# EDGAR Filing Document

**Accession Number:** 0001552740
**File Stem:** 0001145549-23-007880
**Filing Date:** 2023-2
**Character Count:** 204094
**Document Hash:** bf784d729681d7d8cb0fe45c44d87137
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007880.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007880

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND VI
- **CENTRAL INDEX KEY:** 0001552740
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22717
- **FILM NUMBER:** 23651885

**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 Dorsey Wright Dynamic Focus 5 ETF (Series ID: S000051669)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000162607 | First Trust Dorsey Wright Dynamic Focus 5 ETF | FVC             |

## Nport-Ex

#### First Trust NASDAQ Technology Dividend Index Fund (TDIV)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS – 99.8%** | **COMMON STOCKS – 99.8%** | **COMMON STOCKS – 99.8%** |
|  | **Communications Equipment – 7.0%** |  |
| &nbsp;&nbsp;112008 | ADTRAN Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;$2104630 |
| &nbsp;&nbsp;&nbsp;&nbsp;48385 | AudioCodes Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865608 |
| &nbsp;&nbsp;654668 | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31188383 |
| &nbsp;&nbsp;658203 | Juniper Networks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21036168 |
| &nbsp;&nbsp;119587 | Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30818766 |
| &nbsp;&nbsp;923420 | Nokia Oyj, ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4284669 |
| &nbsp;&nbsp;981066 | Telefonaktiebolaget LM Ericsson, ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5729425 |
| &nbsp;&nbsp;&nbsp;&nbsp;39252 | Ubiquiti, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10736600 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;106764249 |
|  | **Diversified Telecommunication<br> Services – 8.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;17986 | ATN International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814946 |
| &nbsp;&nbsp;683248 | BCE, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30028750 |
| &nbsp;&nbsp;&nbsp;&nbsp;71260 | Chunghwa Telecom Co., Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2607403 |
| &nbsp;&nbsp;233086 | Cogent Communications Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13304549 |
| &nbsp;&nbsp;431234 | KT Corp., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5821659 |
| &nbsp;&nbsp;885503 | Telefonica Brasil S.A., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6331346 |
| &nbsp;&nbsp;131769 | Telkom Indonesia Persero Tbk PT, ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3142691 |
| 1527453 | TELUS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29495117 |
| &nbsp;&nbsp;835041 | Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32900615 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;124447076 |
|  | **Electronic Equipment,<br> Instruments & Components – 4.1%** |  |
| &nbsp;&nbsp;142549 | Amphenol Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10853681 |
| &nbsp;&nbsp;&nbsp;&nbsp;51235 | Avnet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130351 |
| &nbsp;&nbsp;&nbsp;&nbsp;19371 | Benchmark Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517012 |
| &nbsp;&nbsp;&nbsp;&nbsp;34571 | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6173689 |
| &nbsp;&nbsp;626639 | Corning, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20014850 |
| &nbsp;&nbsp;&nbsp;&nbsp;14366 | Jabil, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979761 |
| &nbsp;&nbsp;&nbsp;&nbsp;10849 | Methode Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481370 |
| &nbsp;&nbsp;&nbsp;&nbsp;85091 | National Instruments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3139858 |
| &nbsp;&nbsp;&nbsp;&nbsp;26996 | TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556791 |
| &nbsp;&nbsp;128419 | TE Connectivity Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14742501 |
| &nbsp;&nbsp;&nbsp;&nbsp;54169 | Vishay Intertechnology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168426 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62758290 |
|  | **Interactive Media & Services – 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;93524 | JOYY, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954423 |
| &nbsp;&nbsp;&nbsp;&nbsp;14909 | Shutterstock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786003 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3740426 |
|  | **IT Services – 10.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;51067 | Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4641990 |
| &nbsp;&nbsp;208895 | Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11946705 |
| &nbsp;&nbsp;&nbsp;&nbsp;10426 | Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388326 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **IT Services (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;12822 | CSG Systems International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$733419 |
| &nbsp;&nbsp;&nbsp;&nbsp;14216 | Hackett Group (The), Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289580 |
| &nbsp;&nbsp;271685 | Infosys Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893047 |
| &nbsp;&nbsp;871841 | International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;122833679 |
| &nbsp;&nbsp;&nbsp;&nbsp;90282 | SS&C Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700081 |
| &nbsp;&nbsp;&nbsp;&nbsp;46740 | Wipro Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217808 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;151644635 |
|  | **Media – 2.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7236 | Cable One, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5151019 |
| &nbsp;&nbsp;888379 | Comcast Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31066614 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36217633 |
|  | **Professional Services – 0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30055 | KBR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586904 |
| &nbsp;&nbsp;&nbsp;&nbsp;43355 | Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560512 |
| &nbsp;&nbsp;&nbsp;&nbsp;18028 | Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999846 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8147262 |
|  | **Semiconductors &<br> Semiconductor Equipment – 37.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;42109 | Amkor Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009774 |
| &nbsp;&nbsp;211894 | Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34756973 |
| &nbsp;&nbsp;189035 | Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18408228 |
| &nbsp;&nbsp;260037 | ASE Technology Holding Co., Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630432 |
| &nbsp;&nbsp;&nbsp;&nbsp;25819 | ASML Holding N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14107502 |
| &nbsp;&nbsp;236290 | Broadcom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;132116828 |
| &nbsp;&nbsp;433411 | Himax Technologies, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2691482 |
| 4320083 | Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;114179794 |
| &nbsp;&nbsp;&nbsp;&nbsp;38623 | KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14562030 |
| &nbsp;&nbsp;&nbsp;&nbsp;19466 | Kulicke & Soffa Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861565 |
| &nbsp;&nbsp;&nbsp;&nbsp;43278 | Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18189744 |
| &nbsp;&nbsp;177634 | Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12478789 |
| &nbsp;&nbsp;195280 | Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9760094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8438 | Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2983761 |
| &nbsp;&nbsp;109932 | NXP Semiconductors N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17372554 |
| &nbsp;&nbsp;&nbsp;&nbsp;11804 | Power Integrations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846583 |
| &nbsp;&nbsp;514661 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56581830 |
| &nbsp;&nbsp;&nbsp;&nbsp;92780 | Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8455041 |
| &nbsp;&nbsp;&nbsp;&nbsp;12274 | STMicroelectronics N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436586 |
| &nbsp;&nbsp;577147 | Taiwan Semiconductor Manufacturing Co., Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42991680 |
| &nbsp;&nbsp;360751 | Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59603280 |
| &nbsp;&nbsp;222976 | United Microelectronics Corp., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456033 |
| &nbsp;&nbsp;&nbsp;&nbsp;11117 | Universal Display Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201081 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;566681664 |
|  | **Software – 15.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;18902 | A10 Networks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314340 |
| &nbsp;&nbsp;&nbsp;&nbsp;45789 | Adeia, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434080 |

---

------

#### First Trust NASDAQ Technology Dividend Index Fund (TDIV)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Software (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;22802 | American Software, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$334733 |
| &nbsp;&nbsp;&nbsp;&nbsp;19260 | Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358600 |
| &nbsp;&nbsp;&nbsp;&nbsp;11763 | Ebix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234790 |
| &nbsp;&nbsp;341598 | Gen Digital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7320445 |
| &nbsp;&nbsp;&nbsp;&nbsp;67233 | InterDigital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326689 |
| &nbsp;&nbsp;&nbsp;&nbsp;46812 | Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18220167 |
| &nbsp;&nbsp;510306 | Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;122381585 |
| &nbsp;&nbsp;200619 | Open Text Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5946347 |
| &nbsp;&nbsp;784053 | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64088492 |
| &nbsp;&nbsp;&nbsp;&nbsp;13598 | Progress Software Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686019 |
| &nbsp;&nbsp;&nbsp;&nbsp;14426 | Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6233330 |
| &nbsp;&nbsp;&nbsp;&nbsp;49783 | Sapiens International Corp., N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919990 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;231799607 |
|  | **Technology Hardware,<br> Storage & Peripherals – 12.3%** |  |
| &nbsp;&nbsp;879560 | Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;114281231 |
| &nbsp;&nbsp;141416 | Dell Technologies, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687752 |
| &nbsp;&nbsp;895072 | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14285349 |
| &nbsp;&nbsp;829031 | HP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22276063 |
| &nbsp;&nbsp;&nbsp;&nbsp;62427 | Logitech International S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3886081 |
| &nbsp;&nbsp;154842 | NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9299810 |
| &nbsp;&nbsp;262809 | Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13826381 |
| &nbsp;&nbsp;229750 | Xerox Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3354350 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;186897017 |
|  | **Wireless Telecommunication<br> Services – 2.7%** |  |
| 1324111 | Mobile TeleSystems PJSC, ADR (a) (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182303 |
| &nbsp;&nbsp;&nbsp;&nbsp;74805 | PLDT, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705554 |
| &nbsp;&nbsp;705614 | Rogers Communications, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33050960 |
| &nbsp;&nbsp;585010 | Telephone and Data Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6136755 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41075572 |
|  | **Total Investments – 99.8%** | &nbsp;&nbsp;&nbsp;1520173431 |
|  | (Cost $1,543,842,522) |  |
|  | **Net Other Assets and Liabilities – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2983470 |
|  | **Net Assets – 100.0%** | $1523156901 |

---

(a) This security is fair valued by the Advisor's Pricing Committee in accordance with procedures approved by the Trust's Board of Trustees, and in accordance with the
provisions of the Investment Company Act of 1940 and rules thereunder, as amended. At December 31, 2022, securities noted as such are valued at $182,303 or 0.0% of net assets.

(b) Pursuant to procedures adopted by the Trust's Board of Trustees, this security has been determined to be illiquid by First Trust Advisors, L.P., the
Fund's Advisor.

(c) This security's value was determined using significant unobservable inputs (see Valuation Inputs in the Additional Information section).

ADR American Depositary Receipt

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;Wireless Telecommunication Services | &nbsp;&nbsp;&nbsp;$41075572 | &nbsp;&nbsp;&nbsp;$40893269 | $— | $182303 |
| &nbsp;&nbsp;Other Industry Categories\* | &nbsp;&nbsp;&nbsp; 1479097859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1479097859 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | $1520173431 | &nbsp;&nbsp;$1519991128 | $— | $182303 |

---

\* See Portfolio of Investments for industry breakout.

Level 3 Investments are fair valued by the Advisor's Pricing Committee and are footnoted in the Portfolio of Investments. The Level 3 Investments values are based on unobservable and non-quantitative inputs.

------

#### Multi-Asset Diversified Income Index Fund (MDIV)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares/<br> Units** | **Description** | **Value** |
| **EXCHANGE-TRADED FUNDS – 20.3%** | **EXCHANGE-TRADED FUNDS – 20.3%** | **EXCHANGE-TRADED FUNDS – 20.3%** |
|  | **Capital Markets – 20.3%** |  |
| 2383382 | First Trust Tactical High Yield ETF (a)<br>| &nbsp;&nbsp;&nbsp;$92808895 |
|  | (Cost $113,182,165) |  |
| **MASTER LIMITED PARTNERSHIPS – 20.3%** | **MASTER LIMITED PARTNERSHIPS – 20.3%** | **MASTER LIMITED PARTNERSHIPS – 20.3%** |
|  | **Energy Equipment & Services – 1.3%** |  |
| &nbsp;&nbsp;299653 | USA Compression Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5852223 |
|  | **Industrial Conglomerates – 1.5%** |  |
| &nbsp;&nbsp;135896 | Icahn Enterprises, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6883133 |
|  | **Oil, Gas & Consumable Fuels – 17.5%** |  |
| &nbsp;&nbsp;123553 | Alliance Resource Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510597 |
| &nbsp;&nbsp;212016 | Black Stone Minerals, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3576710 |
| &nbsp;&nbsp;&nbsp;&nbsp;49295 | Cheniere Energy Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803407 |
| &nbsp;&nbsp;135062 | Crestwood Equity Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537274 |
| &nbsp;&nbsp;254943 | CrossAmerica Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5055520 |
| &nbsp;&nbsp;&nbsp;&nbsp;49724 | DCP Midstream, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928794 |
| &nbsp;&nbsp;&nbsp;&nbsp;66391 | Delek Logistics Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004193 |
| &nbsp;&nbsp;192364 | Dorchester Minerals, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5757454 |
| &nbsp;&nbsp;257633 | Energy Transfer, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3058104 |
| &nbsp;&nbsp;139682 | EnLink Midstream, LLC (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718089 |
| &nbsp;&nbsp;142310 | Enterprise Products Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432517 |
| &nbsp;&nbsp;103670 | Global Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604606 |
| &nbsp;&nbsp;188234 | Holly Energy Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3410800 |
| &nbsp;&nbsp;271123 | Kimbell Royalty Partners, L.P. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4527754 |
| &nbsp;&nbsp;&nbsp;&nbsp;69391 | Magellan Midstream Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3484122 |
| &nbsp;&nbsp;120216 | MPLX, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3947893 |
| &nbsp;&nbsp;&nbsp;&nbsp;71489 | Natural Resource Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883997 |
| &nbsp;&nbsp;288574 | NuStar Energy, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4617184 |
| &nbsp;&nbsp;265547 | Plains All American Pipeline, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122833 |
| &nbsp;&nbsp;237941 | Plains GP Holdings, L.P., Class A (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959986 |
| &nbsp;&nbsp;&nbsp;&nbsp;83046 | Sunoco, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3579282 |
| &nbsp;&nbsp;105039 | Viper Energy Partners, L.P. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3339190 |
| &nbsp;&nbsp;107859 | Western Midstream Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896014 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79756320 |
|  | **Total Master Limited Partnerships<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92491676 |
|  | (Cost $70,144,820) |  |
| **COMMON STOCKS – 19.8%** | **COMMON STOCKS – 19.8%** | **COMMON STOCKS – 19.8%** |
|  | **Banks – 2.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;58171 | First Hawaiian, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514773 |
| &nbsp;&nbsp;115099 | Hope Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474418 |
| &nbsp;&nbsp;100234 | Huntington Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1413299 |
| &nbsp;&nbsp;&nbsp;&nbsp;89284 | KeyCorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555327 |
| &nbsp;&nbsp;131986 | Northwest Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845164 |
| &nbsp;&nbsp;&nbsp;&nbsp;36233 | Truist Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559106 |
| &nbsp;&nbsp;&nbsp;&nbsp;79200 | Umpqua Holdings Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1413720 |
| &nbsp;&nbsp;&nbsp;&nbsp;36673 | US Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599310 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12375117 |
|  | **Capital Markets – 1.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;70101 | Franklin Resources, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849264 |
| &nbsp;&nbsp;&nbsp;&nbsp;53377 | Lazard Ltd., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850581 |
| &nbsp;&nbsp;&nbsp;&nbsp;13409 | T. Rowe Price Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462386 |

---

------

#### Multi-Asset Diversified Income Index Fund (MDIV)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares/<br> Units** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Capital Markets (Continued)** |  |
| &nbsp;&nbsp;73467 | Virtu Financial, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;$1499461 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6661692 |
|  | **Chemicals – 1.8%** |  |
| &nbsp;&nbsp;44649 | Dow, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249863 |
| &nbsp;&nbsp;17350 | Eastman Chemical Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412984 |
| &nbsp;&nbsp;57876 | LyondellBasell Industries N.V., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4805444 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8468291 |
|  | **Commercial Services & Supplies – 0.4%** |  |
| &nbsp;&nbsp;57390 | HNI Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631598 |
|  | **Containers & Packaging – 0.4%** |  |
| &nbsp;&nbsp;56329 | International Paper Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950673 |
|  | **Diversified Telecommunication Services – 1.2%** |  |
| 146184 | AT&T, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2691247 |
| &nbsp;&nbsp;67094 | Verizon Communications, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2643504 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5334751 |
|  | **Electric Utilities – 2.8%** |  |
| &nbsp;&nbsp;26508 | ALLETE, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710031 |
| &nbsp;&nbsp;16247 | Duke Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673278 |
| &nbsp;&nbsp;26590 | Edison International<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691656 |
| &nbsp;&nbsp;38101 | FirstEnergy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597956 |
| &nbsp;&nbsp;42145 | OGE Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666835 |
| &nbsp;&nbsp;30316 | Portland General Electric Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485484 |
| &nbsp;&nbsp;42518 | PPL Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242376 |
| &nbsp;&nbsp;23161 | Southern (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1653927 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12721543 |
|  | **Food & Staples Retailing – 0.4%** |  |
| &nbsp;&nbsp;48036 | Walgreens Boots Alliance, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794625 |
|  | **Food Products – 0.4%** |  |
| &nbsp;&nbsp;40159 | Kraft Heinz (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634873 |
|  | **Gas Utilities – 0.6%** |  |
| &nbsp;&nbsp;20124 | Spire, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385738 |
| &nbsp;&nbsp;39224 | UGI Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454034 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839772 |
|  | **Health Care Providers & Services – 0.3%** |  |
| &nbsp;&nbsp;53503 | Patterson Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499689 |
|  | **Household Durables – 0.8%** |  |
| &nbsp;&nbsp;54370 | Leggett & Platt, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752345 |
| &nbsp;&nbsp;13119 | Whirlpool Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855814 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3608159 |
|  | **Household Products – 0.3%** |  |
| &nbsp;&nbsp;46294 | Energizer Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553164 |
|  | **Industrial Conglomerates – 0.4%** |  |
| &nbsp;&nbsp;14281 | 3M Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1712578 |
|  | **Insurance – 1.7%** |  |
| &nbsp;&nbsp;42071 | Fidelity National Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582711 |

