a. How many Classes of shares of the Fund (if
any) are
authorized?
| 0 |
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
| 0 |
c. How many Classes of shares of the Fund were
terminated during the reporting period?
| 0 |
d. For each Class with shares outstanding,
provide the
information requested below: |
|
Shares Outstanding Record:
1 |
i. Full name of Class | First Trust Alternative Absolute Return Strategy ETF |
ii. Class identification number, if any | C000168150 |
iii. Ticker symbol, if any | FAAR |
Pricing Services Record:
1 |
i. Full name | Bloomberg L.P. |
ii. LEI, if any, or provide and describe other
identifying number
| 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other
identifying number
| 5493000NQ9LYLDBCTL34 |
Description of other identifying number | |
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
3 |
i. Full name | Refinitiv, LLC |
ii. LEI, if any, or provide and describe other
identifying number
| 549300WQWDPFSMQ8I087 |
Description of other identifying number | |
iii. State, if applicable |
DELAWARE
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
|
Shareholder servicing agents Record:
1 |
i. Full name | Brown Brothers Harriman & Co. |
ii. LEI, if any, or provide and describe
other
identifying number | 5493006KMX1VFTPYPW14 |
Description of other identifying number | |
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
|
Principal Transactions Record:
1 |
i. Full name of dealer | JPMORGAN SECURITIES LLC |
ii. SEC file number | 008-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 56,811,864.060000000000 |
Principal Transactions Record:
2 |
i. Full name of dealer | Goldman Sachs & Co. |
ii. SEC file number | 008-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 78,760,992.000000000000 |
Principal Transactions Record:
3 |
i. Full name of dealer | RBC CAPITAL MARKETS |
ii. SEC file number | 008-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 96,758,097.470000000000 |
Principal Transactions Record:
4 |
i. Full name of dealer | CITIGROUP GLOBAL MARKETS, INC. |
ii. SEC file number | 008-08177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 61,845,369.590000000000 |
Principal Transactions Record:
5 |
i. Full name of dealer | BARCLAYS CAPITAL, INC. |
ii. SEC file number | 008-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 259,230,372.690000000000 |
Principal Transactions Record:
6 |
i. Full name of dealer | MORGAN STANLEY & CO., LLC |
ii. SEC file number | 008-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 43,875,768.190000000000 |
Principal Transactions Record:
7 |
i. Full name of dealer | WELLS FARGO SECURITIES, LLC |
ii. SEC file number | 008-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable |
NORTH CAROLINA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 19,972,233.330000000000 |
Principal Transactions Record:
8 |
i. Full name of dealer | Nomura Securities Internaional, Inc. |
ii. SEC file number | 008-15255 |
iii. CRD number | 000004297 |
iv. LEI, if any | OXTKY6Q8X53C9ILVV871 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 24,974,773.750000000000 |
Principal Transactions Record:
9 |
i. Full name of dealer | BMO Capital Markets Corp. |
ii. SEC file number | 008-85003 |
iii. CRD number | 000016686 |
iv. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
v. State, if applicable |
DELAWARE
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 54,932,052.100000000000 |
a. How many Classes of shares of the Fund (if
any) are
authorized?
| 0 |
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
| 0 |
c. How many Classes of shares of the Fund were
terminated during the reporting period?
| 0 |
d. For each Class with shares outstanding,
provide the
information requested below: |
|
Shares Outstanding Record:
1 |
i. Full name of Class | First Trust Global Tactical Commodity Strategy Fund |
ii. Class identification number, if any | C000122820 |
iii. Ticker symbol, if any | FTGC |
Pricing Services Record:
1 |
i. Full name | Bloomberg L.P. |
ii. LEI, if any, or provide and describe other
identifying number
| 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other
identifying number
| 5493000NQ9LYLDBCTL34 |
Description of other identifying number | |
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
3 |
i. Full name | Refinitiv, LLC |
ii. LEI, if any, or provide and describe other
identifying number
| 549300WQWDPFSMQ8I087 |
Description of other identifying number | |
iii. State, if applicable |
DELAWARE
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
|
Shareholder servicing agents Record:
1 |
i. Full name | Brown Brothers Harriman & Co. |
ii. LEI, if any, or provide and describe
other
identifying number | 5493006KMX1VFTPYPW14 |
Description of other identifying number | |
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
|
Principal Transactions Record:
1 |
i. Full name of dealer | JPMORGAN SECURITIES LLC |
ii. SEC file number | 008-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 1,122,125,839.850000000000 |
Principal Transactions Record:
2 |
i. Full name of dealer | Goldman Sachs & Co. |
ii. SEC file number | 008-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 1,455,810,138.230000000000 |
Principal Transactions Record:
3 |
i. Full name of dealer | RBC CAPITAL MARKETS |
ii. SEC file number | 008-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 2,683,300,864.000000000000 |
Principal Transactions Record:
4 |
i. Full name of dealer | CITIGROUP GLOBAL MARKETS, INC. |
ii. SEC file number | 008-08177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 1,087,080,977.040000000000 |
Principal Transactions Record:
5 |
i. Full name of dealer | BARCLAYS CAPITAL, INC. |
ii. SEC file number | 008-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 5,224,561,408.370000000000 |
Principal Transactions Record:
6 |
i. Full name of dealer | MORGAN STANLEY & CO., LLC |
ii. SEC file number | 008-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 732,803,750.100000000000 |
Principal Transactions Record:
7 |
i. Full name of dealer | WELLS FARGO SECURITIES, LLC |
ii. SEC file number | 008-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable |
NORTH CAROLINA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 649,202,816.630000000000 |
Principal Transactions Record:
8 |
i. Full name of dealer | Nomura Securities Internaional, Inc. |
ii. SEC file number | 008-15255 |
iii. CRD number | 000004297 |
iv. LEI, if any | OXTKY6Q8X53C9ILVV871 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 349,660,237.500000000000 |
Principal Transactions Record:
9 |
i. Full name of dealer | BMO Capital Markets Corp. |
ii. SEC file number | 008-85003 |
iii. CRD number | 000016686 |
iv. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
v. State, if applicable |
DELAWARE
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 843,825,136.790000000000 |