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First Trust Exchange-Traded Fund VIII – ‘NSAR-B’ for 8/31/17

On: Thursday, 10/26/17, at 12:00pm ET · Effective: 10/26/17 · For: 8/31/17 · Accession #: 887318-17-15 · File #: 811-23147

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

10/26/17  First Trust ETF VIII              NSAR-B      8/31/17    2:24K                                    Bny Hamilton Funds Inc.
          → EquityCompass Risk Manager ETF ⇒ ERM
          → EquityCompass Tactical Risk Manager ETF ⇒ TERM
          → First Trust Flexible Municipal High Income ETF ⇒ MFLX
          → First Trust Income Opportunities ETF ⇒ FCEF
          → First Trust TCW Opportunistic Fixed Income ETF ⇒ FIXD

Annual Report by an Investment Company — Form N-SAR — ICA’40
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: NSAR-B      Answer File                                           21     85K 
 2: EX-99.77B ACCT LTTR  Accounting Letter                             2±     8K

‘NSAR-B’ — Answer File

SEC Info℠ rendering: Data from the Answer File, which may only contain updates to a prior Form N-SAR

Form N-SAR

Annual Report by an Open-End Investment Company

Report
Registrant: First Trust Exchange-Traded Fund VIII — List all N-SARs

Annual Report for the 2nd-half period ended at fiscal year end: 8/31/17

Were there any Answer File errors in the Filing? None FoundNone Found by SEC InfoNot Checked by the FilerOne or more Found by SEC Info
Was the Answer File completed by the Registrant? Yes

Is this an Amendment to a previous Report? No
Is this a change to a previous Report? No
Registrant
1. SEC CIK: 1667919
SEC File #: 811-23147

Telephone #: 630-765-8000
2. Address: 120 E. Liberty Dr, Suite 400
Wheaton, IL 60187
3. Is this the first Form N-SAR filed by the Registrant? No
4. Is this the final Form N-SAR filed by the Registrant? No
Funds/Series ↑Top of Form N-SAR
7. Is the Registrant a Funds/Series (multiple portfolios) company? Yes

The number of separate Funds/Series (portfolios) at period end: 5
The number of separate Funds/Series (portfolios) reported here: 5...

N-SAR S# Fund/Series — Filings for F/S#… ⇒ Symbols
↓Information Common to All
↓ Series 1: First Trust Cef Income Opportunity ETF [ now
First Trust Income Opportunities ETF ] — S#53967 ⇒ FCEF
↓ Series 3: First Trust Equitycompass Risk Manager ETF [ now
EquityCompass Risk Manager ETF ] — S#56061 ⇒ ERM
↓ Series 2: First Trust Municipal Cef Income Opport ETF [ now
First Trust Flexible Municipal High Income ETF ] — S#53970 ⇒ MFLX
↓ Series 5: First Trust TCW Opportunistic Fixed Income [ now
First Trust TCW Opportunistic Fixed Income ETF ] — S#56501 ⇒ FIXD
↓ Series 4: FT Equitycompass Tactical Risk Manager ETF [ now
EquityCompass Tactical Risk Manager ETF ] — S#56062 ⇒ TERM
Family of Investment Companies
19. Is the Registrant/Series part of a “family” of investment companies? Yes

Total number of registered management investment companies, Series
and portfolios (excluding any Unit Investment Trusts) in the family: 149

The Identification Code of the family for Form N-SAR Filings: FIRSTDEFIN
Investment Company Type
27. Is the Registrant an “open-end” investment company? Yes, Open-End
Additional Disclosures
77. Did the Registrant file any additional Exhibits with the filing of this
Report (listed here and filed either herewith — as one of the ‘EX-99.*’
↑Exhibits in this Filing — or separately and incorporated by reference)? Yes

EX-99.77B: Accountant’s Report re: Internal Controls? Yes

EX-99.77Q1: Other Disclosure? Yes
Subsidiaries
78. Does the Registrant have any wholly-owned investment company
subsidiaries whose operating and financial data are consolidated with
that of the Registrant in this Report? No
All Series ↑List of 5 Funds/Series Reported Here

Information Common to All Funds/Series
All: Administrator
10.1 Name: The Bank of New York Mellon
Location: New York, NY
All: Principal Underwriter
11.1 Name: First Trust Portfolios L.P.
SEC File #: 008-43843
Location: Wheaton, IL
All: Shareholder Servicing/Transfer Agent
12.1 Name: The Bank of New York Mellon
Location: New York, NY
All: Independent Public Accountant
13.1 Name: Deloitte & Touche LLP
Location: Chicago, IL
All: Custodian
15.1 Name: The Bank of New York Mellon
Role: Custodian
Location: New York, NY

Type of custody: Section 17(f)(1) — Bank
18. Does the Registrant’s/Series’ Custodian(s) maintain some or all of the
Registrant’s/Series’ securities in a central depository or book-entry
system pursuant to Rule 17f-4? Yes
All: Brokerage Commissions Paid on Portfolio Transactions
20. The brokers who received the largest amount of gross brokerage
commissions during the period:
20.1 Broker: Stitel, Nicolaus & Co., Inc.
IRS #: 43-0538770
Commissions paid ($000s): 5
20.2 Broker: Susquehanna Financial Group, LLP
IRS #: 23-2666961
Commissions paid ($000s): 2
20.3 Broker: Goldman Sachs & Co.
IRS #: 13-5108880
Commissions paid ($000s): 1
20.4 Broker: Btig, LLC
IRS #: 04-3695739
Commissions paid ($000s): 1
21. Total brokerage commissions paid by the Registrant during the period:
Aggregate paid ($000s): 9
All: Portfolio Transactions with Entities Acting as Principals
22. The entities acting as principals with whom the Registrant did the
largest amount of portfolio transactions, based on total value of
principal, during the period:
22.1 Entity: Goldman Sachs & Co.
IRS #: 13-5108880
Registrant’s purchases ($000s): 63,688
Registrant’s sales ($000s): 26,752
22.2 Entity: Convergex Execution Solutions LLC
IRS #: 13-3989198
Registrant’s purchases ($000s): 42,378
Registrant’s sales ($000s): 40,653
22.3 Entity: Bank of America, N.A.
IRS #: 94-1687665
Registrant’s purchases ($000s): 63,946
Registrant’s sales ($000s): 5,944
22.4 Entity: Credit Suisse (USA) Inc.
IRS #: 13-1898818
Registrant’s purchases ($000s): 22,855
Registrant’s sales ($000s): 26,129
22.5 Entity: Nomura America Finance, plc
IRS #: 13-3518229
Registrant’s purchases ($000s): 15,964
Registrant’s sales ($000s): 15,567
22.6 Entity: J.P. Morgan Chase & Co.
IRS #: 13-2624428
Registrant’s purchases ($000s): 18,061
Registrant’s sales ($000s): 6,762
22.7 Entity: KCG Americas, LLC
IRS #: 26-4219373
Registrant’s purchases ($000s): 21,066
Registrant’s sales ($000s): 875
22.8 Entity: Barclays Capital, Inc.
IRS #: 06-1031656
Registrant’s purchases ($000s): 9,082
Registrant’s sales ($000s): 11,509
22.9 Entity: Wells Fargo Bank N.A.
IRS #: 94-1347393
Registrant’s purchases ($000s): 10,575
Registrant’s sales ($000s): 6,078
22.10 Entity: RBC Capital Markets, LLC
IRS #: 41-1228350
Registrant’s purchases ($000s): 6,699
Registrant’s sales ($000s): 6,126
23. Total purchase/sale transactions by the Registrant during the period:
Aggregate purchases ($000s): 314,568
Aggregate sales ($000s): 178,123
All: Considerations which Affected the Participation of Brokers or Dealers
26. Considerations which affected the participation of brokers or dealers or
other entities in commissions or other compensation paid on portfolio
transactions of the Registrant:

Consideration?
Sales of the Registrant’s/Series’ shares ............................... No
Receipt of investment research and statistical info .................... No
Receipt of quotations for portfolio valuations ......................... No
Ability to execute portfolio transactions to obtain the best price
and execution ........................................................ Yes
Receipt of telephone line and wire services ............................ No
Broker or Dealer which is an affiliated person ......................... No
An arrangement to return or credit part or all of commissions or
profits thereon...
To an Investment Adviser or Principal Underwriter, or to an
affiliated person of either ...................................... No
To the Registrant .................................................. No
Other .................................................................. No
All: Sales Load (Front-End or Deferred) and Fees (Redemption or Maintenance)
29. Was a front-end sales load deducted from any share sales during the
period? No
34. Did the Registrant/Series impose a deferred or contingent deferred sales
load during the period? No
37. Did the Registrant/Series impose a redemption fee other than a deferred
or contingent sales load during the period? No
39. Were any account maintenance fees or other administrative fees imposed
directly on shareholders during the period? No
All: Payment Plan for the Distribution of Fund Shares
40. During the period, did the Registrant/Series have a plan of distribution
adopted pursuant to Rule 12b-1? Yes
41. During the period, did the Registrant/Series use its assets directly to
make payments under the 12b-1 plan? No
44. If an Investment Adviser or other affiliated person of the
Registrant/Series made unreimbursed payments pursuant to the 12b-1 plan,
the total amount of such payments ($000s): 0
All: Classification and Asset Allocation
58. Is the Registrant/Series a Separate Account of an insurance company? No
59. Is the Registrant/Series a management investment company? Yes
60. Was the Registrant/Series a diversified investment company at any time
during the period? No

Was the Registrant/Series a diversified investment company at the end of
the period? No
61. The lowest minimum initial investment required by the Registrant/Series
from an investor that is not an employee or otherwise affiliated with
the Registrant/Series, its Investment Adviser, Principal Underwriter or
other affiliated entity: $0
All: Fidelity Bond in Effect at Fiscal Year End
80. Insurer: Ici Mutual Insurance Co.

Aggregate face amount of coverage for the Registrant/Series on all bonds
on which it is named as an insured ($000s): 30,000
81. Is the bond part of a joint fidelity bond(s) shared with other
investment companies or other entities? Yes

How many other investment companies or other entities are covered by the
bond (counting each Fund/Series as a separate investment company): 154
82. Does the mandatory coverage of the fidelity bond have a deductible? Yes

The amount of the deductible ($000s): 50
83. Were any claims with respect to this Registrant/Series filed under the
bond during the period? No
84. Were any losses incurred with respect to this Registrant/Series that
could have been filed as a claim under the fidelity bond but were not? No
85. Are the Registrant’s/Series’ Officers and Directors covered as Officers
and Directors of the Registrant/Series under any errors and omissions
insurance policy owned by the Registrant/Series or anyone else? Yes

Were any claims filed under such policy during the period with respect
to the Registrant/Series? No
Series 1 ↑Information Common to All Funds/Series ↑List of 5 Funds/Series
7. Name: First Trust Cef Income Opportunity ETF [ now
First Trust Income Opportunities ETF ] — S#53967 ⇒ FCEF

Is this the final Form N-SAR filed for this Fund/Series? No
S 1: Investment Adviser
8.1 Name: First Trust Advisors L.P.
Role: Adviser
SEC File #: 801-39950
Location: Wheaton, IL
S 1: Holdings of Securities Issued by Registrant’s/Series’ Brokers or Dealers
24. At period end, did the Registrant/Series hold any securities of the
Registrant’s/Series’ regular brokers or dealers, or of the parents of
such brokers or dealers, that derive more than 15% of gross revenue from
securities-related activities? No
S 1: Sales and Repurchases
28. Monthly total Net Asset Value (NAV) of sales and repurchases of the
Registrant’s/Series’ shares:
1st Month of period: ($000s)
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
2nd Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 4,212
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
3rd Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 5,335
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
4th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
5th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 3,227
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
6th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –

Total of all months: ($000s)
Total NAV of shares sold:
New sales (including exchanges) ............................ 12,774
Reinvestment of dividends and distributions ................ –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
S 1: Advisory Fee
45. Did the Registrant/Series have an advisory contract during the period? Yes
46. Did the Registrant/Series pay more than one Investment Adviser directly
for investment advice during the period? No
47. Was the Registrant’s/Series’ advisory fee based solely on a percentage
of its assets? Yes
48. Fee (single rate or step rates) applied to the Registrant’s/Series’
assets based on the advisory contract:
Single-fee rate: 0.85%
49. Was the Registrant’s/Series’ advisory fee during the period based solely
on a percentage of its income? No
50. Was the Registrant’s/Series’ advisory fee during the period based on
some combined percentage of its income and assets? No
51. Was the Registrant’s/Series’ advisory fee during the period based in
whole or in part on its investment performance? No
52. Was the Registrant’s/Series’ advisory fee during the period based in
whole or in part on the assets, income or performance of other
Registrants? No
53. Were the expenses of the Registrant/Series limited or reduced at any
time during the period by some agreement or understanding other than by
Blue Sky Laws? No
54. Indicated below are whether services were supplied or paid for wholly or
in substantial part by Investment Adviser(s) or Administrator(s) in
connection with the advisory or administrative contract(s) but for which
the Adviser(s) or Administrator(s) are not reimbursed by the Registrant:

Provided to the Registrant?
Occupancy and office rental ............................................ Yes
Clerical and bookkeeping services ...................................... Yes
Accounting services .................................................... Yes
Services of independent auditors ....................................... Yes
Services of outside counsel ............................................ Yes
Registration and filing fees ........................................... Yes
Stationery, supplies and printing ...................................... Yes
Salaries & compensation of Registrant’s interested Directors ........... Yes
Salaries & compensation of Registrant’s disinterested Directors ........ Yes
Salaries & compensation of Registrant’s Officers who aren’t Directors .. Yes
Reports to current shareholders ........................................ Yes
Determination of offering and redemption prices ........................ Yes
Trading department ..................................................... Yes
Prospectus preparation and printing for current shareholders ........... Yes
Other .................................................................. Yes
S 1: Miscellaneous Info
55. Did the Registrant/Series have any of the following outstanding at any
time during the period which exceeded 1% of aggregate net assets:
Overdrafts? No
Bank loans? No
56. During the period, did the Registrant’s/Series’ Investment Adviser(s)
have advisory clients other than investment companies? Yes
57. Did the Registrant/Series adjust the number of its shares outstanding by
means of a stock split or stock dividend? No
S 1: Classification and Asset Allocation
62. Does the Registrant/Series invest primarily in debt securities,
including convertible debt securities, options & futures on debt
securities or indices of debt securities? No
66. Is the Registrant/Series a Fund that usually invests in equity
securities, options & futures on equity securities, indices of equity
securities or securities convertible into equity securities? Yes

Which best describes its primary investment objective:

Aggressive capital appreciation? No
Capital appreciation? No
Growth? No
Growth and income? No
Income? Yes
Total return? No
67. Is the Registrant/Series a “balanced” Fund? No
68. Does the Registrant/Series have more than 50% of its net assets at
period end invested in the securities of issuers...
Engaged primarily in production or distribution of precious metals? No
Located primarily in countries other than the United States? No
69. Is the Registrant/Series an index Fund? No
S 1: Investment Practices
70. Activities that are permitted by the Registrant’s/Series’ investment
policies, and which were engaged in during the period:

Activity Permitted Engaged In
Writing or investing in repurchase agreements? Yes No
Writing or investing in options on equities? No –
Writing or investing in options on debt securities? No –
Writing or investing in options on stock indices? No –
Writing or investing in interest rate futures? No –
Writing or investing in stock index futures? No –
Writing or investing in options on futures? No –
Writing or investing in options on stock index futures? No –
Writing or investing in other commodity futures? No –
Investments in restricted securities? Yes No
Investments in shares of other investment companies? Yes to both
Investments in securities of foreign issuers? No –
Currency exchange transactions? No –
Loaning portfolio securities? No –
Borrowing of money? Yes No
Purchases/sales by certain exempted affiliated persons? No –
Margin purchases? No –
Short selling? No –
S 1: Portfolio Turnover
71. Portfolio turnover rate for the period:
Purchases ($000s): 4,560
Sales ($000s): 3,816

Monthly average Value of portfolio ($000s): 16,265

Percent turnover (lesser of Purchases or Sales, divided by Value): 23%
S 1: Financial Info — Income and Expenses
72. The number of months covered by the values in Items 72 and 73: 12

Income ($000s)
Net interest income .............................................. –
Net dividend income .............................................. 1,131

Expenses ($000s)
Advisory fees .................................................... 141
Administrator fees ............................................... –
Shareholder Servicing Agent fees ................................. –
Custodian fees ................................................... –
Printing expenses ................................................ –
Directors’ fees .................................................. –
Registration fees ................................................ –
Bookkeeping fees paid to anyone performing this service .......... –
Auditing fees .................................................... –
Legal fees ....................................................... –
Other expenses ................................................... –
Total expenses ................................................... 141

Expense reimbursements ($000s): 0

Net investment income ($000s): 990

Realized capital gains ($000s): 0
Realized capital losses ($000s): 132

Net unrealized appreciation during the period ($000s): 1,701
Net unrealized depreciation during the period ($000s): 0

Total income dividends for which the record date passed during the
period ($000s): 655

Total capital gains distributions for which the record date passed
during the period ($000s): 102
73. Distributions per share for which the record date passed during the
period, shown in fractions of a cent, if so declared:

Dividends from net investment income: $0.7924

Distribution of capital gains: $0.1200
Other distributions: $0.1100
S 1: Financial Info — Condensed Balance Sheet Data
74. Assets ($000s)
Cash ............................................................. –
Repurchase agreements ............................................ –
Short-term debt securities, other than repurchase agreements ..... –
Preferred, conv. preferred and adjustable-rate preferred stock ... –
Common stock ..................................................... –
Other investments ................................................ 31,492
Receivables from portfolio instruments sold ...................... –
Other receivables ................................................ 48
All other assets ................................................. –
Total assets ..................................................... 31,540

Liabilities ($000s)
Payables for portfolio instruments purchased ..................... –
Amounts owed to affiliated persons ............................... 23
All other liabilities .......................................... –
Net assets of common shareholders ................................ 31,517

Number of shares outstanding (000s): 1,455

Net Asset Value (NAV) per share (to nearest cent): $21.66

Total number of shareholder accounts: 759
75. Monthly average net assets during the period ($000s): 16,791
Series 2 ↑Information Common to All Funds/Series ↑List of 5 Funds/Series
7. Name: First Trust Municipal Cef Income Opport ETF [ now
First Trust Flexible Municipal High Income ETF ] — S#53970 ⇒ MFLX

Is this the final Form N-SAR filed for this Fund/Series? No
S 2: Investment Adviser
8.1 Name: First Trust Advisors L.P.
Role: Adviser
SEC File #: 801-39950
Location: Wheaton, IL
S 2: Holdings of Securities Issued by Registrant’s/Series’ Brokers or Dealers
24. At period end, did the Registrant/Series hold any securities of the
Registrant’s/Series’ regular brokers or dealers, or of the parents of
such brokers or dealers, that derive more than 15% of gross revenue from
securities-related activities? No
S 2: Sales and Repurchases
28. Monthly total Net Asset Value (NAV) of sales and repurchases of the
Registrant’s/Series’ shares:
1st Month of period: ($000s)
Total NAV of shares sold:
New sales (including exchanges) ............................ 922
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
2nd Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 3,750
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
3rd Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
4th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
5th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 943
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
6th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –

Total of all months: ($000s)
Total NAV of shares sold:
New sales (including exchanges) ............................ 5,615
Reinvestment of dividends and distributions ................ –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
S 2: Advisory Fee
45. Did the Registrant/Series have an advisory contract during the period? Yes
46. Did the Registrant/Series pay more than one Investment Adviser directly
for investment advice during the period? No
47. Was the Registrant’s/Series’ advisory fee based solely on a percentage
of its assets? Yes
48. Fee (single rate or step rates) applied to the Registrant’s/Series’
assets based on the advisory contract:
Single-fee rate: 0.75%
49. Was the Registrant’s/Series’ advisory fee during the period based solely
on a percentage of its income? No
50. Was the Registrant’s/Series’ advisory fee during the period based on
some combined percentage of its income and assets? No
51. Was the Registrant’s/Series’ advisory fee during the period based in
whole or in part on its investment performance? No
52. Was the Registrant’s/Series’ advisory fee during the period based in
whole or in part on the assets, income or performance of other
Registrants? No
53. Were the expenses of the Registrant/Series limited or reduced at any
time during the period by some agreement or understanding other than by
Blue Sky Laws? No
54. Indicated below are whether services were supplied or paid for wholly or
in substantial part by Investment Adviser(s) or Administrator(s) in
connection with the advisory or administrative contract(s) but for which
the Adviser(s) or Administrator(s) are not reimbursed by the Registrant:

Provided to the Registrant?
Occupancy and office rental ............................................ Yes
Clerical and bookkeeping services ...................................... Yes
Accounting services .................................................... Yes
Services of independent auditors ....................................... Yes
Services of outside counsel ............................................ Yes
Registration and filing fees ........................................... Yes
Stationery, supplies and printing ...................................... Yes
Salaries & compensation of Registrant’s interested Directors ........... Yes
Salaries & compensation of Registrant’s disinterested Directors ........ Yes
Salaries & compensation of Registrant’s Officers who aren’t Directors .. Yes
Reports to current shareholders ........................................ Yes
Determination of offering and redemption prices ........................ Yes
Trading department ..................................................... Yes
Prospectus preparation and printing for current shareholders ........... Yes
Other .................................................................. Yes
S 2: Miscellaneous Info
55. Did the Registrant/Series have any of the following outstanding at any
time during the period which exceeded 1% of aggregate net assets:
Overdrafts? No
Bank loans? No
56. During the period, did the Registrant’s/Series’ Investment Adviser(s)
have advisory clients other than investment companies? Yes
57. Did the Registrant/Series adjust the number of its shares outstanding by
means of a stock split or stock dividend? No
S 2: Classification and Asset Allocation
62. Does the Registrant/Series invest primarily in debt securities,
including convertible debt securities, options & futures on debt
securities or indices of debt securities? No
66. Is the Registrant/Series a Fund that usually invests in equity
securities, options & futures on equity securities, indices of equity
securities or securities convertible into equity securities? Yes

Which best describes its primary investment objective:

Aggressive capital appreciation? No
Capital appreciation? No
Growth? No
Growth and income? No
Income? Yes
Total return? No
67. Is the Registrant/Series a “balanced” Fund? No
68. Does the Registrant/Series have more than 50% of its net assets at
period end invested in the securities of issuers...
Engaged primarily in production or distribution of precious metals? No
Located primarily in countries other than the United States? No
69. Is the Registrant/Series an index Fund? No
S 2: Investment Practices
70. Activities that are permitted by the Registrant’s/Series’ investment
policies, and which were engaged in during the period:

Activity Permitted Engaged In
Writing or investing in repurchase agreements? Yes No
Writing or investing in options on equities? No –
Writing or investing in options on debt securities? No –
Writing or investing in options on stock indices? No –
Writing or investing in interest rate futures? No –
Writing or investing in stock index futures? No –
Writing or investing in options on futures? No –
Writing or investing in options on stock index futures? No –
Writing or investing in other commodity futures? No –
Investments in restricted securities? Yes No
Investments in shares of other investment companies? Yes to both
Investments in securities of foreign issuers? No –
Currency exchange transactions? No –
Loaning portfolio securities? Yes No
Borrowing of money? No –
Purchases/sales by certain exempted affiliated persons? No –
Margin purchases? No –
Short selling? No –
S 2: Portfolio Turnover
71. Portfolio turnover rate for the period:
Purchases ($000s): 1,532
Sales ($000s): 1,326

Monthly average Value of portfolio ($000s): 7,463

Percent turnover (lesser of Purchases or Sales, divided by Value): 18%
S 2: Financial Info — Income and Expenses
72. The number of months covered by the values in Items 72 and 73: 12

Income ($000s)
Net interest income .............................................. –
Net dividend income .............................................. 336

Expenses ($000s)
Advisory fees .................................................... 58
Administrator fees ............................................... –
Shareholder Servicing Agent fees ................................. –
Custodian fees ................................................... –
Printing expenses ................................................ –
Directors’ fees .................................................. –
Registration fees ................................................ –
Bookkeeping fees paid to anyone performing this service .......... –
Auditing fees .................................................... –
Legal fees ....................................................... –
Other expenses ................................................... –
Total expenses ................................................... 58

Expense reimbursements ($000s): 0

Net investment income ($000s): 278

Realized capital gains ($000s): 31
Realized capital losses ($000s): 0

Net unrealized appreciation during the period ($000s): 373
Net unrealized depreciation during the period ($000s): 0

Total income dividends for which the record date passed during the
period ($000s): 276
73. Distributions per share for which the record date passed during the
period, shown in fractions of a cent, if so declared:

Dividends from net investment income: $0.6081

Distribution of capital gains: $0.0000
Other distributions: $0.0519
S 2: Financial Info — Condensed Balance Sheet Data
74. Assets ($000s)
Cash ............................................................. 778
Repurchase agreements ............................................ –
Short-term debt securities, other than repurchase agreements ..... –
Preferred, conv. preferred and adjustable-rate preferred stock ... –
Common stock ..................................................... –
Other investments ................................................ 12,635
Receivables from portfolio instruments sold ...................... –
Other receivables ................................................ 37
All other assets ................................................. –
Total assets ..................................................... 13,450

Liabilities ($000s)
Payables for portfolio instruments purchased ..................... –
Amounts owed to affiliated persons ............................... 9
All other liabilities .......................................... –
Net assets of common shareholders ................................ 13,441

Number of shares outstanding (000s): 700

Net Asset Value (NAV) per share (to nearest cent): $19.20

Total number of shareholder accounts: 206
75. Monthly average net assets during the period ($000s): 7,977
Series 3 ↑Information Common to All Funds/Series ↑List of 5 Funds/Series
7. Name: First Trust Equitycompass Risk Manager ETF [ now
EquityCompass Risk Manager ETF ] — S#56061 ⇒ ERM

Is this the final Form N-SAR filed for this Fund/Series? No
S 3: Investment Adviser
8.1 Name: First Trust Advisors L.P.
Role: Adviser
SEC File #: 801-39950
Location: Wheaton, IL
S 3: Holdings of Securities Issued by Registrant’s/Series’ Brokers or Dealers
24. At period end, did the Registrant/Series hold any securities of the
Registrant’s/Series’ regular brokers or dealers, or of the parents of
such brokers or dealers, that derive more than 15% of gross revenue from
securities-related activities? Yes

25.
The brokers or dealers, or their parents (issuers):
25.1 Name: Bank of America, N.A.
IRS #: 94-1687665
Type of security owned: Equity
Value of securities owned at period end ($000s): 65
25.2 Name: J.P. Morgan Chase & Co.
IRS #: 13-2624428
Type of security owned: Equity
Value of securities owned at period end ($000s): 66
25.3 Name: Goldman Sachs & Co.
IRS #: 13-5108880
Type of security owned: Equity
Value of securities owned at period end ($000s): 67
25.4 Name: Wells Fargo Bank N.A.
IRS #: 94-1347393
Type of security owned: Equity
Value of securities owned at period end ($000s): 62
S 3: Sales and Repurchases
28. Monthly total Net Asset Value (NAV) of sales and repurchases of the
Registrant’s/Series’ shares:
1st Month of period: ($000s)
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
2nd Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 2,005
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
3rd Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 2,992
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
4th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
5th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 5,116
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. 1,009
6th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 1,036
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –

Total of all months: ($000s)
Total NAV of shares sold:
New sales (including exchanges) ............................ 11,149
Total NAV of shares redeemed & repurchased (inc. exchanges) .. 1,009
S 3: Advisory Fee
45. Did the Registrant/Series have an advisory contract during the period? Yes
46. Did the Registrant/Series pay more than one Investment Adviser directly
for investment advice during the period? No
47. Was the Registrant’s/Series’ advisory fee based solely on a percentage
of its assets? Yes
48. Fee (single rate or step rates) applied to the Registrant’s/Series’
assets based on the advisory contract:
Single-fee rate: 0.65%
49. Was the Registrant’s/Series’ advisory fee during the period based solely
on a percentage of its income? No
50. Was the Registrant’s/Series’ advisory fee during the period based on
some combined percentage of its income and assets? No
51. Was the Registrant’s/Series’ advisory fee during the period based in
whole or in part on its investment performance? No
52. Was the Registrant’s/Series’ advisory fee during the period based in
whole or in part on the assets, income or performance of other
Registrants? No
53. Were the expenses of the Registrant/Series limited or reduced at any
time during the period by some agreement or understanding other than by
Blue Sky Laws? No
54. Indicated below are whether services were supplied or paid for wholly or
in substantial part by Investment Adviser(s) or Administrator(s) in
connection with the advisory or administrative contract(s) but for which
the Adviser(s) or Administrator(s) are not reimbursed by the Registrant:

Provided to the Registrant?
Occupancy and office rental ............................................ Yes
Clerical and bookkeeping services ...................................... Yes
Accounting services .................................................... Yes
Services of independent auditors ....................................... Yes
Services of outside counsel ............................................ Yes
Registration and filing fees ........................................... Yes
Stationery, supplies and printing ...................................... Yes
Salaries & compensation of Registrant’s interested Directors ........... Yes
Salaries & compensation of Registrant’s disinterested Directors ........ Yes
Salaries & compensation of Registrant’s Officers who aren’t Directors .. Yes
Reports to current shareholders ........................................ Yes
Determination of offering and redemption prices ........................ Yes
Trading department ..................................................... Yes
Prospectus preparation and printing for current shareholders ........... Yes
Other .................................................................. Yes
S 3: Miscellaneous Info
55. Did the Registrant/Series have any of the following outstanding at any
time during the period which exceeded 1% of aggregate net assets:
Overdrafts? No
Bank loans? No
56. During the period, did the Registrant’s/Series’ Investment Adviser(s)
have advisory clients other than investment companies? Yes
57. Did the Registrant/Series adjust the number of its shares outstanding by
means of a stock split or stock dividend? No
S 3: Classification and Asset Allocation
62. Does the Registrant/Series invest primarily in debt securities,
including convertible debt securities, options & futures on debt
securities or indices of debt securities? No
66. Is the Registrant/Series a Fund that usually invests in equity
securities, options & futures on equity securities, indices of equity
securities or securities convertible into equity securities? Yes

Which best describes its primary investment objective:

Aggressive capital appreciation? No
Capital appreciation? Yes
Growth? No
Growth and income? No
Income? No
Total return? No
67. Is the Registrant/Series a “balanced” Fund? No
68. Does the Registrant/Series have more than 50% of its net assets at
period end invested in the securities of issuers...
Engaged primarily in production or distribution of precious metals? No
Located primarily in countries other than the United States? No
69. Is the Registrant/Series an index Fund? No
S 3: Investment Practices
70. Activities that are permitted by the Registrant’s/Series’ investment
policies, and which were engaged in during the period:

Activity Permitted Engaged In
Writing or investing in repurchase agreements? Yes No
Writing or investing in options on equities? No –
Writing or investing in options on debt securities? No –
Writing or investing in options on stock indices? No –
Writing or investing in interest rate futures? No –
Writing or investing in stock index futures? No –
Writing or investing in options on futures? No –
Writing or investing in options on stock index futures? No –
Writing or investing in other commodity futures? No –
Investments in restricted securities? Yes No
Investments in shares of other investment companies? Yes No
Investments in securities of foreign issuers? No –
Currency exchange transactions? No –
Loaning portfolio securities? Yes No
Borrowing of money? No –
Purchases/sales by certain exempted affiliated persons? No –
Margin purchases? No –
Short selling? No –
S 3: Portfolio Turnover
71. Portfolio turnover rate for the period:
Purchases ($000s): 485
Sales ($000s): 456

Monthly average Value of portfolio ($000s): 5,601

Percent turnover (lesser of Purchases or Sales, divided by Value): 8%
S 3: Financial Info — Income and Expenses
72. The number of months covered by the values in Items 72 and 73: 5

Income ($000s)
Net interest income .............................................. –
Net dividend income .............................................. 54

Expenses ($000s)
Advisory fees .................................................... 14
Administrator fees ............................................... –
Shareholder Servicing Agent fees ................................. –
Custodian fees ................................................... –
Printing expenses ................................................ –
Directors’ fees .................................................. –
Registration fees ................................................ –
Bookkeeping fees paid to anyone performing this service .......... –
Auditing fees .................................................... –
Legal fees ....................................................... –
Other expenses ................................................... –
Total expenses ................................................... 14

Expense reimbursements ($000s): 0

Net investment income ($000s): 40

Realized capital gains ($000s): 46
Realized capital losses ($000s): 0

Net unrealized appreciation during the period ($000s): 33
Net unrealized depreciation during the period ($000s): 0

Total income dividends for which the record date passed during the
period ($000s): 10
73. Distributions per share for which the record date passed during the
period, shown in fractions of a cent, if so declared:

Dividends from net investment income: $0.0398

Distribution of capital gains: $0.0000
S 3: Financial Info — Condensed Balance Sheet Data
74. Assets ($000s)
Cash ............................................................. 5
Repurchase agreements ............................................ –
Short-term debt securities, other than repurchase agreements ..... –
Preferred, conv. preferred and adjustable-rate preferred stock ... –
Common stock ..................................................... 10,225
Other investments ................................................ –
Receivables from portfolio instruments sold ...................... –
Other receivables ................................................ 25
All other assets ................................................. –
Total assets ..................................................... 10,255

Liabilities ($000s)
Payables for portfolio instruments purchased ..................... –
Amounts owed to affiliated persons ............................... 5
All other liabilities .......................................... –
Net assets of common shareholders ................................ 10,250

Number of shares outstanding (000s): 500

Net Asset Value (NAV) per share (to nearest cent): $20.50

Total number of shareholder accounts: 234
75. Monthly average net assets during the period ($000s): 5,612
Series 4 ↑Information Common to All Funds/Series ↑List of 5 Funds/Series
7. Name: FT Equitycompass Tactical Risk Manager ETF [ now
EquityCompass Tactical Risk Manager ETF ] — S#56062 ⇒ TERM

Is this the final Form N-SAR filed for this Fund/Series? No
S 4: Investment Adviser
8.1 Name: First Trust Advisors L.P.
Role: Adviser
SEC File #: 801-39950
Location: Wheaton, IL
S 4: Holdings of Securities Issued by Registrant’s/Series’ Brokers or Dealers
24. At period end, did the Registrant/Series hold any securities of the
Registrant’s/Series’ regular brokers or dealers, or of the parents of
such brokers or dealers, that derive more than 15% of gross revenue from
securities-related activities? Yes

25.
The brokers or dealers, or their parents (issuers):
25.1 Name: Bank of America, N.A.
IRS #: 94-1687665
Type of security owned: Equity
Value of securities owned at period end ($000s): 143
25.2 Name: J.P. Morgan Chase & Co.
IRS #: 13-2624428
Type of security owned: Equity
Value of securities owned at period end ($000s): 144
25.3 Name: Goldman Sachs & Co.
IRS #: 13-5108880
Type of security owned: Equity
Value of securities owned at period end ($000s): 147
25.4 Name: Wells Fargo Bank N.A.
IRS #: 94-1347393
Type of security owned: Equity
Value of securities owned at period end ($000s): 136
S 4: Sales and Repurchases
28. Monthly total Net Asset Value (NAV) of sales and repurchases of the
Registrant’s/Series’ shares:
1st Month of period: ($000s)
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
2nd Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 4,024
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
3rd Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 4,003
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
4th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 3,052
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
5th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 8,180
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. 1,009
6th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ 4,117
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –

Total of all months: ($000s)
Total NAV of shares sold:
New sales (including exchanges) ............................ 23,376
Total NAV of shares redeemed & repurchased (inc. exchanges) .. 1,009
S 4: Advisory Fee
45. Did the Registrant/Series have an advisory contract during the period? Yes
46. Did the Registrant/Series pay more than one Investment Adviser directly
for investment advice during the period? No
47. Was the Registrant’s/Series’ advisory fee based solely on a percentage
of its assets? Yes
48. Fee (single rate or step rates) applied to the Registrant’s/Series’
assets based on the advisory contract:
Single-fee rate: 0.65%
49. Was the Registrant’s/Series’ advisory fee during the period based solely
on a percentage of its income? No
50. Was the Registrant’s/Series’ advisory fee during the period based on
some combined percentage of its income and assets? No
51. Was the Registrant’s/Series’ advisory fee during the period based in
whole or in part on its investment performance? No
52. Was the Registrant’s/Series’ advisory fee during the period based in
whole or in part on the assets, income or performance of other
Registrants? No
53. Were the expenses of the Registrant/Series limited or reduced at any
time during the period by some agreement or understanding other than by
Blue Sky Laws? No
54. Indicated below are whether services were supplied or paid for wholly or
in substantial part by Investment Adviser(s) or Administrator(s) in
connection with the advisory or administrative contract(s) but for which
the Adviser(s) or Administrator(s) are not reimbursed by the Registrant:

Provided to the Registrant?
Occupancy and office rental ............................................ Yes
Clerical and bookkeeping services ...................................... Yes
Accounting services .................................................... Yes
Services of independent auditors ....................................... Yes
Services of outside counsel ............................................ Yes
Registration and filing fees ........................................... Yes
Stationery, supplies and printing ...................................... Yes
Salaries & compensation of Registrant’s interested Directors ........... Yes
Salaries & compensation of Registrant’s disinterested Directors ........ Yes
Salaries & compensation of Registrant’s Officers who aren’t Directors .. Yes
Reports to current shareholders ........................................ Yes
Determination of offering and redemption prices ........................ Yes
Trading department ..................................................... Yes
Prospectus preparation and printing for current shareholders ........... Yes
Other .................................................................. Yes
S 4: Miscellaneous Info
55. Did the Registrant/Series have any of the following outstanding at any
time during the period which exceeded 1% of aggregate net assets:
Overdrafts? No
Bank loans? No
56. During the period, did the Registrant’s/Series’ Investment Adviser(s)
have advisory clients other than investment companies? Yes
57. Did the Registrant/Series adjust the number of its shares outstanding by
means of a stock split or stock dividend? No
S 4: Classification and Asset Allocation
62. Does the Registrant/Series invest primarily in debt securities,
including convertible debt securities, options & futures on debt
securities or indices of debt securities? No
66. Is the Registrant/Series a Fund that usually invests in equity
securities, options & futures on equity securities, indices of equity
securities or securities convertible into equity securities? Yes

Which best describes its primary investment objective:

Aggressive capital appreciation? No
Capital appreciation? Yes
Growth? No
Growth and income? No
Income? No
Total return? No
67. Is the Registrant/Series a “balanced” Fund? No
68. Does the Registrant/Series have more than 50% of its net assets at
period end invested in the securities of issuers...
Engaged primarily in production or distribution of precious metals? No
Located primarily in countries other than the United States? No
69. Is the Registrant/Series an index Fund? No
S 4: Investment Practices
70. Activities that are permitted by the Registrant’s/Series’ investment
policies, and which were engaged in during the period:

Activity Permitted Engaged In
Writing or investing in repurchase agreements? Yes No
Writing or investing in options on equities? No –
Writing or investing in options on debt securities? No –
Writing or investing in options on stock indices? No –
Writing or investing in interest rate futures? No –
Writing or investing in stock index futures? No –
Writing or investing in options on futures? No –
Writing or investing in options on stock index futures? No –
Writing or investing in other commodity futures? No –
Investments in restricted securities? Yes No
Investments in shares of other investment companies? Yes No
Investments in securities of foreign issuers? No –
Currency exchange transactions? No –
Loaning portfolio securities? Yes No
Borrowing of money? No –
Purchases/sales by certain exempted affiliated persons? No –
Margin purchases? No –
Short selling? No –
S 4: Portfolio Turnover
71. Portfolio turnover rate for the period:
Purchases ($000s): 1,108
Sales ($000s): 1,053

Monthly average Value of portfolio ($000s): 11,049

Percent turnover (lesser of Purchases or Sales, divided by Value): 10%
S 4: Financial Info — Income and Expenses
72. The number of months covered by the values in Items 72 and 73: 5

Income ($000s)
Net interest income .............................................. –
Net dividend income .............................................. 110

Expenses ($000s)
Advisory fees .................................................... 29
Administrator fees ............................................... –
Shareholder Servicing Agent fees ................................. –
Custodian fees ................................................... –
Printing expenses ................................................ –
Directors’ fees .................................................. –
Registration fees ................................................ –
Bookkeeping fees paid to anyone performing this service .......... –
Auditing fees .................................................... –
Legal fees ....................................................... –
Other expenses ................................................... –
Total expenses ................................................... 29

Expense reimbursements ($000s): 0

Net investment income ($000s): 81

Realized capital gains ($000s): 54
Realized capital losses ($000s): 0

Net unrealized appreciation during the period ($000s): 70
Net unrealized depreciation during the period ($000s): 0

Total income dividends for which the record date passed during the
period ($000s): 21
73. Distributions per share for which the record date passed during the
period, shown in fractions of a cent, if so declared:

Dividends from net investment income: $0.0382

Distribution of capital gains: $0.0000
S 4: Financial Info — Condensed Balance Sheet Data
74. Assets ($000s)
Cash ............................................................. 9
Repurchase agreements ............................................ –
Short-term debt securities, other than repurchase agreements ..... –
Preferred, conv. preferred and adjustable-rate preferred stock ... –
Common stock ..................................................... 22,497
Other investments ................................................ –
Receivables from portfolio instruments sold ...................... –
Other receivables ................................................ 1,069
All other assets ................................................. –
Total assets ..................................................... 23,575

Liabilities ($000s)
Payables for portfolio instruments purchased ..................... 1,013
Amounts owed to affiliated persons ............................... 11
All other liabilities .......................................... –
Net assets of common shareholders ................................ 22,551

Number of shares outstanding (000s): 1,100

Net Asset Value (NAV) per share (to nearest cent): $20.50

Total number of shareholder accounts: 52
75. Monthly average net assets during the period ($000s): 11,068
Series 5 ↑Information Common to All Funds/Series ↑List of 5 Funds/Series
7. Name: First Trust TCW Opportunistic Fixed Income [ now
First Trust TCW Opportunistic Fixed Income ETF ] — S#56501 ⇒ FIXD

Is this the final Form N-SAR filed for this Fund/Series? No
S 5: Investment Adviser
8.1 Name: First Trust Advisors L.P.
Role: Adviser
SEC File #: 801-39950
Location: Wheaton, IL
8.2 Name: TCW Investment Management Co. LLC
Role: Sub-Adviser
SEC File #: 801-06642
Location: Los Angeles, CA
S 5: Holdings of Securities Issued by Registrant’s/Series’ Brokers or Dealers
24. At period end, did the Registrant/Series hold any securities of the
Registrant’s/Series’ regular brokers or dealers, or of the parents of
such brokers or dealers, that derive more than 15% of gross revenue from
securities-related activities? Yes

25.
The brokers or dealers, or their parents (issuers):
25.1 Name: Goldman Sachs & Co.
IRS #: 13-5108880
Type of security owned: Debt
Value of securities owned at period end ($000s): 529
25.2 Name: J.P. Morgan Chase & Co.
IRS #: 13-2624428
Type of security owned: Debt
Value of securities owned at period end ($000s): 1,132
25.3 Name: Credit Suisse (USA) Inc.
IRS #: 13-1898818
Type of security owned: Debt
Value of securities owned at period end ($000s): 203
25.4 Name: Bank of America, N.A.
IRS #: 94-1687665
Type of security owned: Debt
Value of securities owned at period end ($000s): 1,011
25.5 Name: Wells Fargo Bank N.A.
IRS #: 94-1347393
Type of security owned: Debt
Value of securities owned at period end ($000s): 882
S 5: Sales and Repurchases
28. Monthly total Net Asset Value (NAV) of sales and repurchases of the
Registrant’s/Series’ shares:
1st Month of period: ($000s)
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
2nd Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
3rd Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
4th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
5th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
6th Month:
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Other ...................................................... –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –

Total of all months: ($000s)
Total NAV of shares sold:
New sales (including exchanges) ............................ –
Reinvestment of dividends and distributions ................ –
Total NAV of shares redeemed & repurchased (inc. exchanges) .. –
S 5: Advisory Fee
45. Did the Registrant/Series have an advisory contract during the period? Yes
46. Did the Registrant/Series pay more than one Investment Adviser directly
for investment advice during the period? No
47. Was the Registrant’s/Series’ advisory fee based solely on a percentage
of its assets? Yes
48. Fee (single rate or step rates) applied to the Registrant’s/Series’
assets based on the advisory contract:
Single-fee rate: 0.65%
49. Was the Registrant’s/Series’ advisory fee during the period based solely
on a percentage of its income? No
50. Was the Registrant’s/Series’ advisory fee during the period based on
some combined percentage of its income and assets? No
51. Was the Registrant’s/Series’ advisory fee during the period based in
whole or in part on its investment performance? No
52. Was the Registrant’s/Series’ advisory fee during the period based in
whole or in part on the assets, income or performance of other
Registrants? No
53. Were the expenses of the Registrant/Series limited or reduced at any
time during the period by some agreement or understanding other than by
Blue Sky Laws? Yes

Was the limitation that applied during the period based on...
Assets? Yes
Income? No
54. Indicated below are whether services were supplied or paid for wholly or
in substantial part by Investment Adviser(s) or Administrator(s) in
connection with the advisory or administrative contract(s) but for which
the Adviser(s) or Administrator(s) are not reimbursed by the Registrant:

Provided to the Registrant?
Occupancy and office rental ............................................ Yes
Clerical and bookkeeping services ...................................... Yes
Accounting services .................................................... Yes
Services of independent auditors ....................................... Yes
Services of outside counsel ............................................ Yes
Registration and filing fees ........................................... Yes
Stationery, supplies and printing ...................................... Yes
Salaries & compensation of Registrant’s interested Directors ........... Yes
Salaries & compensation of Registrant’s disinterested Directors ........ Yes
Salaries & compensation of Registrant’s Officers who aren’t Directors .. Yes
Reports to current shareholders ........................................ Yes
Determination of offering and redemption prices ........................ Yes
Trading department ..................................................... Yes
Prospectus preparation and printing for current shareholders ........... Yes
Other .................................................................. Yes
S 5: Miscellaneous Info
55. Did the Registrant/Series have any of the following outstanding at any
time during the period which exceeded 1% of aggregate net assets:
Overdrafts? No
Bank loans? No
56. During the period, did the Registrant’s/Series’ Investment Adviser(s)
have advisory clients other than investment companies? Yes
57. Did the Registrant/Series adjust the number of its shares outstanding by
means of a stock split or stock dividend? No
S 5: Classification and Asset Allocation
62. Does the Registrant/Series invest primarily in debt securities,
including convertible debt securities, options & futures on debt
securities or indices of debt securities? Yes

The percentage of net assets in each type at period end:

Debt — Short-Term Maturities
U.S. Treasury ............................... 0.8%
All other ................................... 1.0

Debt — Intermediate & Long-Term Maturities
U.S. Treasury ............................... 31.1%
U.S. Government Agency ...................... 29.2
State and Municipal – tax-free .............. 3.4
Corporate ................................... 46.3
All other ................................... 2.6
63. Years: 14.9
64. Is the timely payment of principal and interest on any of the
instruments listed in Item 62 insured or guaranteed by an entity other
than the issuer? No

Is the issuer of any instrument covered in Item 62 delinquent or in
default as to payment of principal or interest at period end? No
66. Is the Registrant/Series a Fund that usually invests in equity
securities, options & futures on equity securities, indices of equity
securities or securities convertible into equity securities? No
67. Is the Registrant/Series a “balanced” Fund? No
68. Does the Registrant/Series have more than 50% of its net assets at
period end invested in the securities of issuers...
Engaged primarily in production or distribution of precious metals? No
Located primarily in countries other than the United States? No
69. Is the Registrant/Series an index Fund? No
S 5: Investment Practices
70. Activities that are permitted by the Registrant’s/Series’ investment
policies, and which were engaged in during the period:

Activity Permitted Engaged In
Writing or investing in repurchase agreements? Yes No
Writing or investing in options on equities? No –
Writing or investing in options on debt securities? No –
Writing or investing in options on stock indices? No –
Writing or investing in interest rate futures? Yes No
Writing or investing in stock index futures? Yes No
Writing or investing in options on futures? No –
Writing or investing in options on stock index futures? No –
Writing or investing in other commodity futures? No –
Investments in restricted securities? Yes to both
Investments in shares of other investment companies? Yes to both
Investments in securities of foreign issuers? Yes to both
Currency exchange transactions? No –
Loaning portfolio securities? No –
Borrowing of money? No –
Purchases/sales by certain exempted affiliated persons? Yes No
Margin purchases? No –
Short selling? No –
S 5: Portfolio Turnover
71. Portfolio turnover rate for the period:
Purchases ($000s): 175,793
Sales ($000s): 121,216

Monthly average Value of portfolio ($000s): 52,572

Percent turnover (lesser of Purchases or Sales, divided by Value): 231%
S 5: Financial Info — Income and Expenses
72. The number of months covered by the values in Items 72 and 73: 7

Income ($000s)
Net interest income .............................................. 640
Net dividend income .............................................. 4

Expenses ($000s)
Advisory fees .................................................... 177
Administrator fees ............................................... –
Shareholder Servicing Agent fees ................................. –
Custodian fees ................................................... –
Printing expenses ................................................ –
Directors’ fees .................................................. –
Registration fees ................................................ –
Bookkeeping fees paid to anyone performing this service .......... –
Auditing fees .................................................... –
Legal fees ....................................................... –
Other expenses ................................................... –
Total expenses ................................................... 177

Expense reimbursements ($000s): 27

Net investment income ($000s): 494

Realized capital gains ($000s): 342
Realized capital losses ($000s): 0

Net unrealized appreciation during the period ($000s): 723
Net unrealized depreciation during the period ($000s): 0

Total income dividends for which the record date passed during the
period ($000s): 598
73. Distributions per share for which the record date passed during the
period, shown in fractions of a cent, if so declared:

Dividends from net investment income: $0.5981

Distribution of capital gains: $0.0000
S 5: Financial Info — Condensed Balance Sheet Data
74. Assets ($000s)
Cash ............................................................. –
Repurchase agreements ............................................ –
Short-term debt securities, other than repurchase agreements ..... 403
Long-term debt securities, including convertible debt ............ 57,431
Preferred, conv. preferred and adjustable-rate preferred stock ... –
Common stock ..................................................... –
Other investments ................................................ 501
Receivables from portfolio instruments sold ...................... 872
Other receivables ................................................ 255
All other assets ................................................. –
Total assets ..................................................... 59,462

Liabilities ($000s)
Payables for portfolio instruments purchased ..................... 8,421
Amounts owed to affiliated persons ............................... 24
All other liabilities .......................................... 6
Net assets of common shareholders ................................ 51,011

Number of shares outstanding (000s): 1,000

Net Asset Value (NAV) per share (to nearest cent): $51.01

Total number of shareholder accounts: 1,867
75. Monthly average net assets during the period ($000s): 50,481
Signature ↑Top of Form N-SAR
/s/ Lucy Perez-Williams
Name: Lucy Perez-Williams
Title: Vice-President

↑Top

Filing Submission 0000887318-17-000015 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

First Trust Exchange-Traded Fund VIII – ‘NSAR-B’ for 8/31/17

On: Thursday, 10/26/17, at 12:00pm ET · Effective: 10/26/17 · For: 8/31/17 · Accession #: 887318-17-15 · File #: 811-23147

Annual Report by an Investment Company — Form N-SAR — ICA’40Filing Table of Contents

‘NSAR-B’ — Answer File

Annual Report by an Investment Company — Form N-SAR — ICA’40
Filing Table of Contents