---

------

#### Multi-Asset Diversified Income Index Fund (MDIV)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares/<br> Units** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Insurance (Continued)** |  |
| &nbsp;&nbsp;28423 | First American Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$1487660 |
| &nbsp;&nbsp;16042 | Prudential Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595537 |
| &nbsp;&nbsp;17144 | Safety Insurance Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444554 |
| &nbsp;&nbsp;34704 | Stewart Information Services Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482902 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7593364 |
|  | **IT Services – 0.5%** |  |
| 180304 | Western Union (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2482786 |
|  | **Leisure Products – 0.3%** |  |
| &nbsp;&nbsp;25762 | Hasbro, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571740 |
|  | **Semiconductors & Semiconductor Equipment – 0.4%** |  |
| &nbsp;&nbsp;64877 | Intel Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1714699 |
|  | **Textiles, Apparel & Luxury Goods – 0.5%** |  |
| &nbsp;&nbsp;81947 | VF Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2262557 |
|  | **Thrifts & Mortgage Finance – 0.9%** |  |
| 296775 | New York Community Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2552265 |
| &nbsp;&nbsp;72198 | Provident Financial Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542149 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4094414 |
|  | **Tobacco – 1.1%** |  |
| &nbsp;&nbsp;64161 | Altria Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932799 |
| &nbsp;&nbsp;41421 | Universal Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2187443 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120242 |
|  | **Trading Companies & Distributors – 0.4%** |  |
| &nbsp;&nbsp;24581 | Triton International Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690681 |
|  | **Total Common Stocks<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90317008 |
|  | (Cost $93,732,981) |  |
| **REAL ESTATE INVESTMENT TRUSTS – 19.1%** | **REAL ESTATE INVESTMENT TRUSTS – 19.1%** | **REAL ESTATE INVESTMENT TRUSTS – 19.1%** |
|  | **Diversified REITs – 1.2%** |  |
| 116568 | Essential Properties Realty Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735851 |
| &nbsp;&nbsp;84743 | STORE Capital Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2716860 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452711 |
|  | **Health Care REITs – 1.6%** |  |
| 105768 | Healthpeak Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651604 |
| 424121 | Medical Properties Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4724708 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7376312 |
|  | **Mortgage REITs – 7.0%** |  |
| 350105 | Annaly Capital Management, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7380213 |
| 412825 | Arbor Realty Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5445162 |
| 215952 | Blackstone Mortgage Trust, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4571704 |
| 394187 | Ladder Capital Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3957637 |
| 566184 | Ready Capital Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307290 |
| 238408 | Starwood Property Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370019 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32032025 |
|  | **Office REITs – 2.4%** |  |
| &nbsp;&nbsp;41083 | Boston Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776389 |
| &nbsp;&nbsp;81646 | Corporate Office Properties Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2117897 |
| &nbsp;&nbsp;62438 | Kilroy Realty Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2414477 |

---

------

#### Multi-Asset Diversified Income Index Fund (MDIV)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares/<br> Units** | **Description** | **Value** |
| **REAL ESTATE INVESTMENT TRUSTS (Continued)** | **REAL ESTATE INVESTMENT TRUSTS (Continued)** | **REAL ESTATE INVESTMENT TRUSTS (Continued)** |
|  | **Office REITs (Continued)** |  |
| 424115 | Piedmont Office Realty Trust, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;$3889135 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11197898 |
|  | **Retail REITs – 3.5%** |  |
| 106751 | Brixmor Property Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420045 |
| &nbsp;&nbsp;86634 | Getty Realty Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932561 |
| &nbsp;&nbsp;60894 | National Retail Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786510 |
| &nbsp;&nbsp;34162 | Regency Centers Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135125 |
| &nbsp;&nbsp;29123 | Simon Property Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421370 |
| 169764 | SITE Centers Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2318976 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16014587 |
|  | **Specialized REITs – 3.4%** |  |
| 110297 | EPR Properties<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160403 |
| 105061 | Four Corners Property Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2724232 |
| &nbsp;&nbsp;63432 | Gaming and Leisure Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3304173 |
| &nbsp;&nbsp;29741 | Lamar Advertising Co., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2807550 |
| &nbsp;&nbsp;73737 | VICI Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389079 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15385437 |
|  | **Total Real Estate Investment Trusts<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87458970 |
|  | (Cost $94,842,780) |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Shares** | **Description** | **Stated<br> Rate** | **Stated<br> Maturity** | **Value** |
| **$25 PAR PREFERRED SECURITIES – 19.9%** | **$25 PAR PREFERRED SECURITIES – 19.9%** | **$25 PAR PREFERRED SECURITIES – 19.9%** | **$25 PAR PREFERRED SECURITIES – 19.9%** | **$25 PAR PREFERRED SECURITIES – 19.9%** |
|  | **Banks – 2.8%** |  |  |  |
| 114116 | Citigroup Capital XIII, 3 Mo. LIBOR + 6.37% (c)<br>| 10.78% | 10/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240894 |
| 131803 | Citigroup, Inc., Series J (d)<br>| &nbsp;&nbsp;&nbsp;7.13% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3316164 |
| 127312 | Citigroup, Inc., Series K (d)<br>| &nbsp;&nbsp;&nbsp;6.88% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3186619 |
| 121814 | Wells Fargo & Co., Series R (d)<br>| &nbsp;&nbsp;&nbsp;6.63% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3012460 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12756137 |
|  | **Capital Markets – 1.4%** |  |  |  |
| 130290 | Morgan Stanley, Series E (d)<br>| &nbsp;&nbsp;&nbsp;7.13% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3276793 |
| 126710 | Morgan Stanley, Series F (d)<br>| &nbsp;&nbsp;&nbsp;6.88% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3165216 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6442009 |
|  | **Diversified Financial Services – 1.3%** |  |  |  |
| 140134 | Apollo Asset Management, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;6.38% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060527 |
| 136412 | Apollo Asset Management, Inc., Series B<br>| &nbsp;&nbsp;&nbsp;6.38% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958776 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6019303 |
|  | **Diversified Telecommunication Services – 1.7%** |  |  |  |
| 234378 | Qwest Corp. <br>| &nbsp;&nbsp;&nbsp;6.50% | 09/01/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3914113 |
| 217728 | Qwest Corp. <br>| &nbsp;&nbsp;&nbsp;6.75% | 06/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3788467 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7702580 |
|  | **Food Products – 0.8%** |  |  |  |
| 137792 | CHS, Inc., Series 1<br>| &nbsp;&nbsp;&nbsp;7.88% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3524719 |
|  | **Insurance – 0.6%** |  |  |  |
| 154182 | Axis Capital Holdings Ltd., Series E<br>| &nbsp;&nbsp;&nbsp;5.50% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021967 |

---

------

#### Multi-Asset Diversified Income Index Fund (MDIV)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Shares** | **Description** | **Stated<br> Rate** | **Stated<br> Maturity** | **Value** |
| **$25 PAR PREFERRED SECURITIES (Continued)** | **$25 PAR PREFERRED SECURITIES (Continued)** | **$25 PAR PREFERRED SECURITIES (Continued)** | **$25 PAR PREFERRED SECURITIES (Continued)** | **$25 PAR PREFERRED SECURITIES (Continued)** |
|  | **Mortgage Real Estate Investment Trusts – 4.5%** |  |  |  |
| 140662 | AGNC Investment Corp., Series C, 3 Mo. LIBOR + 5.11% (c)<br>| &nbsp;&nbsp;&nbsp;9.19% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;$3554529 |
| 179790 | AGNC Investment Corp., Series E (d)<br>| &nbsp;&nbsp;&nbsp;6.50% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3576023 |
| 187307 | AGNC Investment Corp., Series F (d)<br>| &nbsp;&nbsp;&nbsp;6.13% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3611279 |
| 234492 | Chimera Investment Corp., Series B (d)<br>| &nbsp;&nbsp;&nbsp;8.00% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645286 |
| 265841 | Two Harbors Investment Corp., Series B (d)<br>| &nbsp;&nbsp;&nbsp;7.63% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5032370 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20419487 |
|  | **Multi-Utilities – 0.7%** |  |  |  |
| 125506 | NiSource, Inc., Series B (d)<br>| &nbsp;&nbsp;&nbsp;6.50% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048541 |
|  | **Oil, Gas & Consumable Fuels – 2.3%** |  |  |  |
| 129008 | Enbridge, Inc., Series B (d)<br>| &nbsp;&nbsp;&nbsp;6.38% | 04/15/78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3147795 |
| 167570 | Energy Transfer L.P., Series E (d)<br>| &nbsp;&nbsp;&nbsp;7.60% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3668108 |
| 146070 | NuStar Logistics L.P., 3 Mo. LIBOR + 6.73% (c)<br>| 10.81% | 01/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3534894 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10350797 |
|  | **Real Estate Management & Development – 2.9%** |  |  |  |
| 238284 | DigitalBridge Group, Inc., Class H<br>| &nbsp;&nbsp;&nbsp;7.13% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4503544 |
| 231111 | DigitalBridge Group, Inc., Series I<br>| &nbsp;&nbsp;&nbsp;7.15% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335642 |
| 238141 | DigitalBridge Group, Inc., Series J<br>| &nbsp;&nbsp;&nbsp;7.13% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4469907 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13309093 |
|  | **Trading Companies & Distributors – 0.9%** |  |  |  |
| 168030 | WESCO International, Inc., Series A (d)<br>| 10.63% | (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405747 |
|  | **Total $25 Par Preferred Securities<br>** | **Total $25 Par Preferred Securities<br>** | **Total $25 Par Preferred Securities<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91000380 |
|  | (Cost $101,984,731) |  |  |  |

---

---

| | |
|:---|:---|
| **Total Investments – 99.4%<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;454076929 |
| (Cost $473,887,477) |  |
| **Net Other Assets and Liabilities – 0.6%<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530272 |
| **Net Assets – 100.0%<br>**  | &nbsp;&nbsp;$456607201 |

---

(a) Investment in an affiliated fund.

(b) This security is taxed as a "C" corporation for federal income tax purposes.

(c) Floating rate security.

(d) Fixed-to-floating or fixed-to-variable rate security. The interest rate shown reflects the fixed rate in effect at December 31, 2022. At a predetermined date, the fixed rate will
change to a floating rate or a variable rate.

(e) Perpetual maturity.

LIBOR London Interbank Offered Rate

------

#### Multi-Asset Diversified Income Index Fund (MDIV)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Exchange-Traded Funds\*<br>| &nbsp;&nbsp;$92808895 | &nbsp;&nbsp;$92808895 | $— | $— |
| Master Limited Partnerships\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92491676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92491676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Common Stocks\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90317008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90317008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Real Estate Investment Trusts\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87458970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87458970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| $25 Par Preferred Securities\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91000380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91000380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments<br>| $454076929 | &nbsp;&nbsp;$454076929 | $— | $— |

---

\* See Portfolio of Investments for industry breakout.

------

#### Affiliated Transactions
Amounts relating to investments in affiliated funds at December 31, 2022, and for the fiscal year-to-date period (October 1, 2022 to December 31, 2022) are as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Name** | **Shares at<br> 12/31/2022** | **Value at<br> 9/30/2022** | **Purchases** | **Sales** | **Change in<br> Unrealized<br> Appreciation<br> (Depreciation)** | **Realized<br> Gain<br> (Loss)** | **Value at<br> 12/31/2022** | **Dividend<br> Income** |
| First Trust Tactical High Yield ETF | 2383382 | $91828017 | $5824517 | $(6348525) | $1768822 | $(263936) | $92808895 | $1435552 |

---

------

#### First Trust S&P International Dividend Aristocrats ETF (FID)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS – 92.0%** | **COMMON STOCKS – 92.0%** | **COMMON STOCKS – 92.0%** |
|  | **Aerospace & Defense – 3.2%** |  |
| 106261 | BAE Systems PLC | &nbsp;&nbsp;&nbsp;&nbsp;$1099654 |
| 284500 | Singapore Technologies Engineering Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711568 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811222 |
|  | **Banks – 7.6%** |  |
| &nbsp;&nbsp;&nbsp;4544 | Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411645 |
| &nbsp;&nbsp;&nbsp;8324 | Bank of Nova Scotia (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407839 |
| &nbsp;&nbsp;&nbsp;8958 | Banque Cantonale Vaudoise | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859809 |
| &nbsp;&nbsp;&nbsp;9156 | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370365 |
| &nbsp;&nbsp;37900 | Fukuoka Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867796 |
| 109700 | Mitsubishi UFJ Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743091 |
| &nbsp;&nbsp;17000 | Sumitomo Mitsui Trust Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594300 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4254845 |
|  | **Beverages – 2.0%** |  |
| 138522 | Arca Continental S.A.B. de C.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123445 |
|  | **Capital Markets – 3.9%** |  |
| 219143 | Ashmore Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634249 |
| &nbsp;&nbsp;68402 | IG Group Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646672 |
| &nbsp;&nbsp;17672 | IGM Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493354 |
| &nbsp;&nbsp;22300 | SBI Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427683 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201958 |
|  | **Chemicals – 2.1%** |  |
| &nbsp;&nbsp;13783 | BASF SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684439 |
| &nbsp;&nbsp;22200 | Denka Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511696 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196135 |
|  | **Commercial Services &<br> Supplies – 0.8%** |  |
| &nbsp;&nbsp;35895 | Intrum AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434117 |
|  | **Construction & Engineering – 1.6%** |  |
| &nbsp;&nbsp;29129 | Bouygues S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874319 |
|  | **Diversified Telecommunication<br> Services – 5.3%** |  |
| &nbsp;&nbsp;18444 | BCE, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810364 |
| &nbsp;&nbsp;&nbsp;1482 | Swisscom AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811963 |
| &nbsp;&nbsp;77747 | Telenor ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726934 |
| &nbsp;&nbsp;33858 | TELUS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653404 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002665 |
|  | **Electric Utilities – 7.5%** |  |
| 156362 | CK Infrastructure Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818324 |
| &nbsp;&nbsp;77285 | CLP Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563886 |
| 147494 | EDP - Energias de Portugal S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735112 |
| &nbsp;&nbsp;16100 | Emera, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615343 |
| &nbsp;&nbsp;28541 | Fortum Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474774 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Electric Utilities (Continued)** |  |
| 183737 | Power Assets Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;$1006317 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4213756 |
|  | **Gas Utilities – 7.3%** |  |
| 142200 | APA Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041750 |
| 232172 | Beijing Enterprises Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743621 |
| &nbsp;&nbsp;71776 | Enagas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192826 |
| &nbsp;&nbsp;41777 | Rubis SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100117 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078314 |
|  | **Independent Power &<br> Renewable Electricity Producers – 4.1%** |  |
| &nbsp;&nbsp;32923 | Capital Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126531 |
| &nbsp;&nbsp;74900 | Electric Power Development Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196208 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322739 |
|  | **Insurance – 14.4%** |  |
| &nbsp;&nbsp;16841 | Ageas S.A./N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746697 |
| &nbsp;&nbsp;&nbsp;2662 | Allianz SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572472 |
| &nbsp;&nbsp;&nbsp;3636 | Baloise Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561139 |
| &nbsp;&nbsp;22777 | Great-West Lifeco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526529 |
| &nbsp;&nbsp;&nbsp;5456 | Helvetia Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636086 |
| 215159 | Legal & General Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648990 |
| &nbsp;&nbsp;30775 | Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548904 |
| &nbsp;&nbsp;20000 | MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643706 |
| &nbsp;&nbsp;&nbsp;1794 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583798 |
| &nbsp;&nbsp;19290 | Power Corp. of Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453757 |
| &nbsp;&nbsp;&nbsp;8932 | Sun Life Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | Swiss Life Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443463 |
| &nbsp;&nbsp;28400 | Tokio Marine Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611864 |
| &nbsp;&nbsp;&nbsp;1527 | Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730430 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8122441 |
|  | **Machinery – 1.3%** |  |
| &nbsp;&nbsp;&nbsp;9012 | Sulzer AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701740 |
|  | **Media – 1.2%** |  |
| &nbsp;&nbsp;29704 | Quebecor, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662527 |
|  | **Metals & Mining – 1.2%** |  |
| &nbsp;&nbsp;47100 | Asahi Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690853 |
|  | **Multi-Utilities – 2.8%** |  |
| &nbsp;&nbsp;23472 | ATCO Ltd., Class I | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734670 |
| &nbsp;&nbsp;30686 | Canadian Utilities Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830607 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565277 |
|  | **Oil, Gas & Consumable Fuels – 7.8%** |  |
| &nbsp;&nbsp;15175 | Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842695 |
| 251000 | ENEOS Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856812 |
| &nbsp;&nbsp;53851 | Keyera Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176847 |

---

------

#### First Trust S&P International Dividend Aristocrats ETF (FID)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Oil, Gas & Consumable<br> Fuels (Continued)** |  |
| &nbsp;&nbsp;22405 | Koninklijke Vopak N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$665540 |
| &nbsp;&nbsp;21138 | TC Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842710 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4384604 |
|  | **Paper & Forest Products – 1.3%** |  |
| &nbsp;&nbsp;19081 | UPM-Kymmene Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713454 |
|  | **Pharmaceuticals – 3.5%** |  |
| &nbsp;&nbsp;&nbsp;8293 | Novartis AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749702 |
| &nbsp;&nbsp;38700 | Takeda Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212250 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1961952 |
|  | **Professional Services – 1.1%** |  |
| &nbsp;&nbsp;19591 | Adecco Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645371 |
|  | **Real Estate Management &<br> Development – 8.2%** |  |
| 246280 | Henderson Land Development Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859801 |
| 174089 | Longfor Group Holdings Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541975 |
| 334107 | New World Development Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941695 |
| 883010 | Sino Land Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104123 |
| &nbsp;&nbsp;84709 | Sun Hung Kai Properties Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159052 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4606646 |
|  | **Tobacco – 2.2%** |  |
| &nbsp;&nbsp;17408 | KT&G Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259654 |
|  | **Water Utilities – 1.6%** |  |
| 898824 | Guangdong Investment Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920076 |
|  | **Total Common Stocks** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51748110 |
|  | (Cost $56,111,276) |  |
| **REAL ESTATE INVESTMENT TRUSTS – 7.3%** | **REAL ESTATE INVESTMENT TRUSTS – 7.3%** | **REAL ESTATE INVESTMENT TRUSTS – 7.3%** |
|  | **Equity Real Estate Investment<br> Trusts – 7.3%** |  |
| &nbsp;&nbsp;19877 | Allied Properties Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | Daiwa Office Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682719 |
| &nbsp;&nbsp;&nbsp;1129 | Japan Metropolitan Fund Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900688 |
| 101192 | Link REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742853 |
| 408962 | Primary Health Properties PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547811 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Equity Real Estate Investment<br> Trusts (Continued)** |  |
| 41740 | SmartCentres Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$825552 |
|  | **Total Real Estate Investment Trusts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075436 |
|  | (Cost $5,009,201) |  |
|  | **Total Investments – 99.3%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55823546 |
|  | (Cost $61,120,477) |  |
|  | **Net Other Assets and Liabilities – 0.7%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413945 |
|  | **Net Assets – 100.0%** | &nbsp;&nbsp;&nbsp;$56237491 |

---

(a) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended (the "1933 Act").

