,578
|
Wan Hai Lines Ltd.
|
3,000,865
|
|||
|
3,282,727
|
Wistron Corp.
|
10,321,922
|
|||
|
122,117
|
Wiwynn Corp.
|
5,655,579
|
|||
|
2,136,581
|
Yang Ming Marine Transport
Corp.
|
3,008,244
|
|||
|
|
|
51,171,941
|
|||
|
|
Thailand — 2.0%
|
|
|||
|
1,455,600
|
Charoen Pokphand Foods PCL
|
827,489
|
|||
|
1,080,900
|
Delta Electronics Thailand PCL
|
2,456,422
|
|||
|
1,788,900
|
Indorama Ventures PCL
|
1,277,347
|
|||
|
410,100
|
PTT Exploration & Production
PCL
|
1,925,907
|
|||
|
1,959,300
|
PTT PCL
|
1,802,583
|
|||
|
|
|
8,289,748
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Turkey — 13.1%
|
|
|||
|
738,991
|
Arcelik A.S.
|
$4,393,221
|
|||
|
582,446
|
BIM Birlesik Magazalar A.S.
|
5,835,400
|
|||
|
591,193
|
Enka Insaat ve Sanayi A.S.
|
750,783
|
|||
|
1,467,962
|
Eregli Demir ve Celik
Fabrikalari T.A.S. (d)
|
2,383,561
|
|||
|
148,076
|
Ford Otomotiv Sanayi A.S.
|
4,563,496
|
|||
|
1,751,461
|
Haci Omer Sabanci Holding A.S.
|
3,813,565
|
|||
|
905,723
|
KOC Holding A.S.
|
4,845,982
|
|||
|
463,898
|
Tofas Turk Otomobil Fabrikasi
A.S.
|
4,999,612
|
|||
|
584,707
|
Turk Hava Yollari AO (d)
|
5,171,379
|
|||
|
1,083,299
|
Turkcell Iletisim Hizmetleri
A.S. (d)
|
2,105,871
|
|||
|
1,143,686
|
Turkiye Petrol Rafinerileri A.S.
|
6,632,240
|
|||
|
1,637,235
|
Turkiye Sise ve Cam Fabrikalari
A.S.
|
3,263,304
|
|||
|
7,240,103
|
Yapi ve Kredi Bankasi A.S.
|
4,874,530
|
|||
|
|
|
53,632,944
|
|||
|
|
United Kingdom — 0.3%
|
|
|||
|
75,765
|
Anglogold Ashanti PLC
|
1,219,363
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.4%
|
408,543,518
|
|||
|
|
(Cost $418,903,077)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.6%
|
2,465,715
|
|||
|
|
Net Assets — 100.0%
|
$411,009,233
|
|||
|
(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)
|
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 is fair valued by the Advisor’s Pricing
Committee in accordance with procedures approved by the
Trust’s Board of Trustees, and in accordance with provisions
of the Investment Company Act of 1940 and rules
thereunder, as amended. At September 30, 2023, securities
noted as such are valued at $0 or 0.0% of net assets.
|
|
(g)
|
This security’s value was determined using significant
unobservable inputs (see Valuation Inputs in the Additional
Information section).
|
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
|
Industrials
|
16.2%
|
|
Materials
|
16.0
|
|
Energy
|
14.6
|
|
Information Technology
|
13.8
|
|
Consumer Staples
|
9.5
|
|
Consumer Discretionary
|
8.8
|
|
Financials
|
8.2
|
|
Utilities
|
5.1
|
|
Real Estate
|
3.5
|
|
Health Care
|
2.3
|
|
Communication Services
|
2.0
|
|
Total
|
100.0%
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
Hong Kong Dollar
|
31.5%
|
|
Turkish Lira
|
13.1
|
|
New Taiwan Dollar
|
12.5
|
|
Mexican Peso
|
8.7
|
|
Brazilian Real
|
7.9
|
|
South African Rand
|
6.4
|
|
Chilean Peso
|
4.4
|
|
Polish Zloty
|
3.0
|
|
Indian Rupee
|
2.8
|
|
Hungarian Forint
|
2.3
|
|
Indonesia Rupiah
|
2.1
|
|
Thai Baht
|
2.0
|
|
United States Dollar
|
1.1
|
|
Egypt Pound
|
1.0
|
|
Czech Republic Koruna
|
0.6
|
|
Philippines Peso
|
0.2
|
|
Colombia Peso
|
0.2
|
|
Malaysia Ringgit
|
0.2
|
|
Russian Ruble
|
0.0‡
|
|
Total
|
100.0%
|
|
‡
|
Investments are valued at $0.
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common
Stocks:
|
|
|
|
|
|
Russia
|
$ —**
|
$ —
|
$ —
|
$ —**
|
|
Thailand
|
8,289,748
|
—
|
8,289,748
|
—
|
|
Other Country
Categories*
|
400,253,770
|
400,253,770
|
—
|
—
|
|
Total
Investments
|
$408,543,518
|
$400,253,770
|
$8,289,748
|
$—**
|
|
*
|
See Portfolio of Investments for country breakout.
|
|
**
|
Investments are valued at $0.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 100.0%
|
|||||
|
|
Aerospace & Defense — 0.7%
|
|
|||
|
703
|
MTU Aero Engines AG (EUR)
|
$127,653
|
|||
|
|
Air Freight & Logistics —
2.3%
|
|
|||
|
11,187
|
DHL Group (EUR)
|
455,771
|
|||
|
|
Automobile Components —
3.4%
|
|
|||
|
118,128
|
Schaeffler AG (Preference
Shares) (EUR)
|
681,280
|
|||
|
|
Automobiles — 15.4%
|
|
|||
|
7,408
|
Bayerische Motoren Werke AG
(EUR)
|
754,859
|
|||
|
11,315
|
Mercedes-Benz Group AG
(EUR)
|
788,228
|
|||
|
15,111
|
Porsche Automobil Holding SE
(Preference Shares) (EUR)
|
745,285
|
|||
|
6,780
|
Volkswagen AG (Preference
Shares) (EUR)
|
780,899
|
|||
|
|
|
3,069,271
|
|||
|
|
Banks — 2.8%
|
|
|||
|
49,298
|
Commerzbank AG (EUR)
|
562,378
|
|||
|
|
Capital Markets — 1.9%
|
|
|||
|
34,683
|
Deutsche Bank AG (EUR)
|
383,187
|
|||
|
|
Chemicals — 10.3%
|
|
|||
|
10,511
|
Covestro AG (EUR) (b) (c) (d)
|
567,417
|
|||
|
19,139
|
Evonik Industries AG (EUR)
|
350,566
|
|||
|
4,605
|
FUCHS SE (Preference Shares)
(EUR)
|
179,263
|
|||
|
6,629
|
Wacker Chemie AG (EUR)
|
950,705
|
|||
|
|
|
2,047,951
|
|||
|
|
Construction & Engineering
— 4.3%
|
|
|||
|
8,420
|
HOCHTIEF AG (EUR)
|
852,371
|
|||
|
|
Construction Materials —
4.3%
|
|
|||
|
11,084
|
Heidelberg Materials AG (EUR)
|
861,549
|
|||
|
|
Diversified Telecommunication
Services — 5.3%
|
|
|||
|
33,382
|
Deutsche Telekom AG (EUR)
|
701,204
|
|||
|
194,170
|
Telefonica Deutschland Holding
AG (EUR)
|
347,960
|
|||
|
|
|
1,049,164
|
|||
|
|
Ground Transportation —
0.7%
|
|
|||
|
1,520
|
Sixt SE (EUR)
|
141,096
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Health Care Providers &
Services — 3.9%
|
|
|||
|
3,811
|
Fresenius Medical Care AG &
Co. KGaA (EUR)
|
$164,552
|
|||
|
19,713
|
Fresenius SE & Co. KGaA
(EUR)
|
613,992
|
|||
|
|
|
778,544
|
|||
|
|
Hotels, Restaurants & Leisure
— 0.6%
|
|
|||
|
4,128
|
Delivery Hero SE
(EUR) (b) (c) (d)
|
118,579
|
|||
|
|
Industrial Conglomerates —
0.8%
|
|
|||
|
1,093
|
Siemens AG (EUR)
|
156,765
|
|||
|
|
Insurance — 7.0%
|
|
|||
|
970
|
Muenchener
Rueckversicherungs-
Gesellschaft AG in Muenchen
(EUR)
|
378,524
|
|||
|
15,862
|
Talanx AG (EUR)
|
1,006,206
|
|||
|
|
|
1,384,730
|
|||
|
|
Life Sciences Tools & Services
— 3.4%
|
|
|||
|
6,468
|
Gerresheimer AG (EUR)
|
680,068
|
|||
|
|
Machinery — 6.6%
|
|
|||
|
15,155
|
Daimler Truck Holding AG
(EUR)
|
525,863
|
|||
|
9,946
|
Jungheinrich AG (Preference
Shares) (EUR)
|
298,427
|
|||
|
4,525
|
KION Group AG (EUR)
|
174,092
|
|||
|
4,767
|
Knorr-Bremse AG (EUR)
|
303,302
|
|||
|
|
|
1,301,684
|
|||
|
|
Metals & Mining — 6.0%
|
|
|||
|
6,371
|
Aurubis AG (EUR)
|
472,445
|
|||
|
93,029
|
thyssenkrupp AG (EUR)
|
710,713
|
|||
|
|
|
1,183,158
|
|||
|
|
Multi-Utilities — 3.4%
|
|
|||
|
57,092
|
E.ON SE (EUR)
|
676,038
|
|||
|
|
Passenger Airlines — 2.8%
|
|
|||
|
71,134
|
Deutsche Lufthansa AG
(EUR) (c)
|
564,499
|
|||
|
|
Pharmaceuticals — 1.6%
|
|
|||
|
6,583
|
Bayer AG (EUR)
|
316,326
|
|||
|
|
Real Estate Management &
Development — 1.1%
|
|
|||
|
3,169
|
LEG Immobilien SE (EUR) (c)
|
218,917
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Semiconductors &
Semiconductor Equipment
— 3.9%
|
|
|||
|
8,829
|
Infineon Technologies AG
(EUR)
|
$292,682
|
|||
|
7,453
|
SMA Solar Technology AG
(EUR) (c)
|
484,207
|
|||
|
|
|
776,889
|
|||
|
|
Textiles, Apparel & Luxury
Goods — 3.0%
|
|
|||
|
9,321
|
HUGO BOSS AG (EUR)
|
590,489
|
|||
|
|
Trading Companies &
Distributors — 1.8%
|
|
|||
|
4,672
|
Brenntag SE (EUR)
|
362,952
|
|||
|
|
Transportation Infrastructure
— 2.7%
|
|
|||
|
10,241
|
Fraport AG Frankfurt Airport
Services Worldwide (EUR) (c)
|
543,963
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 100.0%
|
19,885,272
|
|||
|
|
(Cost $21,976,388)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.0%
|
2,977
|
|||
|
|
Net Assets — 100.0%
|
$19,888,249
|
|||
|
(a)
|
Securities are issued in U.S. dollars unless otherwise
indicated in the security description.
|
|
(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)
|
Non-income producing security.
|
|
(d)
|
This security may be resold to qualified foreign investors and
foreign institutional buyers under Regulation S of the 1933
Act.
|
|
Abbreviations throughout the Portfolio of Investments:
|
|
|
EUR
|
– Euro
|
|
Country Allocation†
|
% of Net
Assets
|
|
Germany
|
100.0%
|
|
Total Investments
|
100.0
|
|
Net Other Assets and Liabilities
|
0.0††
|
|
Total
|
100.0%
|
|
†
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index.
|
|
††
|
Amount is less than 0.1%.
