# EDGAR Filing Document

**Accession Number:** 0001329377
**File Stem:** 0001752724-23-053146
**Filing Date:** 2023-3
**Character Count:** 405067
**Document Hash:** 13480bf52f5b697064ff75eac8e5bf25
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-053146.hdr.sgml**: 20230313

**ACCESSION NUMBER**: 0001752724-23-053146

**CONFORMED SUBMISSION TYPE**: N-CEN

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230313

**DATE AS OF CHANGE**: 20230313

**EFFECTIVENESS DATE**: 20230313

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND
- **CENTRAL INDEX KEY:** 0001329377
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-CEN
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21774
- **FILM NUMBER:** 23726905

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

## Series and Classes Contracts Data

### First Trust Dow Jones Select MicroCap Index Fund (Series ID: S000010772)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000029773 | First Trust Dow Jones Select MicroCap Index Fund | FDM             |

### First Trust Morningstar Dividend Leaders Index Fund (Series ID: S000010976)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000030350 | First Trust Morningstar Dividend Leaders Index Fund | FDL             |

### First Trust US Equity Opportunities ETF (Series ID: S000010977)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000030351 | First Trust US Equity Opportunities ETF | FPX             |

### First Trust NASDAQ-100 Equal Weighted Index Fund (Series ID: S000011047)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000030477 | First Trust NASDAQ-100 Equal Weighted Index Fund | QQEW            |

### First Trust NASDAQ-100-Technology Sector Index Fund (Series ID: S000011048)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000030478 | First Trust NASDAQ-100-Technology Sector Index Fund | QTEC            |

### First Trust NYSE Arca Biotechnology Index Fund (Series ID: S000012478)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000033929 | First Trust NYSE Arca Biotechnology Index Fund | FBT             |

### First Trust Dow Jones Internet Index Fund (Series ID: S000012479)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000033930 | First Trust Dow Jones Internet Index Fund | FDN             |

### First Trust Capital Strength ETF (Series ID: S000012555)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000034137 | First Trust Capital Strength ETF | FTCS            |

### First Trust Nasdaq-100 Ex-Technology Sector Index Fund (Series ID: S000013259)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000035622 | First Trust Nasdaq-100 Ex-Technology Sector Index Fund | QQXT            |

### First Trust Dividend Strength ETF (Series ID: S000013797)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000037851 | First Trust Dividend Strength ETF | FTDS            |

### First Trust Value Line Dividend Index Fund (Series ID: S000013817)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000037913 | First Trust Value Line Dividend Index Fund | FVD             |

### First Trust Nasdaq Clean Edge Green Energy Index Fund (Series ID: S000015169)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000041643 | First Trust Nasdaq Clean Edge Green Energy Index Fund | QCLN            |

### First Trust S&P REIT Index Fund (Series ID: S000017163)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000047557 | First Trust S&P REIT Index Fund | FRI             |

### First Trust Natural Gas ETF (Series ID: S000017177)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000047627 | First Trust Natural Gas ETF | FCG             |

### First Trust Water ETF (Series ID: S000017178)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000047628 | First Trust Water ETF | FIW             |

### First Trust Chindia ETF (Series ID: S000017179)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000047629 | First Trust Chindia ETF | FNI             |

### First Trust NASDAQ ABA Community Bank Index Fund (Series ID: S000026211)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000078718 | First Trust NASDAQ ABA Community Bank Index Fund | QABA            |

### First Trust Dorsey Wright People's Portfolio ETF (Series ID: S000035456)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000108867 | First Trust Dorsey Wright People's Portfolio ETF | DWPP            |

### First Trust Dow 30 Equal Weight ETF (Series ID: S000058339)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000191287 | First Trust Dow 30 Equal Weight ETF | EDOW            |

### First Trust Lunt U.S. Factor Rotation ETF (Series ID: S000062216)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000201408 | First Trust Lunt U.S. Factor Rotation ETF | FCTR            |

### FT Cboe Vest Gold Strategy Target Income ETF (Series ID: S000070087)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000222996 | FT Cboe Vest Gold Strategy Target Income ETF | IGLD            |

### FT Cboe Vest Gold Strategy Quarterly Buffer ETF (Series ID: S000070088)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000222997 | FT Cboe Vest Gold Strategy Quarterly Buffer ETF | BGLD            |

### First Trust Indxx Aerospace & Defense ETF (Series ID: S000077603)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000238091 | First Trust Indxx Aerospace & Defense ETF | MISL            |

### First Trust Growth Strength ETF (Series ID: S000077796)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000238354 | First Trust Growth Strength ETF | FTGS            |

## Internal

#### REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To the Shareholders and Board of Trustees of First Trust Exchange-Traded Fund:

In planning and performing our audits of the financial statements of First Trust Exchange-Traded Fund (the "Trust"), including First Trust Dow Jones Select MicroCap Index Fund, First Trust Morningstar Dividend Leaders Index Fund, First Trust US Equity Opportunities ETF, First Trust NYSE<sup>®</sup> Arca<sup>®</sup> Biotechnology Index Fund, First Trust Dow Jones Internet Index Fund, First Trust Capital Strength ETF, First Trust Value Line<sup>®</sup> Dividend Index Fund, First Trust NASDAQ-100 Equal Weighted Index Fund, First Trust NASDAQ-100-Technology Sector Index Fund, First Trust NASDAQ-100 Ex-Technology Sector Index Fund, First Trust NASDAQ<sup>®</sup> Clean Edge<sup>®</sup> Green Energy Index Fund, First Trust S&P REIT Index Fund, First Trust Water ETF, First Trust Natural Gas ETF, First Trust Chindia ETF, First Trust NASDAQ<sup>®</sup> ABA Community Bank Index Fund, First Trust Dividend Strength ETF, First Trust Dow 30 Equal Weight ETF, First Trust Lunt U.S. Factor Rotation ETF, First Trust Growth Strength ETF, and First Trust Indxx Aerospace & Defense ETF, as of and for the period ended December 31, 2022, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Trust's internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Trust's internal control over financial reporting. Accordingly, we express no such opinion.

The management of the Trust is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A fund's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A fund's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the fund; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the fund are being made only in accordance with authorizations of management and directors of the fund; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use, or disposition of a fund's assets that could have a material effect on the financial statements.

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the fund's annual or interim financial statements will not be prevented or detected on a timely basis.

Our consideration of the Trust's internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Trust's internal control over financial reporting and its operation, including controls for safeguarding securities that we consider to be a material weakness, as defined above, as of December 31, 2022.

This report is intended solely for the information and use of management and the Board of Trustees of the Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.

/s/ DELOITTE & TOUCHE LLP

Chicago, Illinois

February 23, 2023

## Internal

#### REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To the Shareholders and Board of Trustees of First Trust Exchange-Traded Fund:

In planning and performing our audits of the financial statements of First Trust Exchange-Traded Fund (the "Trust"), including First Trust Cboe Vest Gold Strategy Quarterly Buffer ETF and First Trust Cboe Vest Gold Strategy Target Income ETF<sup>®</sup>, as of and for the year ended December 31, 2022, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Trust's internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Trust's internal control over financial reporting. Accordingly, we express no such opinion.

The management of the Trust is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A fund's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A fund's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the fund; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the fund are being made only in accordance with authorizations of management and directors of the fund; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use, or disposition of a fund's assets that could have a material effect on the financial statements.

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the fund's annual or interim financial statements will not be prevented or detected on a timely basis.

Our consideration of the Trust's internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Trust's internal control over financial reporting and its operation, including controls for safeguarding securities that we consider to be a material weakness, as defined above, as of December 31, 2022.

This report is intended solely for the information and use of management and the Board of Trustees of the Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.