(b) This security is exempt from registration upon resale under Rule 144A of the 1933 Act and may be resold in transactions exempt from registration, normally to
qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of
restricted securities.

---

| | |
|:---|:---|
| **Currency Exposure<br> Diversification** | **% of Total<br> Investments** |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;23.5% |
| Japanese Yen | &nbsp;&nbsp;&nbsp;17.8 |
| Hong Kong Dollar | &nbsp;&nbsp;&nbsp;16.8 |
| Euro | &nbsp;&nbsp;&nbsp;14.9 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;11.0 |
| British Pound Sterling | &nbsp;&nbsp;&nbsp;&nbsp;6.4 |
| South Korean Won | &nbsp;&nbsp;&nbsp;&nbsp;2.3 |
| Mexican Peso | &nbsp;&nbsp;&nbsp;&nbsp;2.0 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;1.9 |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| Singapore Dollar | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;0.8 |
| &nbsp;&nbsp;&nbsp;Total | 100.0% |

---

------

#### First Trust S&P International Dividend Aristocrats ETF (FID)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks\* | $51748110 | &nbsp;&nbsp;$51748110 | $— | $— |
| Real Estate Investment Trusts\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4075436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4075436 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | $55823546 | &nbsp;&nbsp;$55823546 | $— | $— |

---

\* See Portfolio of Investments for industry breakout.

------

#### First Trust BuyWrite Income ETF (FTHI)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS – 95.2%** | **COMMON STOCKS – 95.2%** | **COMMON STOCKS – 95.2%** |
|  | **Aerospace & Defense – 2.0%** |  |
| &nbsp;&nbsp;5011 | Aerojet Rocketdyne Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$280265 |
| &nbsp;&nbsp;2006 | Boeing (The) Co. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382123 |
| &nbsp;&nbsp;1990 | HEICO Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238501 |
| &nbsp;&nbsp;&nbsp;&nbsp;986 | Lockheed Martin Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479679 |
| &nbsp;&nbsp;5729 | Raytheon Technologies Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578171 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958739 |
|  | **Air Freight & Logistics – 0.5%** |  |
| &nbsp;&nbsp;2761 | United Parcel Service, Inc., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479972 |
|  | **Airlines – 0.2%** |  |
| 35026 | JetBlue Airways Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226968 |
|  | **Automobiles – 1.1%** |  |
| &nbsp;&nbsp;8537 | Tesla, Inc. (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051588 |
|  | **Banks – 4.1%** |  |
| 19333 | Bank of America Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640309 |
| &nbsp;&nbsp;7885 | Citigroup, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356638 |
| 18384 | FNB Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239911 |
| &nbsp;&nbsp;5246 | HDFC Bank, Ltd., ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358879 |
| &nbsp;&nbsp;9906 | JPMorgan Chase & Co. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328395 |
| &nbsp;&nbsp;3664 | Popular, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242996 |
| &nbsp;&nbsp;3189 | Royal Bank of Canada<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299830 |
| 14368 | Wells Fargo & Co. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593255 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060213 |
|  | **Beverages – 3.4%** |  |
| &nbsp;&nbsp;6055 | Anheuser-Busch InBev S.A., ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363542 |
| &nbsp;&nbsp;2634 | Celsius Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274042 |
| 13643 | Coca-Cola (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867831 |
| &nbsp;&nbsp;7647 | Coca-Cola European Partners PLC (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423032 |
| &nbsp;&nbsp;3312 | Diageo PLC, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590165 |
| &nbsp;&nbsp;4921 | PepsiCo, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889028 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3407640 |
|  | **Biotechnology – 2.0%** |  |
| &nbsp;&nbsp;6039 | AbbVie, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975963 |
| &nbsp;&nbsp;2076 | Amgen, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545240 |
| &nbsp;&nbsp;5122 | Gilead Sciences, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439724 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960927 |
|  | **Building Products – 0.7%** |  |
| &nbsp;&nbsp;2824 | Advanced Drainage Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231483 |
| &nbsp;&nbsp;&nbsp;&nbsp;943 | Lennox International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225594 |
| 12492 | Zurn Elkay Water Solutions Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264206 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721283 |
|  | **Capital Markets – 2.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;592 | BlackRock, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419509 |
| &nbsp;&nbsp;2797 | Blackstone, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207509 |
| &nbsp;&nbsp;3934 | Charles Schwab (The) Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327545 |
| &nbsp;&nbsp;3980 | Evercore, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434138 |
| &nbsp;&nbsp;&nbsp;&nbsp;763 | Goldman Sachs Group (The), Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261999 |
| 10322 | Janus Henderson Group PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242774 |
| &nbsp;&nbsp;2905 | Morgan Stanley<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246983 |
| &nbsp;&nbsp;&nbsp;&nbsp;738 | S&P Global, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247186 |

---

------

#### First Trust BuyWrite Income ETF (FTHI)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Capital Markets (Continued)** |  |
| &nbsp;&nbsp;5019 | SEI Investments Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$292608 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680251 |
|  | **Chemicals – 2.0%** |  |
| &nbsp;&nbsp;9831 | Axalta Coating Systems Ltd. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250396 |
| &nbsp;&nbsp;9309 | Huntsman Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255811 |
| &nbsp;&nbsp;1808 | Linde PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589733 |
| &nbsp;&nbsp;4453 | Olin Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235742 |
| &nbsp;&nbsp;2546 | RPM International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248108 |
| 11346 | Valvoline, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370447 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950237 |
|  | **Commercial Services & Supplies – 0.4%** |  |
| &nbsp;&nbsp;2662 | Waste Connections, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352875 |
|  | **Communications Equipment – 0.7%** |  |
| 13796 | Cisco Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657241 |
|  | **Construction Materials – 0.4%** |  |
| &nbsp;&nbsp;2777 | Eagle Materials, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368924 |
|  | **Consumer Finance – 2.2%** |  |
| 32382 | Ally Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791740 |
| &nbsp;&nbsp;2539 | American Express Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375137 |
| &nbsp;&nbsp;&nbsp;&nbsp;532 | Credit Acceptance Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252381 |
| 13240 | OneMain Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441025 |
| 20052 | SLM Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332863 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193146 |
|  | **Containers & Packaging – 1.6%** |  |
| &nbsp;&nbsp;4672 | Berry Global Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282329 |
| 12893 | Crown Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059934 |
| &nbsp;&nbsp;4231 | Sonoco Products Co. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256864 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599127 |
|  | **Diversified Financial Services – 2.3%** |  |
| &nbsp;&nbsp;5712 | Berkshire Hathaway, Inc., Class B (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764437 |
| &nbsp;&nbsp;7803 | Voya Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479806 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2244243 |
|  | **Diversified Telecommunication Services – 0.7%** |  |
| 16578 | AT&T, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305201 |
| 10365 | Verizon Communications, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408381 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713582 |
|  | **Electric Utilities – 0.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;814 | IDACORP, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87790 |
| &nbsp;&nbsp;7085 | NextEra Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592306 |
| &nbsp;&nbsp;1321 | Otter Tail Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77556 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757652 |
|  | **Electrical Equipment – 0.5%** |  |
| &nbsp;&nbsp;1374 | Acuity Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227548 |
| &nbsp;&nbsp;1092 | Hubbell, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256271 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483819 |

---

------

#### First Trust BuyWrite Income ETF (FTHI)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Energy Equipment & Services – 0.4%** |  |
| 32732 | TechnipFMC PLC (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$399003 |
|  | **Entertainment – 0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;931 | Netflix, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274533 |
| &nbsp;&nbsp;5157 | Walt Disney (The) Co. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448040 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722573 |
|  | **Food & Staples Retailing – 1.9%** |  |
| &nbsp;&nbsp;1129 | Costco Wholesale Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515389 |
| &nbsp;&nbsp;8320 | Grocery Outlet Holding Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242861 |
| 12808 | Sprouts Farmers Market, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414595 |
| &nbsp;&nbsp;7523 | US Foods Holding Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255932 |
| &nbsp;&nbsp;3627 | Walmart, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514272 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943049 |
|  | **Food Products – 1.6%** |  |
| &nbsp;&nbsp;4730 | Cal-Maine Foods, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257549 |
| &nbsp;&nbsp;3581 | Darling Ingredients, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224135 |
| 12004 | Flowers Foods, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344995 |
| &nbsp;&nbsp;3409 | Ingredion, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333843 |
| &nbsp;&nbsp;5831 | Mondelez International, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388636 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549158 |
|  | **Health Care Equipment & Supplies – 2.6%** |  |
| &nbsp;&nbsp;6314 | Abbott Laboratories<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693214 |
| &nbsp;&nbsp;3889 | Alcon, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266591 |
| &nbsp;&nbsp;9658 | Envista Holdings Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325185 |
| &nbsp;&nbsp;&nbsp;&nbsp;863 | Insulet Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254058 |
| &nbsp;&nbsp;1431 | Intuitive Surgical, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379716 |
| &nbsp;&nbsp;5430 | Medtronic PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422020 |
| &nbsp;&nbsp;5747 | Nevro Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227581 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568365 |
|  | **Health Care Providers & Services – 3.9%** |  |
| &nbsp;&nbsp;3868 | Acadia Healthcare Co., Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318414 |
| &nbsp;&nbsp;&nbsp;&nbsp;705 | Chemed Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359853 |
| &nbsp;&nbsp;1311 | Cigna Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434387 |
| &nbsp;&nbsp;5441 | CVS Health Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507047 |
| &nbsp;&nbsp;1025 | Elevance Health, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525794 |
| &nbsp;&nbsp;3268 | UnitedHealth Group, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732628 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878123 |
|  | **Health Care Technology – 0.3%** |  |
| &nbsp;&nbsp;2169 | Veeva Systems, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350033 |
|  | **Hotels, Restaurants & Leisure – 0.8%** |  |
| &nbsp;&nbsp;1992 | McDonald's Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524952 |
| &nbsp;&nbsp;2589 | Starbucks Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256829 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781781 |
|  | **Household Durables – 0.3%** |  |
| &nbsp;&nbsp;5598 | Toll Brothers, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279452 |
|  | **Household Products – 1.2%** |  |
| &nbsp;&nbsp;7983 | Procter & Gamble (The) Co. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209903 |
|  | **Independent Power & Renewable Electricity Producers – 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;939 | Atlantica Sustainable Infrastructure PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24320 |

---

------

#### First Trust BuyWrite Income ETF (FTHI)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Independent Power & Renewable Electricity Producers (Continued)** |  |
| &nbsp;&nbsp;2774 | Ormat Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$239896 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264216 |
|  | **Industrial Conglomerates – 2.2%** |  |
| 10624 | 3M Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274030 |
| &nbsp;&nbsp;4584 | General Electric Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384093 |
| &nbsp;&nbsp;2565 | Honeywell International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549680 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207803 |
|  | **Insurance – 1.3%** |  |
| &nbsp;&nbsp;3237 | American Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444375 |
| &nbsp;&nbsp;1821 | Chubb Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401713 |
| &nbsp;&nbsp;&nbsp;&nbsp;831 | Kinsale Capital Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217323 |
| &nbsp;&nbsp;1404 | RenaissanceRe Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258659 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322070 |
|  | **Interactive Media & Services – 2.9%** |  |
| 18025 | Alphabet, Inc., Class A (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590345 |
| 14375 | Alphabet, Inc., Class C (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275494 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2865839 |
|  | **Internet & Direct Marketing Retail – 2.6%** |  |
| 25806 | Amazon.com, Inc. (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2167704 |
| &nbsp;&nbsp;8064 | JD.com, Inc., ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452632 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620336 |
|  | **IT Services – 3.2%** |  |
| &nbsp;&nbsp;1536 | Accenture PLC, Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409866 |
| &nbsp;&nbsp;&nbsp;&nbsp;999 | Automatic Data Processing, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238621 |
| &nbsp;&nbsp;2023 | International Business Machines Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285021 |
| &nbsp;&nbsp;2855 | Mastercard, Inc., Class A (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992769 |
| &nbsp;&nbsp;2389 | PayPal Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170145 |
| &nbsp;&nbsp;5436 | Visa, Inc., Class A (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129383 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225805 |
|  | **Life Sciences Tools & Services – 1.6%** |  |
| &nbsp;&nbsp;2415 | Danaher Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640989 |
| &nbsp;&nbsp;5284 | QIAGEN N.V. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263513 |
| &nbsp;&nbsp;1340 | Thermo Fisher Scientific, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737925 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1642427 |
|  | **Machinery – 2.1%** |  |
| &nbsp;&nbsp;7922 | Allison Transmission Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329555 |
| &nbsp;&nbsp;2107 | Caterpillar, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504753 |
| &nbsp;&nbsp;1108 | Deere & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475066 |
| &nbsp;&nbsp;5562 | Graco, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374100 |
| &nbsp;&nbsp;3857 | Toro (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436613 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120087 |
|  | **Marine – 0.2%** |  |
| &nbsp;&nbsp;3982 | Matson, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248915 |
|  | **Media – 0.3%** |  |
| &nbsp;&nbsp;9875 | Comcast Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345329 |
|  | **Metals & Mining – 0.3%** |  |
| &nbsp;&nbsp;4392 | Southern Copper Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265233 |

---

------

#### First Trust BuyWrite Income ETF (FTHI)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Multi-Utilities – 0.3%** |  |
| &nbsp;&nbsp;5156 | National Grid PLC, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$311010 |
|  | **Oil, Gas & Consumable Fuels – 6.3%** |  |
| 23465 | Antero Midstream Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253187 |
| &nbsp;&nbsp;6337 | Chevron Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137428 |
| &nbsp;&nbsp;4993 | ConocoPhillips<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589174 |
| &nbsp;&nbsp;5166 | DT Midstream, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285473 |
| 11472 | Enbridge, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448555 |
| &nbsp;&nbsp;2672 | EOG Resources, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346078 |
| 14339 | Exxon Mobil Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581592 |
| &nbsp;&nbsp;5405 | Murphy Oil Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232469 |
| &nbsp;&nbsp;4725 | Ovintiv, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239605 |
| &nbsp;&nbsp;3361 | PDC Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213356 |
| 66786 | Petroleo Brasileiro S.A., ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711271 |
| &nbsp;&nbsp;9048 | Range Resources Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226381 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6264569 |
|  | **Paper & Forest Products – 0.5%** |  |
| &nbsp;&nbsp;8574 | Louisiana-Pacific Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507581 |
|  | **Personal Products – 2.0%** |  |
| 12061 | BellRing Brands, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309244 |
| 42253 | Coty, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361686 |
| 26266 | Unilever PLC, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322493 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993423 |
|  | **Pharmaceuticals – 7.3%** |  |
| &nbsp;&nbsp;6557 | AstraZeneca PLC, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444565 |
| 60951 | Bausch Health Cos., Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382772 |
| &nbsp;&nbsp;8305 | Bristol-Myers Squibb Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597545 |
| &nbsp;&nbsp;2827 | Eli Lilly & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034230 |
| &nbsp;&nbsp;8805 | Johnson & Johnson (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555403 |
| &nbsp;&nbsp;8799 | Merck & Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976249 |
| &nbsp;&nbsp;2988 | Novartis AG, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271071 |
| &nbsp;&nbsp;7684 | Novo Nordisk A/S, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039952 |
| 19641 | Pfizer, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006405 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7308192 |
|  | **Road & Rail – 1.1%** |  |
| &nbsp;&nbsp;2041 | Canadian National Railway Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242634 |
| &nbsp;&nbsp;2373 | Union Pacific Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491377 |
| 11678 | XPO, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388761 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122772 |
|  | **Semiconductors & Semiconductor Equipment – 3.1%** |  |
| &nbsp;&nbsp;3461 | Advanced Micro Devices, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224169 |
| &nbsp;&nbsp;1934 | Applied Materials, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188333 |
| &nbsp;&nbsp;&nbsp;&nbsp;992 | Broadcom, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554657 |
| &nbsp;&nbsp;8913 | Intel Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235570 |
| &nbsp;&nbsp;6849 | NVIDIA Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000913 |
| &nbsp;&nbsp;2382 | QUALCOMM, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261877 |
| &nbsp;&nbsp;2012 | Silicon Laboratories, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272968 |
| &nbsp;&nbsp;2191 | Texas Instruments, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361997 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100484 |
|  | **Software – 6.6%** |  |
| &nbsp;&nbsp;4346 | Dolby Laboratories, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306567 |