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
Euro
|
100.0%
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 19,885,272
|
$ 19,885,272
|
$ —
|
$ —
|
|
*
|
See Portfolio of Investments for industry breakout.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 99.8%
|
|||||
|
|
Aerospace & Defense — 5.7%
|
|
|||
|
8,155
|
BAE Systems PLC (GBP)
|
$99,281
|
|||
|
75,030
|
Melrose Industries PLC (GBP)
|
429,528
|
|||
|
251,441
|
Rolls-Royce Holdings PLC
(GBP) (b)
|
677,688
|
|||
|
|
|
1,206,497
|
|||
|
|
Banks — 7.2%
|
|
|||
|
148,573
|
Barclays PLC (GBP)
|
288,119
|
|||
|
36,654
|
HSBC Holdings PLC (GBP)
|
288,411
|
|||
|
522,782
|
Lloyds Banking Group PLC
(GBP)
|
283,014
|
|||
|
94,186
|
NatWest Group PLC (GBP)
|
270,859
|
|||
|
44,486
|
Standard Chartered PLC (GBP)
|
411,425
|
|||
|
|
|
1,541,828
|
|||
|
|
Beverages — 1.7%
|
|
|||
|
12,957
|
Coca-Cola HBC AG (GBP)
|
355,543
|
|||
|
|
Broadline Retail — 1.8%
|
|
|||
|
54,550
|
B&M European Value Retail
S.A. (GBP)
|
390,289
|
|||
|
|
Capital Markets — 3.9%
|
|
|||
|
19,492
|
3i Group PLC (GBP)
|
493,008
|
|||
|
34,647
|
abrdn PLC (GBP)
|
65,840
|
|||
|
9,269
|
Hargreaves Lansdown PLC
(GBP)
|
87,442
|
|||
|
904
|
London Stock Exchange
Group PLC (GBP)
|
90,819
|
|||
|
17,288
|
Schroders PLC (GBP)
|
85,892
|
|||
|
|
|
823,001
|
|||
|
|
Chemicals — 1.6%
|
|
|||
|
2,688
|
Croda International PLC (GBP)
|
161,195
|
|||
|
8,660
|
Johnson Matthey PLC (GBP)
|
172,016
|
|||
|
|
|
333,211
|
|||
|
|
Commercial Services &
Supplies — 0.4%
|
|
|||
|
12,293
|
Rentokil Initial PLC (GBP)
|
91,523
|
|||
|
|
Consumer Staples Distribution
& Retail — 4.4%
|
|
|||
|
84,312
|
J Sainsbury PLC (GBP)
|
260,054
|
|||
|
197,095
|
Marks & Spencer Group PLC
(GBP) (b)
|
568,969
|
|||
|
30,435
|
Tesco PLC (GBP)
|
98,108
|
|||
|
|
|
927,131
|
|||
|
|
Containers & Packaging —
3.6%
|
|
|||
|
111,788
|
DS Smith PLC (GBP)
|
391,585
|
|||
|
11,562
|
Smurfit Kappa Group PLC
(GBP)
|
385,118
|
|||
|
|
|
776,703
|
|||
|
|
Distributors — 0.4%
|
|
|||
|
9,723
|
Inchcape PLC (GBP)
|
89,982
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Diversified Telecommunication
Services — 1.7%
|
|
|||
|
248,337
|
BT Group PLC (GBP)
|
$353,598
|
|||
|
|
Electric Utilities — 1.1%
|
|
|||
|
12,319
|
SSE PLC (GBP)
|
241,991
|
|||
|
|
Electronic Equipment,
Instruments & Components
— 1.6%
|
|
|||
|
6,640
|
Halma PLC (GBP)
|
157,048
|
|||
|
4,206
|
Spectris PLC (GBP)
|
174,172
|
|||
|
|
|
331,220
|
|||
|
|
Financial Services — 1.8%
|
|
|||
|
46,233
|
Wise PLC, Class A (GBP) (b)
|
386,742
|
|||
|
|
Food Products — 2.2%
|
|
|||
|
15,261
|
Associated British Foods PLC
(GBP)
|
385,063
|
|||
|
10,413
|
Tate & Lyle PLC (GBP)
|
87,092
|
|||
|
|
|
472,155
|
|||
|
|
Health Care Equipment &
Supplies — 0.3%
|
|
|||
|
5,962
|
Smith & Nephew PLC (GBP)
|
74,416
|
|||
|
|
Hotels, Restaurants & Leisure
— 6.9%
|
|
|||
|
29,204
|
Carnival PLC (GBP) (b)
|
355,465
|
|||
|
13,798
|
Compass Group PLC (GBP)
|
336,701
|
|||
|
1,923
|
Flutter Entertainment PLC
(GBP) (b)
|
314,165
|
|||
|
11,217
|
Whitbread PLC (GBP)
|
474,081
|
|||
|
|
|
1,480,412
|
|||
|
|
Household Durables — 8.0%
|
|
|||
|
73,480
|
Barratt Developments PLC
(GBP)
|
395,461
|
|||
|
5,809
|
Berkeley Group Holdings PLC
(GBP)
|
291,088
|
|||
|
37,036
|
Persimmon PLC (GBP)
|
486,900
|
|||
|
369,636
|
Taylor Wimpey PLC (GBP)
|
529,018
|
|||
|
|
|
1,702,467
|
|||
|
|
Industrial Conglomerates —
1.8%
|
|
|||
|
3,438
|
DCC PLC (GBP)
|
193,335
|
|||
|
9,197
|
Smiths Group PLC (GBP)
|
181,730
|
|||
|
|
|
375,065
|
|||
|
|
Insurance — 0.8%
|
|
|||
|
66,520
|
Legal & General Group PLC
(GBP)
|
180,584
|
|||
|
|
Interactive Media & Services
— 0.4%
|
|
|||
|
12,385
|
Auto Trader Group PLC
(GBP) (c) (d)
|
93,326
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Leisure Products — 1.3%
|
|
|||
|
2,077
|
Games Workshop Group PLC
(GBP)
|
$267,861
|
|||
|
|
Machinery — 2.2%
|
|
|||
|
13,829
|
IMI PLC (GBP)
|
264,566
|
|||
|
8,610
|
Weir Group (The) PLC (GBP)
|
199,755
|
|||
|
|
|
464,321
|
|||
|
|
Media — 0.9%
|
|
|||
|
20,826
|
Informa PLC (GBP)
|
190,676
|
|||
|
|
Metals & Mining — 7.1%
|
|
|||
|
13,607
|
Anglo American PLC (GBP)
|
376,118
|
|||
|
10,349
|
Antofagasta PLC (GBP)
|
180,438
|
|||
|
153,120
|
Evraz PLC (GBP) (b) (e) (f) (g)
|
0
|
|||
|
24,779
|
Fresnillo PLC (GBP)
|
166,645
|
|||
|
86,687
|
Glencore PLC (GBP)
|
497,001
|
|||
|
4,571
|
Rio Tinto PLC (GBP)
|
288,560
|
|||
|
|
|
1,508,762
|
|||
|
|
Multi-Utilities — 4.4%
|
|
|||
|
306,415
|
Centrica PLC (GBP)
|
577,425
|
|||
|
29,201
|
National Grid PLC (GBP)
|
349,158
|
|||
|
|
|
926,583
|
|||
|
|
Oil, Gas & Consumable Fuels
— 4.9%
|
|
|||
|
82,863
|
BP PLC (GBP)
|
537,255
|
|||
|
16,214
|
Shell PLC (GBP)
|
515,540
|
|||
|
|
|
1,052,795
|
|||
|
|
Paper & Forest Products —
2.5%
|
|
|||
|
31,677
|
Mondi PLC (GBP)
|
530,462
|
|||
|
|
Passenger Airlines — 3.5%
|
|
|||
|
62,959
|
easyJet PLC (GBP) (b)
|
328,238
|
|||
|
234,590
|
International Consolidated
Airlines Group S.A. (GBP) (b)
|
423,613
|
|||
|
|
|
751,851
|
|||
|
|
Personal Care Products —
0.4%
|
|
|||
|
1,845
|
Unilever PLC (GBP)
|
91,440
|
|||
|
|
Pharmaceuticals — 2.4%
|
|
|||
|
16,408
|
GSK PLC (GBP)
|
298,691
|
|||
|
7,998
|
Hikma Pharmaceuticals PLC
(GBP)
|
203,756
|
|||
|
|
|
502,447
|
|||
|
|
Professional Services — 0.8%
|
|
|||
|
2,505
|
Experian PLC (GBP)
|
82,247
|
|||
|
1,773
|
Intertek Group PLC (GBP)
|
88,953
|
|||
|
|
|
171,200
|
|||
|
|
Residential REITs — 1.3%
|
|
|||
|
26,193
|
UNITE Group (The) PLC (GBP)
|
286,826
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Software — 1.4%
|
|
|||
|
24,641
|
Sage Group (The) PLC (GBP)
|
$297,340
|
|||
|
|
Specialty Retail — 1.7%
|
|
|||
|
131,135
|
Kingfisher PLC (GBP)
|
357,277
|
|||
|
|
Tobacco — 1.7%
|
|
|||
|
8,696
|
British American Tobacco PLC
(GBP)
|
273,421
|
|||
|
4,349
|
Imperial Brands PLC (GBP)
|
88,455
|
|||
|
|
|
361,876
|
|||
|
|
Trading Companies &
Distributors — 3.7%
|
|
|||
|
4,166
|
Ashtead Group PLC (GBP)
|
254,250
|
|||
|
5,042
|
Bunzl PLC (GBP)
|
180,001
|
|||
|
5,067
|
Diploma PLC (GBP)
|
185,716
|
|||
|
19,890
|
RS GROUP PLC (GBP)
|
178,466
|
|||
|
|
|
798,433
|
|||
|
|
Wireless Telecommunication
Services — 2.3%
|
|
|||
|
513,453
|
Vodafone Group PLC (GBP)
|
481,253
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.8%
|
21,269,087
|
|||
|
|
(Cost $24,450,744)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.2%
|
33,791
|
|||
|
|
Net Assets — 100.0%
|
$21,302,878
|
|||
|
(a)
|
Securities are issued in U.S. dollars unless otherwise
indicated in the security description.
|
|
(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)
|
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 is fair valued by the Advisor’s Pricing
Committee in accordance with procedures approved by the
Trust’s Board of Trustees, and in accordance with provisions
of the Investment Company Act of 1940 and rules
thereunder, as amended. At September 30, 2023, securities
noted as such are valued at $0 or 0.0% of net assets.
|
|
(g)
|
This security’s value was determined using significant
unobservable inputs (see Valuation Inputs in the Additional
Information section).
|
|
Abbreviations throughout the Portfolio of Investments:
|
|
|
GBP
|
– British Pound Sterling
|
|
Country Allocation†
|
% of Net
Assets
|
|
United Kingdom
|
87.4%
|
|
Ireland
|
4.2
|
|
Jersey
|
2.7
|
|
Spain
|
2.0
|
|
Luxembourg
|
1.8
|
|
Switzerland
|
1.7
|
|
Total Investments
|
99.8
|
|
Net Other Assets and Liabilities
|
0.2
|
|
Total
|
100.0%
|
|
†
|
Portfolio securities are categorized based upon their country of
incorporation, which can be different from the country
categorization of the Fund’s underlying index.
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
British Pound Sterling
|
100.0%
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks:
|
|
|
|
|
|
Metals & Mining
|
$ 1,508,762
|
$ 1,508,762
|
$ —
|
$ —**
|
|
Other Industry
Categories*
|
19,760,325
|
19,760,325
|
—
|
—
|
|
Total Investments
|
$21,269,087
|
$21,269,087
|
$—
|
$—**
|
|
*
|
See Portfolio of Investments for industry breakout.
|
|
**
|
Investment is valued at $0.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 101.9%
|
|||||
|
|
Automobiles — 12.2%
|
|
|||
|
34,102
|
Bajaj Auto Ltd. (INR)
|
$2,079,476
|
|||
|
49,787
|
Eicher Motors Ltd. (INR)
|
2,066,603
|
|||
|
56,971
|
Hero MotoCorp Ltd. (INR)
|
2,097,447
|
|||
|
108,369
|
Mahindra & Mahindra Ltd.
(INR)
|
2,028,299
|
|||
|
16,375
|
Maruti Suzuki India Ltd. (INR)
|
2,092,317
|
|||
|
278,912
|
Tata Motors Ltd. (INR)
|
2,116,663
|
|||
|
|
|
12,480,805
|
|||
|
|
Banks — 12.3%
|
|
|||
|
170,458
|
Axis Bank Ltd. (INR)
|
2,128,025
|
|||
|
112,424
|
HDFC Bank Ltd. (INR)
|
2,066,356
|
|||
|
182,217
|
ICICI Bank Ltd. (INR)
|
2,088,749
|
|||
|
121,478
|
IndusInd Bank Ltd. (INR)
|
2,090,212
|
|||
|
97,993
|
Kotak Mahindra Bank Ltd.
(INR)
|
2,048,216
|
|||
|
290,830
|
State Bank of India (INR)
|
2,096,263
|
|||
|
|
|
12,517,821
|
|||
|
|
Chemicals — 4.0%
|
|
|||
|
52,499
|
Asian Paints Ltd. (INR)
|
1,998,428
|
|||
|
279,928
|
UPL Ltd. (INR)
|
2,077,349
|
|||
|
|
|
4,075,777
|
|||
|
|
Construction & Engineering
— 2.1%
|
|
|||
|
59,353
|
Larsen & Toubro Ltd. (INR)
|
2,161,056
|
|||
|
|
Construction Materials —
4.1%
|
|
|||
|
88,289
|
Grasim Industries Ltd. (INR)
|
2,065,149
|
|||
|
21,008
|
UltraTech Cement Ltd. (INR)
|
2,088,334
|
|||
|
|
|
4,153,483
|
|||
|
|
Consumer Finance — 2.0%
|
|
|||
|
21,964
|
Bajaj Finance Ltd. (INR)
|
2,065,905
|
|||
|
|
Electric Utilities — 2.1%
|
|
|||
|
871,538
|
Power Grid Corp. of India Ltd.
(INR)
|
2,096,425
|
|||
|
|
Financial Services — 2.0%
|
|
|||
|
110,270
|
Bajaj Finserv Ltd. (INR)
|
2,045,289
|
|||
|
|
Food Products — 6.0%
|
|
|||
|
37,579
|
Britannia Industries Ltd. (INR)
|
2,053,215
|
|||
|
7,514
|
Nestle India Ltd. (INR)
|
2,036,540
|
|||
|
193,107
|
Tata Consumer Products Ltd.
(INR)
|
2,039,174
|
|||
|
|
|
6,128,929
|
|||
|
|
Health Care Providers &
Services — 2.1%
|
|
|||
|
34,207
|
Apollo Hospitals Enterprise Ltd.
(INR)
|
2,116,382
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Independent Power and
Renewable Electricity
Producers — 2.1%
|
|
|||
|
719,690
|
NTPC Ltd. (INR)
|
$2,128,097
|
|||
|
|
Insurance — 4.1%
|
|
|||
|
268,327
|
HDFC Life Insurance Co., Ltd.
(INR) (b) (c)
|
2,059,599
|
|||
|
134,039
|
SBI Life Insurance Co., Ltd.
(INR) (b) (c)
|
2,107,079
|
|||
|
|
|
4,166,678
|
|||
|
|
IT Services — 11.9%
|
|
|||
|
137,040
|
HCL Technologies Ltd. (INR)
|
2,037,746
|
|||
|
118,351
|
Infosys Ltd. (INR)
|
2,045,814
|
|||
|
32,233
|
LTIMindtree Ltd. (INR) (b) (c)
|
2,022,237
|
|||
|
48,211
|
Tata Consultancy Services Ltd.
(INR)
|
2,048,588
|
|||
|
134,812
|
Tech Mahindra Ltd. (INR)
|
1,985,135
|
|||
|
418,672
|
Wipro Ltd. (INR)
|
2,047,197
|
|||
|
|
|
12,186,717
|
|||
|
|
Life Sciences Tools & Services
— 2.0%
|
|
|||
|
46,052
|
Divi’s Laboratories Ltd. (INR)
|
2,088,031
|
|||
|
|
Metals & Mining — 6.2%
|
|
|||
|
366,637
|
Hindalco Industries Ltd. (INR)
|
2,175,108
|
|||
|
221,727
|
JSW Steel Ltd. (INR)
|
2,081,597
|
|||
|
1,341,113
|
Tata Steel Ltd. (INR)
|
2,081,730
|
|||
|
|
|
6,338,435
|
|||
|
|
Oil, Gas & Consumable Fuels
— 8.2%
|
|
|||
|
491,595
|
Bharat Petroleum Corp., Ltd.
(INR)
|
2,051,833
|
|||
|
602,858
|
Coal India Ltd. (INR)
|
2,143,076
|
|||
|
920,743
|
Oil & Natural Gas Corp., Ltd.