/s/ DELOITTE & TOUCHE LLP

Chicago, Illinois

February 24, 2023

# Form N-CEN: Annual Report for Registered Investment Companies

## N-CEN: Filer Information
**Submission Type:** N-CEN
**CIK:** 0001329377

## N-CEN: Series/Class (Contract) Information

**Series ID Record:1**
- **Series ID:** S000070087

**Series ID Record:2**
- **Series ID:** S000013797

**Series ID Record:3**
- **Series ID:** S000062216

**Series ID Record:4**
- **Series ID:** S000035456

**Series ID Record:5**
- **Series ID:** S000017178

**Series ID Record:6**
- **Series ID:** S000010976

**Series ID Record:7**
- **Series ID:** S000012478

**Series ID Record:8**
- **Series ID:** S000058339

**Series ID Record:9**
- **Series ID:** S000077603

**Series ID Record:10**
- **Series ID:** S000013817

**Series ID Record:11**
- **Series ID:** S000017179

**Series ID Record:12**
- **Series ID:** S000017163

**Series ID Record:13**
- **Series ID:** S000013259

**Series ID Record:14**
- **Series ID:** S000011047

**Series ID Record:15**
- **Series ID:** S000012555

**Series ID Record:16**
- **Series ID:** S000010772

**Series ID Record:17**
- **Series ID:** S000012479

**Series ID Record:18**
- **Series ID:** S000015169

**Series ID Record:19**
- **Series ID:** S000070088

**Series ID Record:20**
- **Series ID:** S000026211

**Series ID Record:21**
- **Series ID:** S000010977

**Series ID Record:22**
- **Series ID:** S000077796

**Series ID Record:23**
- **Series ID:** S000017177

**Series ID Record:24**
- **Series ID:** S000011048

**Class ID Record:1**
- **Class ID:** C000222996

**Class ID Record:2**
- **Class ID:** C000037851

**Class ID Record:3**
- **Class ID:** C000201408

**Class ID Record:4**
- **Class ID:** C000108867

**Class ID Record:5**
- **Class ID:** C000047628

**Class ID Record:6**
- **Class ID:** C000030350

**Class ID Record:7**
- **Class ID:** C000033929

**Class ID Record:8**
- **Class ID:** C000191287

**Class ID Record:9**
- **Class ID:** C000238091

**Class ID Record:10**
- **Class ID:** C000037913

**Class ID Record:11**
- **Class ID:** C000047629

**Class ID Record:12**
- **Class ID:** C000047557

**Class ID Record:13**
- **Class ID:** C000035622

**Class ID Record:14**
- **Class ID:** C000030477

**Class ID Record:15**
- **Class ID:** C000034137

**Class ID Record:16**
- **Class ID:** C000029773

**Class ID Record:17**
- **Class ID:** C000033930

**Class ID Record:18**
- **Class ID:** C000041643

**Class ID Record:19**
- **Class ID:** C000222997

**Class ID Record:20**
- **Class ID:** C000078718

**Class ID Record:21**
- **Class ID:** C000030351

**Class ID Record:22**
- **Class ID:** C000238354

**Class ID Record:23**
- **Class ID:** C000047627

**Class ID Record:24**
- **Class ID:** C000030478

### N-CEN: Part A: General Information

**Item A.1.a - Report for period ending:** 2022-12-31

**Item A.1.b - Does this report cover a period of less than 12 months?:** No

## N-CEN: Part B: Information About the Registrant

- **Item B.1.a - Full name of Registrant:** First Trust Exchange-Traded Fund

- **Item B.1.b - Investment Company Act file number:** 811-21774

- **Item B.1.c - CIK:** 0001329377

- **Item B.1.d - LEI:** 549300MZB4XDLRWOC672

- **Item B.2.a - Street 1:** 120 East Liberty Drive

- **Item B.2.a - Street 2:** Suite 400

- **Item B.2.b - City:** Wheaton

- **Item B.2.c - State:** IL

- **Item B.2.e - Zip Code:** 60187

- **Item B.2.f - Telephone:** 630-765-8000

- **Item B.2.g - Public Website:** https://www.ftportfolios.com

### Item B.3 - Location of books and records

**Location books Record: 1**

- **a. Name of person (e.g., a custodian of records):** The Bank of New York Mellon

- **b. Street 1:** 240 Greenwich Street

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10286

- **g. Telephone number:** 1-212-495-1784

- **h. Briefly describe the books and records kept at this location:** Records related to Fund Accounting, Custody, Transfer Agent, and Administration.

**Location books Record: 2**

- **a. Name of person (e.g., a custodian of records):** Cboe Vest Financial LLC

- **b. Street 1:** 8350 Broad Street

- **Street 2:** Suite 240

- **c. City:** MCLEAN

- **d. State, if applicable:** VA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 22102

- **g. Telephone number:** 1-855-979-6060

- **h. Briefly describe the books and records kept at this location:** Records related to the registrant and investment sub-adviser.

**Location books Record: 3**

- **a. Name of person (e.g., a custodian of records):** First Trust Advisors L.P.

- **b. Street 1:** 120 East Liberty Drive

- **Street 2:** Suite 400

- **c. City:** Wheaton

- **d. State, if applicable:** IL

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 60187

- **g. Telephone number:** 630-765-8000

- **h. Briefly describe the books and records kept at this location:** Records related to the registrant and investment adviser.

- **Item B.4.a - Is this the first filing by the Registrant?:** No

- **Item B.4.b - Is this the last filing by the Registrant?:** No

- **Item B.5.a - Is the Registrant part of a family of investment companies?:** Yes

- **Item B.5.a.i - Full name of family of investment companies:** First Trust Advisors L.P.

### Item B.6 - Organization

- [x] a. Open-end management investment company registered under the Act on Form N-1A

- [ ] b. Closed-end management investment company registered under the Act on Form N-2

- [ ] c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3

- [ ] d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4

- [ ] e. Small business investment company registered under the Act on Form N-5

- [ ] f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6

- [ ] g. Unit investment trust registered under the Act on Form N-8B-2

- **Item B.6.i - Total number of Series:** 23

- **Item B.7 - Is the Registrant the issuer of a class of securities registered under the Securities Act?:** Yes

### Item B.8 - Directors

| Name                | Is Interested Person?   | Other Investment Company File Numbers                                                                                                                                                                                                                                                        |
|:---|:---|:---|
| Robert F. Keith     | No                      | 811-22442, 811-22452, 811-21549, 811-22019, 811-22902, 811-22709, 811-22652, 811-21905, 811-23147, 811-21539, 811-22519, 811-22767, 811-22039, 811-21496, 811-21586, 811-22528, 811-22559, 811-21727, 811-22738, 811-23072, 811-21636, 811-22245, 811-22795, 811-23565, 811-21944, 811-22717 |
| Niel B. Nielson     | No                      | 811-21586, 811-22039, 811-21539, 811-21496, 811-22717, 811-23147, 811-22902, 811-22452, 811-22767, 811-22245, 811-22738, 811-22519, 811-22528, 811-23072, 811-21727, 811-22709, 811-21549, 811-21944, 811-22442, 811-21905, 811-22019, 811-21636, 811-22652, 811-23565, 811-22559, 811-22795 |
| Richard E. Erickson | No                      | 811-21549, 811-22717, 811-21905, 811-22902, 811-22039, 811-23072, 811-21944, 811-22767, 811-22019, 811-22442, 811-23565, 811-22452, 811-22528, 811-21496, 811-21539, 811-22519, 811-21727, 811-22738, 811-22709, 811-21636, 811-21586, 811-22559, 811-22795, 811-22652, 811-22245, 811-23147 |
| Denise M. Keefe     | No                      | 811-21586, 811-21905, 811-23565, 811-22902, 811-21539, 811-22019, 811-22245, 811-22559, 811-22442, 811-21496, 811-21636, 811-23072, 811-22738, 811-22709, 811-23147, 811-21549, 811-22767, 811-22652, 811-22452, 811-22519, 811-22795, 811-22528, 811-22039, 811-21944, 811-22717, 811-21727 |
| Thomas R. Kadlec    | No                      | 811-22738, 811-21905, 811-22452, 811-21496, 811-22902, 811-22039, 811-22652, 811-21944, 811-23565, 811-22717, 811-23147, 811-22709, 811-22519, 811-22442, 811-21727, 811-23072, 811-22559, 811-21586, 811-22528, 811-21636, 811-22245, 811-21539, 811-22795, 811-22767, 811-22019, 811-21549 |
| James A. Bowen      | Yes                     | 811-22738, 811-23147, 811-22902, 811-22452, 811-21727, 811-21496, 811-21549, 811-21586, 811-22442, 811-22245, 811-21539, 811-22519, 811-23565, 811-21636, 811-22528, 811-22767, 811-22039, 811-22019, 811-21944, 811-22652, 811-22559, 811-22717, 811-23072, 811-22709, 811-22795, 811-21905 |

### Item B.9. Chief compliance officer.

**Chief compliance officer Record: 1**

- **a. Full Name:** Kristi A. Maher

- **b. CRD Number, if any:** N/A

- **c. Street Address 1:** 120 East Liberty Drive, Suite 400

- **d. City:** Wheaton

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Zip code:** 60187

- **h. Telephone number:** XXXXXX

- **i. Has the chief compliance officer changed since the last filing?:** No

If the chief compliance officer is compensated or employed by any person other than the Registrant, provide:

**CCO employer Record: 1**

- **i. Name of the person:** —

- **ii. Person’s IRS Employer Identification Number:** —

### Item B.10. Matters for security holder vote.

- **Were any matters submitted by the Registrant for its security holders’ vote during the reporting period?** No

- **Item B.11.a - Have there been any material legal proceedings?:** No

- **Item B.11.b - Has any proceeding previously reported been terminated?:** No

- **Item B.12.a - Were any claims with respect to the Registrant filed under a fidelity bond?:** No

- **Item B.13.a - Are the Registrant's officers or directors covered under any insurance policy?:** Yes

- **Item B.13.a.i - If yes, were any claims filed under the policy during the reporting period?:** No

- **Item B.14 - Did an affiliated person provide any form of financial support to the Registrant?:** No

- **Item B.15.a.i - Release numbers:**
  - IC-26297
  - IC-27845

### Item B.16. Principal underwriters.

**Principal underwriter Record: 1**

- **i. Full name:** First Trust Portfolios L.P.

- **ii. SEC file number:** 008-43843

- **iii. CRD number:** 000028519

- **iv. LEI, if any:** 54930062T84Z5CXY1C58

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Is the principal underwriter an affiliated person...?:** Yes

- **b. Have any principal underwriters been hired or terminated during the reporting period?** No

### Item B.17. Independent public accountant.

**Public accountant Record: 1**

- **a. Full Name:** Deloitte & Touche LLP

- **b. PCAOB Number:** 34

- **c. LEI, if any:** 549300FJV7IV1ZHGAV28

- **d. State, if applicable:** IL

- **e. Foreign country, if applicable:** US

- **f. Has the independent public accountant changed since the last filing?** No

- **Item B.18 - Did an independent public accountant's report on internal control note any material weaknesses?:** No

- **Item B.19 - Did an independent public accountant issue an opinion other than an unqualified opinion?:** No

- **Item B.20 - Have there been material changes in the method of valuation?:** No

- **Item B.21 - Have there been any changes in accounting principles or practices?:** No

- **Item B.22.a - Were any payments made to shareholders as a result of an error in calculating NAV?:** No

## Part C: Additional Questions for Management Investment Companies

### Management Investment Record: 1 - FT Cboe Vest Gold Strategy Target Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** FT Cboe Vest Gold Strategy Target Income ETF

- **b. Series identification number, if any:** S000070087

- **c. LEI:** 549300HKD3KY76XPNM71

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                        | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | FT Cboe Vest Gold Strategy Target Income ETF | C000222996                                | IGLD                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Cboe Vest Financial LLC

- **ii. SEC file number:** 801-77463

- **iii. CRD number:** 000165976

- **iv. LEI, if any:** 54930065C4IE3LI77S53

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Wolverine Execution Services LLC