---

------

#### First Trust BuyWrite Income ETF (FTHI)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Software (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;678 | Intuit, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$263891 |
| 22837 | Microsoft Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5476770 |
| &nbsp;&nbsp;5841 | Oracle Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477443 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6524671 |
|  | **Specialty Retail – 1.6%** |  |
| &nbsp;&nbsp;2692 | Home Depot (The), Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850295 |
| &nbsp;&nbsp;1332 | Lowe's Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265388 |
| &nbsp;&nbsp;&nbsp;&nbsp;880 | Murphy USA, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245995 |
| &nbsp;&nbsp;2330 | TJX (The) Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185468 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547146 |
|  | **Technology Hardware, Storage & Peripherals – 5.8%** |  |
| 44637 | Apple, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5799685 |
|  | **Textiles, Apparel & Luxury Goods – 0.3%** |  |
| &nbsp;&nbsp;2629 | NIKE, Inc., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307619 |
|  | **Tobacco – 0.6%** |  |
| &nbsp;&nbsp;5738 | Philip Morris International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580743 |
|  | **Trading Companies & Distributors – 0.5%** |  |
| &nbsp;&nbsp;2181 | Ferguson PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276922 |
| &nbsp;&nbsp;2119 | SiteOne Landscape Supply, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248601 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525523 |
|  | **Wireless Telecommunication Services – 0.2%** |  |
| &nbsp;&nbsp;1359 | T-Mobile US, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190260 |
|  | **Total Common Stocks<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94761605 |
|  | (Cost $99,294,041) |  |
| **REAL ESTATE INVESTMENT TRUSTS – 3.4%** | **REAL ESTATE INVESTMENT TRUSTS – 3.4%** | **REAL ESTATE INVESTMENT TRUSTS – 3.4%** |
|  | **Equity Real Estate Investment Trusts – 1.6%** |  |
| &nbsp;&nbsp;1184 | American Tower Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250842 |
| &nbsp;&nbsp;6660 | EPR Properties<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251215 |
| &nbsp;&nbsp;3926 | Equity LifeStyle Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253620 |
| &nbsp;&nbsp;3712 | Prologis, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418454 |
| 11694 | SL Green Realty Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394322 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568453 |
|  | **Mortgage Real Estate Investment Trusts – 1.8%** |  |
| 93779 | AGNC Investment Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970613 |
| 38327 | Annaly Capital Management, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807933 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778546 |
|  | **Total Real Estate Investment Trusts<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346999 |
|  | (Cost $3,412,970) |  |
| **Units** | **Description** | **Value** |
| **MASTER LIMITED PARTNERSHIPS – 0.9%** | **MASTER LIMITED PARTNERSHIPS – 0.9%** | **MASTER LIMITED PARTNERSHIPS – 0.9%** |
|  | **Oil, Gas & Consumable Fuels – 0.9%** |  |
| 21023 | Energy Transfer, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249543 |
| &nbsp;&nbsp;4925 | Magellan Midstream Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247284 |

---

------

#### First Trust BuyWrite Income ETF (FTHI)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Units** | **Description** | **Value** |
| **MASTER LIMITED PARTNERSHIPS (Continued)** | **MASTER LIMITED PARTNERSHIPS (Continued)** | **MASTER LIMITED PARTNERSHIPS (Continued)** |
|  | **Oil, Gas & Consumable Fuels (Continued)** |  |
| 11382 | MPLX, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$373785 |
|  | **Total Master Limited Partnerships<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870612 |
|  | (Cost $887,989) |  |
|  | **Total Investments – 99.5%<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98979216 |
|  | (Cost $103,595,000) |  |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts** | **Description** | **Notional Amount** | **Exercise Price** | **Expiration Date** | **Value** |
| **CALL OPTIONS WRITTEN – (0.4)%** | **CALL OPTIONS WRITTEN – (0.4)%** | **CALL OPTIONS WRITTEN – (0.4)%** | **CALL OPTIONS WRITTEN – (0.4)%** | **CALL OPTIONS WRITTEN – (0.4)%** | **CALL OPTIONS WRITTEN – (0.4)%** |
| (60) | S&P 500<sup>®</sup> Index<br>| $(23037000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3950.00 | 01/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(183240) |
| (30) | S&P 500<sup>®</sup> Index<br>| &nbsp;&nbsp;&nbsp;&nbsp;(11518500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000.00 | 01/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54300) |
| (30) | S&P 500<sup>®</sup> Index<br>| &nbsp;&nbsp;&nbsp;&nbsp;(11518500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050.00 | 01/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28020) |
| (30) | S&P 500<sup>®</sup> Index<br>| &nbsp;&nbsp;&nbsp;&nbsp;(11518500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075.00 | 01/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18000) |
| (10) | S&P 500<sup>®</sup> Index<br>| &nbsp;&nbsp;&nbsp;&nbsp;(3839500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000.00 | 02/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50200) |
| (30) | S&P 500<sup>®</sup> Index<br>| &nbsp;&nbsp;&nbsp;&nbsp;(11518500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075.00 | 02/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98460) |
|  | **Total Call Options Written<br>** | **Total Call Options Written<br>** | **Total Call Options Written<br>** | **Total Call Options Written<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(432220) |
|  | (Premiums received $1,639,882) |  |  |  |  |

---

---

| | |
|:---|:---|
| **Net Other Assets and Liabilities – 0.9%<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955735 |
| **Net Assets – 100.0%<br>**  | &nbsp;&nbsp;&nbsp;$99502731 |

---

(a) Non-income producing security.

(b) All or a portion of this security is pledged as collateral for the options written. At December 31, 2022, the segregated value of these securities amounts to
$15,692,518.

ADR American Depositary Receipt

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** |
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks\*<br>| $94761605 | &nbsp;&nbsp;$94761605 | $— | $— |
| Real Estate Investment Trusts\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3346999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3346999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Master Limited Partnerships\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments<br>| $98979216 | &nbsp;&nbsp;$98979216 | $— | $— |
| **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** |
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Call Options Written<br>| &nbsp;&nbsp;&nbsp;$(432220) | &nbsp;&nbsp;&nbsp;$(432220) | $— | $— |

---

\* See Portfolio of Investments for industry breakout.

------

#### First Trust Nasdaq BuyWrite Income ETF (FTQI)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS – 98.8%** | **COMMON STOCKS – 98.8%** | **COMMON STOCKS – 98.8%** |
|  | **Aerospace & Defense – 0.3%** |  |
| &nbsp;&nbsp;1011 | AeroVironment, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$86602 |
|  | **Air Freight & Logistics – 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;466 | United Parcel Service, Inc., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81009 |
|  | **Auto Components – 0.2%** |  |
| 10660 | Luminar Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52767 |
|  | **Automobiles – 2.3%** |  |
| &nbsp;&nbsp;5931 | Tesla, Inc. (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730581 |
|  | **Banks – 1.4%** |  |
| &nbsp;&nbsp;3651 | Lakeland Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266413 |
| &nbsp;&nbsp;7367 | Valley National Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83321 |
| &nbsp;&nbsp;3483 | Veritex Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97803 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447537 |
|  | **Beverages – 3.5%** |  |
| &nbsp;&nbsp;5874 | Coca-Cola (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373645 |
| &nbsp;&nbsp;4235 | PepsiCo, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765095 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138740 |
|  | **Biotechnology – 4.0%** |  |
| &nbsp;&nbsp;3602 | Ascendis Pharma A.S., ADR (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439912 |
| &nbsp;&nbsp;1101 | Horizon Therapeutics PLC (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125294 |
| &nbsp;&nbsp;2980 | Legend Biotech Corp., ADR (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148761 |
| &nbsp;&nbsp;4381 | Prometheus Biosciences, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481910 |
| &nbsp;&nbsp;3766 | Xencor, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98067 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293944 |
|  | **Capital Markets – 4.6%** |  |
| 63874 | BGC Partners, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240805 |
| &nbsp;&nbsp;1492 | MarketAxess Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416104 |
| &nbsp;&nbsp;1585 | Morningstar, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343295 |
| 32855 | Perella Weinberg Partners<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321979 |
| &nbsp;&nbsp;6366 | Victory Capital Holdings, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170800 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492983 |
|  | **Commercial Services & Supplies – 0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;736 | Tetra Tech, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106860 |
| &nbsp;&nbsp;&nbsp;&nbsp;838 | Waste Management, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131465 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238325 |
|  | **Communications Equipment – 1.8%** |  |
| 11998 | Cisco Systems, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571585 |
|  | **Consumer Finance – 0.3%** |  |
| 24351 | SoFi Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112258 |
|  | **Electronic Equipment, Instruments & Components – 0.7%** |  |
| &nbsp;&nbsp;2999 | Cognex Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141283 |
| &nbsp;&nbsp;&nbsp;&nbsp;330 | Zebra Technologies Corp., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84615 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225898 |
|  | **Entertainment – 1.8%** |  |
| &nbsp;&nbsp;1480 | Netflix, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436422 |
| &nbsp;&nbsp;1529 | Take-Two Interactive Software, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159215 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595637 |

---

------

#### First Trust Nasdaq BuyWrite Income ETF (FTQI)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Food & Staples Retailing – 3.1%** |  |
| &nbsp;&nbsp;1513 | Costco Wholesale Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$690685 |
| &nbsp;&nbsp;2265 | Walmart, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321154 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011839 |
|  | **Health Care Equipment & Supplies – 1.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;753 | Insulet Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221676 |
| &nbsp;&nbsp;1576 | Omnicell, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79462 |
| &nbsp;&nbsp;7284 | OrthoPediatrics Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289393 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590531 |
|  | **Hotels, Restaurants & Leisure – 1.0%** |  |
| &nbsp;&nbsp;3176 | Starbucks Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315059 |
|  | **Household Durables – 0.3%** |  |
| &nbsp;&nbsp;4877 | Sonos, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82421 |
|  | **Household Products – 2.6%** |  |
| &nbsp;&nbsp;8808 | Central Garden & Pet Co., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315326 |
| &nbsp;&nbsp;3549 | Procter & Gamble (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537887 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853213 |
|  | **Interactive Media & Services – 4.1%** |  |
| &nbsp;&nbsp;6886 | Alphabet, Inc., Class A (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607552 |
| &nbsp;&nbsp;6865 | Alphabet, Inc., Class C (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609131 |
| &nbsp;&nbsp;3172 | ZoomInfo Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95509 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312192 |
|  | **Internet & Direct Marketing Retail – 2.8%** |  |
| 10723 | Amazon.com, Inc. (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900732 |
|  | **IT Services – 3.1%** |  |
| &nbsp;&nbsp;1960 | Amdocs Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178164 |
| &nbsp;&nbsp;&nbsp;&nbsp;514 | ExlService Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87087 |
| &nbsp;&nbsp;&nbsp;&nbsp;640 | Mastercard, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222547 |
| &nbsp;&nbsp;&nbsp;&nbsp;527 | MongoDB, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103735 |
| &nbsp;&nbsp;3200 | SS&C Technologies Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166592 |
| &nbsp;&nbsp;1208 | Visa, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250974 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009099 |
|  | **Life Sciences Tools & Services – 0.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;979 | ICON PLC (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190171 |
| &nbsp;&nbsp;&nbsp;&nbsp;373 | West Pharmaceutical Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87785 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277956 |
|  | **Media – 2.7%** |  |
| 11798 | Comcast Corp., Class A (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412576 |
| 20253 | News Corp., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373466 |
| &nbsp;&nbsp;1681 | Trade Desk (The), Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75359 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861401 |
|  | **Multi-Utilities – 0.6%** |  |
| &nbsp;&nbsp;2134 | WEC Energy Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200084 |
|  | **Pharmaceuticals – 0.4%** |  |
| &nbsp;&nbsp;2923 | Sanofi, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141561 |
|  | **Real Estate Management & Development – 0.3%** |  |
| &nbsp;&nbsp;2817 | Zillow Group, Inc., Class C (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90736 |

---

------

#### First Trust Nasdaq BuyWrite Income ETF (FTQI)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Road & Rail – 1.0%** |  |
| &nbsp;&nbsp;7481 | Lyft, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$82441 |
| &nbsp;&nbsp;6260 | Werner Enterprises, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252027 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334468 |
|  | **Semiconductors & Semiconductor Equipment – 14.8%** |  |
| &nbsp;&nbsp;5145 | Advanced Micro Devices, Inc. (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333242 |
| &nbsp;&nbsp;4821 | Applied Materials, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469469 |
| &nbsp;&nbsp;1251 | Broadcom, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699472 |
| &nbsp;&nbsp;3137 | Canadian Solar, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96933 |
| &nbsp;&nbsp;2309 | Entegris, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151447 |
| 17702 | indie Semiconductor, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103203 |
| 12502 | Intel Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330428 |
| &nbsp;&nbsp;1239 | Lattice Semiconductor Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80386 |
| &nbsp;&nbsp;7133 | NVIDIA Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042417 |
| &nbsp;&nbsp;1056 | Power Integrations, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75736 |
| &nbsp;&nbsp;3502 | QUALCOMM, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385010 |
| &nbsp;&nbsp;2843 | Semtech Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81566 |
| &nbsp;&nbsp;&nbsp;&nbsp;593 | Silicon Laboratories, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80452 |
| &nbsp;&nbsp;&nbsp;&nbsp;276 | SolarEdge Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78182 |
| &nbsp;&nbsp;&nbsp;&nbsp;827 | Synaptics, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78697 |
| &nbsp;&nbsp;1275 | Teradyne, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111371 |
| &nbsp;&nbsp;2994 | Texas Instruments, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494669 |
| &nbsp;&nbsp;&nbsp;&nbsp;765 | Universal Display Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82651 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775331 |
|  | **Software – 19.7%** |  |
| &nbsp;&nbsp;1533 | Adobe, Inc. (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515900 |
| &nbsp;&nbsp;1381 | Blackline, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92900 |
| &nbsp;&nbsp;3008 | Check Point Software Technologies Ltd. (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379489 |
| &nbsp;&nbsp;1800 | Coupa Software, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142506 |
| &nbsp;&nbsp;&nbsp;&nbsp;562 | CyberArk Software Ltd. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72863 |
| &nbsp;&nbsp;3779 | Dropbox, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84574 |
| &nbsp;&nbsp;1431 | Five9, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97108 |
| &nbsp;&nbsp;&nbsp;&nbsp;941 | Intuit, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366256 |
| 13217 | Microsoft Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3169701 |
| &nbsp;&nbsp;&nbsp;&nbsp;746 | Nice Ltd., ADR (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143456 |
| &nbsp;&nbsp;3069 | Open Text Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90965 |
| &nbsp;&nbsp;6619 | Oracle Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541037 |
| &nbsp;&nbsp;4424 | Paycor HCM, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108255 |
| &nbsp;&nbsp;&nbsp;&nbsp;953 | Paylocity Holding Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185130 |
| &nbsp;&nbsp;1040 | Qualys, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116719 |
| &nbsp;&nbsp;3008 | Rapid7, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102212 |
| &nbsp;&nbsp;1399 | Sprout Social, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78988 |
| &nbsp;&nbsp;2154 | Tenable Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82175 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6370234 |
|  | **Technology Hardware, Storage & Peripherals – 11.8%** |  |
| 27575 | Apple, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3582820 |
| &nbsp;&nbsp;1426 | Logitech International S.A.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88768 |
| &nbsp;&nbsp;1542 | Seagate Technology Holdings PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81125 |
| &nbsp;&nbsp;2283 | Western Digital Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72029 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824742 |
|  | **Textiles, Apparel & Luxury Goods – 0.5%** |  |
| &nbsp;&nbsp;1453 | NIKE, Inc., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170016 |

---

------

#### First Trust Nasdaq BuyWrite Income ETF (FTQI)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Thrifts & Mortgage Finance – 1.3%** |  |
| 18043 | Enact Holdings, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$435197 |
|  | **Trading Companies & Distributors – 1.4%** |  |
| &nbsp;&nbsp;6902 | Rush Enterprises, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360837 |
| &nbsp;&nbsp;&nbsp;&nbsp;243 | United Rentals, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86367 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447204 |
|  | **Water Utilities – 1.0%** |  |
| &nbsp;&nbsp;4081 | Middlesex Water Co. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321052 |
|  | **Wireless Telecommunication Services – 1.7%** |  |
| &nbsp;&nbsp;3824 | T-Mobile US, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535360 |
|  | **Total Common Stocks<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31928294 |
|  | (Cost $33,721,026) |  |
| **REAL ESTATE INVESTMENT TRUSTS – 0.3%** | **REAL ESTATE INVESTMENT TRUSTS – 0.3%** | **REAL ESTATE INVESTMENT TRUSTS – 0.3%** |
|  | **Equity Real Estate Investment Trusts – 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;730 | Prologis, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82293 |
|  | (Cost $83,675) |  |
|  | **Total Investments – 99.1%<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32010587 |
|  | (Cost $33,804,701) |  |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts** | **Description** | **Notional Amount** | **Exercise Price** | **Expiration Date** | **Value** |
| **CALL OPTIONS WRITTEN – (0.2)%** | **CALL OPTIONS WRITTEN – (0.2)%** | **CALL OPTIONS WRITTEN – (0.2)%** | **CALL OPTIONS WRITTEN – (0.2)%** | **CALL OPTIONS WRITTEN – (0.2)%** | **CALL OPTIONS WRITTEN – (0.2)%** |
| (8) | NASDAQ-100 Index<sup>®</sup><br>| &nbsp;&nbsp;&nbsp;$(8751808) | &nbsp;&nbsp;&nbsp;&nbsp;$11750.00 | 01/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26240) |
| (3) | NASDAQ-100 Index<sup>®</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;(3281928) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000.00 | 01/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2625) |
| (7) | NASDAQ-100 Index<sup>®</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;(7657832) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12250.00 | 01/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4270) |
| (4) | NASDAQ-100 Index<sup>®</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;(4375904) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11750.00 | 02/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44420) |
|  | **Total Call Options Written<br>** | **Total Call Options Written<br>** | **Total Call Options Written<br>** | **Total Call Options Written<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77555) |
|  | (Premiums received $802,755) |  |  |  |  |

---

---

| | |
|:---|:---|
| **Net Other Assets and Liabilities – 1.1%<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371828 |
| **Net Assets – 100.0%<br>**  | &nbsp;&nbsp;&nbsp;$32304860 |

---

(a) Non-income producing security.