(INR)
|
2,127,190
|
|||
|
73,797
|
Reliance Industries Ltd. (INR)
|
2,083,952
|
|||
|
|
|
8,406,051
|
|||
|
|
Personal Care Products —
2.0%
|
|
|||
|
69,735
|
Hindustan Unilever Ltd. (INR)
|
2,070,521
|
|||
|
|
Pharmaceuticals — 6.3%
|
|
|||
|
148,558
|
Cipla Ltd. (INR)
|
2,121,982
|
|||
|
31,616
|
Dr. Reddy’s Laboratories Ltd.
(INR)
|
2,127,119
|
|||
|
153,546
|
Sun Pharmaceutical Industries
Ltd. (INR)
|
2,142,382
|
|||
|
|
|
6,391,483
|
|||
|
|
Textiles, Apparel & Luxury
Goods — 2.0%
|
|
|||
|
52,985
|
Titan Co., Ltd. (INR)
|
2,009,112
|
|||
|
|
Tobacco — 2.0%
|
|
|||
|
390,710
|
ITC Ltd. (INR)
|
2,090,907
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Trading Companies &
Distributors — 2.0%
|
|
|||
|
70,331
|
Adani Enterprises Ltd. (INR)
|
$2,044,430
|
|||
|
|
Transportation Infrastructure
— 2.1%
|
|
|||
|
210,470
|
Adani Ports & Special Economic
Zone Ltd. (INR)
|
2,091,362
|
|||
|
|
Wireless Telecommunication
Services — 2.1%
|
|
|||
|
189,405
|
Bharti Airtel Ltd. (INR)
|
2,112,983
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 101.9%
|
103,966,679
|
|||
|
|
(Cost $85,787,475)
|
|
|||
|
|
Net Other Assets and
Liabilities — (1.9)%
|
(1,893,357
)
|
|||
|
|
Net Assets — 100.0%
|
$102,073,322
|
|||
|
(a)
|
Securities are issued in U.S. dollars unless otherwise
indicated in the security description.
|
|
(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.
|
|
Abbreviations throughout the Portfolio of Investments:
|
|
|
INR
|
– Indian Rupee
|
|
Country Allocation†
|
% of Net
Assets
|
|
India
|
101.9%
|
|
Total Investments
|
101.9
|
|
Net Other Assets and Liabilities
|
(1.9)
|
|
Total
|
100.0%
|
|
†
|
Portfolio securities are categorized based upon their country of
incorporation, which can be different from the country
categorization of the Fund’s underlying index.
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
Indian Rupee
|
100.0%
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 103,966,679
|
$ 103,966,679
|
$ —
|
$ —
|
|
*
|
See Portfolio of Investments for industry breakout.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 99.0%
|
|||||
|
|
Banks — 2.5%
|
|
|||
|
14,974
|
Banque Cantonale Vaudoise
(CHF)
|
$1,571,260
|
|||
|
9,600
|
Luzerner Kantonalbank AG
(CHF)
|
782,389
|
|||
|
|
|
2,353,649
|
|||
|
|
Capital Markets — 7.8%
|
|
|||
|
37,673
|
Julius Baer Group Ltd. (CHF)
|
2,422,497
|
|||
|
841
|
Partners Group Holding AG
(CHF)
|
950,472
|
|||
|
156,396
|
UBS Group AG (CHF)
|
3,876,796
|
|||
|
|
|
7,249,765
|
|||
|
|
Chemicals — 2.8%
|
|
|||
|
164,280
|
Clariant AG (CHF)
|
2,602,349
|
|||
|
|
Construction Materials —
4.1%
|
|
|||
|
58,762
|
Holcim AG (CHF)
|
3,773,453
|
|||
|
|
Containers & Packaging —
2.3%
|
|
|||
|
86,001
|
SIG Group AG (CHF)
|
2,127,124
|
|||
|
|
Diversified Telecommunication
Services — 4.1%
|
|
|||
|
6,342
|
Swisscom AG (CHF)
|
3,770,488
|
|||
|
|
Electric Utilities — 4.3%
|
|
|||
|
22,389
|
BKW AG (CHF)
|
3,950,209
|
|||
|
|
Electrical Equipment — 3.1%
|
|
|||
|
80,443
|
ABB Ltd. (CHF)
|
2,882,537
|
|||
|
|
Food Products — 4.0%
|
|
|||
|
189
|
Chocoladefabriken Lindt &
Spruengli AG (CHF)
|
2,104,015
|
|||
|
1,640
|
Emmi AG (CHF)
|
1,547,998
|
|||
|
|
|
3,652,013
|
|||
|
|
Health Care Equipment &
Supplies — 6.9%
|
|
|||
|
19,096
|
Alcon, Inc. (CHF)
|
1,479,948
|
|||
|
2,970
|
Sonova Holding AG (CHF)
|
706,363
|
|||
|
14,623
|
Straumann Holding AG (CHF)
|
1,872,306
|
|||
|
7,861
|
Ypsomed Holding AG (CHF)
|
2,314,458
|
|||
|
|
|
6,373,075
|
|||
|
|
Health Care Providers &
Services — 1.6%
|
|
|||
|
19,585
|
Galenica AG (CHF) (b) (c)
|
1,449,592
|
|||
|
|
Insurance — 10.5%
|
|
|||
|
16,153
|
Baloise Holding AG (CHF)
|
2,345,260
|
|||
|
23,388
|
Helvetia Holding AG (CHF)
|
3,280,733
|
|||
|
2,706
|
Swiss Life Holding AG (CHF)
|
1,689,790
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Insurance (Continued)
|
|
|||
|
15,715
|
Swiss Re AG (CHF)
|
$1,619,314
|
|||
|
1,665
|
Zurich Insurance Group AG
(CHF)
|
764,152
|
|||
|
|
|
9,699,249
|
|||
|
|
Life Sciences Tools & Services
— 4.2%
|
|
|||
|
1,326
|
Lonza Group AG (CHF)
|
616,535
|
|||
|
3,829
|
Siegfried Holding AG (CHF)
|
3,281,642
|
|||
|
|
|
3,898,177
|
|||
|
|
Machinery — 10.3%
|
|
|||
|
8,956
|
Bucher Industries AG (CHF)
|
3,430,353
|
|||
|
24,024
|
SFS Group AG (CHF)
|
2,629,819
|
|||
|
9,561
|
VAT Group AG (CHF) (b) (c)
|
3,436,466
|
|||
|
|
|
9,496,638
|
|||
|
|
Marine Transportation —
1.6%
|
|
|||
|
5,346
|
Kuehne + Nagel International
AG (CHF)
|
1,524,342
|
|||
|
|
Pharmaceuticals — 2.4%
|
|
|||
|
7,861
|
Novartis AG (CHF)
|
806,153
|
|||
|
5,174
|
Roche Holding AG (CHF)
|
1,415,664
|
|||
|
|
|
2,221,817
|
|||
|
|
Professional Services — 5.4%
|
|
|||
|
121,023
|
Adecco Group AG (CHF)
|
4,992,438
|
|||
|
|
Real Estate Management &
Development — 6.3%
|
|
|||
|
21,246
|
PSP Swiss Property AG (CHF)
|
2,511,408
|
|||
|
36,445
|
Swiss Prime Site AG (CHF)
|
3,342,500
|
|||
|
|
|
5,853,908
|
|||
|
|
Software — 0.8%
|
|
|||
|
9,945
|
Temenos AG (CHF)
|
699,904
|
|||
|
|
Specialty Retail — 2.9%
|
|
|||
|
69,431
|
Dufry AG (CHF) (d)
|
2,647,988
|
|||
|
|
Technology Hardware, Storage
& Peripherals — 1.0%
|
|
|||
|
13,289
|
Logitech International S.A.
(CHF)
|
918,696
|
|||
|
|
Textiles, Apparel & Luxury
Goods — 6.2%
|
|
|||
|
18,661
|
Cie Financiere Richemont S.A.,
Class A (CHF)
|
2,283,314
|
|||
|
13,548
|
Swatch Group (The) AG (CHF)
|
3,484,131
|
|||
|
|
|
5,767,445
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Transportation Infrastructure
— 3.9%
|
|
|||
|
19,029
|
Flughafen Zurich AG (CHF)
|
$3,633,877
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.0%
|
91,538,733
|
|||
|
|
(Cost $91,392,842)
|
|
|||
|
|
Net Other Assets and
Liabilities — 1.0%
|
968,516
|
|||
|
|
Net Assets — 100.0%
|
$92,507,249
|
|||
|
(a)
|
Securities are issued in U.S. dollars unless otherwise
indicated in the security description.
|
|
(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.
|
|
Abbreviations throughout the Portfolio of Investments:
|
|
|
CHF
|
– Swiss Franc
|
|
Country Allocation†
|
% of Net
Assets
|
|
Switzerland
|
99.0%
|
|
Total Investments
|
99.0
|
|
Net Other Assets and Liabilities
|
1.0
|
|
Total
|
100.0%
|
|
†
|
Portfolio securities are categorized based upon their country of
incorporation, which can be different from the country
categorization of the Fund’s underlying index.
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
Swiss Franc
|
100.0%
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 91,538,733
|
$ 91,538,733
|
$ —
|
$ —
|
|
*
|
See Portfolio of Investments for industry breakout.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 99.5%
|
|||||
|
|
Australia — 4.8%
|
|
|||
|
16,642
|
Accent Group Ltd.
|
$20,972
|
|||
|
27,874
|
Beach Energy Ltd.
|
29,391
|
|||
|
1,306
|
Brickworks Ltd.
|
20,967
|
|||
|
9,413
|
Charter Hall Long Wale REIT
|
19,488
|
|||
|
10,490
|
Charter Hall Retail REIT
|
21,178
|
|||
|
9,927
|
Charter Hall Social Infrastructure
REIT
|
16,084
|
|||
|
46,585
|
Firefinch Ltd. (b) (c) (d)
|
1,797
|
|||
|
4,358
|
GrainCorp Ltd., Class A
|
19,782
|
|||
|
54,781
|
Grange Resources Ltd.
|
16,730
|
|||
|
5,509
|
Harvey Norman Holdings Ltd.
|
13,707
|
|||
|
55,396
|
Myer Holdings Ltd.
|
20,302
|
|||
|
3,938
|
National Storage REIT
|
5,520
|
|||
|
1,784
|
New Hope Corp. Ltd.
|
7,284
|
|||
|
4,673
|
Sandfire Resources Ltd. (c)
|
18,508
|
|||
|
1,272
|
Sims Ltd.
|
11,065
|
|||
|
14,313
|
Stanmore Resources Ltd. (c)
|
34,049
|
|||
|
788
|
Super Retail Group Ltd.
|
6,075
|
|||
|
49,550
|
Tabcorp Holdings Ltd.
|
29,947
|
|||
|
6,228
|
United Malt Group Ltd. (c)
|
19,781
|
|||
|
13,017
|
Viva Energy Group Ltd. (e) (f)
|
25,108
|
|||
|
20,543
|
West African Resources Ltd. (c)
|
10,170
|
|||
|
|
|
367,905
|
|||
|
|
Austria — 0.6%
|
|
|||
|
215
|
AT&S Austria Technologie &
Systemtechnik AG
|
6,369
|
|||
|
282
|
DO & CO AG
|
30,947
|
|||
|
456
|
Wienerberger AG
|
11,590
|
|||
|
|
|
48,906
|
|||
|
|
Belgium — 1.1%
|
|
|||
|
222
|
Barco N.V.
|
4,314
|
|||
|
584
|
Bekaert S.A.
|
26,204
|
|||
|
2,318
|
bpost S.A.
|
12,707
|
|||
|
298
|
Cofinimmo S.A.
|
20,447
|
|||
|
685
|
Proximus SADP
|
5,575
|
|||
|
701
|
X-Fab Silicon
Foundries SE (c) (e) (f)
|
7,256
|
|||
|
392
|
Xior Student Housing N.V. (f)
|
11,231
|
|||
|
|
|
87,734
|
|||
|
|
Bermuda — 2.4%
|
|
|||
|
4,395
|
BW LPG Ltd. (e) (f)
|
55,345
|
|||
|
7,140
|
BW Offshore Ltd.
|
16,421
|
|||
|
2,808
|
Golden Ocean Group Ltd.
|
22,140
|
|||
|
25,956
|
Hopson Development Holdings
Ltd. (c)
|
15,678
|
|||
|
70,334
|
Pacific Basin Shipping Ltd.
|
20,298
|
|||
|
15,400
|
PAX Global Technology Ltd.
|
10,875
|
|||
|
12,000
|
Skyworth Group Ltd.
|
4,505
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Bermuda (Continued)
|
|
|||
|
1,039
|
Stolt-Nielsen Ltd.
|
$30,112
|
|||
|
9,500
|
Yue Yuen Industrial Holdings
Ltd.
|
10,918
|
|||
|
|
|
186,292
|
|||
|
|
Canada — 11.2%
|
|
|||
|
4,578
|
Advantage Energy Ltd. (c)
|
31,245
|
|||
|
1,302
|
Aecon Group, Inc.
|
10,880
|
|||
|
583
|
Ag Growth International, Inc.
|
22,852
|
|||
|
11,068
|
Athabasca Oil Corp. (c)
|
35,447
|
|||
|
8,777
|
Baytex Energy Corp.
|
38,707
|
|||
|
5,834
|
Birchcliff Energy Ltd.
|
33,245
|
|||
|
2,057
|
Canfor Corp. (c)
|
25,549
|
|||
|
5,021
|
Cardinal Energy Ltd.
|
27,355
|
|||
|
2,042
|
Celestica, Inc. (c)
|
49,973
|
|||
|
9,388
|
Crew Energy, Inc. (c)
|
40,296
|
|||
|
1,216
|
Dream Industrial Real Estate
Investment Trust
|
11,495
|
|||
|
2,837
|
H&R Real Estate Investment
Trust
|
19,279
|
|||
|
2,029
|
Interfor Corp. (c)
|
30,101
|
|||
|
7,756
|
Kelt Exploration Ltd. (c)
|
41,399
|
|||
|
3,067
|
Martinrea International, Inc.
|
28,248
|
|||
|
3,028
|
Minto Apartment Real Estate
Investment Trust (e) (f)
|
30,386
|
|||
|
3,271
|
NuVista Energy Ltd. (c)
|
31,307
|
|||
|
5,156
|
Obsidian Energy Ltd. (c)
|
42,440
|
|||
|
8,004
|
OceanaGold Corp.
|
15,675
|
|||
|
906
|
Paramount Resources Ltd.,
Class A
|
21,512
|
|||
|
1,422
|
Parex Resources, Inc.
|
26,686
|
|||
|
2,214
|
Peyto Exploration &
Development Corp.
|
22,315
|
|||
|
781
|
Russel Metals, Inc.
|
21,862
|
|||
|
655
|
Slate Grocery REIT, Class U
|
5,358
|
|||
|
5,670
|
Spartan Delta Corp.
|
16,907
|
|||
|
342
|
Stelco Holdings, Inc.
|
9,450
|
|||
|
173
|
Stella-Jones, Inc.
|
8,320
|
|||
|
5,062
|
Surge Energy, Inc.
|
34,511
|
|||
|
9,051
|
Tamarack Valley Energy Ltd.
|
25,988
|
|||
|
1,192
|
Torex Gold Resources, Inc. (c)
|
12,400
|
|||
|
639
|
Transcontinental, Inc., Class A
|
5,368
|
|||
|
2,909
|
Trican Well Service Ltd.
|
9,959
|
|||
|
4,264
|
Tricon Residential, Inc.
|
31,519
|
|||
|
2,538
|
Vermilion Energy, Inc.
|
37,129
|
|||
|
3,678
|
Well Health Technologies
Corp. (c)
|
11,238
|
|||
|
|
|
866,401
|
|||
|
|
Cayman Islands — 1.0%
|
|
|||
|
8,000
|
Cowell e Holdings, Inc. (c)
|
15,957
|
|||
|
2,757
|
Shelf Drilling Ltd. (c) (e) (f)
|
9,665
|
|||
|
10,000
|
SSY Group Ltd.
|
5,798
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Cayman Islands (Continued)
|
|
|||
|
48,000
|
Truly International Holdings Ltd.
|
$4,413
|
|||
|
38,000
|
United Laboratories International
Holdings (The) Ltd.
|
38,481
|
|||
|
|
|
74,314
|
|||
|
|
Denmark — 1.2%
|
|
|||
|
3,541
|
Alm Brand A/S
|
5,316
|
|||
|
491
|
D/S Norden A/S
|
27,353
|
|||
|
163
|
Dfds A/S
|
5,388
|
|||
|
518
|
FLSmidth & Co. A/S
|
23,439
|
|||
|
614
|
Per Aarsleff Holding A/S
|
28,200
|
|||
|
|
|
89,696
|
|||
|
|
Finland — 1.2%
|
|
|||
|
271
|
Cargotec Oyj, Class B
|
11,363
|
|||
|
59,361
|
Finnair Oyj (c)
|
32,384
|
|||
|
1,499
|
Kemira Oyj
|
23,360
|
|||
|
6,052
|
Outokumpu Oyj
|
25,396
|
|||
|
|
|
92,503
|
|||
|
|
France — 1.4%
|
|
|||
|
725
|
Cie Plastic Omnium SE
|
11,804
|
|||
|
932
|
Coface S.A.
|
11,903
|
|||
|
4,503
|
Derichebourg S.A.
|
22,757
|
|||
|
1,884
|
Elior Group S.A. (c) (e) (f)
|
3,866
|
|||
|
126
|
Eramet S.A.
|
9,625
|
|||
|
7,028
|
Etablissements Maurel et Prom
S.A.
|
36,349
|
|||
|
749
|
Television Francaise 1 S.A.
|
5,737
|
|||
|
220
|
Vicat SACA
|
6,734
|
|||
|
|
|
108,775
|
|||
|
|
Germany — 4.1%
|
|
|||
|
2,392
|
1&1 AG
|
40,514
|
|||
|
777
|
Bilfinger SE
|
26,649
|
|||
|
2,152
|
CropEnergies AG
|
18,019
|
|||
|
5,087
|
Deutz AG
|
22,481
|
|||
|
368
|
Duerr AG
|
9,999
|
|||
|
272
|
Elmos Semiconductor AG
|
18,376
|
|||
|
200
|
Gerresheimer AG
|
21,029
|
|||
|
165
|
Hornbach Holding AG & Co.
KGaA
|
10,545
|
|||
|
388
|
Jenoptik AG
|
9,845
|
|||
|
2,587
|
SAF-Holland SE
|
33,396
|
|||
|
835
|
Salzgitter AG
|
22,158
|
|||
|
2,006
|
SGL Carbon SE (c)
|
14,008
|
|||
|
271
|
Siltronic AG
|
23,193
|
|||
|
389
|
TeamViewer SE (c) (e) (f)
|
6,564
|
|||
|
766
|
United Internet AG
|
16,408
|
|||
|
272
|
Vitesco Technologies Group
AG (c)
|
22,071
|
|||
|
|
|
315,255
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Greece — 1.1%
|
|
|||
|
10,806
|
Alpha Services and Holdings
S.A. (c)
|
$14,378
|
|||
|
3,231
|
FF Group (b) (c) (d) (g)
|
0
|
|||
|
312
|
JUMBO S.A.
|
8,576
|
|||
|
1,283
|
Motor Oil Hellas Corinth
Refineries S.A.
|
32,473
|
|||
|
3,047
|
Public Power Corp. S.A. (c)
|
30,604
|
|||
|
|
|
86,031
|
|||
|
|
Guernsey — 0.8%
|
|
|||
|
32,410
|
Balanced Commercial Property
Trust Ltd.
|
26,850
|
|||
|
51,737
|
UK Commercial Property REIT
Ltd.
|
33,519
|
|||
|
|
|
60,369
|
|||
|
|
Ireland — 0.2%
|
|
|||
|
4,352
|
Dalata Hotel Group PLC
|
18,474
|
|||
|
|
Israel — 2.1%
|
|
|||
|
1,502
|
Airport City Ltd. (c)
|
23,076
|
|||
|
298
|
Delek Group Ltd.
|
44,196
|
|||
|
7,283
|
Israel Canada T.R. Ltd.
|
18,153
|
|||
|
80
|
Israel Corp., (The) Ltd.
|
20,361
|
|||
|
2,403
|
Mivne Real Estate KD Ltd.
|
5,772
|
|||
|
120,685
|
Oil Refineries Ltd.
|
39,835
|
|||
|
3,029
|
Reit 1 Ltd.
|
12,348
|
|||
|
|
|
163,741
|
|||
|
|
Italy — 2.6%
|
|
|||
|
10,697
|
BPER Banca
|
32,763
|
|||
|
1,330
|
Danieli & C Officine
Meccaniche S.p.A.
|
27,814
|
|||
|
3,452
|
Iren S.p.A.
|
6,661
|
|||
|
6,143
|
Maire Tecnimont S.p.A.
|
25,277
|
|||
|
7,567
|
OVS S.p.A. (e) (f)
|
15,744
|
|||
|
7,730
|
Piaggio & C S.p.A.
|
24,730
|
|||
|
21,165
|
Saras S.p.A.
|
30,332
|
|||
|
14,473
|
Webuild S.p.A.
|
25,783
|
|||
|
677
|
Zignago Vetro S.p.A.
|
10,150
|
|||
|
|
|
199,254
|
|||
|
|
Japan — 30.4%
|
|
|||
|
1,300
|
Alpen Co., Ltd.
|
16,824
|
|||
|
700
|
Alps Alpine Co., Ltd.
|
6,078
|
|||
|
3,100
|
AOKI Holdings, Inc.
|
20,972
|
|||
|
1,000
|
Appier Group, Inc. (c)
|
10,700
|
|||
|
800
|
ASAHI YUKIZAI Corp.
|
19,781
|
|||
|
1,800
|
AZ-COM MARUWA Holdings,
Inc.
|
25,632
|
|||
|
900
|
BML, Inc.
|
16,839
|
|||
|
800
|
Chugoku Marine Paints Ltd.
|
7,254
|
|||
|
3,400
|
Citizen Watch Co., Ltd.
|
20,931
|
|||
|
800
|
Cosmo Energy Holdings Co.,
Ltd.
|
28,158
|
|||
|
300
|
Cybozu, Inc.
|
4,071
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Japan (Continued)
|
|
|||
|
500
|
Daido Steel Co., Ltd.
|
$20,346
|
|||
|
1,800
|
Daiki Aluminium Industry Co.,
Ltd.
|
15,731
|
|||
|
1,600
|
DMG Mori Co., Ltd.
|
27,227
|
|||
|
200
|
Dowa Holdings Co., Ltd.
|
6,225
|
|||
|
1,600
|
Electric Power Development
Co., Ltd.
|
25,889
|
|||
|
2,400
|
Elematec Corp.
|
29,711
|
|||
|
1,400
|
Exedy Corp.
|
24,489
|
|||
|
1,100
|
FCC Co., Ltd.
|
13,846
|
|||
|
1,100
|
Ferrotec Holdings Corp.
|
21,052
|
|||
|
2,800
|
Fujikura Ltd.
|
22,512
|
|||
|
200
|
Fujitsu General Ltd.
|
3,756
|
|||
|
200
|
Fukuyama Transporting Co.,
Ltd.
|
5,260
|
|||
|
500
|
Geo Holdings Corp.
|
7,936
|
|||
|
400
|
GLOBERIDE, Inc.
|
5,407
|
|||
|
900
|
Glory Ltd.
|
17,959
|
|||
|
200
|
GMO Financial Gate, Inc.
|
14,253
|
|||
|
1,300
|
Godo Steel Ltd.
|
39,929
|
|||
|
700
|
H.U. Group Holdings, Inc.
|
11,898
|
|||
|
2,400
|
H2O Retailing Corp.
|
29,133
|
|||
|
900
|
Hakuto Co., Ltd.
|
30,534
|
|||
|
700
|
Hanwa Co., Ltd.
|
22,226
|
|||
|
100
|
Hirata Corp.
|
5,019
|
|||
|
4,400
|
Hokuriku Electric Power Co. (c)
|
23,731
|
|||
|
200
|
Horiba Ltd.
|
10,832
|
|||
|
500
|
Hosiden Corp.
|
6,421
|
|||
|
2,600
|
Iino Kaiun Kaisha Ltd.
|
18,251
|
|||
|
1,000
|
Inabata & Co., Ltd.
|
20,945
|
|||
|
2,300
|
JAFCO Group Co., Ltd.
|
25,318
|
|||
|
1,000
|
Japan Petroleum Exploration
Co., Ltd.
|
37,674
|
|||
|
11,500
|
JVCKenwood Corp.
|
52,560
|
|||
|
1,200
|
K&O Energy Group, Inc.
|
21,022
|
|||
|
700
|
Kaga Electronics Co., Ltd.
|
30,400
|
|||
|
400
|
Kanamoto Co., Ltd.
|
7,029
|
|||
|
300
|
Kaneka Corp.
|
7,793
|
|||
|
1,100
|
Kanematsu Corp.
|
15,222
|
|||
|
2,500
|
Kanto Denka Kogyo Co., Ltd.
|
14,621
|
|||
|
200
|
KeePer Technical Laboratory
Co., Ltd.
|
7,802
|
|||
|
4,200
|
Kobe Steel Ltd.
|
54,777
|
|||
|
300
|
Komeri Co., Ltd.
|
6,324
|
|||
|
1,500
|
Konica Minolta, Inc. (c)
|
4,883
|
|||
|
700
|
Krosaki Harima Corp.
|
45,108
|
|||
|
2,100
|
Kumiai Chemical Industry Co.,
Ltd.
|
15,570
|
|||
|
1,400
|
Kuraray Co., Ltd.
|
16,591
|
|||
|
700
|
KYB Corp.
|
22,648
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Japan (Continued)
|
|
|||
|
2,200
|
Kyoei Steel Ltd.
|
$29,296
|
|||
|
1,200
|
Macnica Holdings, Inc.
|
56,451
|
|||
|
400
|
Makino Milling Machine Co.,
Ltd.
|
17,479
|
|||
|
600
|
Mars Group Holdings Corp.
|
11,198
|
|||
|
400
|
Maruha Nichiro Corp.
|
6,868
|
|||
|
800
|
Matsuda Sangyo Co., Ltd.
|
12,687
|
|||
|
600
|
Mimasu Semiconductor Industry
Co., Ltd.
|
11,166
|
|||
|
400
|
Mitsubishi Gas Chemical Co.,
Inc.
|
5,387
|
|||
|
800
|
Mitsui Mining & Smelting Co.,
Ltd.
|
20,316
|
|||
|
400
|
Mitsui-Soko Holdings Co., Ltd.
|
11,523
|
|||
|
600
|
Mizuno Corp.
|
19,031
|
|||
|
1,400
|
Musashi Seimitsu Industry Co.,
Ltd.
|
15,224
|
|||
|
200
|
Nachi-Fujikoshi Corp.
|
5,380
|
|||
|
4,500
|
Nakayama Steel Works Ltd.
|
27,252
|
|||
|
3,700
|
NHK Spring Co., Ltd.
|
28,324
|
|||
|
2,800
|
Nikkiso Co., Ltd.
|
18,999
|
|||
|
700
|
Nippon Electric Glass Co., Ltd.
|
13,050
|
|||
|
500
|
Nippon Pillar Packing Co., Ltd.
|
13,065
|
|||
|
5,500
|
Nippon Sheet Glass Co., Ltd. (c)
|
29,775
|
|||
|
300
|
Nippon Shokubai Co., Ltd.
|
10,901
|
|||
|
600
|
Nippon Soda Co., Ltd.
|
22,082
|
|||
|
800
|
Nippon Yakin Kogyo Co., Ltd.
|
24,866
|
|||
|
300
|
Nitta Corp.
|
6,665
|
|||
|
700
|
Nittetsu Mining Co., Ltd.
|
23,468
|
|||
|
900
|
Nitto Boseki Co., Ltd.
|
21,018
|
|||
|
1,900
|
Nojima Corp.
|
16,617
|
|||
|
1,200
|
NOK Corp.
|
15,944
|
|||
|
2,000
|
Noritsu Koki Co., Ltd.
|
44,499
|
|||
|
1,100
|
NS United Kaiun Kaisha Ltd.
|
29,002
|
|||
|
13,000
|
NTN Corp.
|
24,766
|
|||
|
400
|
OKUMA Corp.
|
17,599
|
|||
|
4,600
|
Onward Holdings Co., Ltd.
|
16,068
|
|||
|
700
|
Organo Corp.
|
19,673
|
|||
|
2,000
|
Outsourcing, Inc.
|
15,458
|
|||
|
1,700
|
PAL GROUP Holdings Co., Ltd.
|
22,046
|
|||
|
200
|
Rorze Corp.
|
13,825
|
|||
|
1,300
|
Ryosan Co., Ltd.
|
38,711
|
|||
|
1,900
|
San-Ai Obbli Co., Ltd.
|
20,177
|
|||
|
300
|
Sanken Electric Co., Ltd.
|
18,208
|
|||
|
300
|
Sanyo Denki Co., Ltd.
|
13,731
|
|||
|
1,100
|
Sanyo Special Steel Co., Ltd.
|
21,685
|
|||
|
800
|
Sato Holdings Corp.
|
11,301
|
|||
|
600
|
Seino Holdings Co., Ltd.
|
8,413
|
|||
|
600
|
Shin-Etsu Polymer Co., Ltd.
|
5,372
|
|||
|
2,500
|
Siix Corp.
|
25,478
|
|||
|
1,700
|
SKY Perfect JSAT Holdings,
Inc.
|
7,952
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Japan (Continued)
|
|
|||
|
500
|
Star Micronics Co., Ltd.
|
$6,283
|
|||
|
800
|
Sumitomo Seika Chemicals Co.,
Ltd.
|
24,251
|
|||
|
400
|
Sumitomo Warehouse (The) Co.,
Ltd.
|
6,384
|
|||
|
1,400
|
Sun Frontier Fudousan Co., Ltd.
|
14,109
|
|||
|
900
|
SWCC Corp.
|
12,822
|
|||
|
1,200
|
Takasago Thermal Engineering
Co., Ltd.
|
23,335
|
|||
|
1,000
|
Tama Home Co., Ltd.
|
23,822
|
|||
|
3,200
|
Tamura Corp.
|
11,970
|
|||
|
300
|
THK Co., Ltd.
|
5,487
|
|||
|
400
|
Toho Gas Co., Ltd.
|
6,979
|
|||
|
700
|
Toho Holdings Co., Ltd.
|
15,017
|
|||
|
1,400
|
Tokai Carbon Co., Ltd.
|
10,970
|
|||
|
1,200
|
Tokuyama Corp.
|
18,870
|
|||
|
1,500
|
Tokyo Electron Device Ltd.
|
35,583
|
|||
|
1,300
|
Tokyo Steel Manufacturing Co.,
Ltd.
|
14,658
|
|||
|
2,100
|
Topre Corp.
|
23,847
|
|||
|
2,300
|
Toyo Tire Corp.
|
35,430
|
|||
|
400
|
Toyota Boshoku Corp.
|
7,297
|
|||
|
500
|
TS Tech Co., Ltd.
|
5,675
|
|||
|
500
|
Tsubakimoto Chain Co.
|
12,965
|
|||
|
2,100
|
Tsuburaya Fields Holdings, Inc.
|
28,794
|
|||
|
1,200
|
TV Asahi Holdings Corp.
|
13,571
|
|||
|
400
|
TV Tokyo Holdings Corp.
|
7,944
|
|||
|
1,300
|
UACJ Corp.
|
27,315
|
|||
|
600
|
Vector, Inc.
|
4,991
|
|||
|
700
|
Yamato Kogyo Co., Ltd.
|
33,473
|
|||
|
600
|
Yonex Co., Ltd.
|
6,416
|
|||
|
|
|
2,349,354
|
|||
|
|
Luxembourg — 0.3%
|
|
|||
|
707
|
APERAM S.A.
|
20,630
|
|||
|
|
Marshall Islands — 0.4%
|
|
|||
|
789
|
Teekay Tankers Ltd., Class A
|
32,846
|
|||
|
|
Mauritius — 0.4%
|
|
|||
|
154,000
|
Golden Agri-Resources Ltd.
|
29,854
|
|||
|
|
Netherlands — 1.4%
|
|
|||
|
310
|
AMG Critical Materials N.V.
|
9,341
|
|||
|
580
|
Eurocommercial Properties N.V.
|
12,890
|
|||
|
3,483
|
Iveco Group N.V. (c)
|
32,633
|
|||
|
5,541
|
Koninklijke BAM Groep N.V.
|
11,799
|
|||
|
43,009
|
MFE-MediaForEurope N.V.,
Class A
|
18,179
|
|||
|
73
|
Redcare Pharmacy
N.V. (c) (e) (f)
|
7,795
|
|||
|
432
|
Van Lanschot Kempen N.V.
|
11,624
|
|||
|
|
|
104,261
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Norway — 3.1%
|
|
|||
|
33,674
|
DNO ASA
|
$33,275
|
|||
|
9,764
|
Elkem ASA (e) (f)
|
19,790
|
|||
|
4,677
|
Hoegh Autoliners ASA
|
33,668
|
|||
|
9,397
|
Kitron ASA
|
31,143
|
|||
|
20,727
|
MPC Container Ships ASA
|
33,784
|
|||
|
5,994
|
Norske Skog ASA (c) (e)
|
26,023
|
|||
|
32,215
|
Norwegian Air Shuttle ASA (c)
|
25,726
|
|||
|
370
|
TGS NOPEC Geophysical Co.
ASA
|
5,071
|
|||
|
3,655
|
Wallenius Wilhelmsen Logistics
ASA
|
28,907
|
|||
|
|
|
237,387
|
|||
|
|
Portugal — 0.8%
|
|
|||
|
4,528
|
Altri SGPS S.A.
|
20,518
|
|||
|
119,188
|
Banco Comercial Portugues
S.A., Class R (c)
|
32,814
|
|||
|
2
|
Greenvolt-Energias Renovaveis
S.A. (c)
|
11
|
|||
|
6,063
|
Sonae SGPS S.A.
|
5,897
|
|||
|
|
|
59,240
|
|||
|
|
Singapore — 0.2%
|
|
|||
|
11,200
|
First Resources Ltd.
|
12,535
|
|||
|
|
South Korea — 16.9%
|
|
|||
|
118
|
Advanced Nano Products Co.,
Ltd.
|
11,718
|
|||
|
345
|
BH Co., Ltd.
|
5,331
|
|||
|
412
|
CJ Corp.
|
27,418
|
|||
|
700
|
Cosmochemical Co., Ltd. (c)
|
19,946
|
|||
|
726
|
Daeduck Electronics Co., Ltd.
|
14,096
|
|||
|
439
|
Daesang Corp.
|
6,080
|
|||
|
251
|
Daesung Holdings Co., Ltd.
|
2,106
|
|||
|
8,534
|
Daewoo Engineering &
Construction Co., Ltd. (c)
|
26,594
|
|||
|
861
|
Daou Data Corp.
|
8,161
|
|||
|
823
|
Daou Technology, Inc.
|
10,643
|
|||
|
238
|
DB HiTek Co., Ltd.
|
8,607
|
|||
|
123
|
Dentium Co., Ltd.
|
9,744
|
|||
|
1,063
|
DL E&C Co., Ltd.
|
24,539
|
|||
|
456
|
DN Automotive Corp.
|
27,034
|
|||
|
2,673
|
Dongkuk Holdings Co., Ltd.
|
21,096
|
|||
|
787
|
Doosan Bobcat, Inc.
|
29,744
|
|||
|
88
|
Doosan Co., Ltd.
|
7,389
|
|||
|
218
|
Doosan Tesna, Inc.
|
7,124
|
|||
|
448
|
Ecopro HN Co., Ltd.
|
23,638
|
|||
|
326
|
E-Mart, Inc.
|
17,008
|
|||
|
614
|
Eoflow Co., Ltd. (c)
|
11,148
|
|||
|
417
|
GS Engineering & Construction
Corp.
|
4,336
|
|||
|
1,064
|
GS Holdings Corp.
|
31,461
|
|||
|
163
|
HAESUNG DS Co., Ltd.
|
6,789
|
|||
|
1,055
|
Hana Micron, Inc.
|
19,624
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
South Korea (Continued)
|
|
|||
|
1,320
|
Handsome Co., Ltd.
|
$18,214
|
|||
|
748
|
Hanjin Kal Corp.
|
23,475
|
|||
|
988
|
Hankook Tire & Technology
Co., Ltd.
|
28,994
|
|||
|
2,145
|
Harim Holdings Co., Ltd.
|
11,191
|
|||
|
148
|
HD Hyundai Co., Ltd.
|
7,272
|
|||
|
7,558
|
Humasis Co., Ltd. (c)
|
13,638
|
|||
|
158
|
Hyundai Dept Store Co., Ltd.
|
7,447
|
|||
|
190
|
Intellian Technologies, Inc.
|
11,560
|
|||
|
484
|
INTOPS Co., Ltd.
|
9,864
|
|||
|
211
|
IS Dongseo Co., Ltd. (c)
|
4,488
|
|||
|
986
|
JB Financial Group Co., Ltd.
|
7,278
|
|||
|
651
|
KCC Glass Corp.
|
19,756
|
|||
|
4,260
|
KG DONGBUSTEEL
|
24,940
|
|||
|
2,339
|
KG Eco Technology Service
Co., Ltd.
|
21,424
|
|||
|
386
|
Kolon Industries, Inc.
|
13,087
|
|||
|
1,269
|
Korea Gas Corp. (c)
|
22,476
|
|||
|
11,831
|
Korea Line Corp. (c)
|
15,597
|
|||
|
299
|
Kumho Petrochemical Co., Ltd.
|
29,714
|
|||
|
147
|
LOTTE Fine Chemical Co., Ltd.
|
6,373
|
|||
|
538
|
LS Corp.
|
40,507
|
|||
|
1,485
|
LX International Corp.
|
31,419
|
|||
|
148
|
MegaStudyEdu Co., Ltd.
|
5,561
|
|||
|
406
|
Myoung Shin Industrial Co.,
Ltd. (c)
|
5,416
|
|||
|
492
|
OCI Co., Ltd.
|
35,549
|
|||
|
1,515
|
Orion Holdings Corp.
|
17,155
|
|||
|
57
|
Ottogi Corp.
|
15,418
|
|||
|
7,399
|
Pan Ocean Co., Ltd.
|
27,196
|
|||
|
56
|
Park Systems Corp.
|
6,777
|
|||
|
910
|
Poongsan Corp.
|
22,794
|
|||
|
3,605
|
Posco DX Co., Ltd.
|
144,798
|
|||
|
203
|
Rainbow Robotics (c)
|
25,364
|
|||
|
425
|
S&S Tech Corp.
|
13,874
|
|||
|
83
|
Samchully Co., Ltd.
|
6,028
|
|||
|
2,037
|
SD Biosensor, Inc.
|
17,164
|
|||
|
1,898
|
SeAH Besteel Holdings Corp.
|
34,601
|
|||
|
935
|
Sebang Co., Ltd.
|
7,643
|
|||
|
348
|
Seegene, Inc.
|
5,506
|
|||
|
69
|
Seoul City Gas Co., Ltd.
|
3,191
|
|||
|
1,191
|
Shinsegae International, Inc.
|
16,531
|
|||
|
80
|
Shinsegae, Inc.
|
11,270
|
|||
|
542
|
SIMMTECH Co., Ltd.
|
15,404
|
|||
|
231
|
SK Chemicals Co., Ltd.
|
10,802
|
|||
|
308
|
SL Corp.
|
7,441
|
|||
|
5,816
|
Sungwoo Hitech Co., Ltd.
|
39,609
|
|||
|
74
|
Young Poong Corp.
|
28,187
|
|||
|
938
|
Youngone Corp.
|
33,609
|
|||
|
|
|
1,306,976
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Spain — 2.4%
|
|
|||
|
1,925
|
Acerinox S.A.
|
$18,651
|
|||
|
7,089
|
Ence Energia y Celulosa S.A.
|
23,789
|
|||
|
7,285
|
Gestamp Automocion
S.A. (e) (f)
|
30,423
|
|||
|
1,465
|
Indra Sistemas S.A.
|
21,219
|
|||
|
533
|
Let’s GOWEX
S.A. (b) (c) (d) (g) (h)
|
0
|
|||
|
1,024
|
Melia Hotels International
S.A. (c)
|
6,230
|
|||
|
8,214
|
Sacyr S.A.
|
24,160
|
|||
|
4,002
|
Soltec Power Holdings S.A. (c)
|
13,116
|
|||
|
3,009
|
Tecnicas Reunidas S.A. (c)
|
29,395
|
|||
|
181
|
Vidrala S.A.
|
15,730
|
|||
|
|
|
182,713
|
|||
|
|
Sweden — 1.4%
|
|
|||
|
1,340
|
Alleima AB
|
7,035
|
|||
|
1,389
|
Betsson AB, Class B
|
15,281
|
|||
|
1,968
|
Billerud AB
|
18,256
|
|||
|
1,640
|
Calliditas Therapeutics AB,
Class B (c)
|
14,636
|
|||
|
2,080
|
Granges AB
|
19,609
|
|||
|
579
|
Loomis AB
|
15,612
|
|||
|
889
|
Note AB (c)
|
12,824
|
|||
|
530
|
Pandox AB
|
5,642
|
|||
|
|
|
108,895
|
|||
|
|
Switzerland — 0.4%
|
|
|||
|
15,569
|
Aryzta AG (c)
|
26,670
|
|||
|
9,405
|
Meyer Burger Technology
AG (c)
|
3,812
|
|||
|
|
|
30,482
|
|||
|
|
United Kingdom — 5.6%
|
|
|||
|
345
|
4imprint Group PLC
|
22,099
|
|||
|
583
|
Bank of Georgia Group PLC
|
26,248
|
|||
|
1,828
|
Big Yellow Group PLC
|
20,932
|
|||
|
43,780
|
Capita PLC (c)
|
9,091
|
|||
|
11,452
|
Capricorn Energy PLC
|
24,284
|
|||
|
22,671
|
Ferrexpo PLC (c)
|
21,064
|
|||
|
193
|
Greggs PLC
|
5,765
|
|||
|
6,111
|
Halfords Group PLC
|
14,785
|
|||
|
4,756
|
International Distributions
Services PLC (c)
|
15,134
|
|||
|
2,988
|
J D Wetherspoon PLC (c)
|
25,210
|
|||
|
2,035
|
JET2 PLC
|
26,890
|
|||
|
5,341
|
John Wood Group PLC (c)
|
10,120
|
|||
|
13,091
|
Johnson Service Group PLC
|
21,563
|
|||
|
18,665
|
Just Group PLC
|
16,397
|
|||
|
3,247
|
Mitchells & Butlers PLC (c)
|
8,953
|
|||
|
19,589
|
Mitie Group PLC
|
24,570
|
|||
|
4,638
|
Redde Northgate PLC
|
19,127
|
|||
|
1,687
|
Safestore Holdings PLC
|
15,149
|
|||
|
13,608
|
Senior PLC
|
27,063
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
United Kingdom (Continued)
|
|
|||
|
4,341
|
SSP Group PLC (c)
|
$10,731
|
|||
|
430
|
TORM PLC, Class A
|
11,661
|
|||
|
16,691
|
Urban Logistics REIT PLC
|
22,361
|
|||
|
2,582
|
Vesuvius PLC
|
13,679
|
|||
|
3,668
|
Workspace Group PLC
|
21,956
|
|||
|
|
|
434,832
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.5%
|
7,675,655
|
|||
|
|
(Cost $7,878,305)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.5%
|
40,600
|
|||
|
|
Net Assets — 100.0%
|
$7,716,255
|
|||
|
(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)
|
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.
|
|
(c)
|
Non-income producing security.
|
|
(d)
|
This security is fair valued by the Advisor’s Pricing
Committee in accordance with procedures approved by the
Trust’s Board of Trustees, and in accordance with provisions
of the Investment Company Act of 1940 and rules
thereunder, as amended. At September 30, 2023, securities
noted as such are valued at $1,797 or 0.0% of net assets.
|
|
(e)
|
This security is exempt from registration upon resale under
Rule 144A of the Securities Act of 1933, as amended (the
“1933 Act”) and may be resold in transactions exempt from
registration, normally to qualified institutional buyers. This
security is not restricted on the foreign exchange where it
trades freely without any additional registration. As such, it
does not require the additional disclosure required of
restricted securities.
|
|
(f)
|
This security may be resold to qualified foreign investors and
foreign institutional buyers under Regulation S of the 1933
Act.
|
|
(g)
|
This security’s value was determined using significant
unobservable inputs (see Valuation Inputs in the Additional
Information section).
|
|
(h)
|
This issuer has filed for protection in bankruptcy court.
|
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
|
Industrials
|
23.3%
|
|
Materials
|
19.0
|
|
Energy
|
14.4
|
|
Consumer Discretionary
|
13.7
|
|
Information Technology
|
11.6
|
|
Real Estate
|
5.7
|
|
Consumer Staples
|
2.9
|
|
Financials
|
2.8
|
|
Health Care
|
2.5
|
|
Utilities
|
2.2
|
|
Communication Services
|
1.9
|
|
Total
|
100.0%
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
Japanese Yen
|
30.6%
|
|
Euro
|
17.3
|
|
South Korean Won
|
17.0
|
|
Canadian Dollar
|
11.3
|
|
British Pound Sterling
|
6.3
|
|
Norwegian Krone
|
4.8
|
|
Australian Dollar
|
4.8
|
|
Israeli Shekel
|
2.1
|
|
Hong Kong Dollar
|
1.7
|
|
Swedish Krona
|
1.4
|
|
Danish Krone
|
1.3
|
|
Singapore Dollar
|
0.6
|
|
United States Dollar
|
0.4
|
|
Swiss Franc
|
0.4
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks:
|
|
|
|
|
|
Australia
|
$ 367,905
|
$ 366,108
|
$ 1,797
|
$ —
|
|
Greece
|
86,031
|
86,031
|
—
|
—**
|
|
Spain
|
182,713
|
182,713
|
—
|
—**
|
|
Other Country
Categories*
|
7,039,006
|
7,039,006
|
—
|
—
|
|
Total Investments
|
$7,675,655
|
$7,673,858
|
$1,797
|
$—**
|
|
*
|
See Portfolio of Investments for country breakout.
|
|
**
|
Investments are valued at $0.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 99.8%
|
|||||
|
|
Brazil — 13.1%
|
|
|||
|
712,572
|
Auren Energia S.A.
|
$1,946,387
|
|||
|
512,423
|
Banco Pan S.A. (Preference
Shares)
|
823,702
|
|||
|
487,203
|
Bradespar S.A. (Preference
Shares)
|
2,202,157
|
|||
|
1,152,951
|
Camil Alimentos S.A.
|
1,763,873
|
|||
|
1,379,080
|
Cia Brasileira de Aluminio
|
1,253,821
|
|||
|
2,534,340
|
Cia Brasileira de Distribuicao (b)
|
1,764,668
|
|||
|
498,415
|
Cia de Saneamento de Minas
Gerais Copasa MG
|
1,716,399
|
|||
|
577,218
|
Cia de Saneamento do Parana
|
2,625,101
|
|||
|
147,870
|
Cia Ferro Ligas da Bahia-
Ferbasa (Preference Shares)
|
1,480,303
|
|||
|
1,333,345
|
Dexco
|
2,042,506
|
|||
|
628,513
|
Embraer S.A. (b)
|
2,153,165
|
|||
|
922,633
|
Enauta Participacoes S.A.
|
3,303,935
|
|||
|
2,825,250
|
JHSF Participacoes S.A.
|
2,675,431
|
|||
|
3,287,241
|
Marcopolo S.A. (Preference
Shares)
|
3,806,138
|
|||
|
1,187,466
|
Marfrig Global Foods S.A.
|
1,684,382
|
|||
|
883,637
|
Metalurgica Gerdau S.A.
(Preference Shares)
|
1,960,102
|
|||
|
642,892
|
Oncoclinicas do Brasil Servicos
Medicos S.A. (b)
|
1,468,283
|
|||
|
385,640
|
Petroreconcavo S.A.
|
1,606,530
|
|||
|
111,112
|
Porto Seguro S.A.
|
581,141
|
|||
|
347,984
|
Randon S.A. Implementos e
Participacoes (Preference
Shares)
|
807,212
|
|||
|
642,102
|
Tres Tentos Agroindustrial S.A.
|
1,635,099
|
|||
|
561,610
|
Ultrapar Participacoes S.A.
|
2,094,914
|
|||
|
1,075,455
|
Usinas Siderurgicas de Minas
Gerais S.A. (Preference
Shares)
|
1,420,661
|
|||
|
|
|
42,815,910
|
|||
|
|
Cayman Islands — 8.4%
|
|
|||
|
417,877
|
AAC Technologies Holdings,
Inc.
|
715,054
|
|||
|
25,312
|
Alchip Technologies Ltd.
|
2,109,301
|
|||
|
57,018
|
Bizlink Holding, Inc.
|
476,909
|
|||
|
912,000
|
China Aoyuan Group Ltd. (b)
|
27,368
|
|||
|
886,206
|
China Conch Venture Holdings
Ltd.
|
755,956
|
|||
|
585,293
|
China Lesso Group Holdings
Ltd.
|
311,670
|
|||
|
11,550
|
China Metal Recycling Holdings
Ltd. (b) (c) (d) (e)
|
0
|
|||
|
2,974,867
|
China Resources Medical
Holdings Co., Ltd.
|
1,948,814
|
|||
|
3,390,869
|
China Risun Group Ltd. (f)
|
1,428,929
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Cayman Islands (Continued)
|
|
|||
|
1,450,200
|
China Yongda Automobiles
Services Holdings Ltd.
|
$561,120
|
|||
|
3,171,951
|
China Zhongwang Holdings
Ltd. (b) (c) (d) (e)
|
0
|
|||
|
1,115,360
|
CIFI Ever Sunshine Services
Group Ltd. (f)
|
168,067
|
|||
|
8,142,935
|
CIFI Holdings Group Co.,
Ltd. (b)
|
317,151
|
|||
|
2,497,587
|
Dongyue Group Ltd.
|
1,878,544
|
|||
|
4,508,321
|
Fufeng Group Ltd.
|
2,538,861
|
|||
|
382,769
|
General Interface Solution
Holding Ltd.
|
699,598
|
|||
|
4,406,936
|
Inspur Digital Enterprise
Technology Ltd.
|
1,052,359
|
|||
|
3,631,569
|
Intron Technology Holdings Ltd.
|
1,502,536
|
|||
|
170,503
|
Kingboard Holdings Ltd.
|
382,769
|
|||
|
6,153,835
|
Meitu, Inc. (f) (g)
|
2,750,423
|
|||
|
313,487
|
NetDragon Websoft Holdings
Ltd.
|
579,660
|
|||
|
418,501
|
Peijia Medical Ltd. (b) (f) (g)
|
373,025
|
|||
|
3,985,341
|
Seazen Group Ltd. (b)
|
727,758
|
|||
|
61,419
|
Tecnoglass, Inc.
|
2,024,370
|
|||
|
1,307,361
|
Tianneng Power International
Ltd.
|
1,238,754
|
|||
|
977,791
|
Wisdom Marine Lines Co., Ltd.
|
1,467,573
|
|||
|
300,279
|
XD, Inc. (b) (f)
|
544,501
|
|||
|
275,325
|
Zhen Ding Technology Holding
Ltd.
|
839,268
|
|||
|
|
|
27,420,338
|
|||
|
|
Chile — 1.0%
|
|
|||
|
184,976
|
CAP S.A.
|
1,199,591
|
|||
|
16,002,168
|
Colbun S.A.
|
2,178,881
|
|||
|
|
|
3,378,472
|
|||
|
|
China — 2.6%
|
|
|||
|
2,376,498
|
A-Living Services Co.,
Ltd. (b) (f) (g)
|
1,341,360
|
|||
|
5,568,151
|
BAIC Motor Corp. Ltd.,
Class H (f) (g)
|
1,685,175
|
|||
|
4,191,915
|
China Communications Services
Corp. Ltd., Class H
|
1,761,140
|
|||
|
154,320
|
Lao Feng Xiang Co., Ltd.,
Class B (c)
|
525,922
|
|||
|
491,094
|
Legend Holdings Corp.,
Class H (f) (g)
|
442,119
|
|||
|
2,704,637
|
YiChang HEC ChangJiang
Pharmaceutical Co., Ltd.,
Class H (b) (f) (g)
|
2,307,124
|
|||
|
658,646
|
Zhejiang Expressway Co., Ltd.,
Class H
|
491,191
|
|||
|
|
|
8,554,031
|
|||
|
|
Egypt — 0.8%
|
|
|||
|
2,544,019
|
Telecom Egypt Co. (c)
|
2,460,865
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Hong Kong — 1.8%
|
|
|||
|
2,401,508
|
China Everbright Environment
Group Ltd.
|
$828,006
|
|||
|
1,172,339
|
China Overseas Grand Oceans
Group Ltd.
|
489,538
|
|||
|
1,264,296
|
CITIC Telecom International
Holdings Ltd.
|
500,491
|
|||
|
865,505
|
Genertec Universal Medical
Group Co., Ltd. (f) (g)
|
432,147
|
|||
|
439,795
|
Morimatsu International
Holdings Co., Ltd. (b) (f)
|
321,803
|
|||
|
2,339,207
|
Poly Property Group Co., Ltd.
|
531,709
|
|||
|
8,125,481
|
Shougang Fushan Resources
Group Ltd.
|
2,760,046
|
|||
|
|
|
5,863,740
|
|||
|
|
Indonesia — 7.2%
|
|
|||
|
19,945,130
|
AKR Corporindo Tbk PT
|
1,993,868
|
|||
|
10,377,062
|
Berkah Beton Sadaya Tbk
PT (b) (c)
|
33,572
|
|||
|
7,748,108
|
Bukit Asam Tbk PT
|
1,403,733
|
|||
|
39,132,850
|
Elang Mahkota Teknologi Tbk
PT
|
1,481,250
|
|||
|
44,588,872
|
Erajaya Swasembada Tbk PT
|
1,304,055
|
|||
|
10,587,312
|
Harum Energy Tbk PT
|
1,291,303
|
|||
|
5,152,492
|
Indah Kiat Pulp & Paper Tbk PT
|
3,700,593
|
|||
|
16,034,726
|
Indika Energy Tbk PT
|
2,282,523
|
|||
|
980,804
|
Indo Tambangraya Megah Tbk
PT
|
1,838,809
|
|||
|
15,304,431
|
Medco Energi Internasional Tbk
PT
|
1,594,315
|
|||
|
65,497,778
|
Media Nusantara Citra Tbk PT
|
2,059,652
|
|||
|
20,473,478
|
Mitra Adiperkasa Tbk PT
|
2,410,982
|
|||
|
11,201,069
|
Perusahaan Gas Negara Tbk PT
|
996,536
|
|||
|
13,719,653
|
Sawit Sumbermas Sarana Tbk
PT
|
1,051,944
|
|||
|
|
|
23,443,135
|
|||
|
|
Jersey — 0.5%
|
|
|||
|
16,858,286
|
West China Cement Ltd.
|
1,571,527
|
|||
|
|
Malaysia — 3.5%
|
|
|||
|
4,077,200
|
Bermaz Auto Bhd
|
2,162,234
|
|||
|
10,830,200
|
Bumi Armada Bhd (b)
|
1,303,245
|
|||
|
14,768,400
|
Capital A Bhd (b)
|
3,051,030
|
|||
|
1,907,200
|
Chin Hin Group Bhd (b)
|
1,632,915
|
|||
|
1,672,300
|
Gamuda Bhd
|
1,577,826
|
|||
|
6,891,900
|
Hibiscus Petroleum Bhd
|
1,658,665
|
|||
|
|
|
11,385,915
|
|||
|
|
Mexico — 1.4%
|
|
|||
|
431,260
|
Alsea SAB de C.V. (b)
|
1,569,140
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Mexico (Continued)
|
|
|||
|
202,714
|
Megacable Holdings SAB de
C.V.
|
$446,198
|
|||
|
1,399,488
|
TF Administradora Industrial S
de RL de C.V.
|
2,481,376
|
|||
|
|
|
4,496,714
|
|||
|
|
Philippines — 1.1%
|
|
|||
|
217,220
|
GT Capital Holdings, Inc.
|
2,188,479
|
|||
|
28,021,000
|
Megaworld Corp.
|
1,000,467
|
|||
|
1,936,600
|
Robinsons Land Corp.
|
519,613
|
|||
|
|
|
3,708,559
|
|||
|
|
Poland — 3.9%
|
|
|||
|
114,606
|
Alior Bank S.A. (b)
|
1,358,907
|
|||
|
21,114
|
Budimex S.A.
|
2,099,970
|
|||
|
134,758
|
Cyfrowy Polsat S.A. (b)
|
372,781
|
|||
|
235,671
|
Jastrzebska Spolka Weglowa
S.A. (b)
|
2,374,701
|
|||
|
7,247
|
mBank S.A. (b)
|
655,749
|
|||
|
650,600
|
Orange Polska S.A.
|
1,112,468
|
|||
|
1,415,230
|
PGE Polska Grupa Energetyczna
S.A. (b)
|
2,428,987
|
|||
|
1,152,307
|
Tauron Polska Energia S.A. (b)
|
947,716
|
|||
|
210,142
|
XTB S.A. (f) (g)
|
1,476,740
|
|||
|
|
|
12,828,019
|
|||
|
|
Russia — 0.0%
|
|
|||
|
653,736,712
|
Federal Grid Co. Unified Energy
System PJSC (b) (c) (d) (e)
|
0
|
|||
|
580,351
|
Mechel PJSC (b) (c) (d) (e)
|
0
|
|||
|
|
|
0
|
|||
|
|
South Africa — 4.4%
|
|
|||
|
198,236
|
African Rainbow Minerals Ltd.
|
1,780,839
|
|||
|
249,932
|
Harmony Gold Mining Co., Ltd.
|
937,488
|
|||
|
282,835
|
Motus Holdings Ltd.
|
1,404,484
|
|||
|
193,415
|
Northam Platinum Holdings Ltd.
|
1,172,927
|
|||
|
162,722
|
Omnia Holdings Ltd.
|
484,202
|
|||
|
12,561,825
|
Redefine Properties Ltd.
|
2,355,290
|
|||
|
998,145
|
Sappi Ltd.
|
2,321,691
|
|||
|
768,058
|
Telkom SA SOC Ltd. (b)
|
942,743
|
|||
|
226,194
|
Thungela Resources Ltd.
|
2,074,528
|
|||
|
1,470,259
|
Vukile Property Fund Ltd.
|
1,017,252
|
|||
|
|
|
14,491,444
|
|||
|
|
Taiwan — 22.8%
|
|
|||
|
1,281,878
|
AcBel Polytech, Inc.
|
1,735,353
|
|||
|
1,130,387
|
Aerospace Industrial
Development Corp.
|
1,922,469
|
|||
|
91,419
|
Alexander Marine Co., Ltd.
|
1,064,839
|
|||
|
1,801,267
|
Alpha Networks, Inc.
|
2,195,749
|
|||
|
445,207
|
Asia Vital Components Co., Ltd.
|
4,703,012
|
|||
|
759,059
|
Cheng Uei Precision Industry
Co., Ltd.
|
961,742
|
|||
|
164,675
|
Chicony Electronics Co., Ltd.
|
589,209
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Taiwan (Continued)
|
|
|||
|
245,595
|
China Motor Corp.
|
$741,795
|
|||
|
1,227,656
|
ChipMOS Technologies, Inc.
|
1,422,355
|
|||
|
331,787
|
Chung-Hsin Electric &
Machinery Manufacturing
Corp.
|
1,104,912
|
|||
|
677,175
|
Compeq Manufacturing Co., Ltd.
|
1,111,825
|
|||
|
2,016,301
|
CSBC Corp. Taiwan (b)
|
1,427,254
|
|||
|
517,939
|
Depo Auto Parts Ind Co., Ltd.
|
2,150,023
|
|||
|
296,105
|
Ennoconn Corp.
|
2,412,466
|
|||
|
566,554
|
Evergreen International Storage
& Transport Corp.
|
501,080
|
|||
|
207,404
|
Fusheng Precision Co., Ltd.
|
1,307,499
|
|||
|
293,337
|
Getac Holdings Corp.
|
705,161
|
|||
|
117,555
|
Gigabyte Technology Co., Ltd.
|
1,025,131
|
|||
|
307,114
|
Great Wall Enterprise Co., Ltd.
|
511,849
|
|||
|
588,876
|
Greatek Electronics, Inc.
|
1,010,633
|
|||
|
735,922
|
IEI Integration Corp.
|
1,805,580
|
|||
|
32,935
|
Jentech Precision Industrial Co.,
Ltd.
|
635,632
|
|||
|
199,351
|
Kaori Heat Treatment Co., Ltd.
|
1,831,061
|
|||
|
647,156
|
King Yuan Electronics Co., Ltd.
|
1,523,640
|
|||
|
137,443
|
Kinsus Interconnect Technology
Corp.
|
461,968
|
|||
|
895,494
|
Macronix International Co., Ltd.
|
878,003
|
|||
|
235,109
|
Marketech International Corp.
|
1,005,097
|
|||
|
2,874,275
|
Mitac Holdings Corp.
|
3,628,404
|
|||
|
511,008
|
Pou Chen Corp.
|
453,536
|
|||
|
344,913
|
Powertech Technology, Inc.
|
1,084,515
|
|||
|
1,111,047
|
Ruentex Industries Ltd.
|
2,023,809
|
|||
|
804,797
|
Sanyang Motor Co., Ltd.
|
1,937,167
|
|||
|
827,718
|
Sercomm Corp.
|
3,153,895
|
|||
|
280,743
|
Sigurd Microelectronics Corp.
|
499,207
|
|||
|
91,775
|
Sinbon Electronics Co., Ltd.
|
919,726
|
|||
|
612,934
|
Ta Ya Electric Wire & Cable
|
730,079
|
|||
|
2,715,145
|
Taisun Enterprise Co., Ltd.
|
1,879,881
|
|||
|
161,456
|
Taiwan Hon Chuan Enterprise
Co., Ltd.
|
527,675
|
|||
|
1,107,779
|
Teco Electric and Machinery
Co., Ltd.
|
1,784,499
|
|||
|
334,522
|
Topco Scientific Co., Ltd.
|
1,756,524
|
|||
|
224,729
|
Topkey Corp.
|
1,159,133
|
|||
|
371,006
|
United Integrated Services Co.,
Ltd.
|
2,614,701
|
|||
|
301,219
|
Vivotek, Inc.
|
1,437,020
|
|||
|
1,184,418
|
Winbond Electronics Corp.
|
928,294
|
|||
|
109,135
|
WinWay Technology Co., Ltd.
|
2,292,205
|
|||
|
758,142
|
Wistron NeWeb Corp.
|
3,241,077
|
|||
|
221,577
|
Wowprime Corp.
|
1,798,398
|
|||
|
845,953
|
Yulon Motor Co., Ltd.
|
2,175,124
|
|||
|
1,267,312
|
Zyxel Group Corp.
|
1,962,968
|
|||
|
|
|
74,733,174
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Thailand — 5.5%
|
|
|||
|
2,937,500
|
AP Thailand PCL
|
$951,940
|
|||
|
2,274,200
|
Bangchak Corp. PCL
|
2,560,720
|
|||
|
8,159,800
|
Banpu PCL
|
1,792,747
|
|||
|
682,100
|
Betagro PCL
|
423,356
|
|||
|
5,146,000
|
Precious Shipping PCL
|
1,370,853
|
|||
|
3,325,500
|
Regional Container Lines PCL
|
1,990,962
|
|||
|
20,258,800
|
Sansiri PCL
|
940,264
|
|||
|
781,900
|
Sri Trang Agro-Industry PCL
|
315,659
|
|||
|
1,438,800
|
Srinanaporn Marketing PCL
|
821,889
|
|||
|
4,895,900
|
Star Petroleum Refining
PCL (f) (g)
|
1,223,555
|
|||
|
2,381,800
|
Supalai PCL
|
1,314,773
|
|||
|
5,287,500
|
SVI PCL
|
1,161,689
|
|||
|
1,678,600
|
Thai Oil PCL
|
2,328,028
|
|||
|
1,798,500
|
Tipco Asphalt PCL
|
795,217
|
|||
|
|
|
17,991,652
|
|||
|
|
Turkey — 21.8%
|
|
|||
|
214,613
|
AG Anadolu Grubu Holding
A.S.
|
1,696,177
|
|||
|
305,125
|
Alarko Holding A.S.
|
1,377,700
|
|||
|
770,535
|
Anadolu Efes Biracilik Ve Malt
Sanayii A.S.
|
2,970,460
|
|||
|
590,226
|
Aygaz A.S.
|
3,480,845
|
|||
|
2,223,298
|
Cimsa Cimento Sanayi VE
Ticare
|
3,365,132
|
|||
|
194,279
|
Coca-Cola Icecek A.S.
|
2,796,722
|
|||
|
5,296,397
|
Dogan Sirketler Grubu Holding
A.S.
|
2,580,735
|
|||
|
1,444,331
|
Enerjisa Enerji A.S. (f) (g)
|
2,726,048
|
|||
|
601,211
|
Girisim Elektrik Taahhut Ticaret
Ve Sanayi A.S. (b)
|
2,302,356
|
|||
|
5,448,056
|
Is Gayrimenkul Yatirim
Ortakligi A.S. (b)
|
4,701,242
|
|||
|
3,903,290
|
Is Yatirim Menkul Degerler A.S.
|
5,785,499
|
|||
|
2,606,341
|
Kardemir Karabuk Demir Celik
Sanayi ve Ticaret A.S.,
Class D
|
2,808,006
|
|||
|
376,902
|
Mavi Giyim Sanayi Ve Ticaret
A.S., Class B (f) (g)
|
1,549,204
|
|||
|
295,333
|
Migros Ticaret A.S.
|
3,933,680
|
|||
|
139,348
|
MLP Saglik Hizmetleri
A.S. (b) (f) (g)
|
726,764
|
|||
|
365,890
|
Nuh Cimento Sanayi A.S.
|
4,777,381
|
|||
|
6,445,388
|
ODAS Elektrik Uretim ve
Sanayi Ticaret A.S. (b)
|
3,114,736
|
|||
|
53,911
|
Otokar Otomotiv Ve Savunma
Sanayi A.S. (b)
|
717,476
|
|||
|
87,361
|
Pegasus Hava Tasimaciligi
A.S. (b)
|
2,626,071
|
|||
|
713,829
|
Petkim Petrokimya Holding
A.S. (b)
|
511,319
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Turkey (Continued)
|
|
|||
|
2,020,766
|
Sarkuysan Elektrolitik Bakir
Sanayi ve Ticaret A.S.
|
$2,946,559
|
|||
|
1,706,982
|
Sok Marketler Ticaret A.S.
|
3,623,333
|
|||
|
1,216,186
|
Tekfen Holding A.S.
|
2,377,503
|
|||
|
74,069
|
Turk Traktor ve Ziraat
Makineleri A.S.
|
2,379,955
|
|||
|
952,536
|
Ulker Biskuvi Sanayi A.S. (b)
|
3,262,145
|
|||
|
212,410
|
Vestel Elektronik Sanayi ve
Ticaret A.S. (b)
|
491,157
|
|||
|
7,564,846
|
Zorlu Enerji Elektrik Uretim
A.S. (b)
|
1,572,647
|
|||
|
|
|
71,200,852
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.8%
|
326,344,347
|
|||
|
|
(Cost $313,787,884)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.2%
|
810,668
|
|||
|
|
Net Assets — 100.0%
|
$327,155,015
|
|||
|
(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)
|
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.
|
|
(d)
|
This security is fair valued by the Advisor’s Pricing
Committee in accordance with procedures approved by the
Trust’s Board of Trustees, and in accordance with provisions
of the Investment Company Act of 1940 and rules
thereunder, as amended. At September 30, 2023, securities
noted as such are valued at $0 or 0.0% of net assets.
|
|
(e)
|
This security’s value was determined using significant
unobservable inputs (see Valuation Inputs in the Additional
Information section).
|
|
(f)
|
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).
|
|
(g)
|
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.
|
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
|
Industrials
|
18.1%
|
|
Information Technology
|
15.5
|
|
Materials
|
14.5
|
|
Consumer Discretionary
|
10.5
|
|
Energy
|
9.3
|
|
Consumer Staples
|
8.6
|
|
Utilities
|
7.3
|
|
Real Estate
|
6.6
|
|
Communication Services
|
4.1
|
|
Financials
|
3.4
|
|
Health Care
|
2.1
|
|
Total
|
100.0%
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
New Taiwan Dollar
|
24.6%
|
|
Turkish Lira
|
21.8
|
|
Brazilian Real
|
13.1
|
|
Hong Kong Dollar
|
10.8
|
|
Indonesia Rupiah
|
7.2
|
|
Thai Baht
|
5.5
|
|
South African Rand
|
4.5
|
|
Polish Zloty
|
3.9
|
|
Malaysia Ringgit
|
3.5
|
|
Mexican Peso
|
1.4
|
|
Philippines Peso
|
1.1
|
|
Chilean Peso
|
1.0
|
|
United States Dollar
|
0.8
|
|
Egypt Pound
|
0.8
|
|
Russian Ruble
|
0.0‡
|
|
Total
|
100.0%
|
|
‡
|
Investments are valued at $0.
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common
Stocks:
|
|
|
|
|
|
Cayman
Islands
|
$ 27,420,338
|
$ 27,420,338
|
$ —
|
$ —**
|
|
Russia
|
—**
|
—
|
—
|
—**
|
|
Thailand
|
17,991,652
|
—
|
17,991,652
|
—
|
|
Other
Country
Categories*
|
280,932,357
|
280,932,357
|
—
|
—
|
|
Total
Investments
|
$326,344,347
|
$308,352,695
|
$17,991,652
|
$—**
|
|
*
|
See Portfolio of Investments for country breakout.
|
|
**
|
Investments are valued at $0.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) — 99.2%
|
|||||
|
|
Austria — 3.8%
|
|
|||
|
1,711
|
ANDRITZ AG
|
$86,504
|
|||
|
1,165
|
Erste Group Bank AG
|
40,424
|
|||
|
4,430
|
OMV AG
|
212,262
|
|||
|
10,037
|
Raiffeisen Bank International
AG (b)
|
146,546
|
|||
|
5,679
|
voestalpine AG
|
155,147
|
|||
|
|
|
640,883
|
|||
|
|
Belgium — 3.9%
|
|
|||
|
701
|
Ackermans & van Haaren N.V.
|
106,056
|
|||
|
1,320
|
Etablissements Franz Colruyt
N.V.
|
57,163
|
|||
|
2,315
|
Euronav N.V.
|
37,594
|
|||
|
4,178
|
KBC Ancora
|
170,945
|
|||
|
1,002
|
Melexis N.V.
|
86,550
|
|||
|
1,686
|
Solvay S.A.
|
186,898
|
|||
|
|
|
645,206
|
|||
|
|
Finland — 3.8%
|
|
|||
|
1,039
|
Huhtamaki Oyj
|
34,218
|
|||
|
1,794
|
Kesko Oyj, Class B
|
32,187
|
|||
|
7,078
|
Metso Oyj
|
74,488
|
|||
|
39,342
|
Nokia Oyj
|
148,408
|
|||
|
14,829
|
Stora Enso Oyj, Class R
|
186,411
|
|||
|
3,444
|
UPM-Kymmene Oyj
|
118,229
|
|||
|
4,090
|
Wartsila Oyj Abp
|
46,506
|
|||
|
|
|
640,447
|
|||
|
|
France — 22.8%
|
|
|||
|
3,594
|
Accor S.A.
|
121,364
|
|||
|
230
|
Air Liquide S.A.
|
38,868
|
|||
|
5,667
|
Alstom S.A.
|
135,406
|
|||
|
484
|
Alten S.A.
|
63,759
|
|||
|
1,565
|
Arkema S.A.
|
154,804
|
|||
|
644
|
BNP Paribas S.A.
|
41,145
|
|||
|
31,221
|
Bollore SE
|
168,013
|
|||
|
3,428
|
Bouygues S.A.
|
120,108
|
|||
|
3,814
|
Carrefour S.A.
|
65,667
|
|||
|
2,037
|
Cie de Saint-Gobain S.A.
|
122,498
|
|||
|
3,787
|
Cie Generale des Etablissements
Michelin SCA
|
116,391
|
|||
|
1,326
|
Covivio S.A.
|
59,021
|
|||
|
6,834
|
Credit Agricole S.A.
|
84,478
|
|||
|
356
|
Eiffage S.A.
|
33,889
|
|||
|
10,071
|
Elis S.A.
|
177,388
|
|||
|
9,752
|
Engie S.A.
|
149,809
|
|||
|
1,627
|
Eurazeo SE
|
97,102
|
|||
|
8,907
|
Forvia SE (b)
|
184,666
|
|||
|
57
|
Hermes International SCA
|
104,243
|
|||
|
1,909
|
Imerys S.A.
|
56,512
|
|||
|
1,692
|
Interparfums S.A.
|
94,094
|
|||
|
700
|
Ipsen S.A.
|
91,917
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
France (Continued)
|
|
|||
|
84
|
LVMH Moet Hennessy Louis
Vuitton SE
|
$63,623
|
|||
|
9,732
|
Orange S.A.
|
111,740
|
|||
|
1,980
|
Publicis Groupe S.A.
|
150,219
|
|||
|
2,835
|
Renault S.A.
|
116,520
|
|||
|
8,093
|
Rexel S.A.
|
182,250
|
|||
|
781
|
Safran S.A.
|
122,734
|
|||
|
354
|
Sanofi
|
37,981
|
|||
|
339
|
SEB S.A.
|
31,773
|
|||
|
5,128
|
Societe Generale S.A.
|
124,940
|
|||
|
551
|
Sopra Steria Group SACA
|
114,121
|
|||
|
2,614
|
TotalEnergies SE
|
172,203
|
|||
|
3,758
|
Valeo SE
|
64,881
|
|||
|
5,004
|
Veolia Environnement S.A.
|
145,118
|
|||
|
672
|
Vinci S.A.
|
74,614
|
|||
|
365
|
Wendel SE
|
28,961
|
|||
|
|
|
3,822,820
|
|||
|
|
Germany — 27.0%
|
|
|||
|
1,671
|
Aurubis AG
|
123,914
|
|||
|
605
|
Bayer AG
|
29,071
|
|||
|
1,760
|
Bayerische Motoren Werke AG
|
179,340
|
|||
|
513
|
Brenntag SE
|
39,853
|
|||
|
7,324
|
Commerzbank AG
|
83,550
|
|||
|
2,062
|
Continental AG
|
145,540
|
|||
|
3,426
|
Daimler Truck Holding AG
|
118,879
|
|||
|
11,393
|
Deutsche Bank AG
|
125,873
|
|||
|
17,315
|
Deutsche Lufthansa AG (b)
|
137,407
|
|||
|
1,590
|
Deutsche Telekom AG
|
33,399
|
|||
|
1,644
|
DHL Group
|
66,978
|
|||
|
15,448
|
E.ON SE
|
182,923
|
|||
|
5,506
|
Evonik Industries AG
|
100,853
|
|||
|
767
|
Fraport AG Frankfurt Airport
Services Worldwide (b)
|
40,740
|
|||
|
2,726
|
Fresenius Medical Care AG &
Co. KGaA
|
117,703
|
|||
|
5,719
|
Fresenius SE & Co. KGaA
|
178,127
|
|||
|
1,893
|
FUCHS SE (Preference Shares)
|
73,691
|
|||
|
2,641
|
Heidelberg Materials AG
|
205,282
|
|||
|
4,281
|
Hensoldt AG
|
126,459
|
|||
|
2,311
|
HOCHTIEF AG
|
233,946
|
|||
|
2,687
|
HUGO BOSS AG
|
170,223
|
|||
|
3,772
|
Infineon Technologies AG
|
125,042
|
|||
|
3,314
|
Jungheinrich AG (Preference
Shares)
|
99,436
|
|||
|
9,066
|
K+S AG
|
164,671
|
|||
|
1,996
|
KION Group AG
|
76,793
|
|||
|
3,757
|
LANXESS AG
|
95,529
|
|||
|
1,408
|
LEG Immobilien SE (b)
|
97,266
|
|||
|
2,008
|
Mercedes-Benz Group AG
|
139,882
|
|||
|
308
|
MTU Aero Engines AG
|
55,927
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (Continued)
|
|||||
|
|
Germany (Continued)
|
|
|||
|
3,357
|
Porsche Automobil Holding SE
(Preference Shares)
|
$165,570
|
|||
|
390
|
Rheinmetall AG
|
100,567
|
|||
|
20,259
|
Schaeffler AG (Preference
Shares)
|
116,840
|
|||
|
238
|
Siemens AG
|
34,135
|
|||
|
1,755
|
Siemens Energy AG (b)
|
22,971
|
|||
|
1,180
|
Sixt SE
|
109,535
|
|||
|
1,077
|
SMA Solar Technology AG (b)
|
69,970
|
|||
|
25,048
|
Telefonica Deutschland Holding
AG
|
44,887
|
|||
|
26,852
|
thyssenkrupp AG
|
205,141
|
|||
|
1,131
|
Volkswagen AG (Preference
Shares)
|
130,265
|
|||
|
1,189
|
Wacker Chemie AG
|
170,522
|
|||
|
|
|
4,538,700
|
|||
|
|
Greece — 4.3%
|
|
|||
|
116,779
|
Eurobank Ergasias Services and
Holdings S.A. (b)
|
180,135
|
|||
|
5,268
|
Hellenic Telecommunications
Organization S.A.
|
76,972
|
|||
|
6,781
|
Mytilineos S.A.
|
250,062
|
|||
|
31,794
|
National Bank of Greece
S.A. (b)
|
179,500
|
|||
|
2,402
|
OPAP S.A.
|
40,276
|
|||
|
|
|
726,945
|
|||
|
|
Ireland — 2.7%
|
|
|||
|
9,495
|
AIB Group PLC
|
42,764
|
|||
|
2,293
|
CRH PLC
|
125,496
|
|||
|
5,319
|
Glanbia PLC
|
87,783
|
|||
|
564
|
Kingspan Group PLC
|
42,313
|
|||
|
1,626
|
Ryanair Holdings PLC, ADR (b)
|
158,063
|
|||
|
|
|
456,419
|
|||
|
|
Italy — 12.1%
|
|
|||
|
120,850
|
A2A S.p.A.
|
215,418
|
|||
|
9,856
|
Banco BPM S.p.A.
|
47,256
|
|||
|
13,159
|
Brembo S.p.A.
|
163,609
|
|||
|
1,554
|
Brunello Cucinelli S.p.A.
|
118,376
|
|||
|
6,356
|
Buzzi S.p.A.
|
174,179
|
|||
|
12,628
|
Enel S.p.A.
|
77,703
|
|||
|
13,765
|
Eni S.p.A.
|
222,021
|
|||
|
2,541
|
ERG S.p.A.
|
61,359
|
|||
|
2,064
|
Interpump Group S.p.A.
|
94,902
|
|||
|
13,135
|
Leonardo S.p.A.
|
189,696
|
|||
|
1,678
|
Moncler S.p.A.
|
97,716
|
|||
|
23,061
|
Pirelli & C S.p.A. (c) (d)
|
111,203
|
|||
|
3,672
|
Prysmian S.p.A.
|
148,107
|
|||
|
116,798
|
Telecom Italia S.p.A. (b)
|
36,564
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Italy (Continued)
|
|
|||
|
8,163
|
UniCredit S.p.A.
|
$196,167
|
|||
|
14,988
|
Unipol Gruppo S.p.A.
|
81,164
|
|||
|
|
|
2,035,440
|
|||
|
|
Luxembourg — 2.8%
|
|
|||
|
6,374
|
ArcelorMittal S.A.
|
160,218
|
|||
|
8,447
|
InPost S.A. (b)
|
98,237
|
|||
|
13,561
|
Tenaris S.A.
|
214,845
|
|||
|
|
|
473,300
|
|||
|
|
Netherlands — 6.3%
|
|
|||
|
818
|
Aalberts N.V.
|
29,992
|
|||
|
4,860
|
ABN AMRO Bank N.V. (c) (d)
|
69,058
|
|||
|
287
|
ASM International N.V.
|
120,614
|
|||
|
840
|
Heineken Holding N.V.
|
63,410
|
|||
|
2,257
|
Koninklijke Ahold Delhaize
N.V.
|
68,055
|
|||
|
1,094
|
Koninklijke Vopak N.V.
|
37,498
|
|||
|
4,546
|
OCI N.V.
|
126,837
|
|||
|
1,301
|
Randstad N.V.
|
72,048
|
|||
|
4,638
|
Signify N.V. (c) (d)
|
125,089
|
|||
|
2,903
|
STMicroelectronics N.V.
|
125,791
|
|||
|
9,038
|
Technip Energies N.V.
|
225,221
|
|||
|
|
|
1,063,613
|
|||
|
|
Portugal — 1.2%
|
|
|||
|
13,587
|
Galp Energia SGPS S.A.
|
201,683
|
|||
|
|
Spain — 8.2%
|
|
|||
|
4,842
|
ACS Actividades de
Construccion y Servicios S.A.
|
174,411
|
|||
|
239
|
Aena SME S.A. (c) (d)
|
36,033
|
|||
|
576
|
Amadeus IT Group S.A.
|
34,882
|
|||
|
27,035
|
Banco Bilbao Vizcaya
Argentaria S.A.
|
220,373
|
|||
|
71,865
|
Banco de Sabadell S.A.
|
83,615
|
|||
|
51,853
|
Banco Santander S.A.
|
198,372
|
|||
|
2,007
|
Enagas S.A.
|
33,271
|
|||
|
3,553
|
Endesa S.A.
|
72,405
|
|||
|
1,223
|
Grupo Catalana Occidente S.A.
|
39,437
|
|||
|
3,450
|
Industria de Diseno Textil S.A.
|
128,721
|
|||
|
2,193
|
Redeia Corp., S.A.
|
34,535
|
|||
|
12,524
|
Repsol S.A.
|
206,162
|
|||
|
26,829
|
Telefonica S.A.
|
109,716
|
|||
|
|
|
1,371,933
|
|||
|
|
Switzerland — 0.3%
|
|
|||
|
654
|
DSM-Firmenich AG
|
55,405
|
|||
|
|
Total Common Stocks
|
16,672,794
|
|||
|
|
(Cost $17,354,422)
|
|
|||
|
Shares
|
Description
|
Value
|
|||
|
RIGHTS (a) — 0.0%
|
|||||
|
|
Italy — 0.0%
|
|
|||
|
13,159
|
Brembo S.p.A., expiring
10/10/23 (b) (e) (f)
|
$0
|
|||
|
|
(Cost $0)
|
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.2%
|
16,672,794
|
|||
|
|
(Cost $17,354,422)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.8%
|
140,210
|
|||
|
|
Net Assets — 100.0%
|
$16,813,004
|
|||
|
(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)
|
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 is fair valued by the Advisor’s Pricing
Committee in accordance with procedures approved by the
Trust’s Board of Trustees, and in accordance with provisions
of the Investment Company Act of 1940 and rules
thereunder, as amended. At September 30, 2023, securities
noted as such are valued at $0 or 0.0% of net assets.
|
|
Abbreviations throughout the Portfolio of Investments:
|
|
|
ADR
|
– American Depositary Receipt
|
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
|
Industrials
|
23.8%
|
|
Materials
|
16.3
|
|
Consumer Discretionary
|
15.3
|
|
Financials
|
13.7
|
|
Energy
|
9.2
|
|
Utilities
|
5.8
|
|
Information Technology
|
5.1
|
|
Communication Services
|
4.4
|
|
Consumer Staples
|
2.8
|
|
Health Care
|
2.7
|
|
Real Estate
|
0.9
|
|
Total
|
100.0%
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
Euro
|
98.3%
|
|
United States Dollar
|
1.7
|
|
Total
|
100.0%
|
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 16,672,794
|
$ 16,672,794
|
$ —
|
$ —
|
|
Rights*
|
—**
|
—
|
—**
|
—
|
|
Total Investments
|
$16,672,794
|
$16,672,794
|
$—**
|
$—
|
|
*
|
See Portfolio of Investments for country breakout.
|
|
**
|
Investment is valued at $0.
|