- **ii. SEC file number:** 008-65336

- **iii. CRD number:** 000120719

- **iv. LEI, if any:** 2549003XDWF020DPX559

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $648.75

**Brokers Record: 2**

- **i. Full name of broker:** X-CHANGE FINANCIAL ACCESS, LLC

- **ii. SEC file number:** 008-65860

- **iii. CRD number:** 000126201

- **iv. LEI, if any:** 549300OVQ8PL5DTHB273

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $27,151.75

**Aggregate Commission:** $27,800.50

**Item C.17.a. Principal transaction counterparties.**

| Name                              | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| SG AMERICAS SECURITIES, LLC       | 008-66125         |    000128351 | 549300F35UE0BOM1WJ55 | NY      | US        | $96,127,566.89            |
| Wolverine Execution Services, LLC | 008-65336         |    000120719 | 2549003XDWF020DPX559 | IL      | US        | $17,966,854.50            |
| BARCLAYS CAPITAL, INC.            | 008-41342         |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $50,030,551.70            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $164,124,973.09

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $39,145,410.58

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 2 - First Trust Dividend Strength ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Dividend Strength ETF

- **b. Series identification number, if any:** S000013797

- **c. LEI:** 549300S2A3L6WXCL3N09

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class             | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Dividend Strength ETF | C000037851                                | FTDS                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $25,134.84

- **g. Provide the net income from securities lending activities:** $248.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,264.21

**Brokers Record: 2**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,751.04

**Brokers Record: 3**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $46.30

**Brokers Record: 4**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $18.81

**Brokers Record: 5**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,943.28

**Brokers Record: 6**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $37.89

**Brokers Record: 7**

- **i. Full name of broker:** SUSQUEHANNA FINANCIAL GROUP, LLLP

- **ii. SEC file number:** 008-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,051.69

**Aggregate Commission:** $14,113.22

**Item C.17.a. Principal transaction counterparties.**

| Name                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BOFA SECURITIES, INC.  | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $4,512,733.11             |
| CITADEL SECURITIES LLC | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $2,354,369.18             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $6,867,102.29

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $19,328,628.31

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 3 - First Trust Lunt U.S. Factor Rotation ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Lunt U.S. Factor Rotation ETF

- **b. Series identification number, if any:** S000062216

- **c. LEI:** 549300RICJKBNG75UL94

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Lunt U.S. Factor Rotation ETF | C000201408                                | FCTR                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $120.63

**Brokers Record: 2**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $102,069.36

**Brokers Record: 3**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $145,301.50

**Brokers Record: 4**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $111,033.77

**Brokers Record: 5**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $933.41

**Brokers Record: 6**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $44,665.85

**Aggregate Commission:** $404,124.52

**Item C.17.a. Principal transaction counterparties.**

| Name                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| RBC CAPITAL MARKETS LLC | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $5,624,727.27             |
| GOLDMAN SACHS & CO. LLC | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $326,876,370.91           |
| BOFA SECURITIES, INC.   | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $135,815,427.92           |
| CITADEL SECURITIES LLC  | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $187,387,585.39           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $655,704,111.49

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $415,461,949.33

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 4 - First Trust Water ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Water ETF

- **b. Series identification number, if any:** S000017178

- **c. LEI:** 549300LST8NILRG2KK70

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Water ETF   | C000047628                                | FIW                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $11,118,621.82

- **g. Provide the net income from securities lending activities:** $94,744.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,344.19

**Brokers Record: 2**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $69,360.44

**Brokers Record: 3**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $394.87

**Aggregate Commission:** $86,099.50

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BOFA SECURITIES, INC.         | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $55,079,885.66            |
| CITADEL SECURITIES LLC        | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $142,440,422.76           |
| GOLDMAN SACHS & CO. LLC       | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $128,854,282.43           |
| ABN AMRO Clearing Chicago LLC | 008-34354         |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $7,994,560.24             |
| RBC CAPITAL MARKETS LLC       | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $3,896,342.56             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $338,265,493.65

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,287,316,139.54

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 5 - First Trust Morningstar Dividend Leaders Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Morningstar Dividend Leaders Index Fund

- **b. Series identification number, if any:** S000010976

- **c. LEI:** 549300ORBKW77UZM6H07

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                               | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Morningstar Dividend Leaders Index Fund | C000030350                                | FDL                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $34,101.10

**Brokers Record: 2**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6.72

**Brokers Record: 3**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $46,556.06

**Brokers Record: 4**

- **i. Full name of broker:** J.P. MORGAN SECURITIES LLC

- **ii. SEC file number:** 008-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $84,146.97

**Brokers Record: 5**

- **i. Full name of broker:** SUSQUEHANNA FINANCIAL GROUP, LLLP

- **ii. SEC file number:** 008-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $41,457.79

**Brokers Record: 6**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,815.62

**Brokers Record: 7**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $468,832.39

**Brokers Record: 8**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,347.65

**Brokers Record: 9**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,403.25

**Aggregate Commission:** $686,667.55

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| HRT FINANCIAL LP              | 008-68430         |    000152144 | 21380037YFKONTT23854 | NY      | US        | $106,053,532.64           |
| RBC CAPITAL MARKETS LLC       | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $1,565,486,419.14         |
| CITADEL SECURITIES LLC        | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $1,028,514,121.25         |
| BOFA SECURITIES, INC.         | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $1,196,757,004.69         |
| ABN AMRO Clearing Chicago LLC | 008-34354         |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $368,413,503.39           |
| GOLDMAN SACHS & CO. LLC       | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $369,276,465.88           |
| JEFFERIES LLC                 | 008-15074         |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $3,763,402.80             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $4,638,264,449.79

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,969,756,407.00

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 6 - First Trust NYSE Arca Biotechnology Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust NYSE Arca Biotechnology Index Fund

- **b. Series identification number, if any:** S000012478

- **c. LEI:** 5493003ZQM0TVLDIBC50

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust NYSE Arca Biotechnology Index Fund | C000033929                                | FBT                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,407,769.74

- **g. Provide the net income from securities lending activities:** $14,159.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $72,273.91

**Brokers Record: 2**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $79,569.56

**Brokers Record: 3**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,365.14

**Brokers Record: 4**

- **i. Full name of broker:** CITIGROUP GLOBAL MARKETS INC.

- **ii. SEC file number:** 008-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,175.70

**Brokers Record: 5**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $244,897.59

**Aggregate Commission:** $403,281.90

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| CITADEL SECURITIES LLC        | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $150,985,639.54           |
| GOLDMAN SACHS & CO. LLC       | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $65,725,803.10            |
| RBC CAPITAL MARKETS LLC       | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $44,024,159.97            |
| ABN AMRO Clearing Chicago LLC | 008-34354         |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $7,037,047.43             |
| BOFA SECURITIES, INC.         | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $115,149,134.08           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $382,921,784.12

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,409,123,988.74

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 7 - First Trust Dow 30 Equal Weight ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Dow 30 Equal Weight ETF

- **b. Series identification number, if any:** S000058339

- **c. LEI:** 549300R0QOK6JAM5E774

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class               | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Dow 30 Equal Weight ETF | C000191287                                | EDOW                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,077.28

**Brokers Record: 2**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,264.43

**Brokers Record: 3**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24.59

**Brokers Record: 4**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $45.03

**Brokers Record: 5**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17.56

**Brokers Record: 6**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,261.18

**Brokers Record: 7**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,018.14

**Aggregate Commission:** $4,708.21

**Item C.17.a. Principal transaction counterparties.**

| Name                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| CITADEL SECURITIES LLC  | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $43,614,873.90            |
| BOFA SECURITIES, INC.   | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $22,304,033.76            |
| CANTOR FITZGERALD & CO. | 008-00201         |    000000134 | 5493004J7H4GCPG6OB62 | NY      | US        | $9,270,262.56             |
| GOLDMAN SACHS & CO. LLC | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $6,993,174.48             |
| RBC CAPITAL MARKETS LLC | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $27,998,040.81            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $110,180,385.51

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $135,753,246.32

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 8 - First Trust Indxx Aerospace & Defense ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Indxx Aerospace & Defense ETF

- **b. Series identification number, if any:** S000077603

- **c. LEI:** 549300JW3W23RZME4D92

- **d. Is this the first filing on this form by the Fund?:** Yes

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Indxx Aerospace & Defense ETF | C000238091                                | MISL                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** SUSQUEHANNA FINANCIAL GROUP, LLLP

- **ii. SEC file number:** 008-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10.50

**Brokers Record: 2**

- **i. Full name of broker:** J.P. MORGAN SECURITIES LLC

- **ii. SEC file number:** 008-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1.97

**Aggregate Commission:** $12.47

**Item C.17.a. Principal transaction counterparties.**

| Name                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| GOLDMAN SACHS & CO. LLC | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $2,139,079.64             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,139,079.64

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,640,163.48

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 9 - First Trust Value Line Dividend Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Value Line Dividend Index Fund

- **b. Series identification number, if any:** S000013817

- **c. LEI:** 549300P5LD08LT4J5846

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Value Line Dividend Index Fund | C000037913                                | FVD                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $122,971.93

**Brokers Record: 2**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $18,296.83

**Brokers Record: 3**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,703.80

**Brokers Record: 4**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $302,117.14

**Brokers Record: 5**

- **i. Full name of broker:** SUSQUEHANNA FINANCIAL GROUP, LLLP

- **ii. SEC file number:** 008-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $127,201.77

**Brokers Record: 6**

- **i. Full name of broker:** J.P. MORGAN SECURITIES LLC

- **ii. SEC file number:** 008-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $302,455.00

**Brokers Record: 7**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $173,473.72

**Brokers Record: 8**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $525,090.23

**Brokers Record: 9**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $181,851.05

**Aggregate Commission:** $1,758,161.47

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC | 008-34354         |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $39,413,721.73            |
| CITADEL SECURITIES LLC        | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $777,037,538.01           |
| GOLDMAN SACHS & CO. LLC       | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $187,700,669.65           |
| RBC CAPITAL MARKETS LLC       | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $680,543,653.20           |
| J.P. Morgan Securities LLC    | 008-35008         |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $2,997,834,884.40         |
| BOFA SECURITIES, INC.         | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $453,705,243.73           |
| HRT FINANCIAL LP              | 008-68430         |    000152144 | 21380037YFKONTT23854 | NY      | US        | $108,735,057.80           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $5,244,970,768.52