(b) All or a portion of this security is pledged as collateral for the options written. At December 31, 2022, the segregated value of these securities amounts to
$8,141,091.

ADR American Depositary Receipt

------

#### First Trust Nasdaq BuyWrite Income ETF (FTQI)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** |
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks\*<br>| $31928294 | &nbsp;&nbsp;$31928294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— |
| Real Estate Investment Trusts\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments<br>| $32010587 | &nbsp;&nbsp;$32010587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— |
| **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** |
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Call Options Written<br>| &nbsp;&nbsp;&nbsp;&nbsp;$(77555) | &nbsp;&nbsp;&nbsp;&nbsp;$(47045) | $(30510) | $— |

---

\* See Portfolio of Investments for industry breakout.

------

#### First Trust Rising Dividend Achievers ETF (RDVY)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS – 99.8%** | **COMMON STOCKS – 99.8%** | **COMMON STOCKS – 99.8%** |
|  | **Banks – 12.4%** |  |
| 4892052 | Bank of America Corp. | &nbsp;&nbsp;$162024762 |
| 4045864 | Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;159285666 |
| 1199469 | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;160848793 |
| 9330802 | KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;162542571 |
| 7535372 | Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;162462620 |
| 3679198 | US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;160449825 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;967614237 |
|  | **Capital Markets – 5.9%** |  |
| &nbsp;&nbsp;447749 | Goldman Sachs Group (The), Inc. | &nbsp;&nbsp;&nbsp;&nbsp;153748051 |
| 4435863 | Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;152061384 |
| 1785384 | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;151793348 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;457602783 |
|  | **Chemicals – 4.0%** |  |
| 2594137 | Corteva, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;152483373 |
| 5707677 | Huntsman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;156846964 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;309330337 |
|  | **Communications Equipment – 2.0%** |  |
| 3243620 | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;154526057 |
|  | **Consumer Finance – 8.0%** |  |
| 1060003 | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;156615443 |
| 1721181 | Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;160000986 |
| 1600561 | Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;156582883 |
| 4669606 | Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;153443253 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;626642565 |
|  | **Food Products – 2.0%** |  |
| 1679958 | Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;155984100 |
|  | **Health Care Providers &<br> Services – 6.1%** |  |
| &nbsp;&nbsp;308886 | Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;158449251 |
| &nbsp;&nbsp;307974 | Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;157741203 |
| &nbsp;&nbsp;296126 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;157000083 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;473190537 |
|  | **Household Durables – 2.0%** |  |
| 3349419 | PulteGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;152499047 |
|  | **Insurance – 10.2%** |  |
| 2246856 | Aflac, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;161638821 |
| 1182076 | Allstate (The) Corp. | &nbsp;&nbsp;&nbsp;&nbsp;160289505 |
| 1517095 | Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;155335357 |
| 4203784 | Fidelity National Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;158146354 |
| 1584524 | Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;157596757 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;793006794 |
|  | **IT Services – 6.0%** |  |
| 2791185 | Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;159627870 |
| &nbsp;&nbsp;448413 | Mastercard, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;155926653 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **IT Services (Continued)** |  |
| &nbsp;&nbsp;749565 | Visa, Inc., Class A | &nbsp;&nbsp;$155729624 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;471284147 |
|  | **Machinery – 4.1%** |  |
| &nbsp;&nbsp;658228 | Cummins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;159482062 |
| &nbsp;&nbsp;687044 | Snap-on, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;156982684 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;316464746 |
|  | **Media – 4.1%** |  |
| 4777503 | Interpublic Group of (The) Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;159138625 |
| 2010597 | Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;164004397 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;323143022 |
|  | **Metals & Mining – 2.0%** |  |
| 4042695 | Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;153622410 |
|  | **Oil, Gas & Consumable Fuels – 4.1%** |  |
| 1233024 | EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;159701268 |
| &nbsp;&nbsp;708382 | Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;161787365 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;321488633 |
|  | **Paper & Forest Products – 1.9%** |  |
| 2507327 | Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;148433758 |
|  | **Pharmaceuticals – 4.0%** |  |
| &nbsp;&nbsp;882787 | Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;155944323 |
| 3017087 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;154595538 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;310539861 |
|  | **Semiconductors &<br> Semiconductor Equipment – 13.2%** |  |
| 1480733 | Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;144193780 |
| 5760676 | Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;152254667 |
| &nbsp;&nbsp;402238 | KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;151655793 |
| &nbsp;&nbsp;349343 | Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;146828863 |
| &nbsp;&nbsp;935846 | NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;136764534 |
| 1354037 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;148862828 |
| &nbsp;&nbsp;914651 | Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;151118638 |
|  |  | &nbsp;&nbsp;1031679103 |
|  | **Software – 1.9%** |  |
| &nbsp;&nbsp;633780 | Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;151993120 |
|  | **Specialty Retail – 4.0%** |  |
| 1951156 | Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;156502223 |
| 1388212 | Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;159533323 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;316035546 |

---

------

#### First Trust Rising Dividend Achievers ETF (RDVY)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Technology Hardware,<br> Storage & Peripherals – 1.9%** |  |
| 1152918 | Apple, Inc. | &nbsp;&nbsp;$149798636 |
|  | **Total Investments – 99.8%** | &nbsp;&nbsp;&nbsp;7784879439 |
|  | (Cost $8,501,154,162) |  |
|  | **Net Other Assets and Liabilities – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12867848 |
|  | **Net Assets – 100.0%** | $7797747287 |

---

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks\* | $7784879439 | &nbsp;&nbsp;$7784879439 | $— | $— |

---

\* See Portfolio of Investments for industry breakout.

------

#### First Trust Dorsey Wright Focus 5 ETF (FV)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **EXCHANGE-TRADED FUNDS – 99.9%** | **EXCHANGE-TRADED FUNDS – 99.9%** | **EXCHANGE-TRADED FUNDS – 99.9%** |
|  | **Capital Markets (a) – 99.9%** |  |
| 40183668 | First Trust Energy AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;$686738886 |
| 11873943 | First Trust Industrials/Producer Durables AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;&nbsp;611626804 |
| &nbsp;&nbsp;8882405 | First Trust Materials AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;&nbsp;538184919 |
| 23136868 | First Trust Nasdaq Food & Beverage ETF | &nbsp;&nbsp;&nbsp;&nbsp;625852279 |
| 23794984 | First Trust Nasdaq Oil & Gas ETF | &nbsp;&nbsp;&nbsp;&nbsp;665307753 |
|  | **Total Investments – 99.9%** | &nbsp;&nbsp;&nbsp;3127710641 |
|  | (Cost $3,029,167,623) |  |
|  | **Net Other Assets and Liabilities – 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4412802 |
|  | **Net Assets – 100.0%** | $3132123443 |

---

(a) Represents investments in affiliated funds.

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Exchange-Traded Funds\* | $3127710641 | &nbsp;&nbsp;$3127710641 | $— | $— |

---

\* See Portfolio of Investments for industry breakout.

------

#### Affiliated Transactions
Amounts relating to investments in affiliated funds at December 31, 2022, and for the fiscal year-to-date period (October 1, 2022 to December 31, 2022) are as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Name** | **Shares at<br> 12/31/2022** | **Value at<br> 9/30/2022** | **Purchases** | **Sales** | **Change in<br> Unrealized<br> Appreciation<br> (Depreciation)** | **Realized<br> Gain<br> (Loss)** | **Value at<br> 12/31/2022** | **Dividend<br> Income** |
| First Trust Energy AlphaDEX<sup>®</sup> Fund | 40183668 | &nbsp;&nbsp;$581212875 | &nbsp;&nbsp;$71203720 | $(17036507) | &nbsp;&nbsp;$49393604 | $1965194 | &nbsp;&nbsp;$686738886 | &nbsp;&nbsp;$4990363 |
| First Trust Industrials/Producer Durables AlphaDEX<sup>®</sup> Fund | 11873943 | &nbsp;&nbsp;&nbsp;&nbsp;505548471 | &nbsp;&nbsp;&nbsp;&nbsp;58989737 | &nbsp;&nbsp;&nbsp;&nbsp;(14636738) | &nbsp;&nbsp;&nbsp;&nbsp;61300244 | &nbsp;&nbsp;&nbsp;&nbsp;425090 | &nbsp;&nbsp;&nbsp;&nbsp;611626804 | &nbsp;&nbsp;&nbsp;&nbsp;1659527 |
| First Trust Materials AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;8882405 | &nbsp;&nbsp;&nbsp;&nbsp;426900733 | &nbsp;&nbsp;&nbsp;&nbsp;51613388 | &nbsp;&nbsp;&nbsp;&nbsp;(12818013) | &nbsp;&nbsp;&nbsp;&nbsp;72059011 | &nbsp;&nbsp;&nbsp;&nbsp;429800 | &nbsp;&nbsp;&nbsp;&nbsp;538184919 | &nbsp;&nbsp;&nbsp;&nbsp;2260816 |
| First Trust Nasdaq Food & Beverage ETF | 23136868 | &nbsp;&nbsp;&nbsp;&nbsp;532524093 | &nbsp;&nbsp;&nbsp;&nbsp;60914822 | &nbsp;&nbsp;&nbsp;&nbsp;(14979182) | &nbsp;&nbsp;&nbsp;&nbsp;47000321 | &nbsp;&nbsp;&nbsp;&nbsp;392225 | &nbsp;&nbsp;&nbsp;&nbsp;625852279 | &nbsp;&nbsp;&nbsp;&nbsp;3316277 |
| First Trust Nasdaq Oil & Gas ETF | 23794984 | &nbsp;&nbsp;&nbsp;&nbsp;541275552 | &nbsp;&nbsp;&nbsp;&nbsp;67990523 | &nbsp;&nbsp;&nbsp;&nbsp;(16054102) | &nbsp;&nbsp;&nbsp;&nbsp;67751266 | &nbsp;&nbsp;&nbsp;4344514 | &nbsp;&nbsp;&nbsp;&nbsp;665307753 | &nbsp;&nbsp;&nbsp;&nbsp;4486893 |
|  |  | $2587461724 | $310712190 | &nbsp;&nbsp;$(75524542) | $297504446 | $7556823 | $3127710641 | $16713876 |

---

------

#### First Trust RBA American Industrial Renaissance<sup>®</sup> ETF (AIRR)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS – 100.0%** | **COMMON STOCKS – 100.0%** | **COMMON STOCKS – 100.0%** |
|  | **Banks – 9.3%** |  |
| &nbsp;&nbsp;21827 | 1st Source Corp. | &nbsp;&nbsp;&nbsp;&nbsp;$1158795 |
| &nbsp;&nbsp;47520 | Associated Banc-Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097237 |
| &nbsp;&nbsp;41707 | CNB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992210 |
| 101313 | First Commonwealth Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415343 |
| &nbsp;&nbsp;49399 | First Financial Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196938 |
| &nbsp;&nbsp;28175 | First Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298304 |
| &nbsp;&nbsp;24554 | First Merchants Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009415 |
| 138854 | FNB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812045 |
| &nbsp;&nbsp;65736 | Fulton Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106337 |
| &nbsp;&nbsp;28080 | German American Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047384 |
| &nbsp;&nbsp;24854 | Heartland Financial USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158693 |
| &nbsp;&nbsp;13419 | Lakeland Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979184 |
| &nbsp;&nbsp;32665 | Mercantile Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093624 |
| &nbsp;&nbsp;66876 | Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202430 |
| &nbsp;&nbsp;&nbsp;7735 | Park National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088701 |
| &nbsp;&nbsp;36933 | Peoples Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043357 |
| &nbsp;&nbsp;18875 | QCR Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936955 |
| &nbsp;&nbsp;11378 | Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961669 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20598621 |
|  | **Commercial Services &<br> Supplies – 6.9%** |  |
| 347841 | Aris Water Solution, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5012389 |
| &nbsp;&nbsp;58093 | Clean Harbors, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6629573 |
| 110759 | Heritage-Crystal Clean, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597452 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15239414 |
|  | **Construction & Engineering – 37.3%** |  |
| 476847 | APi Group Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8969492 |
| 115741 | Arcosa, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6289366 |
| 110117 | Argan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4061115 |
| &nbsp;&nbsp;65874 | Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7580780 |
| 151756 | Construction Partners, Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050368 |
| &nbsp;&nbsp;65618 | Dycom Industries, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6141845 |
| &nbsp;&nbsp;55471 | EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8215810 |
| &nbsp;&nbsp;97086 | MasTec, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8284348 |
| 246846 | MDU Resources Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7489308 |
| &nbsp;&nbsp;44072 | Northwest Pipe Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485226 |
| 396749 | Primoris Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8704673 |
| &nbsp;&nbsp;51950 | Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7402875 |
| 129516 | Sterling Infrastructure, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4248125 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82923331 |
|  | **Electrical Equipment – 18.4%** |  |
| 459455 | Array Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8881265 |
| &nbsp;&nbsp;77971 | Atkore, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8843471 |
| &nbsp;&nbsp;56582 | Encore Wire Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7783420 |
| &nbsp;&nbsp;30346 | Hubbell, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7121599 |
| 336019 | Shoals Technologies Group, Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8289589 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40919344 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Machinery – 25.0%** |  |
| 121998 | Astec Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;$4960439 |
| &nbsp;&nbsp;77791 | Douglas Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2812923 |
| 196339 | Evoqua Water Technologies Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7775024 |
| 163298 | Federal Signal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7588458 |
| 653959 | Mueller Water Products, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7036599 |
| 177052 | Proto Labs, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4520138 |
| &nbsp;&nbsp;31444 | RBC Bearings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6582801 |
| 275377 | Shyft Group (The), Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6845872 |
| 115130 | SPX Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7558284 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55680538 |
|  | **Professional Services – 3.1%** |  |
| &nbsp;&nbsp;52657 | NV5 Global, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6967574 |
|  | **Total Investments – 100.0%** | &nbsp;&nbsp;&nbsp;&nbsp;222328822 |
|  | (Cost $213,744,222) |  |
|  | **Net Other Assets and Liabilities – 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40416 |
|  | **Net Assets – 100.0%** | &nbsp;&nbsp;$222369238 |

---

(a) Non-income producing security.

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks\* | $222328822 | &nbsp;&nbsp;$222328822 | $— | $— |

---

\* See Portfolio of Investments for industry breakout.

------

#### First Trust Dorsey Wright Momentum & Dividend ETF (DDIV)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS – 68.6%** | **COMMON STOCKS – 68.6%** | **COMMON STOCKS – 68.6%** |
|  | **Banks – 7.8%** |  |
| &nbsp;&nbsp;12227 | Bank OZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$489813 |
| &nbsp;&nbsp;13547 | Comerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905617 |
| 108609 | Huntington Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531387 |
| &nbsp;&nbsp;55825 | Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203587 |
| &nbsp;&nbsp;24428 | United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989090 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5119494 |
|  | **Beverages – 0.8%** |  |
| &nbsp;&nbsp;10231 | Molson Coors Beverage Co., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527101 |
|  | **Biotechnology – 1.9%** |  |
| &nbsp;&nbsp;&nbsp;7529 | AbbVie, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216762 |
|  | **Capital Markets – 3.7%** |  |
| &nbsp;&nbsp;16642 | Ares Management Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138978 |
| &nbsp;&nbsp;15034 | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278191 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2417169 |
|  | **Communications Equipment – 1.6%** |  |
| &nbsp;&nbsp;22045 | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050224 |
|  | **Diversified Financial Services – 1.1%** |  |
| &nbsp;&nbsp;11564 | Apollo Global Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737667 |
|  | **Electric Utilities – 0.7%** |  |
| &nbsp;&nbsp;15307 | NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487069 |
|  | **Electronic Equipment,<br> Instruments & Components – 0.8%** |  |
| &nbsp;&nbsp;12960 | Avnet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538877 |
|  | **Hotels, Restaurants &<br> Leisure – 1.2%** |  |
| &nbsp;&nbsp;&nbsp;5836 | Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807294 |
|  | **Independent Power &<br> Renewable Electricity Producers – 0.9%** |  |
| &nbsp;&nbsp;26109 | Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605729 |
|  | **Insurance – 5.2%** |  |
| &nbsp;&nbsp;&nbsp;7290 | MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527577 |
| &nbsp;&nbsp;&nbsp;7766 | Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651723 |
| &nbsp;&nbsp;17165 | Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707231 |
| &nbsp;&nbsp;12614 | Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517552 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404083 |
|  | **Oil, Gas & Consumable Fuels – 33.9%** |  |
| 257990 | Antero Midstream Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2783712 |
| &nbsp;&nbsp;&nbsp;4953 | Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889014 |
| &nbsp;&nbsp;&nbsp;4558 | Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623580 |
| &nbsp;&nbsp;28359 | Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744362 |
| &nbsp;&nbsp;10972 | Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500750 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Oil, Gas & Consumable<br> Fuels (Continued)** |  |
| &nbsp;&nbsp;26194 | DT Midstream, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;$1447480 |
| &nbsp;&nbsp;29695 | Enviva Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572944 |
| &nbsp;&nbsp;&nbsp;7380 | Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814014 |
| 108456 | Kinder Morgan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960885 |
| &nbsp;&nbsp;37156 | ONEOK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2441149 |
| &nbsp;&nbsp;13944 | Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451292 |
| &nbsp;&nbsp;10695 | Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442631 |
| &nbsp;&nbsp;&nbsp;6361 | Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806957 |
| &nbsp;&nbsp;56097 | Williams (The) Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845591 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22324361 |
|  | **Pharmaceuticals – 1.6%** |  |
| &nbsp;&nbsp;20027 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026183 |
|  | **Semiconductors &<br> Semiconductor Equipment – 1.6%** |  |
| &nbsp;&nbsp;&nbsp;1876 | Broadcom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048928 |
|  | **Textiles, Apparel & Luxury<br> Goods – 1.9%** |  |
| &nbsp;&nbsp;32070 | Tapestry, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221226 |
|  | **Tobacco – 3.1%** |  |
| &nbsp;&nbsp;20143 | Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038673 |
|  | **Trading Companies &<br> Distributors – 0.8%** |  |
| &nbsp;&nbsp;&nbsp;2023 | Watsco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504536 |
|  | **Total Common Stocks** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45075376 |
|  | (Cost $44,110,282) |  |
| **REAL ESTATE INVESTMENT TRUSTS – 30.8%** | **REAL ESTATE INVESTMENT TRUSTS – 30.8%** | **REAL ESTATE INVESTMENT TRUSTS – 30.8%** |
|  | **Equity Real Estate Investment<br> Trusts – 22.4%** |  |
| &nbsp;&nbsp;34063 | CubeSmart | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371036 |
| &nbsp;&nbsp;&nbsp;4003 | Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589162 |
| &nbsp;&nbsp;37506 | Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953687 |
| &nbsp;&nbsp;34405 | Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715089 |
| &nbsp;&nbsp;19819 | Lamar Advertising Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870914 |
| &nbsp;&nbsp;11421 | Life Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124968 |
| &nbsp;&nbsp;&nbsp;4138 | Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649625 |
| &nbsp;&nbsp;24703 | Regency Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1543937 |
| &nbsp;&nbsp;58518 | Spirit Realty Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336624 |
| &nbsp;&nbsp;49048 | VICI Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589155 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14744197 |
|  | **Mortgage Real Estate<br> Investment Trusts – 8.4%** |  |
| 132585 | Blackstone Mortgage Trust, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806824 |

---

------

#### First Trust Dorsey Wright Momentum & Dividend ETF (DDIV)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **REAL ESTATE INVESTMENT TRUSTS (Continued)** | **REAL ESTATE INVESTMENT TRUSTS (Continued)** | **REAL ESTATE INVESTMENT TRUSTS (Continued)** |
|  | **Mortgage Real Estate<br> Investment Trusts (Continued)** |  |
| 148232 | Starwood Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;$2717093 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523917 |
|  | **Total Real Estate Investment Trusts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20268114 |
|  | (Cost $23,558,454) |  |
|  | **Total Investments – 99.4%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65343490 |
|  | (Cost $67,668,736) |  |
|  | **Net Other Assets and Liabilities – 0.6%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424623 |
|  | **Net Assets – 100.0%** | &nbsp;&nbsp;&nbsp;$65768113 |

---

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks\* | $45075376 | &nbsp;&nbsp;$45075376 | $— | $— |
| Real Estate Investment Trusts\* | &nbsp;&nbsp;&nbsp; 20268114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20268114 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | $65343490 | &nbsp;&nbsp;$65343490 | $— | $— |

---

\* See Portfolio of Investments for industry breakout.

------

#### First Trust Dorsey Wright International Focus 5 ETF (IFV)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **EXCHANGE-TRADED FUNDS – 99.9%** | **EXCHANGE-TRADED FUNDS – 99.9%** | **EXCHANGE-TRADED FUNDS – 99.9%** |
|  | **Capital Markets (a) – 99.9%** |  |
| 3554834 | First Trust Brazil AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;$37219112 |
| &nbsp;&nbsp;830071 | First Trust India NIFTY 50 Equal Weight ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36249201 |
| &nbsp;&nbsp;905822 | First Trust Japan AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38461202 |
| 2238308 | First Trust Latin America AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37536425 |
| &nbsp;&nbsp;718632 | First Trust Switzerland AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39438524 |
|  | **Total Investments – 99.9%** | &nbsp;&nbsp;&nbsp;&nbsp;188904464 |
|  | (Cost $193,185,171) |  |
|  | **Net Other Assets and Liabilities – 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240035 |
|  | **Net Assets – 100.0%** | &nbsp;&nbsp;$189144499 |

---

(a) Represents investments in affiliated funds.

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Exchange-Traded Funds\* | $188904464 | &nbsp;&nbsp;$188904464 | $— | $— |

---

\* See Portfolio of Investments for industry breakout.

------

#### Affiliated Transactions
Amounts relating to investments in affiliated funds at December 31, 2022, and for the fiscal year-to-date period (October 1, 2022 to December 31, 2022) are as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Name** | **Shares at<br> 12/31/2022** | **Value at<br> 9/30/2022** | **Purchases** | **Sales** | **Change in<br> Unrealized<br> Appreciation<br> (Depreciation)** | **Realized<br> Gain<br> (Loss)** | **Value at<br> 12/31/2022** | **Dividend<br> Income** |
| First Trust BICK Index Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $27247140 | &nbsp;&nbsp;&nbsp;&nbsp;$795680 | $(30900508) | $2920019 | &nbsp;&nbsp;&nbsp;&nbsp;$(62331) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| First Trust Brazil AlphaDEX<sup>®</sup> Fund | 3554834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;41721026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1920133) | &nbsp;&nbsp;&nbsp;(2568505) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13276) | &nbsp;&nbsp;&nbsp;&nbsp;37219112 | &nbsp;&nbsp;&nbsp;&nbsp;361882 |
| First Trust Chindia ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;27506086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833202 | &nbsp;&nbsp;&nbsp;&nbsp;(28053438) | &nbsp;&nbsp;&nbsp;&nbsp;3006867 | &nbsp;&nbsp;&nbsp;&nbsp;(4292717) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| First Trust Dow Jones Global Select Dividend Index Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;26988029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(27831970) | &nbsp;&nbsp;&nbsp;&nbsp;9493740 | &nbsp;&nbsp;&nbsp;&nbsp;(8649799) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| First Trust India NIFTY 50 Equal Weight ETF | &nbsp;&nbsp;&nbsp;830071 | &nbsp;&nbsp;&nbsp;&nbsp;29598143 | &nbsp;&nbsp;&nbsp;&nbsp;10400241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3932707) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197321 | &nbsp;&nbsp;&nbsp;&nbsp;36249201 | &nbsp;&nbsp;&nbsp;&nbsp;874646 |
| First Trust Japan AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;905822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;38836292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(188762) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(190403) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;38461202 | &nbsp;&nbsp;&nbsp;&nbsp;148102 |
| First Trust Latin America AlphaDEX<sup>®</sup> Fund | 2238308 | &nbsp;&nbsp;&nbsp;&nbsp;27672640 | &nbsp;&nbsp;&nbsp;&nbsp;11328254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3448759) | &nbsp;&nbsp;&nbsp;&nbsp;2391283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(406993) | &nbsp;&nbsp;&nbsp;&nbsp;37536425 | &nbsp;&nbsp;&nbsp;&nbsp;408044 |
| First Trust Switzerland AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;718632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;38804882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2467534) | &nbsp;&nbsp;&nbsp;&nbsp;2878169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223007 | &nbsp;&nbsp;&nbsp;&nbsp;39438524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64461 |
|  |  | $139012038 | $143719577 | &nbsp;&nbsp;$(98743811) | $17917373 | $(13000713) | $188904464 | $1857135 |

---

------

#### First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **EXCHANGE-TRADED FUNDS – 100.0%** | **EXCHANGE-TRADED FUNDS – 100.0%** | **EXCHANGE-TRADED FUNDS – 100.0%** |
|  | **Capital Markets (a) – 100.0%** |  |
| 1308206 | First Trust Energy AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;$22357240 |
| 2823615 | First Trust Enhanced Short Maturity ETF | &nbsp;&nbsp;&nbsp;&nbsp;167835676 |
| &nbsp;&nbsp;386563 | First Trust Industrials/Producer Durables AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19911860 |
| &nbsp;&nbsp;289169 | First Trust Materials AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17520750 |
| &nbsp;&nbsp;753237 | First Trust Nasdaq Food & Beverage ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20375061 |
| &nbsp;&nbsp;774658 | First Trust Nasdaq Oil & Gas ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21659438 |
|  | **Total Investments – 100.0%** | &nbsp;&nbsp;&nbsp;&nbsp;269660025 |
|  | (Cost $266,186,324) |  |
|  | **Net Other Assets and Liabilities – 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18141 |
|  | **Net Assets – 100.0%** | &nbsp;&nbsp;$269678166 |

---

(a) Represents investments in affiliated funds.

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Exchange-Traded Funds\* | $269660025 | &nbsp;&nbsp;$269660025 | $— | $— |

---

\* See Portfolio of Investments for industry breakout.

------

#### Affiliated Transactions
Amounts relating to investments in affiliated funds at December 31, 2022, and for the fiscal year-to-date period (October 1, 2022 to December 31, 2022) are as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Name** | **Shares at<br> 12/31/2022** | **Value at<br> 9/30/2022** | **Purchases** | **Sales** | **Change in<br> Unrealized<br> Appreciation<br> (Depreciation)** | **Realized<br> Gain<br> (Loss)** | **Value at<br> 12/31/2022** | **Dividend<br> Income** |
| First Trust Energy AlphaDEX<sup>®</sup> Fund | 1308206 | $31230271 | $14195265 | $(25677711) | &nbsp;&nbsp;$638117 | $1971298 | $22357240 | $163979 |
| First Trust Enhanced Short Maturity ETF | 2823615 | &nbsp;&nbsp;&nbsp;&nbsp;91338267 | &nbsp;&nbsp;&nbsp;141075698 | &nbsp;&nbsp;&nbsp;&nbsp;(64891213) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63146) | &nbsp;&nbsp;&nbsp;167835676 | &nbsp;&nbsp;&nbsp;1528881 |
| First Trust Industrials/Producer Durables AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;386563 | &nbsp;&nbsp;&nbsp;&nbsp;27164583 | &nbsp;&nbsp;&nbsp;&nbsp;12361352 | &nbsp;&nbsp;&nbsp;&nbsp;(21079970) | &nbsp;&nbsp;&nbsp;&nbsp;3480713 | &nbsp;&nbsp;&nbsp;(2014818) | &nbsp;&nbsp;&nbsp;&nbsp;19911860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54531 |
| First Trust Materials AlphaDEX<sup>®</sup> Fund | &nbsp;&nbsp;&nbsp;289169 | &nbsp;&nbsp;&nbsp;&nbsp;22938522 | &nbsp;&nbsp;&nbsp;&nbsp;10991544 | &nbsp;&nbsp;&nbsp;&nbsp;(18054809) | &nbsp;&nbsp;&nbsp;&nbsp;5415008 | &nbsp;&nbsp;&nbsp;(3769515) | &nbsp;&nbsp;&nbsp;&nbsp;17520750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74288 |
| First Trust Nasdaq Food & Beverage ETF | &nbsp;&nbsp;&nbsp;753237 | &nbsp;&nbsp;&nbsp;&nbsp;28614090 | &nbsp;&nbsp;&nbsp;&nbsp;12547956 | &nbsp;&nbsp;&nbsp;&nbsp;(22236782) | &nbsp;&nbsp;&nbsp;&nbsp;3079843 | &nbsp;&nbsp;&nbsp;(1630046) | &nbsp;&nbsp;&nbsp;&nbsp;20375061 | &nbsp;&nbsp;&nbsp;&nbsp;108970 |
| First Trust Nasdaq Oil & Gas ETF | &nbsp;&nbsp;&nbsp;774658 | &nbsp;&nbsp;&nbsp;&nbsp;29084238 | &nbsp;&nbsp;&nbsp;&nbsp;13406276 | &nbsp;&nbsp;&nbsp;&nbsp;(24630582) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(614600) | &nbsp;&nbsp;&nbsp;&nbsp;4414106 | &nbsp;&nbsp;&nbsp;&nbsp;21659438 | &nbsp;&nbsp;&nbsp;&nbsp;147435 |
|  |  | $230369971 | $204578091 | $(176571067) | $12375151 | $(1092121) | $269660025 | $2078084 |

---

------

#### First Trust Indxx Innovative Transaction & Process ETF (LEGR)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS – 99.8%** | **COMMON STOCKS – 99.8%** | **COMMON STOCKS – 99.8%** |
|  | **Aerospace & Defense – 2.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9032 | Airbus SE | &nbsp;&nbsp;&nbsp;&nbsp;$1073375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5486 | Boeing (The) Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062 | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003143 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3121546 |
|  | **Automobiles – 2.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;11920 | Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063909 |
| &nbsp;&nbsp;&nbsp;&nbsp;55963 | Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650850 |
| &nbsp;&nbsp;&nbsp;&nbsp;15794 | Mercedes-Benz Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2992 | Tesla, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368554 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3121384 |
|  | **Banks – 25.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;56105 | ANZ Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903790 |
| &nbsp;&nbsp;&nbsp;&nbsp;88511 | Axis Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998998 |
| &nbsp;&nbsp;188002 | Banco Bilbao Vizcaya Argentaria S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133824 |
| &nbsp;&nbsp;354829 | Banco Santander S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064464 |
| &nbsp;&nbsp;&nbsp;&nbsp;24983 | Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827437 |
| 2516868 | Bank of China Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915758 |
| 1544600 | Bank of Communications Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888514 |
| &nbsp;&nbsp;453221 | Barclays PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868565 |
| &nbsp;&nbsp;&nbsp;&nbsp;18328 | BNP Paribas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044723 |
| &nbsp;&nbsp;258605 | BOC Hong Kong Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881294 |
| 3172720 | China CITIC Bank Corp., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406403 |
| &nbsp;&nbsp;178893 | China Merchants Bank Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000414 |
| &nbsp;&nbsp;&nbsp;&nbsp;17350 | Citigroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784741 |
| &nbsp;&nbsp;&nbsp;&nbsp;36900 | DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934484 |
| &nbsp;&nbsp;172819 | First Abu Dhabi Bank PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804663 |
| &nbsp;&nbsp;&nbsp;&nbsp;13444 | HDFC Bank, Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919704 |
| &nbsp;&nbsp;143392 | HSBC Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893985 |
| &nbsp;&nbsp;&nbsp;&nbsp;58874 | ICICI Bank, Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288752 |
| 2753663 | Industrial & Commercial Bank of China Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418205 |
| &nbsp;&nbsp;&nbsp;&nbsp;97381 | ING Groep N.V., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7299 | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978796 |
| &nbsp;&nbsp;&nbsp;&nbsp;35758 | Kotak Mahindra Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789784 |
| &nbsp;&nbsp;422305 | Lloyds Banking Group PLC, ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929071 |
| &nbsp;&nbsp;145500 | Nordea Bank Abp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562177 |
| 1464366 | Postal Savings Bank of China Co., Ltd., Class H (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9046 | Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850484 |
| &nbsp;&nbsp;447328 | Sberbank of Russia PJSC (a) (d) (e) (f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
| &nbsp;&nbsp;&nbsp;&nbsp;60692 | Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964872 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27149466 |
|  | **Capital Markets – 6.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;19756 | Bank of New York Mellon (The) Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4287 | CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720902 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Capital Markets (Continued)** |  |
| &nbsp;&nbsp;&nbsp;5123 | Deutsche Boerse AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$885104 |
| &nbsp;&nbsp;&nbsp;2581 | Goldman Sachs Group (The), Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886264 |
| &nbsp;&nbsp;&nbsp;9416 | London Stock Exchange Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 | Partners Group Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787075 |
| &nbsp;&nbsp;&nbsp;2359 | S&P Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790123 |
| &nbsp;&nbsp;54193 | UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008371 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6789457 |
|  | **Communications Equipment – 2.6%** |  |
| &nbsp;&nbsp;19081 | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909019 |
| 173146 | Nokia Oyj, ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803398 |
| 185891 | Telefonaktiebolaget LM Ericsson, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084899 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2797316 |
|  | **Diversified Telecommunication<br> Services – 6.0%** |  |
| &nbsp;&nbsp;80743 | AT&T, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486479 |
| &nbsp;&nbsp;72248 | Deutsche Telekom AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441423 |
| 212911 | Emirates Telecommunications Group Co., PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325259 |
| &nbsp;&nbsp;&nbsp;2678 | Swisscom AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467231 |
| &nbsp;&nbsp;20951 | Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825469 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6545861 |
|  | **Electric Utilities – 1.6%** |  |
| &nbsp;&nbsp;80848 | Iberdrola S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945923 |
| &nbsp;&nbsp;&nbsp;9235 | Verbund AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777503 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1723426 |
|  | **Electronic Equipment,<br> Instruments & Components – 0.9%** |  |
| &nbsp;&nbsp;&nbsp;2095 | Samsung SDI Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979158 |
|  | **Food & Staples Retailing – 1.6%** |  |
| &nbsp;&nbsp;17902 | Kroger (The) Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798071 |
| &nbsp;&nbsp;&nbsp;6345 | Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899658 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697729 |
|  | **Household Durables – 0.8%** |  |
| &nbsp;&nbsp;11670 | Sony Group Corp., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890187 |
|  | **Industrial Conglomerates – 2.5%** |  |
| &nbsp;&nbsp;&nbsp;7211 | Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545317 |
| &nbsp;&nbsp;&nbsp;8431 | Siemens AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169996 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715313 |
|  | **Insurance – 5.6%** |  |
| &nbsp;&nbsp;94367 | AIA Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049402 |
| &nbsp;&nbsp;&nbsp;5190 | Allianz SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116127 |