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $12,343,414,866.25

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 10 - First Trust Chindia ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Chindia ETF

- **b. Series identification number, if any:** S000017179

- **c. LEI:** 549300OPL6VLXU4Q2D94

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Chindia ETF | C000047629                                | FNI                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** BNY Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,437,190.41

- **g. Provide the net income from securities lending activities:** $66,685.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,369.20

**Brokers Record: 2**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $854.46

**Brokers Record: 3**

- **i. Full name of broker:** J.P. MORGAN SECURITIES LLC

- **ii. SEC file number:** 008-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,568.08

**Brokers Record: 4**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $55.02

**Brokers Record: 5**

- **i. Full name of broker:** SUSQUEHANNA FINANCIAL GROUP, LLLP

- **ii. SEC file number:** 008-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,478.89

**Brokers Record: 6**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,995.32

**Brokers Record: 7**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $70.00

**Aggregate Commission:** $38,390.97

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| CITADEL SECURITIES LLC     | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $7,064,468.14             |
| RBC CAPITAL MARKETS LLC    | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $11,684,686.43            |
| BOFA SECURITIES, INC.      | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $48,101,058.78            |
| J.P. Morgan Securities LLC | 008-35008         |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $36,685,826.46            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $103,536,039.81

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $98,927,579.44

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 11 - First Trust S&P REIT Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust S&P REIT Index Fund

- **b. Series identification number, if any:** S000017163

- **c. LEI:** 549300DIER127UHA3873

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust S&P REIT Index Fund | C000047557                                | FRI                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,338.43

**Brokers Record: 2**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $443.69

**Brokers Record: 3**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,847.65

**Brokers Record: 4**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,287.84

**Brokers Record: 5**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $333.33

**Brokers Record: 6**

- **i. Full name of broker:** CITIGROUP GLOBAL MARKETS INC.

- **ii. SEC file number:** 008-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $270.35

**Brokers Record: 7**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,151.32

**Brokers Record: 8**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $625.72

**Aggregate Commission:** $8,298.33

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| CANTOR FITZGERALD & CO.       | 008-00201         |    000000134 | 5493004J7H4GCPG6OB62 | NY      | US        | $5,483,886.58             |
| ABN AMRO Clearing Chicago LLC | 008-34354         |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $2,280,186.42             |
| RBC CAPITAL MARKETS LLC       | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $4,707,801.09             |
| CITADEL SECURITIES LLC        | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $108,074,280.37           |
| BOFA SECURITIES, INC.         | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $56,474,581.48            |
| GOLDMAN SACHS & CO. LLC       | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $15,592,154.36            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $192,612,890.30

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $194,790,744.88

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 12 - First Trust NASDAQ-100 Ex-Technology Sector Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust NASDAQ-100 Ex-Technology Sector Index Fund

- **b. Series identification number, if any:** S000013259

- **c. LEI:** 5493002EKKOG6SUCER28

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                                  | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Nasdaq-100 Ex-Technology Sector Index Fund | C000035622                                | QQXT                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,340,230.24

- **g. Provide the net income from securities lending activities:** $243,508.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $134.31

**Brokers Record: 2**

- **i. Full name of broker:** J.P. MORGAN SECURITIES LLC

- **ii. SEC file number:** 008-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $590.79

**Brokers Record: 3**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $265.36

**Brokers Record: 4**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,049.56

**Brokers Record: 5**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,454.44

**Brokers Record: 6**

- **i. Full name of broker:** SUSQUEHANNA FINANCIAL GROUP, LLLP

- **ii. SEC file number:** 008-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,590.39

**Brokers Record: 7**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $280.28

**Brokers Record: 8**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24.00

**Aggregate Commission:** $15,389.13

**Item C.17.a. Principal transaction counterparties.**

| Name                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| RBC CAPITAL MARKETS LLC | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $19,434,647.59            |
| GOLDMAN SACHS & CO. LLC | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,745,726.41             |
| CITADEL SECURITIES LLC  | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $11,486,902.32            |
| BOFA SECURITIES, INC.   | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $11,840,712.37            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $46,507,988.69

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $124,760,055.23

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 13 - First Trust NASDAQ-100 Equal Weighted Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust NASDAQ-100 Equal Weighted Index Fund

- **b. Series identification number, if any:** S000011047

- **c. LEI:** 549300RLZFKPLYN7OU15

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust NASDAQ-100 Equal Weighted Index Fund | C000030477                                | QQEW                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $18,864,538.65

- **g. Provide the net income from securities lending activities:** $1,403,197.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** SUSQUEHANNA FINANCIAL GROUP, LLLP

- **ii. SEC file number:** 008-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $68,040.54

**Brokers Record: 2**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,436.22

**Brokers Record: 3**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,467.62

**Brokers Record: 4**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,089.10

**Brokers Record: 5**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,202.81

**Brokers Record: 6**

- **i. Full name of broker:** J.P. MORGAN SECURITIES LLC

- **ii. SEC file number:** 008-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,446.40

**Brokers Record: 7**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,492.93

**Aggregate Commission:** $111,175.62

**Item C.17.a. Principal transaction counterparties.**

| Name                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BOFA SECURITIES, INC.   | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $86,728,725.12            |
| CITADEL SECURITIES LLC  | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $204,951,412.92           |
| GOLDMAN SACHS & CO. LLC | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $217,158,694.96           |
| RBC CAPITAL MARKETS LLC | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $54,944,283.37            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $563,783,116.37

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,144,782,146.47

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 14 - First Trust Capital Strength ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Capital Strength ETF

- **b. Series identification number, if any:** S000012555

- **c. LEI:** 549300S73MXT502CI896

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Capital Strength ETF | C000034137                                | FTCS                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,028.06

**Brokers Record: 2**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,030,422.65

**Brokers Record: 3**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $117.77

**Brokers Record: 4**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,855.28

**Brokers Record: 5**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $858,294.76

**Aggregate Commission:** $1,899,718.52

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC | 008-34354         |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $74,310,741.16            |
| BOFA SECURITIES, INC.         | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $762,704,291.89           |
| CITADEL SECURITIES LLC        | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $494,887,764.84           |
| RBC CAPITAL MARKETS LLC       | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $3,321,258,891.09         |
| GOLDMAN SACHS & CO.           | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,282,280,434.77         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $5,935,442,123.75

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $8,425,133,200.53

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 15 - First Trust Dow Jones Select MicroCap Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Dow Jones Select MicroCap Index Fund

- **b. Series identification number, if any:** S000010772

- **c. LEI:** 549300J0OKGDPF2LO339

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Dow Jones Select MicroCap Index Fund | C000029773                                | FDM                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,794,032.79

- **g. Provide the net income from securities lending activities:** $136,895.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $634.29

**Brokers Record: 2**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,762.18

**Brokers Record: 3**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,122.45

**Brokers Record: 4**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $154,096.70

**Brokers Record: 5**

- **i. Full name of broker:** J.P. MORGAN SECURITIES LLC

- **ii. SEC file number:** 008-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,465.74

**Brokers Record: 6**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,874.68

**Brokers Record: 7**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,685.96

**Brokers Record: 8**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,239.71

**Aggregate Commission:** $178,881.71

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| CITADEL SECURITIES LLC     | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $56,206,195.55            |
| GOLDMAN SACHS & CO. LLC    | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $182,630,735.88           |
| J.P. Morgan Securities LLC | 008-35008         |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,197,632.80             |
| BOFA SECURITIES, INC.      | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $5,833,496.16             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $245,868,060.39

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $156,189,286.54

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 16 - First Trust Dow Jones Internet Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Dow Jones Internet Index Fund

- **b. Series identification number, if any:** S000012479

- **c. LEI:** 549300LFXESZ1H5C8J05

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Dow Jones Internet Index Fund | C000033930                                | FDN                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,893,491.38

- **g. Provide the net income from securities lending activities:** $19,816.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $857.76

**Brokers Record: 2**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $35,104.49

**Brokers Record: 3**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,060.16

**Brokers Record: 4**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $268,514.36

**Brokers Record: 5**

- **i. Full name of broker:** J.P. MORGAN SECURITIES LLC

- **ii. SEC file number:** 008-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,723.81

**Brokers Record: 6**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $269,749.39

**Aggregate Commission:** $590,009.97

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BOFA SECURITIES, INC.         | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $2,082,070,797.03         |
| MORGAN STANLEY & CO. LLC      | 008-15869         |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $503,863,733.55           |
| WELLS FARGO SECURITIES, LLC   | 008-65876         |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $124,576,750.35           |
| ABN AMRO Clearing Chicago LLC | 008-34354         |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $541,204,008.22           |
| HRT FINANCIAL LP              | 008-68430         |    000152144 | 21380037YFKONTT23854 | NY      | US        | $1,601,397,622.13         |
| UBS SECURITIES LLC            | 008-22651         |    000007654 | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $776,362,860.32           |
| GOLDMAN SACHS & CO. LLC       | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,142,156,830.68         |
| CitiGroup Global Markets Inc. | 008-08177         |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $304,752,731.85           |
| J.P. Morgan Securities LLC    | 008-35008         |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $45,647,530.24            |
| CITADEL SECURITIES LLC        | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $460,770,917.79           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $7,615,698,202.50

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,417,898,605.66

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 17 - First Trust NASDAQ Clean Edge Green Energy Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust NASDAQ Clean Edge Green Energy Index Fund

- **b. Series identification number, if any:** S000015169

- **c. LEI:** 549300AU45GII8WWZE71

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                                 | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Nasdaq Clean Edge Green Energy Index Fund | C000041643                                | QCLN                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $133,432,794.20

- **g. Provide the net income from securities lending activities:** $7,021,773.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** SUSQUEHANNA FINANCIAL GROUP, LLLP

- **ii. SEC file number:** 008-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $72,817.37

**Brokers Record: 2**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,683.16

**Brokers Record: 3**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $408,378.25

**Brokers Record: 4**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $302.63

**Brokers Record: 5**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $204,481.07

**Brokers Record: 6**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,745.29

**Aggregate Commission:** $696,407.77

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC    | 008-35008         |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $2,448,353.86             |
| CITADEL SECURITIES LLC        | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $258,176,522.04           |
| HRT FINANCIAL LP              | 008-68430         |    000152144 | 21380037YFKONTT23854 | NY      | US        | $249,499,561.10           |
| BOFA SECURITIES, INC.         | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $319,608,622.35           |
| RBC CAPITAL MARKETS LLC       | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $5,046,111.32             |
| GOLDMAN SACHS & CO. LLC       | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $89,185,602.06            |
| ABN AMRO Clearing Chicago LLC | 008-34354         |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $77,688,203.49            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,001,652,976.22

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,143,540,957.01

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 18 - FT Cboe Vest Gold Strategy Quarterly Buffer ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** FT Cboe Vest Gold Strategy Quarterly Buffer ETF

- **b. Series identification number, if any:** S000070088

- **c. LEI:** 5493008KCUP4E8Q0UK91

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | FT Cboe Vest Gold Strategy Quarterly Buffer ETF | C000222997                                | BGLD                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Cboe Vest Financial LLC

- **ii. SEC file number:** 801-77463

- **iii. CRD number:** 000165976

- **iv. LEI, if any:** 54930065C4IE3LI77S53

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** X-CHANGE FINANCIAL ACCESS, LLC

- **ii. SEC file number:** 008-65860

- **iii. CRD number:** 000126201

- **iv. LEI, if any:** 549300OVQ8PL5DTHB273

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $19,765.50

**Brokers Record: 2**

- **i. Full name of broker:** Wolverine Execution Services LLC

- **ii. SEC file number:** 008-65336

- **iii. CRD number:** 000120719

- **iv. LEI, if any:** 2549003XDWF020DPX559

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,340.25

**Aggregate Commission:** $24,105.75

**Item C.17.a. Principal transaction counterparties.**

| Name                           | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| X-CHANGE FINANCIAL ACCESS, LLC | 008-65860         |    000126201 | 549300OVQ8PL5DTHB273 | IL      | US        | $54.00                    |
| BARCLAYS CAPITAL, INC.         | 008-41342         |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $31,122,920.61            |
| SG AMERICAS SECURITIES, LLC    | 008-66125         |    000128351 | 549300F35UE0BOM1WJ55 | NY      | US        | $32,845,353.60            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $63,968,328.21

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $14,129,998.52

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 19 - First Trust NASDAQ ABA Community Bank Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust NASDAQ ABA Community Bank Index Fund

- **b. Series identification number, if any:** S000026211

- **c. LEI:** 549300QXF6DXPEKB3F89

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust NASDAQ ABA Community Bank Index Fund | C000078718                                | QABA                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $532,395.54

- **g. Provide the net income from securities lending activities:** $10,149.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,967.98

**Brokers Record: 2**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $312.51

**Brokers Record: 3**

- **i. Full name of broker:** J.P. MORGAN SECURITIES LLC

- **ii. SEC file number:** 008-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $87.93

**Brokers Record: 4**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $301.88

**Brokers Record: 5**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,763.59

**Brokers Record: 6**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $236.72

**Brokers Record: 7**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $354.96

**Brokers Record: 8**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,089.35

**Aggregate Commission:** $17,114.92

**Item C.17.a. Principal transaction counterparties.**

| Name                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| GOLDMAN SACHS & CO. LLC | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $16,552,317.54            |
| BOFA SECURITIES, INC.   | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $27,557,923.47            |
| CITADEL SECURITIES LLC  | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $110,639,942.19           |
| RBC CAPITAL MARKETS LLC | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $30,319,401.66            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $185,069,584.86

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $122,113,780.30

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 20 - First Trust US Equity Opportunities ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust US Equity Opportunities ETF

- **b. Series identification number, if any:** S000010977

- **c. LEI:** 549300TS7SUOCBQ66714

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust US Equity Opportunities ETF | C000030351                                | FPX                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** BNY Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** BNY Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $21,431,319.70

- **g. Provide the net income from securities lending activities:** $805,225.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $386.77

**Brokers Record: 2**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,619.44

**Brokers Record: 3**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $116.71

**Brokers Record: 4**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,680.95

**Brokers Record: 5**

- **i. Full name of broker:** SUSQUEHANNA FINANCIAL GROUP, LLLP

- **ii. SEC file number:** 008-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $276,704.85

**Brokers Record: 6**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $131,651.53

**Brokers Record: 7**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $132.04

**Brokers Record: 8**

- **i. Full name of broker:** J.P. MORGAN SECURITIES LLC

- **ii. SEC file number:** 008-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,866.08

**Brokers Record: 9**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $149,028.00

**Aggregate Commission:** $574,186.37

**Item C.17.a. Principal transaction counterparties.**

| Name                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| RBC CAPITAL MARKETS LLC | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $148,516,855.02           |
| GOLDMAN SACHS & CO. LLC | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $49,164,087.11            |
| BOFA SECURITIES, INC.   | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $144,213,250.51           |
| CITADEL SECURITIES LLC  | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $222,429,264.73           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $564,323,457.37

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,182,037,194.46

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 21 - First Trust Growth Strength ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Growth Strength ETF

- **b. Series identification number, if any:** S000077796

- **c. LEI:** 5493008RWN9LOYACZI79

- **d. Is this the first filing on this form by the Fund?:** Yes

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Growth Strength ETF | C000238354                                | FTGS                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** SUSQUEHANNA FINANCIAL GROUP, LLLP

- **ii. SEC file number:** 008-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $47.94

**Aggregate Commission:** $47.94

**Item C.17.a. Principal transaction counterparties.**

| Name                  | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BOFA SECURITIES, INC. | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $1,012,576.80             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,012,576.80

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,040,465.65

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 22 - First Trust Natural Gas ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust Natural Gas ETF

- **b. Series identification number, if any:** S000017177

- **c. LEI:** 549300SVX60NSSWYLS19

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust Natural Gas ETF | C000047627                                | FCG                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $27,686,681.62

- **g. Provide the net income from securities lending activities:** $640,655.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** Yes

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $135,094.58

**Brokers Record: 2**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $137,911.46

**Brokers Record: 3**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $344.65

**Brokers Record: 4**

- **i. Full name of broker:** SUSQUEHANNA FINANCIAL GROUP, LLLP

- **ii. SEC file number:** 008-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $62,427.21

**Brokers Record: 5**

- **i. Full name of broker:** GOLDMAN SACHS & CO. LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $648.17

**Brokers Record: 6**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $372.68

**Brokers Record: 7**

- **i. Full name of broker:** J.P. MORGAN SECURITIES LLC

- **ii. SEC file number:** 008-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $983.91

**Brokers Record: 8**

- **i. Full name of broker:** CANTOR FITZGERALD & CO.

- **ii. SEC file number:** 008-00201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $19,498.63

**Aggregate Commission:** $357,281.29

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC | 008-34354         |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $361,799,352.29           |
| GOLDMAN SACHS & CO. LLC       | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $122,971,671.51           |
| RBC CAPITAL MARKETS LLC       | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $25,005,443.77            |
| CITADEL SECURITIES LLC        | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $451,366,369.49           |
| BOFA SECURITIES, INC.         | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $371,464,306.96           |
| MORGAN STANLEY & CO. LLC      | 008-15869         |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $18,470,074.14            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,351,077,218.16

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $767,272,453.78

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 23 - First Trust NASDAQ-100-Technology Sector Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** First Trust NASDAQ-100-Technology Sector Index Fund

- **b. Series identification number, if any:** S000011048

- **c. LEI:** 5493002JVR972EVAT460

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **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 | i. Full name of Class                               | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | First Trust NASDAQ-100-Technology Sector Index Fund | C000030478                                | QTEC                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Brown Brothers Harriman & Co.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Goldman Sachs Trust - Financial Square Treasury Obligations Fund

- **ii. LEI, if any:** 549300C0TCI4VJPGCS21

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $2,589,606.25

- **g. Provide the net income from securities lending activities:** $28,875.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** First Trust Advisors L.P.

- **ii. SEC file number:** 801-39950

- **iii. CRD number:** 000107027

- **iv. LEI, if any:** 549300381GGS7S5JQ115

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WQWDPFSMQ8I087

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** First Trust Portfolios L.P.

- **b. SEC file number:** 008-43843

- **c. CRD number:** 000028519

- **d. LEI, if any:** 54930062T84Z5CXY1C58

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** SG AMERICAS SECURITIES LLC

- **ii. SEC file number:** 008-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,858.71

**Brokers Record: 2**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $972.88

**Brokers Record: 3**

- **i. Full name of broker:** BOFA SECURITIES, INC.

- **ii. SEC file number:** 008-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,186.96

**Brokers Record: 4**

- **i. Full name of broker:** CITADEL SECURITIES LLC

- **ii. SEC file number:** 008-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $20,384.40

**Brokers Record: 5**

- **i. Full name of broker:** SUSQUEHANNA FINANCIAL GROUP, LLLP

- **ii. SEC file number:** 008-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $73,556.09

**Brokers Record: 6**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 008-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,467.88

**Aggregate Commission:** $121,426.92

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 008-35008         |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $14,477,799.07            |
| RBC CAPITAL MARKETS LLC    | 008-45411         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $27,875,339.60            |
| CITADEL SECURITIES LLC     | 008-53574         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $386,481,466.19           |
| HRT FINANCIAL LP           | 008-68430         |    000152144 | 21380037YFKONTT23854 | NY      | US        | $307,904,112.19           |
| GOLDMAN SACHS & CO. LLC    | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $295,453,836.06           |
| BOFA SECURITIES, INC.      | 008-69787         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $1,049,638,771.30         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,081,831,324.41

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,161,180,412.89

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

## Part E: Additional Questions for ETFs and ETMFs

### FT Cboe Vest Gold Strategy Target Income ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IGLD

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00          |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00          |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00          |
| Citadel Securities LLC                                        | $0.00            | $0.00          |
| BofA Securities, Inc.                                         | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.                     | $21,195,408.15   | $10,508,254.29 |
| IBKR Securities Service LLC                                   | $0.00            | $0.00          |
| Barclays Capital Inc.                                         | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00          |
| Mizuho Securities USA LLC                                     | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                                       | $0.00            | $0.00          |
| UBS Securities LLC                                            | $0.00            | $0.00          |
| SG Americas Securities, LLC                                   | $0.00            | $0.00          |
| Jefferies LLC                                                 | $0.00            | $0.00          |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00          |
| National Financial Services LLC                               | $0.00            | $0.00          |
| Interactive Brokers LLC                                       | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00          |
| RBC Capital Markets, LLC                                      | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00          |
| Wedbush Securities Inc.                                       | $0.00            | $0.00          |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00          |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.05%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### First Trust Dividend Strength ETF

**Item E.1 - Exchange**

- **Exchange:** XNMS

- **Ticker:** FTDS

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.                     | $2,147,136.46    | $2,388,505.89  |
| BofA Securities, Inc.                                         | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00          |
| UBS Securities LLC                                            | $0.00            | $0.00          |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00          |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00          |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00          |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                                       | $0.00            | $0.00          |
| National Financial Services LLC                               | $0.00            | $0.00          |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00          |
| Jefferies LLC                                                 | $0.00            | $0.00          |
| SG Americas Securities, LLC                                   | $0.00            | $0.00          |
| Interactive Brokers LLC                                       | $0.00            | $0.00          |
| Barclays Capital Inc.                                         | $0.00            | $0.00          |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00          |
| IBKR Securities Service LLC                                   | $0.00            | $0.00          |
| RBC Capital Markets, LLC                                      | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00          |
| Citadel Securities LLC                                        | $0.00            | $2,366,999.94  |
| Wedbush Securities Inc.                                       | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.28%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.62%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust Lunt U.S. Factor Rotation ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** FCTR

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00           |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00           |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00           |
| Wedbush Securities Inc.                                       | $0.00            | $0.00           |
| Barclays Capital Inc.                                         | $0.00            | $0.00           |
| IBKR Securities Service LLC                                   | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00           |
| Citadel Securities LLC                                        | $21,401,430.95   | $166,190,395.76 |
| Jefferies LLC                                                 | $0.00            | $0.00           |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00           |
| BofA Securities, Inc.                                         | $0.00            | $0.00           |
| National Financial Services LLC                               | $0.00            | $0.00           |
| Interactive Brokers LLC                                       | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00           |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00           |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00           |
| SG Americas Securities, LLC                                   | $0.00            | $0.00           |
| UBS Securities LLC                                            | $0.00            | $0.00           |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.                     | $30,865,782.38   | $104,983,105.38 |
| Goldman Sachs & Co. LLC                                       | $145,550,652.46  | $181,094,244.53 |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00           |
| RBC Capital Markets, LLC                                      | $0.00            | $5,641,176.97   |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** -0.18%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.08%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,000.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust Water ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** FIW

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Mizuho Securities USA Inc                                     | $0.00            | $0.00          |
| BofA Securities, Inc.                                         | $0.00            | $0.00          |
| National Financial Services LLC                               | $0.00            | $0.00          |
| UBS Securities LLC                                            | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00          |
| Wedbush Securities Inc.                                       | $0.00            | $0.00          |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00          |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00          |
| RBC Capital Markets, LLC (f/k/a RBC Capital Markets Corp)     | $3,903,799.96    | $0.00          |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                                       | $47,475,260.06   | $81,745,162.95 |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                 | $8,006,474.94    | $0.00          |
| Interactive Brokers LLC                                       | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.                     | $16,809,865.09   | $38,354,026.93 |
| Jefferies LLC                                                 | $0.00            | $0.00          |
| Citadel Securities LLC                                        | $49,359,275.92   | $93,295,482.92 |
| IBKR Securities Service LLC                                   | $0.00            | $0.00          |
| SG Americas Securities, LLC                                   | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00          |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00          |
| Barclays Capital Inc.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.16%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.23%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust Morningstar Dividend Leaders Index Fund

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** FDL

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value    | Redeem Value    |
|:---|:---|:---|
| SG Americas Securities, LLC                                   | $0.00             | $0.00           |
| ABN AMRO Clearing Chicago LLC                                 | $369,746,683.33   | $0.00           |
| Interactive Brokers LLC                                       | $0.00             | $0.00           |
| IBKR Securities Service LLC                                   | $0.00             | $0.00           |
| UBS Securities LLC                                            | $0.00             | $0.00           |
| National Financial Services LLC                               | $0.00             | $0.00           |
| Barclays Capital Inc.                                         | $0.00             | $0.00           |
| Wells Fargo Securities, LLC                                   | $0.00             | $0.00           |
| Jefferies LLC                                                 | $3,771,742.32     | $0.00           |
| HRT FINANCIAL LLC                                             | $98,793,219.13    | $7,605,943.60   |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00             | $0.00           |
| J.P. Morgan Securities LLC                                    | $0.00             | $0.00           |
| BMO Capital Markets Corp.                                     | $0.00             | $0.00           |
| Morgan Stanley & Co. LLC                                      | $0.00             | $0.00           |
| Citigroup Global Markets, Inc.                                | $0.00             | $0.00           |
| Wedbush Securities Inc.                                       | $0.00             | $0.00           |
| Merrill Lynch Professional Clearing Corp.                     | $1,166,917,579.78 | $34,118,583.62  |
| Mirae Asset Securities (USA) Inc.                             | $0.00             | $0.00           |
| BofA Securities, Inc.                                         | $0.00             | $0.00           |
| Goldman Sachs & Co. LLC                                       | $323,446,612.13   | $47,065,403.56  |
| RBC Capital Markets, LLC                                      | $921,448,154.82   | $660,910,077.05 |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00             | $0.00           |
| Credit Suisse Securities (USA) LLC                            | $0.00             | $0.00           |
| Cantor Fitzgerald & Co.                                       | $0.00             | $0.00           |
| Mizuho Securities USA Inc                                     | $0.00             | $0.00           |
| Citadel Securities LLC                                        | $953,450,221.87   | $78,902,421.63  |
| Electronic Transaction Clearing, Inc.                         | $0.00             | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.40%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.50%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust NYSE Arca Biotechnology Index Fund

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** FBT

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| BofA Securities, Inc.                                         | $0.00            | $0.00           |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00           |
| IBKR Securities Service LLC                                   | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00           |
| Wedbush Securities Inc.                                       | $0.00            | $0.00           |
| Citadel Securities LLC                                        | $30,187,416.81   | $120,913,307.41 |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00           |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00           |
| RBC Capital Markets, LLC                                      | $23,105,573.21   | $20,922,498.82  |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00           |
| Jefferies LLC                                                 | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                                 | $7,040,300.08    | $0.00           |
| Merrill Lynch Professional Clearing Corp.                     | $44,239,600.57   | $70,973,220.13  |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00           |
| Interactive Brokers LLC                                       | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                                       | $21,681,753.41   | $44,076,915.67  |
| SG Americas Securities, LLC                                   | $0.00            | $0.00           |
| Barclays Capital Inc.                                         | $0.00            | $0.00           |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00           |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00           |
| National Financial Services LLC                               | $0.00            | $0.00           |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00           |
| UBS Securities LLC                                            | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.02%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.08%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust Dow 30 Equal Weight ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EDOW

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| National Financial Services LLC                               | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                                       | $4,632,501.46    | $4,656,748.14  |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00          |
| UBS Securities LLC                                            | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00          |
| Wedbush Securities Inc.                                       | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00          |
| Interactive Brokers LLC                                       | $0.00            | $0.00          |
| BofA Securities, Inc.                                         | $0.00            | $0.00          |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00          |
| Barclays Capital Inc.                                         | $0.00            | $0.00          |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.                     | $19,241,974.75   | $3,111,020.90  |
| SG Americas Securities, LLC                                   | $0.00            | $0.00          |
| Jefferies LLC                                                 | $0.00            | $0.00          |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                                       | $5,707,743.79    | $1,445,300.20  |
| IBKR Securities Service LLC                                   | $0.00            | $0.00          |
| Citadel Securities LLC                                        | $23,731,108.98   | $19,991,398.48 |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00          |
| RBC Capital Markets, LLC                                      | $18,945,348.55   | $9,096,806.83  |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00          |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.42%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.31%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust Indxx Aerospace & Defense ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** MISL

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00          |
| BofA Securities, Inc.                                         | $0.00            | $0.00          |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00          |
| RBC Capital Markets, LLC                                      | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.                     | $0.00            | $0.00          |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00          |
| Interactive Brokers LLC                                       | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00          |
| Mizuho Securities USA LLC                                     | $0.00            | $0.00          |
| Citadel Securities LLC                                        | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00          |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00          |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00          |
| UBS Securities LLC                                            | $0.00            | $0.00          |
| IBKR Securities Service LLC                                   | $0.00            | $0.00          |
| SG Americas Securities, LLC                                   | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00          |
| Wedbush Securities Inc.                                       | $0.00            | $0.00          |
| Barclays Capital Inc.                                         | $0.00            | $0.00          |
| Jefferies LLC                                                 | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                                       | $2,139,614.16    | $0.00          |
| National Financial Services LLC                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.02%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust Value Line Dividend Index Fund

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** FVD

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| Mizuho Securities USA Inc                                     | $0.00             | $0.00             |
| IBKR Securities Service LLC                                   | $0.00             | $0.00             |
| BMO Capital Markets Corp.                                     | $0.00             | $0.00             |
| UBS Securities LLC                                            | $0.00             | $0.00             |
| Citigroup Global Markets, Inc.                                | $0.00             | $0.00             |
| Citadel Securities LLC                                        | $560,518,837.18   | $218,079,338.23   |
| SG Americas Securities, LLC                                   | $0.00             | $0.00             |
| BofA Securities, Inc.                                         | $0.00             | $0.00             |
| RBC Capital Markets, LLC                                      | $341,874,459.95   | $342,980,453.94   |
| J.P. Morgan Securities LLC                                    | $1,508,762,628.00 | $1,504,997,927.68 |
| Merrill Lynch Professional Clearing Corp.                     | $276,952,244.89   | $177,742,962.78   |
| Wedbush Securities Inc.                                       | $0.00             | $0.00             |
| National Financial Services LLC                               | $0.00             | $0.00             |
| Morgan Stanley & Co. LLC                                      | $0.00             | $0.00             |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00             | $0.00             |
| Cantor Fitzgerald & Co.                                       | $0.00             | $0.00             |
| ABN AMRO Clearing Chicago LLC                                 | $25,897,389.45    | $13,575,339.07    |
| Interactive Brokers LLC                                       | $0.00             | $0.00             |
| Mirae Asset Securities (USA) Inc.                             | $0.00             | $0.00             |
| Credit Suisse Securities (USA) LLC                            | $0.00             | $0.00             |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00             | $0.00             |
| Goldman Sachs & Co. LLC                                       | $81,074,873.67    | $107,437,065.35   |
| Electronic Transaction Clearing, Inc.                         | $0.00             | $0.00             |
| Barclays Capital Inc.                                         | $0.00             | $0.00             |
| Wells Fargo Securities, LLC                                   | $0.00             | $0.00             |
| Jefferies LLC                                                 | $0.00             | $0.00             |
| HRT FINANCIAL LLC                                             | $62,638,510.08    | $46,290,091.05    |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.50%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.40%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,000.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust Chindia ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** FNI

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| UBS Securities LLC                                            | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00          |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                    | $3,613,979.45    | $33,073,900.98 |
| RBC Capital Markets, LLC                                      | $2,093,388.28    | $9,589,028.66  |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00          |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00          |
| SG Americas Securities, LLC                                   | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.                     | $40,262,989.45   | $7,888,584.46  |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00          |
| Wedbush Securities Inc.                                       | $0.00            | $0.00          |
| Barclays Capital Inc.                                         | $0.00            | $0.00          |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00          |
| National Financial Services LLC                               | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00          |
| IBKR Securities Service LLC                                   | $0.00            | $0.00          |
| Interactive Brokers LLC                                       | $0.00            | $0.00          |
| Jefferies LLC                                                 | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                                       | $0.00            | $0.00          |
| Citadel Securities LLC                                        | $3,951,859.19    | $3,120,415.82  |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00          |
| BofA Securities, Inc.                                         | $0.00            | $0.00          |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.11%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.01%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust S&P REIT Index Fund

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** FRI

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jefferies LLC                                                 | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00          |
| UBS Securities LLC                                            | $0.00            | $0.00          |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00          |
| SG Americas Securities, LLC                                   | $0.00            | $0.00          |
| RBC Capital Markets, LLC                                      | $4,730,872.13    | $0.00          |
| Merrill Lynch Professional Clearing Corp.                     | $19,356,291.95   | $37,249,840.96 |
| Citadel Securities LLC                                        | $46,516,368.77   | $61,788,272.20 |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00          |
| IBKR Securities Service LLC                                   | $0.00            | $0.00          |
| BofA Securities, Inc.                                         | $0.00            | $0.00          |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00          |
| Wedbush Securities Inc.                                       | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $2,287,517.73  |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                                       | $2,772,121.29    | $2,792,227.31  |
| Barclays Capital Inc.                                         | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                                       | $6,015,490.91    | $9,614,790.61  |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00          |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00          |
| Interactive Brokers LLC                                       | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00          |
| National Financial Services LLC                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.26%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.26%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,000.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust NASDAQ-100 Ex-Technology Sector Index Fund

**Item E.1 - Exchange**

- **Exchange:** XNMS

- **Ticker:** QQXT

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| HRT FINANCIAL LLC                                             | $0.00            | $0.00          |
| Barclays Capital Inc.                                         | $0.00            | $0.00          |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00          |
| Interactive Brokers LLC                                       | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00          |
| RBC Capital Markets, LLC                                      | $15,919,534.41   | $3,535,631.36  |
| Jefferies LLC                                                 | $0.00            | $0.00          |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00          |
| Citadel Securities LLC                                        | $7,632,604.69    | $3,867,212.85  |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00          |
| Wedbush Securities Inc.                                       | $0.00            | $0.00          |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00          |
| National Financial Services LLC                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00          |
| SG Americas Securities, LLC                                   | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.                     | $8,071,092.70    | $3,787,044.16  |
| IBKR Securities Service LLC                                   | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00          |
| UBS Securities LLC                                            | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                                       | $0.00            | $3,753,993.85  |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00          |
| BofA Securities, Inc.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.12%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.14%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust NASDAQ-100 Equal Weighted Index Fund

**Item E.1 - Exchange**

- **Exchange:** XNMS

- **Ticker:** QQEW

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Merrill Lynch Professional Clearing Corp.                     | $58,519,592.88   | $28,241,998.04  |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00           |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00           |
| National Financial Services LLC                               | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00           |
| SG Americas Securities, LLC                                   | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00           |
| BofA Securities, Inc.                                         | $0.00            | $0.00           |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00           |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00           |
| IBKR Securities Service LLC                                   | $0.00            | $0.00           |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00           |
| Citadel Securities LLC                                        | $89,065,248.20   | $116,112,064.67 |
| Goldman Sachs & Co. LLC                                       | $141,698,362.09  | $75,591,422.37  |
| Barclays Capital Inc.                                         | $0.00            | $0.00           |
| Interactive Brokers LLC                                       | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00           |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00           |
| Jefferies LLC                                                 | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00           |
| UBS Securities LLC                                            | $0.00            | $0.00           |
| RBC Capital Markets, LLC                                      | $13,812,644.97   | $41,242,841.31  |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00           |
| Wedbush Securities Inc.                                       | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.06%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.12%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust Capital Strength ETF

**Item E.1 - Exchange**

- **Exchange:** XNMS

- **Ticker:** FTCS

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| BofA Securities, Inc.                                         | $0.00             | $0.00             |
| Goldman Sachs & Co. LLC                                       | $633,355,047.60   | $645,841,228.12   |
| Interactive Brokers LLC                                       | $0.00             | $0.00             |
| Wells Fargo Securities, LLC                                   | $0.00             | $0.00             |
| Credit Suisse Securities (USA) LLC                            | $0.00             | $0.00             |
| Wedbush Securities Inc.                                       | $0.00             | $0.00             |
| IBKR Securities Service LLC                                   | $0.00             | $0.00             |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00             | $0.00             |
| Electronic Transaction Clearing, Inc.                         | $0.00             | $0.00             |
| National Financial Services LLC                               | $0.00             | $0.00             |
| Cantor Fitzgerald & Co.                                       | $0.00             | $0.00             |
| Mizuho Securities USA Inc                                     | $0.00             | $0.00             |
| BMO Capital Markets Corp.                                     | $0.00             | $0.00             |
| SG Americas Securities, LLC                                   | $0.00             | $0.00             |
| Citadel Securities LLC                                        | $267,561,787.25   | $228,020,363.32   |
| Mirae Asset Securities (USA) Inc.                             | $0.00             | $0.00             |
| Morgan Stanley & Co. LLC                                      | $0.00             | $0.00             |
| HRT FINANCIAL LLC                                             | $0.00             | $0.00             |
| Barclays Capital Inc.                                         | $0.00             | $0.00             |
| UBS Securities LLC                                            | $0.00             | $0.00             |
| RBC Capital Markets, LLC                                      | $1,686,604,285.14 | $1,640,343,095.57 |
| J.P. Morgan Securities LLC                                    | $0.00             | $0.00             |
| ABN AMRO Clearing Chicago LLC                                 | $63,802,906.13    | $10,653,036.58    |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00             | $0.00             |
| Merrill Lynch Professional Clearing Corp.                     | $483,505,052.63   | $280,427,163.86   |
| Citigroup Global Markets, Inc.                                | $0.00             | $0.00             |
| Jefferies LLC                                                 | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.11%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.05%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust Dow Jones Select MicroCap Index Fund

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** FDM

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00          |
| National Financial Services LLC                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00          |
| Wedbush Securities Inc.                                       | $0.00            | $0.00          |
| Citadel Securities LLC                                        | $14,010,806.17   | $42,285,352.69 |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00          |
| IBKR Securities Service LLC                                   | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00          |
| Interactive Brokers LLC                                       | $0.00            | $0.00          |
| UBS Securities LLC                                            | $0.00            | $0.00          |
| SG Americas Securities, LLC                                   | $0.00            | $0.00          |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00          |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00          |
| Barclays Capital Inc.                                         | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.                     | $5,843,348.44    | $0.00          |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00          |
| RBC Capital Markets, LLC                                      | $0.00            | $0.00          |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                                       | $93,559,362.31   | $89,004,546.28 |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00          |
| Jefferies LLC                                                 | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00          |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00          |
| BofA Securities, Inc.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.19%

- **c.i. Average percentage of value composed of cash (redeemed):** -0.14%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,000.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust Dow Jones Internet Index Fund

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** FDN

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value      |
|:---|:---|:---|
| Citigroup Global Markets, Inc.                                | $304,940,323.76  | $0.00             |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00             |
| IBKR Securities Service LLC                                   | $0.00            | $0.00             |
| Interactive Brokers LLC                                       | $0.00            | $0.00             |
| Citadel Securities LLC                                        | $55,480,881.64   | $405,440,850.62   |
| SG Americas Securities, LLC                                   | $0.00            | $0.00             |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00             |
| BofA Securities, Inc.                                         | $0.00            | $0.00             |
| Wedbush Securities Inc.                                       | $0.00            | $0.00             |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00             |
| J.P. Morgan Securities LLC                                    | $32,385,364.80   | $13,269,241.69    |
| HRT FINANCIAL LLC                                             | $222,928,317.88  | $1,379,093,099.02 |
| Jefferies LLC                                                 | $0.00            | $0.00             |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00             |
| National Financial Services LLC                               | $0.00            | $0.00             |
| Goldman Sachs & Co. LLC                                       | $380,865,961.17  | $763,748,289.87   |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00             |
| UBS Securities LLC                                            | $403,642,970.89  | $372,730,959.98   |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00             |
| ABN AMRO Clearing Chicago LLC                                 | $205,533,540.27  | $335,947,611.36   |
| RBC Capital Markets, LLC                                      | $6,487,065.62    | $26,407,526.23    |
| Wells Fargo Securities, LLC                                   | $62,900,827.26   | $61,632,239.80    |
| Barclays Capital Inc.                                         | $0.00            | $0.00             |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00             |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00             |
| Merrill Lynch Professional Clearing Corp.                     | $566,275,057.35  | $1,516,212,549.72 |
| Morgan Stanley & Co. LLC                                      | $247,270,636.17  | $256,564,260.94   |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.14%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.01%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust NASDAQ Clean Edge Green Energy Index Fund

**Item E.1 - Exchange**

- **Exchange:** XNMS

- **Ticker:** QCLN

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| BofA Securities, Inc.                                         | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00           |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00           |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00           |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00           |
| SG Americas Securities, LLC                                   | $0.00            | $0.00           |
| JP Morgan Securities, Inc.                                    | $2,449,937.56    | $0.00           |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00           |
| Wedbush Securities Inc.                                       | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                                 | $25,972,244.74   | $51,755,220.02  |
| HRT FINANCIAL LLC                                             | $70,362,215.75   | $179,243,156.07 |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00           |
| RBC Capital Markets, LLC                                      | $0.00            | $5,052,909.34   |
| Merrill Lynch Professional Clearing Corp.                     | $90,391,203.45   | $229,386,116.64 |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00           |
| IBKR Securities Service LLC                                   | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00           |
| Barclays Capital Inc.                                         | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00           |
| National Financial Services LLC                               | $0.00            | $0.00           |
| Interactive Brokers LLC                                       | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                                       | $26,881,575.83   | $62,700,637.31  |
| UBS Securities LLC                                            | $0.00            | $0.00           |
| Citadel Securities LLC                                        | $69,173,699.18   | $189,133,022.52 |
| Jefferies LLC                                                 | $0.00            | $0.00           |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.07%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.09%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### FT Cboe Vest Gold Strategy Quarterly Buffer ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** BGLD

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                                       | $0.00            | $0.00          |
| Wedbush Securities Inc.                                       | $0.00            | $0.00          |
| Mizuho Securities USA LLC                                     | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00          |
| Jefferies LLC                                                 | $0.00            | $0.00          |
| UBS Securities LLC                                            | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00          |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00          |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00          |
| National Financial Services LLC                               | $0.00            | $0.00          |
| BofA Securities, Inc.                                         | $0.00            | $0.00          |
| IBKR Securities Service LLC                                   | $0.00            | $0.00          |
| RBC Capital Markets, LLC                                      | $0.00            | $0.00          |
| Interactive Brokers LLC                                       | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.                     | $14,880,885.98   | $19,479,071.82 |
| Citadel Securities LLC                                        | $0.00            | $0.00          |
| SG Americas Securities, LLC                                   | $0.00            | $0.00          |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00          |
| Barclays Capital Inc.                                         | $0.00            | $0.00          |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00          |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.04%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### First Trust NASDAQ ABA Community Bank Index Fund

**Item E.1 - Exchange**

- **Exchange:** XNMS

- **Ticker:** QABA

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jefferies LLC                                                 | $0.00            | $0.00          |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00          |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00          |
| Interactive Brokers LLC                                       | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00          |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00          |
| Wedbush Securities Inc.                                       | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00          |
| IBKR Securities Service LLC                                   | $0.00            | $0.00          |
| Citadel Securities LLC                                        | $77,989,610.71   | $32,780,009.94 |
| National Financial Services LLC                               | $0.00            | $0.00          |
| Barclays Capital Inc.                                         | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                                       | $13,708,932.61   | $2,868,341.29  |
| BofA Securities, Inc.                                         | $0.00            | $0.00          |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00          |
| SG Americas Securities, LLC                                   | $0.00            | $0.00          |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00          |
| RBC Capital Markets, LLC                                      | $22,595,852.62   | $7,760,271.36  |
| UBS Securities LLC                                            | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.                     | $22,189,168.72   | $5,391,107.46  |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.10%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.17%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,000.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust US Equity Opportunities ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** FPX

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00           |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00           |
| Wedbush Securities Inc.                                       | $0.00            | $0.00           |
| Interactive Brokers LLC                                       | $0.00            | $0.00           |
| BofA Securities, Inc.                                         | $0.00            | $0.00           |
| Citadel Securities LLC                                        | $30,394,830.97   | $192,280,714.49 |
| Merrill Lynch Professional Clearing Corp.                     | $14,432,850.73   | $129,947,418.10 |
| RBC Capital Markets, LLC                                      | $0.00            | $148,680,037.48 |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00           |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00           |
| Jefferies LLC                                                 | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                                       | $4,732,337.32    | $44,535,760.60  |
| IBKR Securities Service LLC                                   | $0.00            | $0.00           |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00           |
| SG Americas Securities, LLC                                   | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00           |
| UBS Securities LLC                                            | $0.00            | $0.00           |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00           |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00           |
| Barclays Capital Inc.                                         | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00           |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00           |
| National Financial Services LLC                               | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.05%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.13%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust Growth Strength ETF

**Item E.1 - Exchange**

- **Exchange:** XNMS

- **Ticker:** FTGS

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00          |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00          |
| Interactive Brokers LLC                                       | $0.00            | $0.00          |
| Wedbush Securities Inc.                                       | $0.00            | $0.00          |
| BofA Securities, Inc.                                         | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.                     | $1,014,315.96    | $0.00          |
| Mizuho Securities USA LLC                                     | $0.00            | $0.00          |
| Jefferies LLC                                                 | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00          |
| National Financial Services LLC                               | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00          |
| SG Americas Securities, LLC                                   | $0.00            | $0.00          |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00          |
| RBC Capital Markets, LLC                                      | $0.00            | $0.00          |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00          |
| IBKR Securities Service LLC                                   | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                                       | $0.00            | $0.00          |
| Citadel Securities LLC                                        | $0.00            | $0.00          |
| UBS Securities LLC                                            | $0.00            | $0.00          |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00          |
| Barclays Capital Inc.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.17%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### First Trust Natural Gas ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** FCG

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00           |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00           |
| RBC Capital Markets, LLC                                      | $8,402,575.92    | $16,629,407.24  |
| UBS Securities LLC                                            | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                    | $0.00            | $0.00           |
| BofA Securities, Inc.                                         | $0.00            | $0.00           |
| Barclays Capital Inc.                                         | $0.00            | $0.00           |
| Interactive Brokers LLC                                       | $0.00            | $0.00           |
| IBKR Securities Service LLC                                   | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                                       | $61,486,845.56   | $61,816,158.91  |
| Jefferies LLC                                                 | $0.00            | $0.00           |
| Citadel Securities LLC                                        | $308,318,998.88  | $144,152,760.80 |
| SG Americas Securities, LLC                                   | $0.00            | $0.00           |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00           |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.                     | $245,976,904.27  | $126,369,923.62 |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00           |
| National Financial Services LLC                               | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                                 | $210,631,852.30  | $151,960,377.58 |
| Wedbush Securities Inc.                                       | $0.00            | $0.00           |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00           |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                                      | $8,816,882.04    | $9,681,946.16   |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00           |
| HRT FINANCIAL LLC                                             | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.20%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.29%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### First Trust NASDAQ-100-Technology Sector Index Fund

**Item E.1 - Exchange**

- **Exchange:** XNMS

- **Ticker:** QTEC

**Item E.2 - Authorized Participants**

| Name                                                          | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Wells Fargo Securities, LLC                                   | $0.00            | $0.00           |
| Wedbush Securities Inc.                                       | $0.00            | $0.00           |
| IBKR Securities Service LLC                                   | $0.00            | $0.00           |
| Mirae Asset Securities (USA) Inc.                             | $0.00            | $0.00           |
| RBC Capital Markets, LLC                                      | $0.00            | $27,888,273.32  |
| SG Americas Securities, LLC                                   | $0.00            | $0.00           |
| BofA Securities, Inc.                                         | $0.00            | $0.00           |
| Citigroup Global Markets, Inc.                                | $0.00            | $0.00           |
| Mizuho Securities USA Inc                                     | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                                      | $0.00            | $0.00           |
| HRT FINANCIAL LLC                                             | $7,189,745.20    | $300,843,649.29 |
| Barclays Capital Inc.                                         | $0.00            | $0.00           |
| BNP Paribas Securities Corp (FKA BNP Paribas Prime Brokerage) | $0.00            | $0.00           |
| Citadel Securities LLC                                        | $17,010,878.45   | $369,598,533.20 |
| Jefferies LLC                                                 | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                    | $6,586,038.96    | $7,896,288.02   |
| BMO NESBITT BURNS SECURITIES LTD.                             | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                                 | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                                       | $0.00            | $0.00           |
| Electronic Transaction Clearing, Inc.                         | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                     | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.                     | $288,212,604.20  | $762,066,297.57 |
| Interactive Brokers LLC                                       | $0.00            | $0.00           |
| National Financial Services LLC                               | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                                       | $39,662,754.22   | $255,922,322.33 |
| Credit Suisse Securities (USA) LLC                            | $0.00            | $0.00           |
| UBS Securities LLC                                            | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.06%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.05%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

## N-CEN: Part G: Attachments

**Item G.1a. Attachments.**

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below:

- [ ] i. Legal proceedings

- [ ] ii. Provision of financial support

- [x] iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)

- [ ] iv. Change in accounting principles and practices

- [ ] v. Information required to be filed pursuant to exemptive orders

- [ ] vi. Other information required to be included as an attachment pursuant to Commission rules and regulations

## N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to a be signed on its behalf by the undersigned hereunto duly authorized.

**Registrant:** First Trust Exchange-Traded Fund

**Date:** 2023-03-13

**Signature:** Derek Maltbie

**Title:** Treasurer