---

------

#### First Trust Indxx Innovative Transaction & Process ETF (LEGR)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Insurance (Continued)** |  |
| &nbsp;&nbsp;15935 | American International Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;$1007730 |
| &nbsp;&nbsp;35665 | AXA S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994717 |
| &nbsp;&nbsp;12955 | MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937553 |
| 150726 | Ping An Insurance Group Co. of China Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997380 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6102909 |
|  | **Interactive Media & Services – 1.9%** |  |
| &nbsp;&nbsp;&nbsp;9967 | Baidu, Inc., ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140026 |
| &nbsp;&nbsp;22469 | Tencent Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961462 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2101488 |
|  | **Internet & Direct Marketing<br> Retail – 3.2%** |  |
| &nbsp;&nbsp;15127 | Alibaba Group Holding Ltd., ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332537 |
| &nbsp;&nbsp;10430 | Amazon.com, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876120 |
| &nbsp;&nbsp;22601 | JD.com, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268594 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477251 |
|  | **IT Services – 11.5%** |  |
| &nbsp;&nbsp;&nbsp;4701 | Accenture PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254415 |
| &nbsp;&nbsp;&nbsp;7747 | Capgemini SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293258 |
| &nbsp;&nbsp;21042 | Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203392 |
| &nbsp;&nbsp;73075 | Infosys Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316081 |
| &nbsp;&nbsp;10541 | International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485122 |
| &nbsp;&nbsp;&nbsp;4103 | Mastercard, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426736 |
| &nbsp;&nbsp;14081 | PayPal Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002849 |
| &nbsp;&nbsp;34055 | Tata Consultancy Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340589 |
| &nbsp;&nbsp;&nbsp;4315 | Visa, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896484 |
| 263953 | Wipro Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230021 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12448947 |
|  | **Marine – 1.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | AP Moller - Maersk A.S., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405323 |
|  | **Metals & Mining – 2.0%** |  |
| &nbsp;&nbsp;34802 | BHP Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081200 |
| &nbsp;&nbsp;15644 | Rio Tinto PLC, ADR (g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113853 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195053 |
|  | **Multi-Utilities – 1.4%** |  |
| 106600 | Engie S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527704 |
|  | **Oil, Gas & Consumable Fuels – 0.9%** |  |
| 224508 | Gazprom PJSC, ADR (a) (d) (e) (f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13812 |
| &nbsp;&nbsp;16599 | Shell PLC, ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945313 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959125 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Pharmaceuticals – 1.1%** |  |
| &nbsp;&nbsp;&nbsp;8543 | Zoetis, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;$1251977 |
|  | **Semiconductors &<br> Semiconductor Equipment – 7.2%** |  |
| &nbsp;&nbsp;16357 | Advanced Micro Devices, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059443 |
| &nbsp;&nbsp;55029 | Infineon Technologies AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674691 |
| &nbsp;&nbsp;44035 | Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163845 |
| &nbsp;&nbsp;24447 | Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221861 |
| &nbsp;&nbsp;&nbsp;9678 | NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414343 |
| &nbsp;&nbsp;16875 | Taiwan Semiconductor Manufacturing Co., Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257019 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7791202 |
|  | **Software – 7.2%** |  |
| &nbsp;&nbsp;&nbsp;5238 | Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256177 |
| &nbsp;&nbsp;18138 | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482600 |
| &nbsp;&nbsp;&nbsp;8630 | salesforce.com, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144252 |
| &nbsp;&nbsp;15911 | SAP SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641707 |
| &nbsp;&nbsp;11575 | VMware, Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420947 |
| &nbsp;&nbsp;&nbsp;5166 | Workday, Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864427 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7810110 |
|  | **Specialty Retail – 0.8%** |  |
| &nbsp;&nbsp;&nbsp;2886 | Home Depot (The), Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911572 |
|  | **Technology Hardware,<br> Storage & Peripherals – 1.4%** |  |
| &nbsp;&nbsp;33626 | Samsung Electronics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470556 |
|  | **Wireless Telecommunication<br> Services – 1.3%** |  |
| 127900 | Softbank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450131 |
|  | **Total Common Stocks** | &nbsp;&nbsp;&nbsp;&nbsp;108434191 |
|  | (Cost $121,131,245) |  |
| **MONEY MARKET FUNDS – 0.8%** | **MONEY MARKET FUNDS – 0.8%** | **MONEY MARKET FUNDS – 0.8%** |
| 805392 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.14% (h) (i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805392 |
|  | (Cost $805,392) |  |
|  | **Total Investments – 100.6%** | &nbsp;&nbsp;&nbsp;&nbsp;109239583 |
|  | (Cost $121,936,637) |  |
|  | **Net Other Assets and Liabilities – (0.6)%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(608910) |
|  | **Net Assets – 100.0%** | &nbsp;&nbsp;$108630673 |

---

(a) Non-income producing security.

(b) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended (the
"1933 Act").

------

#### First Trust Indxx Innovative Transaction & Process ETF (LEGR)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)
(c) This security is exempt from registration upon resale under Rule 144A of the 1933 Act and may be resold in transactions exempt from registration, normally to qualified institutional
buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities.

(d) This security is fair valued by the Advisor's Pricing Committee in accordance with procedures approved by the Trust's Board of Trustees, and in accordance with the
provisions of the Investment Company Act of 1940 and rules thereunder, as amended. At December 31, 2022, securities noted as such are valued at $14,349 or 0.0% of net assets.

(e) Pursuant to procedures adopted by the Trust's Board of Trustees, this security has been determined to be illiquid by First Trust Advisors L.P., the Fund's advisor.

(f) This security's value was determined using significant unobservable inputs (see Valuation Inputs in the Additional Information section).

(g) All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The
aggregate value of such securities is $669,280 and the total value of the collateral held by the Fund is $805,392.

(h) Rate shown reflects yield as of December 31, 2022.

(i) This security serves as collateral for securities on loan.

ADR American Depositary Receipt

---

| | |
|:---|:---|
| **Currency Exposure<br> Diversification** | **% of Total<br> Investments** |
| United States Dollar | &nbsp;&nbsp;&nbsp;50.5% |
| Euro | &nbsp;&nbsp;&nbsp;19.6 |
| Hong Kong Dollar | &nbsp;&nbsp;&nbsp;&nbsp;9.5 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;3.0 |
| Indian Rupee | &nbsp;&nbsp;&nbsp;&nbsp;2.9 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;2.7 |
| British Pound Sterling | &nbsp;&nbsp;&nbsp;&nbsp;2.4 |
| South Korean Won | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| United Arab Emirates Dirham | &nbsp;&nbsp;&nbsp;&nbsp;1.9 |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| Danish Krone | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;1.0 |
| Singapore Dollar | &nbsp;&nbsp;&nbsp;&nbsp;0.9 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;0.8 |
| &nbsp;&nbsp;&nbsp;Total | 100.0% |

---

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;Banks | $27149466 | &nbsp;&nbsp;$27148929 | $— | &nbsp;&nbsp;&nbsp;$537 |
| &nbsp;&nbsp;Oil, Gas & Consumable Fuels | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 959125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 945313 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13812 |
| &nbsp;&nbsp;Other Industry Categories\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80325600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80325600 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 805392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 805392 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | $109239583 | &nbsp;&nbsp;$109225234 | $— | $14349 |

---

\* See Portfolio of Investments for industry breakout.

Level 3 Investments are fair valued by the Advisor's Pricing Committee and are footnoted in the Portfolio of Investments. The Level 3 Investments values are based on unobservable and non-quantitative inputs.

------

#### First Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS – 99.4%** | **COMMON STOCKS – 99.4%** | **COMMON STOCKS – 99.4%** |
|  | **Aerospace & Defense – 6.3%** |  |
| &nbsp;&nbsp;38590 | AeroVironment, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;$3305619 |
| &nbsp;&nbsp;20619 | Elbit Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3357604 |
| &nbsp;&nbsp;&nbsp;1201 | Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655278 |
| 857059 | QinetiQ Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699025 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11017526 |
|  | **Air Freight & Logistics – 0.3%** |  |
| &nbsp;&nbsp;13653 | GXO Logistics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582847 |
|  | **Auto Components – 6.6%** |  |
| &nbsp;&nbsp;&nbsp;5997 | Aptiv PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558501 |
| &nbsp;&nbsp;10848 | Continental AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650053 |
| &nbsp;&nbsp;11900 | Denso Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592643 |
| 122835 | Gentex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3349710 |
| 463432 | Luminar Technologies, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293988 |
| &nbsp;&nbsp;10389 | Magna International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583654 |
| 194237 | Valeo | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3472281 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500830 |
|  | **Automobiles – 0.5%** |  |
| &nbsp;&nbsp;50064 | NIO, Inc., ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488124 |
| &nbsp;&nbsp;&nbsp;3286 | Tesla, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404769 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892893 |
|  | **Communications Equipment – 2.3%** |  |
| &nbsp;&nbsp;78957 | Ciena Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025228 |
|  | **Electrical Equipment – 3.4%** |  |
| &nbsp;&nbsp;40214 | ABB Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220359 |
| &nbsp;&nbsp;&nbsp;6680 | Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641681 |
| &nbsp;&nbsp;64700 | Mitsubishi Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647542 |
| &nbsp;&nbsp;20300 | Nidec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057846 |
| &nbsp;&nbsp;&nbsp;4691 | Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208261 |
| &nbsp;&nbsp;&nbsp;8665 | Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212486 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5988175 |
|  | **Electronic Equipment,<br> Instruments & Components – 12.9%** |  |
| &nbsp;&nbsp;24894 | Cognex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172756 |
| 126823 | Delta Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182177 |
| &nbsp;&nbsp;41419 | FARO Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218133 |
| 137240 | Halma PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275187 |
| 320402 | Hexagon AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346844 |
| &nbsp;&nbsp;&nbsp;3100 | Keyence Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214584 |
| &nbsp;&nbsp;30213 | National Instruments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114860 |
| &nbsp;&nbsp;24400 | Omron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190811 |
| 300800 | Topcon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3509028 |
| &nbsp;&nbsp;59413 | Trimble, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003921 |
| &nbsp;&nbsp;67400 | Yokogawa Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081050 |
| &nbsp;&nbsp;&nbsp;4586 | Zebra Technologies Corp., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175896 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22485247 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Entertainment – 0.4%** |  |
| &nbsp;&nbsp;48300 | DeNA Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$649938 |
|  | **Food & Staples Retailing – 0.4%** |  |
| &nbsp;&nbsp;86290 | Ocado Group PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643448 |
|  | **Health Care Equipment &<br> Supplies – 1.8%** |  |
| &nbsp;&nbsp;&nbsp;4584 | Intuitive Surgical, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216365 |
| &nbsp;&nbsp;&nbsp;8096 | Medtronic PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629221 |
| &nbsp;&nbsp;12396 | Omnicell, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625006 |
| &nbsp;&nbsp;&nbsp;2736 | Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668925 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3139517 |
|  | **Health Care Technology – 0.3%** |  |
| &nbsp;&nbsp;22443 | Teladoc Health, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530777 |
|  | **Household Durables – 0.3%** |  |
| &nbsp;&nbsp;&nbsp;7900 | Sony Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604057 |
|  | **Industrial Conglomerates – 0.4%** |  |
| &nbsp;&nbsp;&nbsp;4735 | Siemens AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657091 |
|  | **Interactive Media & Services – 1.9%** |  |
| &nbsp;&nbsp;&nbsp;6336 | Alphabet, Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559025 |
| &nbsp;&nbsp;&nbsp;5891 | Baidu, Inc., ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673813 |
| &nbsp;&nbsp;14962 | Kakao Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628297 |
| &nbsp;&nbsp;&nbsp;4511 | NAVER Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633217 |
| &nbsp;&nbsp;17347 | Tencent Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742289 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3236641 |
|  | **Internet & Direct Marketing<br> Retail – 1.0%** |  |
| &nbsp;&nbsp;&nbsp;7308 | Alibaba Group Holding Ltd., ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643762 |
| &nbsp;&nbsp;&nbsp;6628 | Amazon.com, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556752 |
| &nbsp;&nbsp;11190 | JD.com, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628094 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828608 |
|  | **IT Services – 3.3%** |  |
| &nbsp;&nbsp;&nbsp;6743 | Akamai Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568435 |
| 344080 | Atos SE (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3319304 |
| &nbsp;&nbsp;&nbsp;8341 | Endava PLC, ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638086 |
| &nbsp;&nbsp;&nbsp;4298 | International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605545 |
| &nbsp;&nbsp;14196 | Netcompany Group<br> A.S. (a) (c) (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601207 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732577 |
|  | **Life Sciences Tools &<br> Services – 2.7%** |  |
| &nbsp;&nbsp;16277 | Illumina, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291209 |
| &nbsp;&nbsp;&nbsp;3014 | Tecan Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344264 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635473 |

---

------

#### First Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Machinery – 12.0%** |  |
| &nbsp;&nbsp;122216 | 3D Systems Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$904398 |
| &nbsp;&nbsp;&nbsp;&nbsp;23168 | ANDRITZ AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328050 |
| &nbsp;&nbsp;&nbsp;&nbsp;37486 | ATS Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165278 |
| 1987456 | AutoStore Holdings<br> Ltd. (a) (b) (c) (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3636407 |
| &nbsp;&nbsp;&nbsp;&nbsp;30471 | Cargotec OYJ, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347763 |
| &nbsp;&nbsp;&nbsp;&nbsp;24400 | Daifuku Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451 | Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622131 |
| &nbsp;&nbsp;&nbsp;&nbsp;37332 | Duerr AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | FANUC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284650 |
| &nbsp;&nbsp;&nbsp;&nbsp;13491 | John Bean Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232133 |
| &nbsp;&nbsp;&nbsp;&nbsp;30600 | Kawasaki Heavy Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720466 |
| &nbsp;&nbsp;&nbsp;&nbsp;46729 | Proto Labs, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192991 |
| &nbsp;&nbsp;&nbsp;&nbsp;40861 | SFA Engineering Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176228 |
| &nbsp;&nbsp;&nbsp;&nbsp;63100 | Shibaura Machine Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259692 |
| &nbsp;&nbsp;&nbsp;&nbsp;49086 | Valmet Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322010 |
| &nbsp;&nbsp;&nbsp;&nbsp;38900 | Yaskawa Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252305 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20853084 |
|  | **Pharmaceuticals – 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595 | Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635057 |
|  | **Road & Rail – 0.3%** |  |
| &nbsp;&nbsp;284358 | TuSimple Holdings, Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466347 |
|  | **Semiconductors &<br> Semiconductor Equipment – 8.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8242 | Advanced Micro Devices, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533834 |
| &nbsp;&nbsp;&nbsp;&nbsp;47843 | Ambarella, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3934130 |
| &nbsp;&nbsp;&nbsp;&nbsp;21278 | Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3153 | KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188776 |
| &nbsp;&nbsp;&nbsp;&nbsp;21495 | Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7324 | NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7047 | NXP Semiconductors N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9797 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077082 |
| &nbsp;&nbsp;131300 | Renesas Electronics Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184041 |
| &nbsp;&nbsp;&nbsp;&nbsp;14934 | Taiwan Semiconductor Manufacturing Co., Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112434 |
| &nbsp;&nbsp;&nbsp;&nbsp;13260 | Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158261 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14009222 |
|  | **Software – 32.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;13959 | ANSYS, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372355 |
| &nbsp;&nbsp;&nbsp;&nbsp;93346 | Appian Corp., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3039346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3167 | Autodesk, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591817 |
| &nbsp;&nbsp;&nbsp;&nbsp;93708 | AVEVA Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3639953 |
| &nbsp;&nbsp;728932 | BlackBerry Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2376318 |
| 2534905 | BrainChip Holdings Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285788 |
| &nbsp;&nbsp;272859 | C3.ai, Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3053292 |
| &nbsp;&nbsp;&nbsp;&nbsp;20633 | Cadence Design Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3314485 |
| &nbsp;&nbsp;&nbsp;&nbsp;98267 | Dassault Systemes SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3523336 |
| &nbsp;&nbsp;&nbsp;&nbsp;91612 | Dynatrace, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3508740 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Software (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507 | Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$601229 |
| &nbsp;&nbsp;&nbsp;&nbsp;18284 | Nice Ltd., ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3516013 |
| &nbsp;&nbsp;&nbsp;&nbsp;20895 | Palo Alto Networks, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915688 |
| &nbsp;&nbsp;&nbsp;&nbsp;97927 | Pegasystems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3353020 |
| &nbsp;&nbsp;268500 | PKSHA Technology, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3394099 |
| &nbsp;&nbsp;149031 | PROS Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3615492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5029 | PTC, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8527 | ServiceNow, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3310778 |
| &nbsp;&nbsp;&nbsp;&nbsp;10454 | Synopsys, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337858 |
| &nbsp;&nbsp;284675 | UiPath, Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3618219 |
| &nbsp;&nbsp;183866 | Veritone, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974490 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56945997 |
|  | **Technology Hardware,<br> Storage & Peripherals – 0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;13566 | Samsung Electronics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593278 |
| &nbsp;&nbsp;&nbsp;&nbsp;41600 | Seiko Epson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610497 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203775 |
|  | **Wireless Telecommunication<br> Services – 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;14900 | SoftBank Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640777 |
|  | **Total Common Stocks** | &nbsp;&nbsp;&nbsp;&nbsp;172905132 |
|  | (Cost $227,986,394) |  |
| **REAL ESTATE INVESTMENT TRUSTS – 0.3%** | **REAL ESTATE INVESTMENT TRUSTS – 0.3%** | **REAL ESTATE INVESTMENT TRUSTS – 0.3%** |
|  | **Equity Real Estate Investment<br> Trusts – 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | Equinix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605903 |
|  | (Cost $648,637) |  |
| **MONEY MARKET FUNDS – 5.2%** | **MONEY MARKET FUNDS – 5.2%** | **MONEY MARKET FUNDS – 5.2%** |
| 8963714 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.14% (e) (f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8963714 |
|  | (Cost $8,963,714) |  |
|  | **Total Investments – 104.9%** | &nbsp;&nbsp;&nbsp;&nbsp;182474749 |
|  | (Cost $237,598,745) |  |
|  | **Net Other Assets and Liabilities – (4.9)%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8470231) |
|  | **Net Assets – 100.0%** | &nbsp;&nbsp;$174004518 |

---

(a) Non-income producing security.

(b) All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The
aggregate value of such securities is $8,564,184 and the total value of the collateral held by the Fund is $8,963,714.

(c) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended (the
"1933 Act").

------

#### First Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)
(d) This security is exempt from registration upon resale under Rule 144A of the 1933 Act and may be resold in transactions exempt from registration, normally to qualified institutional
buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities.

(e) Rate shown reflects yield as of December 31, 2022.

(f) This security serves as collateral for securities on loan.

ADR American Depositary Receipt

---

| | |
|:---|:---|
| **Currency Exposure<br> Diversification** | **% of Total<br> Investments** |
| United States Dollar | &nbsp;&nbsp;&nbsp;60.4% |
| Japanese Yen | &nbsp;&nbsp;&nbsp;12.1 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;9.9 |
| British Pound Sterling | &nbsp;&nbsp;&nbsp;&nbsp;6.2 |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;2.0 |
| Israeli Shekel | &nbsp;&nbsp;&nbsp;&nbsp;1.8 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;1.8 |
| South Korean Won | &nbsp;&nbsp;&nbsp;&nbsp;1.7 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;1.4 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;0.7 |
| New Taiwan Dollar | &nbsp;&nbsp;&nbsp;&nbsp;0.7 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| Hong Kong Dollar | &nbsp;&nbsp;&nbsp;&nbsp;0.4 |
| Danish Krone | &nbsp;&nbsp;&nbsp;&nbsp;0.3 |
| &nbsp;&nbsp;&nbsp;Total | 100.0% |

---

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks\* | $172905132 | &nbsp;&nbsp;$172905132 | $— | $— |
| Real Estate Investment Trusts\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605903 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8963714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8963714 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | $182474749 | &nbsp;&nbsp;$182474749 | $— | $— |

---

\* See Portfolio of Investments for industry breakout.

------

#### First Trust International Developed Capital Strength ETF (FICS)<br>

#### Portfolio of Investments

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS – 99.7%** | **COMMON STOCKS – 99.7%** | **COMMON STOCKS – 99.7%** |
|  | **Air Freight & Logistics – 1.9%** |  |
| 41300 | SG Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$575884 |
|  | **Automobiles – 1.8%** |  |
| 11463 | Kia Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537569 |
|  | **Banks – 1.9%** |  |
| &nbsp;&nbsp;8721 | Toronto-Dominion Bank (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564675 |
|  | **Beverages – 4.1%** |  |
| &nbsp;&nbsp;4719 | Carlsberg A.S., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627135 |
| &nbsp;&nbsp;6489 | Heineken N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610428 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237563 |
|  | **Biotechnology – 2.1%** |  |
| &nbsp;&nbsp;3212 | CSL Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629299 |
|  | **Capital Markets – 6.4%** |  |
| &nbsp;&nbsp;3472 | Deutsche Boerse AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599860 |
| 16800 | Hong Kong Exchanges & Clearing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725770 |
| 41900 | Japan Exchange Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605800 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931430 |
|  | **Chemicals – 4.3%** |  |
| &nbsp;&nbsp;7493 | Croda International PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598234 |
| &nbsp;&nbsp;5700 | Shin-Etsu Chemical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704682 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302916 |
|  | **Electrical Equipment – 4.1%** |  |
| 20494 | ABB Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621924 |
| &nbsp;&nbsp;7723 | Legrand S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618543 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240467 |
|  | **Electronic Equipment,<br> Instruments & Components – 2.0%** |  |
| 12700 | Hamamatsu Photonics K.K. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611582 |
|  | **Entertainment – 1.8%** |  |
| 13200 | Nintendo Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556403 |
|  | **Food & Staples Retailing – 1.9%** |  |
| 12932 | Alimentation Couche-Tard, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568282 |
|  | **Food Products – 3.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;299 | Barry Callebaut AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591436 |
| &nbsp;&nbsp;5192 | Nestle S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601601 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193037 |
|  | **Health Care Providers &<br> Services – 1.9%** |  |
| 28521 | Sonic Healthcare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581973 |
|  | **Hotels, Restaurants &<br> Leisure – 3.8%** |  |
| 24928 | Aristocrat Leisure Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517993 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Hotels, Restaurants &<br> Leisure (Continued)** |  |
| 27069 | Compass Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$627503 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145496 |
|  | **Household Products – 1.9%** |  |
| &nbsp;&nbsp;8236 | Reckitt Benckiser Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572921 |
|  | **Industrial Conglomerates – 1.7%** |  |
| 15100 | Toshiba Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529605 |
|  | **Insurance – 8.1%** |  |
| &nbsp;&nbsp;3912 | Intact Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563137 |
| 12263 | Sampo Oyj, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640857 |
| 13359 | Sun Life Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620098 |
| &nbsp;&nbsp;1345 | Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643372 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467464 |
|  | **IT Services – 5.8%** |  |
| &nbsp;&nbsp;7224 | CGI, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622683 |
| 23200 | Nomura Research Institute Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550655 |
| &nbsp;&nbsp;4000 | Obic Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591588 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764926 |
|  | **Leisure Products – 1.8%** |  |
| &nbsp;&nbsp;8400 | Bandai Namco Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532137 |
|  | **Machinery – 2.1%** |  |
| &nbsp;&nbsp;3463 | Schindler Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651290 |
|  | **Personal Products – 4.2%** |  |
| &nbsp;&nbsp;1803 | L'Oreal S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643855 |
| 12489 | Unilever PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631423 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275278 |
|  | **Pharmaceuticals – 8.1%** |  |
| 22924 | Chugai Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588296 |
| &nbsp;&nbsp;3470 | Merck KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671946 |
| &nbsp;&nbsp;7218 | Novartis AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652520 |
| &nbsp;&nbsp;1704 | Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535351 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2448113 |
|  | **Professional Services – 5.9%** |  |
| 23220 | Bureau Veritas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611702 |
| &nbsp;&nbsp;&nbsp;&nbsp;255 | SGS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592927 |
| &nbsp;&nbsp;5568 | Wolters Kluwer N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582676 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787305 |
|  | **Real Estate Management &<br> Development – 2.0%** |  |
| &nbsp;&nbsp;5900 | Daito Trust Construction Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608702 |
|  | **Road & Rail – 1.9%** |  |
| &nbsp;&nbsp;4889 | Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580758 |
|  | **Software – 4.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;404 | Constellation Software, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630753 |

---

------

#### First Trust International Developed Capital Strength ETF (FICS)<br>

#### Portfolio of Investments (Continued)

#### December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Software (Continued)** |  |
| 69029 | Sage Group (The) PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$622223 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252976 |
|  | **Technology Hardware,<br> Storage & Peripherals – 2.0%** |  |
| 14128 | Samsung Electronics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617856 |
|  | **Textiles, Apparel & Luxury<br> Goods – 4.2%** |  |
| &nbsp;&nbsp;1233 | Kering S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627596 |
| &nbsp;&nbsp;&nbsp;&nbsp;883 | LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642646 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270242 |
|  | **Trading Companies &<br> Distributors – 4.0%** |  |
| &nbsp;&nbsp;9489 | Brenntag SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606606 |
| 18191 | Bunzl PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606759 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213365 |
|  | **Total Investments – 99.7%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30249514 |
|  | (Cost $30,493,211) |  |
|  | **Net Other Assets and Liabilities – 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81802 |
|  | **Net Assets – 100.0%** | &nbsp;&nbsp;&nbsp;$30331316 |

---

(a) Non-income producing security.

---

| | |
|:---|:---|
| **Currency Exposure<br> Diversification** | **% of Total<br> Investments** |
| Euro | &nbsp;&nbsp;&nbsp;22.7% |
| Japanese Yen | &nbsp;&nbsp;&nbsp;21.3 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;16.2 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;13.7 |
| British Pound Sterling | &nbsp;&nbsp;&nbsp;12.1 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;5.7 |
| South Korean Won | &nbsp;&nbsp;&nbsp;&nbsp;3.8 |
| Hong Kong Dollar | &nbsp;&nbsp;&nbsp;&nbsp;2.4 |
| Danish Krone | &nbsp;&nbsp;&nbsp;&nbsp;2.1 |
| &nbsp;&nbsp;&nbsp;Total | 100.0% |

---

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of December 31, 2022 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 12/31/2022** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks\* | $30249514 | &nbsp;&nbsp;$30249514 | $— | $— |

---

\* See Portfolio of Investments for industry breakout.

------

#### Additional Information

#### First Trust Exchange-Traded Fund VI

#### December 31, 2022 (Unaudited)

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

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

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

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

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

#### Licensing Information
Nasdaq<sup>®</sup>, Nasdaq Technology Dividend Index<sup>TM</sup>, Nasdaq US Multi-Asset Diversified Income Index<sup>SM</sup>, Nasdaq Composite Index, Nasdaq US Rising Dividend Achievers<sup>TM</sup> Index, Dorsey Wright Momentum Plus Dividend Yield<sup>TM</sup> Index, Nasdaq CTA Artificial Intelligence and Robotics Index<sup>SM</sup> and The International Developed Capital Strength Index<sup>SM</sup> ("the Nasdaq Indexes") are registered trademarks and service marks of Nasdaq, Inc. (together with its affiliates hereinafter referred to as the "Corporations") and are licensed for use by First Trust. The Funds have not been passed on by the Corporations as to their legality or suitability. The Funds have not issued, endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUNDS.

First Trust Dorsey Wright Focus 5 ETF, First Trust Dorsey Wright Momentum & Dividend ETF, First Trust Dorsey Wright International Focus 5 ETF and First Trust Dorsey Wright Dynamic Focus 5 ETF are not sponsored, endorsed, sold or promoted by Dorsey, Wright & Associates, LLC ("Dorsey Wright"). Dorsey Wright makes no representation or warranty, express or implied, to the owners of the Funds or any member of the public regarding the advisability of trading in the Funds. Dorsey Wright's only relationship to First Trust is the licensing of certain trademarks and trade names of Dorsey Wright and of the Indexes, which are determined, composed and calculated by Dorsey Wright without regard to First Trust or the Funds.

Richard Bernstein Advisors and Richard Bernstein Advisors American Industrial Renaissance<sup>®</sup> Index ("Index") are trademarks and trade names of Richard Bernstein Advisors ("RBA"). The Fund is not sponsored, endorsed, sold or promoted by RBA and RBA makes no representation or warranty, express or implied, to the owners of the Fund or any member of the public regarding the advisability of trading in the Fund. RBA's only relationship to First Trust is the licensing of certain trademarks and trade names of RBA and of the Index, which is determined and composed by RBA without regard to First Trust or the Fund. RBA has no obligation to take the needs of First Trust or the owners of the Fund into consideration in determining or composing the Index. RBA is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Fund to be listed or in the determination or calculation of the equation by which the Fund is to be converted into cash. RBA has no obligation or liability in connection with the administration, marketing or trading of the Fund.

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** First Trust Exchange-Traded Fund VI

- **b. Investment Company Act file number:** 811-22717

- **c. CIK number of Registrant:** 0001552740

- **d. LEI of Registrant:** 549300ZLB3EUU3H8NE60

- **e. Address and telephone number of Registrant.**

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

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

**Item A.2. Information about the Series.**

- **a. Name of Series:** First Trust Dorsey Wright Dynamic Focus 5 ETF

- **b. EDGAR series identifier (if any):** S000051669

- **c. LEI of Series:** 549300BX206T09103240

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $271835724.02

**Total Liabilities:** $2158331.56

**Net Assets:** $269677392.46

**Cash Not Reported:** $770713.69

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000162607 | 5.96%                | 1.07%                | -1.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1805184.23             | $15298028.64                               |
| Month 2  | $477144.71               | $1893429.32                                |
| Month 3  | $247001.52               | $-4826399.26                               |

### Schedule of Portfolio Investments

| Name                                                    | Title                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| First Trust Energy AlphaDEX Fund                        | FIRST TRUST ENERGY ALPHADEX  | CUSIP: 33734X127<br>LEI: 549300PGRVU1P76W4537 | Long             | EC               | RF                | US        |   1309738 | NS      | $22383422.42  | 8.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Industrials/Producer Durables AlphaDEX Fund | FIRST TRUST INDST/PRODUCERS  | CUSIP: 33734X150<br>LEI: 549300PGRVU1P76W4537 | Long             | EC               | RF                | US        |    387016 | NS      | $19935194.16  | 7.39%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Materials AlphaDEX Fund                     | FIRST TRUST MATERIALS ALPHAD | CUSIP: 33734X168<br>LEI: 549300PGRVU1P76W4537 | Long             | EC               | RF                | US        |    289508 | NS      | $17541289.72  | 6.50%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Nasdaq Oil & Gas ETF                        | FIRST TRUST NASDAQ OIL & GAS | CUSIP: 33738R845<br>LEI: 549300ZLB3EUU3H8NE60 | Long             | EC               | RF                | US        |    775565 | NS      | $21684797.40  | 8.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Nasdaq Food & Beverage ETF                  | FIRST TRUST NASDAQ FOOD & BE | CUSIP: 33738R852<br>LEI: 549300ZLB3EUU3H8NE60 | Long             | EC               | RF                | US        |    754119 | NS      | $20398918.95  | 7.56%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Enhanced Short Maturity ETF                 | FIRST TRUST ENH SHORT MAT FD | CUSIP: 33739Q408<br>LEI: 5493006CBTW7P2B31B80 | Long             | EC               | RF                | US        |   2826922 | NS      | $168032243.68 | 62.31%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** First Trust Exchange-Traded Fund VI

**Signature:** Donald P. Swade

**Name of Signer:** First Trust Exchange-Traded Fund VI

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer