SEC Info℠ | Home | Search | My Interests | Help | Sign In | Please Sign In | ||||||||||||||||||||
As Of Filer Filing For·On·As Docs:Size Issuer Filing Agent 9/02/22 First Tr Exchange-Traded Alph… II N-CSRS 6/30/22 3:7.2M Fitzgerald Marke… LLC/FA → First Trust Asia Pacific ex-Japan AlphaDEX Fund ⇒ FPA → First Trust Brazil AlphaDEX Fund ⇒ FBZ → First Trust China AlphaDEX Fund ⇒ FCA → First Trust Developed Markets ex-US AlphaDEX Fund ⇒ FDT → First Trust Developed Markets ex-US Small Cap AlphaDEX Fund ⇒ FDTS → First Trust Emerging Markets AlphaDEX Fund ⇒ FEM → First Trust Emerging Markets Small Cap AlphaDEX Fund ⇒ FEMS → First Trust Europe AlphaDEX Fund ⇒ FEP → First Trust Eurozone AlphaDEX ETF ⇒ FEUZ → First Trust Germany AlphaDEX Fund ⇒ FGM → First Trust India NIFTY 50 Equal Weight ETF ⇒ NFTY → First Trust Japan AlphaDEX Fund ⇒ FJP → First Trust Latin America AlphaDEX Fund ⇒ FLN → First Trust Switzerland AlphaDEX Fund ⇒ FSZ → First Trust United Kingdom AlphaDEX Fund ⇒ FKU |
Document/Exhibit Description Pages Size 1: N-CSRS Semi-Annual Report HTML 6.67M 3: EX-99.906 CERT Section 906 Certifications HTML 7K 2: EX-99.CERT Section 302 Certifications HTML 19K
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-21774
First Trust Exchange-Traded AlphaDEX®
Fund II
(Exact name of registrant as specified in charter)
120 East Liberty Drive, Suite 400
Wheaton, IL 60187
(Address of principal executive offices) (Zip code)
W. Scott Jardine, Esq.
First Trust Portfolios L.P.
120 East Liberty Drive, Suite 400
Wheaton, IL 60187
(Name and address of agent for service)
Registrant's telephone number, including area code: (630) 765-8000
Date of fiscal year end: December 31
Date of reporting period: June 30, 2022
Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget ("OMB") control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
C:
Item 1. Report to Stockholders.
(a) | The registrant's semi-annual report transmitted to shareholders pursuant to Rule 30e-1 under the Investment Company Act of 1940 is as follows: |
C:
2 | |
3 | |
Fund Performance Overview | |
4 | |
6 | |
8 | |
10 | |
12 | |
14 | |
16 | |
18 | |
20 | |
22 | |
24 | |
26 | |
28 | |
30 | |
32 | |
34 | |
35 | |
Portfolio of Investments | |
37 | |
40 | |
45 | |
47 | |
49 | |
52 | |
55 | |
61 | |
65 | |
67 | |
70 | |
72 | |
74 | |
81 | |
86 | |
90 | |
94 | |
98 | |
104 | |
119 | |
129 |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -15.67% | -24.34% | -1.02% | 4.10% | 1.72% | -4.98% | 49.38% | 20.99% | |
Market Price | -14.56% | -24.00% | -1.06% | 4.08% | 1.72% | -5.17% | 49.12% | 21.01% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Asia Pacific Ex-Japan Index(1) | -15.18% | -24.06% | -0.02% | N/A | N/A | -0.11% | N/A | N/A | |
Nasdaq DM Asia Pacific Ex-Japan Index(1) | -17.06% | -22.59% | 2.19% | N/A | N/A | 11.44% | N/A | N/A | |
MSCI Pacific ex-Japan Index | -10.85% | -14.85% | 3.21% | 4.95% | 3.22% | 17.10% | 62.14% | 42.64% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Materials | 22.6% |
Industrials | 18.3 |
Real Estate | 14.1 |
Financials | 9.8 |
Information Technology | 8.1 |
Energy | 6.6 |
Consumer Discretionary | 6.0 |
Consumer Staples | 5.0 |
Communication Services | 4.7 |
Utilities | 3.0 |
Health Care | 1.8 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
Jardine Cycle & Carriage Ltd. | 2.2% |
Ampol Ltd. | 2.0 |
Keppel Corp., Ltd. | 1.9 |
Kerry Properties Ltd. | 1.9 |
WH Group Ltd. | 1.9 |
Nine Dragons Paper Holdings Ltd. | 1.9 |
LG Corp. | 1.9 |
Sino Land Co., Ltd. | 1.8 |
Woodside Energy Group Ltd. | 1.8 |
Hopson Development Holdings Ltd. | 1.7 |
Total | 19.0% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -26.13% | -23.28% | 0.75% | 6.37% | 3.17% | 3.83% | 85.35% | 41.79% | |
Market Price | -25.32% | -23.35% | 0.76% | 6.34% | 3.21% | 3.85% | 84.91% | 42.40% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Europe Index(1) | -26.37% | -23.29% | 1.37% | N/A | N/A | 7.04% | N/A | N/A | |
Nasdaq DM Europe Index(1) | -21.87% | -19.02% | 1.86% | N/A | N/A | 9.64% | N/A | N/A | |
MSCI Europe Index | -20.79% | -17.61% | 2.16% | 5.44% | 3.46% | 11.29% | 69.81% | 46.37% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Financials | 23.8% |
Materials | 16.3 |
Industrials | 11.2 |
Consumer Discretionary | 10.7 |
Energy | 9.9 |
Utilities | 7.6 |
Real Estate | 6.6 |
Communication Services | 4.7 |
Health Care | 4.2 |
Consumer Staples | 4.0 |
Information Technology | 1.0 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
Repsol S.A. | 1.1% |
Leonardo S.p.A. | 1.0 |
Bank of Ireland Group PLC | 1.0 |
Prosus N.V. | 1.0 |
Shell PLC | 1.0 |
OCI N.V. | 0.9 |
Centrica PLC | 0.9 |
Equinor ASA | 0.9 |
Aker BP ASA | 0.9 |
Saab AB, Class B | 0.9 |
Total | 9.6% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -2.95% | -14.11% | 1.46% | -0.49% | -1.85% | 7.53% | -4.83% | -18.86% | |
Market Price | -2.33% | -13.71% | 1.54% | -0.52% | -1.84% | 7.94% | -5.11% | -18.82% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Latin America Index(1) | -3.09% | -13.42% | 2.79% | N/A | N/A | 14.73% | N/A | N/A | |
Nasdaq Latin America Index(1) | -3.20% | -22.16% | -1.60% | N/A | N/A | -7.74% | N/A | N/A | |
MSCI EM Latin America Index | -0.57% | -16.08% | -0.58% | -2.18% | -3.68% | -2.85% | -19.79% | -34.26% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Materials | 24.7% |
Utilities | 17.2 |
Financials | 16.6 |
Industrials | 10.1 |
Energy | 8.8 |
Consumer Staples | 7.0 |
Communication Services | 6.8 |
Consumer Discretionary | 5.8 |
Health Care | 3.0 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
Sociedad Quimica y Minera de Chile S.A., Class B (Preference Shares) | 4.1% |
Cia Sud Americana de Vapores S.A. | 4.0 |
Empresas Copec S.A. | 3.8 |
Banco do Brasil S.A. | 3.7 |
El Puerto de Liverpool S.A.B. de C.V. | 3.6 |
Cia Paranaense de Energia, Class B (Preference Shares) | 3.4 |
Cia Energetica de Minas Gerais (Preference Shares) | 3.4 |
Petroleo Brasileiro S.A. (Preference Shares) | 3.2 |
Empresas CMPC S.A. | 3.0 |
Hypera S.A. | 3.0 |
Total | 35.2% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -7.07% | -25.22% | 3.09% | -1.80% | -3.65% | 16.45% | -16.61% | -34.08% | |
Market Price | -7.34% | -25.81% | 3.05% | -1.79% | -3.69% | 16.22% | -16.54% | -34.34% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Brazil Index(1) | -6.89% | -23.95% | 5.20% | N/A | N/A | 28.86% | N/A | N/A | |
Nasdaq Brazil Index(1) | -1.52% | -29.98% | -0.11% | N/A | N/A | -0.53% | N/A | N/A | |
MSCI Brazil Index | 2.75% | -23.30% | 0.80% | -2.00% | -4.53% | 4.09% | -18.27% | -40.49% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Utilities | 26.3% |
Materials | 24.3 |
Financials | 14.1 |
Consumer Staples | 14.1 |
Energy | 9.6 |
Industrials | 5.4 |
Consumer Discretionary | 2.8 |
Communication Services | 2.3 |
Health Care | 1.1 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
Cia Paranaense de Energia, Class B (Preference Shares) | 4.1% |
Petroleo Brasileiro S.A. (Preference Shares) | 3.8 |
EDP - Energias do Brasil S.A. | 3.8 |
Cia de Transmissao de Energia Electrica Paulista (Preference Shares) | 3.7 |
Transmissora Alianca de Energia Eletrica S.A. | 3.3 |
JBS S.A. | 3.2 |
Gerdau S.A. (Preference Shares) | 3.2 |
Vale S.A. | 3.1 |
Itausa S.A. (Preference Shares) | 2.9 |
Neoenergia S.A. | 2.9 |
Total | 34.0% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -5.68% | -14.86% | 5.24% | 5.65% | 1.77% | 29.12% | 73.27% | 21.70% | |
Market Price | -4.22% | -13.54% | 5.52% | 5.75% | 1.86% | 30.85% | 74.88% | 22.86% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® China Index(1) | -5.10% | -15.37% | 6.19% | N/A | N/A | 35.05% | N/A | N/A | |
Nasdaq China Index(1) | -9.99% | -31.96% | 0.72% | N/A | N/A | 3.65% | N/A | N/A | |
MSCI China Index | -11.26% | -31.79% | 2.14% | 5.49% | 2.87% | 11.16% | 70.65% | 37.34% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Materials | 15.2% |
Utilities | 15.2 |
Energy | 14.2 |
Industrials | 13.7 |
Information Technology | 10.3 |
Consumer Discretionary | 9.3 |
Financials | 9.0 |
Real Estate | 7.2 |
Health Care | 2.2 |
Consumer Staples | 2.0 |
Communication Services | 1.7 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
China Hongqiao Group Ltd. | 3.9% |
China Overseas Land & Investment Ltd. | 3.9 |
China Power International Development Ltd. | 3.5 |
Dongfeng Motor Group Co., Ltd., Class H | 3.4 |
China State Construction International Holdings Ltd. | 3.3 |
China Coal Energy Co., Ltd., Class H | 3.2 |
Kunlun Energy Co., Ltd. | 3.2 |
PetroChina Co., Ltd., Class H | 3.2 |
Angang Steel Co., Ltd., Class H | 3.1 |
Kingboard Holdings Ltd. | 2.9 |
Total | 33.6% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -16.15% | -17.39% | -2.67% | 2.80% | 1.81% | -12.64% | 31.81% | 22.19% | |
Market Price | -16.00% | -17.30% | -2.72% | 2.82% | 1.82% | -12.90% | 32.00% | 22.36% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Japan Index(1) | -16.21% | -17.35% | -2.09% | N/A | N/A | -10.03% | N/A | N/A | |
Nasdaq Japan Index(1) | -19.41% | -19.75% | 1.23% | N/A | N/A | 6.33% | N/A | N/A | |
MSCI Japan Index | -20.27% | -19.93% | 1.76% | 5.59% | 4.56% | 9.13% | 72.25% | 64.83% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Industrials | 32.2% |
Consumer Discretionary | 15.3 |
Materials | 13.7 |
Financials | 12.4 |
Information Technology | 10.0 |
Energy | 6.0 |
Utilities | 4.7 |
Communication Services | 2.9 |
Health Care | 1.6 |
Consumer Staples | 1.2 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
Inpex Corp. | 2.5% |
Kawasaki Kisen Kaisha Ltd. | 2.0 |
Idemitsu Kosan Co., Ltd. | 1.9 |
Mitsubishi Corp. | 1.9 |
Mitsui & Co., Ltd. | 1.9 |
Marubeni Corp. | 1.9 |
Mitsui OSK Lines Ltd. | 1.8 |
Mitsubishi Heavy Industries Ltd. | 1.8 |
Nippon Yusen KK | 1.8 |
Nippon Steel Corp. | 1.7 |
Total | 19.2% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -20.27% | -20.93% | -0.14% | 4.56% | 1.95% | -0.71% | 56.17% | 24.18% | |
Market Price | -19.74% | -20.42% | -0.08% | 4.59% | 2.01% | -0.38% | 56.64% | 24.99% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Developed Markets Ex-US Index(1) | -20.23% | -20.78% | 0.67% | N/A | N/A | 3.42% | N/A | N/A | |
Nasdaq Developed Markets Ex-US Index(1) | -19.63% | -18.62% | 2.23% | N/A | N/A | 11.65% | N/A | N/A | |
MSCI World ex USA Index | -18.76% | -16.76% | 2.66% | 5.37% | 3.54% | 14.04% | 68.69% | 47.64% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Materials | 21.8% |
Industrials | 17.7 |
Energy | 14.8 |
Financials | 13.5 |
Consumer Discretionary | 9.5 |
Real Estate | 6.9 |
Consumer Staples | 4.3 |
Utilities | 4.2 |
Communication Services | 3.2 |
Information Technology | 3.0 |
Health Care | 1.1 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
Cenovus Energy, Inc. | 0.8% |
Suncor Energy, Inc. | 0.7 |
MEG Energy Corp. | 0.7 |
Crescent Point Energy Corp. | 0.7 |
WH Group Ltd. | 0.7 |
Imperial Oil Ltd. | 0.6 |
Prosus N.V. | 0.6 |
Nine Dragons Paper Holdings Ltd. | 0.6 |
LG Corp. | 0.6 |
ARC Resources Ltd. | 0.6 |
Total | 6.6% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -17.10% | -20.16% | 1.71% | 2.37% | 0.16% | 8.87% | 26.41% | 1.78% | |
Market Price | -15.90% | -19.23% | 1.81% | 2.42% | 0.23% | 9.41% | 27.05% | 2.64% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Emerging Markets Index(1) | -17.89% | -20.58% | 2.66% | N/A | N/A | 14.05% | N/A | N/A | |
Nasdaq Emerging Markets Index(1) | -14.90% | -21.96% | 2.65% | N/A | N/A | 13.97% | N/A | N/A | |
MSCI Emerging Markets Index | -17.63% | -25.28% | 2.18% | 3.06% | 1.10% | 11.38% | 35.23% | 13.03% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Materials | 22.1% |
Industrials | 14.1 |
Energy | 13.0 |
Utilities | 11.2 |
Financials | 10.4 |
Information Technology | 10.1 |
Consumer Discretionary | 7.2 |
Real Estate | 4.3 |
Consumer Staples | 3.6 |
Communication Services | 3.0 |
Health Care | 1.0 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
BYD Electronic International Co., Ltd. | 1.7% |
China Coal Energy Co., Ltd., Class H | 1.5 |
Adaro Energy Indonesia Tbk PT | 1.4 |
Naspers Ltd., Class N | 1.4 |
Dongfeng Motor Group Co., Ltd., Class H | 1.3 |
Cia Sud Americana de Vapores S.A. | 1.2 |
Sasol Ltd. | 1.2 |
Kunlun Energy Co., Ltd. | 1.2 |
Greentown China Holdings Ltd. | 1.2 |
Beijing Enterprises Holdings Ltd. | 1.2 |
Total | 13.3% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (2/14/12) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (2/14/12) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -34.57% | -37.89% | -2.45% | 4.27% | 3.23% | -11.67% | 51.93% | 39.11% | |
Market Price | -34.48% | -37.98% | -2.48% | 4.27% | 3.25% | 11.80% | 51.96% | 39.29% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Germany Index(1) | -34.81% | -38.05% | -2.13% | N/A | N/A | -10.22% | N/A | N/A | |
Nasdaq Germany Index(1) | -28.36% | -31.82% | -3.12% | N/A | N/A | -14.66% | N/A | N/A | |
MSCI Germany Index | -28.68% | -31.16% | -2.70% | 3.97% | 2.97% | -12.78% | 47.62% | 35.42% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Consumer Discretionary | 21.9% |
Materials | 17.8 |
Financials | 13.4 |
Health Care | 11.8 |
Real Estate | 8.9 |
Utilities | 8.3 |
Communication Services | 7.7 |
Industrials | 5.7 |
Information Technology | 4.5 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
Talanx AG | 5.1% |
Bayerische Motoren Werke AG | 5.0 |
Porsche Automobil Holding SE (Preference Shares) | 4.5 |
Aurubis AG | 4.4 |
Hannover Rueck SE | 4.0 |
E.ON SE | 3.9 |
Mercedes-Benz Group AG | 3.9 |
LEG Immobilien SE | 3.9 |
HeidelbergCement AG | 3.7 |
Covestro AG | 3.6 |
Total | 42.0% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (2/14/12) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (2/14/12) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -26.00% | -24.31% | 0.82% | 4.09% | 3.67% | 4.15% | 49.30% | 45.37% | |
Market Price | -26.36% | -24.78% | 0.81% | 4.00% | 3.68% | 4.13% | 48.07% | 45.41% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® United Kingdom Index(1) | -25.89% | -23.68% | 1.90% | N/A | N/A | 9.85% | N/A | N/A | |
Nasdaq United Kingdom Index(1) | -13.44% | -9.73% | 1.67% | N/A | N/A | 8.65% | N/A | N/A | |
MSCI United Kingdom Index | -8.84% | -4.00% | 2.24% | 3.75% | 3.29% | 11.74% | 44.50% | 39.84% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Financials | 22.3% |
Materials | 14.5 |
Consumer Discretionary | 13.3 |
Industrials | 12.2 |
Communication Services | 10.3 |
Consumer Staples | 9.4 |
Utilities | 6.3 |
Energy | 4.1 |
Real Estate | 3.9 |
Information Technology | 2.9 |
Health Care | 0.8 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
Investec PLC | 3.3% |
Centrica PLC | 3.1 |
Rio Tinto PLC | 2.8 |
Anglo American PLC | 2.7 |
BP PLC | 2.6 |
Imperial Brands PLC | 2.5 |
BT Group PLC | 2.4 |
Frasers Group PLC | 2.4 |
Endeavour Mining PLC | 2.3 |
SSE PLC | 2.2 |
Total | 26.3% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (2/14/12) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (2/14/12) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -12.71% | -5.23% | 4.34% | 6.22% | 5.21% | 23.68% | 82.88% | 69.40% | |
Market Price | -12.24% | -4.80% | 4.61% | 6.28% | 5.28% | 25.29% | 83.87% | 70.57% | |
Index Performance | |||||||||
NIFTY 50 Equal Weight Index* | -13.40% | -4.12% | N/A | N/A | N/A | N/A | N/A | N/A | |
NIFTY 50 Index | -13.73% | -4.25% | 7.68% | 9.20% | 7.29% | 44.77% | 141.13% | 107.44% |
* | On April 17, 2018, the Fund’s underlying index changed from the NASDAQ AlphaDEX® Taiwan Index to the Index. On July 14, 2015, the Fund’s underlying index changed from the Defined Taiwan Index to the NASDAQ AlphaDEX® Taiwan Index. Therefore, the Fund’s performance and total returns shown for the periods prior to April 17, 2018, are not necessarily indicative of the performance that the Fund, based on the current index, would have generated. Since the Fund’s new underlying index had an inception date of September 29, 2017, it was not in existence for all the periods disclosed. |
Sector Allocation | % of Total Long-Term Investments |
Financials | 21.8% |
Materials | 16.0 |
Consumer Discretionary | 13.9 |
Health Care | 10.0 |
Consumer Staples | 10.0 |
Information Technology | 9.9 |
Energy | 8.3 |
Utilities | 4.1 |
Industrials | 4.0 |
Communication Services | 2.0 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
Oil & Natural Gas Corp., Ltd. | 2.2% |
Reliance Industries Ltd. | 2.1 |
NTPC Ltd. | 2.1 |
Hindalco Industries Ltd. | 2.1 |
Coal India Ltd. | 2.1 |
Dr. Reddy’s Laboratories Ltd. | 2.1 |
Larsen & Toubro Ltd. | 2.0 |
ITC Ltd. | 2.0 |
State Bank of India | 2.0 |
Mahindra & Mahindra Ltd. | 2.0 |
Total | 20.7% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (2/14/12) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (2/14/12) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -24.23% | -18.10% | 3.69% | 8.63% | 7.72% | 19.88% | 128.91% | 116.18% | |
Market Price | -23.72% | -17.65% | 3.73% | 8.66% | 7.76% | 20.07% | 129.42% | 117.04% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Switzerland Index(1) | -24.77% | -18.34% | 4.07% | N/A | N/A | 22.05% | N/A | N/A | |
Nasdaq Switzerland Index(1) | -20.54% | -13.61% | 5.27% | N/A | N/A | 29.26% | N/A | N/A | |
MSCI Switzerland Index | -19.99% | -12.68% | 5.88% | 8.25% | 7.70% | 33.05% | 121.00% | 115.90% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Financials | 24.0% |
Industrials | 18.0 |
Materials | 14.3 |
Health Care | 13.1 |
Real Estate | 8.9 |
Consumer Staples | 6.1 |
Consumer Discretionary | 5.6 |
Communication Services | 4.3 |
Utilities | 3.6 |
Information Technology | 2.1 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
Clariant AG | 5.1% |
PSP Swiss Property AG | 5.0 |
Holcim AG | 4.7 |
Helvetia Holding AG | 4.4 |
Swisscom AG | 4.3 |
SFS Group AG | 4.1 |
UBS Group AG | 4.0 |
Swiss Prime Site AG | 4.0 |
Cie Financiere Richemont S.A., Class A | 3.9 |
BKW AG | 3.6 |
Total | 43.1% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (2/15/12) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (2/15/12) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -20.05% | -21.36% | 1.27% | 5.41% | 4.12% | 6.50% | 69.31% | 51.98% | |
Market Price | -19.57% | -21.17% | 1.43% | 5.53% | 4.14% | 7.36% | 71.33% | 52.27% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Developed Markets Ex-US Small Cap Index(1) | -20.14% | -21.23% | 2.14% | N/A | N/A | 11.16% | N/A | N/A | |
Nasdaq Developed Markets Ex-US Small Cap Index(1) | -21.55% | -22.70% | 0.59% | N/A | N/A | 2.97% | N/A | N/A | |
MSCI World ex-USA Small Cap Index | -23.87% | -23.02% | 2.16% | 6.70% | 5.66% | 11.29% | 91.20% | 77.01% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Materials | 21.7% |
Energy | 17.5 |
Industrials | 15.7 |
Consumer Discretionary | 12.3 |
Information Technology | 8.2 |
Real Estate | 6.6 |
Financials | 6.1 |
Communication Services | 3.7 |
Consumer Staples | 3.5 |
Health Care | 3.0 |
Utilities | 1.7 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
OCI Co., Ltd. | 0.6% |
Cosmo Energy Holdings Co., Ltd. | 0.6 |
Baytex Energy Corp. | 0.6 |
Toho Titanium Co., Ltd. | 0.6 |
DL Holdings Co., Ltd. | 0.5 |
Whitehaven Coal Ltd. | 0.5 |
BW LPG Ltd. | 0.5 |
Grange Resources Ltd. | 0.5 |
Enerplus Corp. | 0.5 |
Sembcorp Industries Ltd. | 0.5 |
Total | 5.4% |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (2/15/12) to 6/30/22 | 5 Years Ended 6/30/22 | 10 Years Ended 6/30/22 | Inception (2/15/12) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -11.76% | -20.93% | 3.62% | 6.32% | 5.01% | 19.46% | 84.63% | 65.99% | |
Market Price | -11.11% | -20.47% | 3.66% | 6.30% | 5.07% | 19.70% | 84.18% | 66.92% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Emerging Markets Small Cap Index(1) | -11.51% | -20.34% | 5.29% | N/A | N/A | 29.40% | N/A | N/A | |
Nasdaq Emerging Markets Small Cap Index(1) | -15.75% | -18.04% | 3.75% | N/A | N/A | 20.23% | N/A | N/A | |
MSCI Emerging Markets Small Cap Index | -20.03% | -20.72% | 3.48% | 4.31% | 3.14% | 18.65% | 52.48% | 37.80% |
(1) | Performance data is not available for all the periods shown in the table for the index because performance data does not exist for some of the entire periods. |
Sector Allocation | % of Total Long-Term Investments |
Materials | 19.6% |
Industrials | 18.4 |
Information Technology | 11.3 |
Energy | 10.0 |
Consumer Discretionary | 9.8 |
Real Estate | 8.8 |
Utilities | 6.3 |
Consumer Staples | 5.8 |
Financials | 3.7 |
Communication Services | 3.5 |
Health Care | 2.8 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
Inner Mongolia Yitai Coal Co., Ltd., Class B | 1.4% |
Pegasus Hava Tasimaciligi A.S. | 1.3 |
Turk Hava Yollari AO | 1.2 |
Turkiye Sise ve Cam Fabrikalari A.S. | 1.2 |
Aygaz A.S. | 1.2 |
Aksa Akrilik Kimya Sanayii A.S. | 1.1 |
Turkiye Petrol Rafinerileri A.S. | 1.0 |
Semirara Mining & Power Corp. | 1.0 |
Arcelik A.S. | 1.0 |
Indo Tambangraya Megah Tbk PT | 1.0 |
Total | 11.4% |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6 Months Ended 6/30/22 | 1 Year Ended 6/30/22 | 5 Years Ended 6/30/22 | Inception (10/21/14) to 6/30/22 | 5 Years Ended 6/30/22 | Inception (10/21/14) to 6/30/22 | ||
Fund Performance | |||||||
NAV | -24.89% | -23.89% | -0.40% | 3.44% | -2.00% | 29.75% | |
Market Price | -24.21% | -23.86% | -0.51% | 3.48% | -2.54% | 30.08% | |
Index Performance | |||||||
Nasdaq AlphaDEX® Eurozone Index | -25.06% | -23.89% | 0.12% | 3.95% | 0.62% | 34.68% | |
Nasdaq Eurozone Index | -24.84% | -23.86% | 0.27% | 2.74% | 1.38% | 23.08% | |
MSCI EMU Index | -25.23% | -24.02% | 0.48% | 2.57% | 2.40% | 21.53% |
Sector Allocation | % of Total Long-Term Investments |
Financials | 21.2% |
Materials | 14.6 |
Consumer Discretionary | 13.4 |
Industrials | 11.6 |
Energy | 8.8 |
Utilities | 8.6 |
Communication Services | 6.5 |
Real Estate | 5.4 |
Health Care | 4.9 |
Consumer Staples | 3.8 |
Information Technology | 1.2 |
Total | 100.0% |
Top Ten Holdings | % of Total Long-Term Investments |
Prosus N.V. | 1.6% |
Repsol S.A. | 1.5 |
TotalEnergies SE | 1.4 |
Leonardo S.p.A. | 1.4 |
Bank of Ireland Group PLC | 1.3 |
OCI N.V. | 1.2 |
Jeronimo Martins SGPS S.A. | 1.2 |
Bayerische Motoren Werke AG | 1.2 |
Rheinmetall AG | 1.2 |
Tenaris S.A. | 1.1 |
Total | 13.1% |
Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Annualized Expense Ratio Based on the Six-Month Period | Expenses Paid During the Six-Month Period (a) | |
First Trust Asia Pacific ex-Japan AlphaDEX® Fund (FPA) | ||||
Actual | $1,000.00 | $843.30 | 0.80% | $3.66 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Europe AlphaDEX® Fund (FEP) | ||||
Actual | $1,000.00 | $738.70 | 0.80% | $3.45 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Latin America AlphaDEX® Fund (FLN) | ||||
Actual | $1,000.00 | $970.50 | 0.80% | $3.91 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Brazil AlphaDEX® Fund (FBZ) | ||||
Actual | $1,000.00 | $929.30 | 0.80% | $3.83 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust China AlphaDEX® Fund (FCA) | ||||
Actual | $1,000.00 | $943.20 | 0.80% | $3.85 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Annualized Expense Ratio Based on the Six-Month Period | Expenses Paid During the Six-Month Period (a) | |
First Trust Japan AlphaDEX® Fund (FJP) | ||||
Actual | $1,000.00 | $838.50 | 0.80% | $3.65 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Developed Markets ex-US AlphaDEX® Fund (FDT) | ||||
Actual | $1,000.00 | $797.30 | 0.80% | $3.57 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Emerging Markets AlphaDEX® Fund (FEM) | ||||
Actual | $1,000.00 | $829.00 | 0.80% | $3.63 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Germany AlphaDEX® Fund (FGM) | ||||
Actual | $1,000.00 | $654.30 | 0.80% | $3.28 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust United Kingdom AlphaDEX® Fund (FKU) | ||||
Actual | $1,000.00 | $740.00 | 0.80% | $3.45 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust India NIFTY 50 Equal Weight ETF (NFTY) | ||||
Actual | $1,000.00 | $872.90 | 0.80% | $3.72 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Switzerland AlphaDEX® Fund (FSZ) | ||||
Actual | $1,000.00 | $757.70 | 0.80% | $3.49 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund (FDTS) | ||||
Actual | $1,000.00 | $799.50 | 0.80% | $3.57 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Emerging Markets Small Cap AlphaDEX® Fund (FEMS) | ||||
Actual | $1,000.00 | $882.40 | 0.80% | $3.73 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Eurozone AlphaDEX® ETF (FEUZ) | ||||
Actual | $1,000.00 | $751.10 | 0.80% | $3.47 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
(a) | Expenses are equal to the annualized expense ratios as indicated in the table multiplied by the average account value over the period (January 1, 2022 through June 30, 2022), multiplied by 181/365 (to reflect the six-month period). |
Shares | Description | Value | ||
COMMON STOCKS (a) – 95.0% | ||||
Australia – 27.2% | ||||
23,999 | Allkem Ltd. (b) | $170,788 | ||
5,118 | ALS Ltd. | 37,729 | ||
11,191 | Ampol Ltd. | 264,413 | ||
55,755 | Aurizon Holdings Ltd. | 146,243 | ||
5,953 | BHP Group Ltd. | 169,499 | ||
16,438 | BlueScope Steel Ltd. | 180,407 | ||
44,531 | Cleanaway Waste Management Ltd. | 77,459 | ||
8,329 | Computershare Ltd. | 141,658 | ||
9,958 | Fortescue Metals Group Ltd. | 120,493 | ||
38,455 | Harvey Norman Holdings Ltd. | 98,477 | ||
4,878 | IGO Ltd. | 33,468 | ||
72,378 | Incitec Pivot Ltd. | 165,364 | ||
2,530 | JB Hi-Fi Ltd. | 67,164 | ||
19,120 | Lynas Rare Earths Ltd. (b) | 115,215 | ||
2,602 | Mineral Resources Ltd. | 86,694 | ||
25,541 | Northern Star Resources Ltd. | 120,587 | ||
8,599 | Orica Ltd. | 93,602 | ||
44,031 | Origin Energy Ltd. | 174,148 | ||
5,143 | OZ Minerals Ltd. | 63,047 | ||
64,292 | Pilbara Minerals Ltd. (b) | 101,625 | ||
11,927 | QBE Insurance Group Ltd. | 100,026 | ||
2,303 | Rio Tinto Ltd. | 163,257 | ||
12,933 | Seven Group Holdings Ltd. | 148,277 | ||
1,933 | Sonic Healthcare Ltd. | 44,044 | ||
68,305 | South32 Ltd. | 185,761 | ||
78,297 | Tabcorp Holdings Ltd. | 57,557 | ||
10,682 | Woodside Energy Group Ltd. | 234,764 | ||
1,841 | Woolworths Group Ltd. | 45,239 | ||
15,936 | Worley Ltd. | 156,637 | ||
3,563,642 | ||||
Bermuda – 5.6% | ||||
148,907 | Hopson Development Holdings Ltd. | 227,342 | ||
91,000 | Kerry Properties Ltd. | 252,816 | ||
294,735 | Nine Dragons Paper Holdings Ltd. | 249,406 | ||
729,564 | ||||
Cayman Islands – 6.2% | ||||
5,100 | ASMPT Ltd. | 43,319 | ||
15,245 | CK Asset Holdings Ltd. | 107,827 | ||
27,844 | CK Hutchison Holdings Ltd. | 188,245 | ||
114,496 | Shimao Group Holdings Ltd. (c) (d) | 64,494 | ||
325,866 | WH Group Ltd. (e) (f) | 251,663 | ||
63,201 | Xinyi Glass Holdings Ltd. | 151,583 | ||
807,131 | ||||
Hong Kong – 3.3% | ||||
91,000 | PCCW Ltd. | 48,128 | ||
159,105 | Sino Land Co., Ltd. | 234,801 | ||
8,446 | Sun Hung Kai Properties Ltd. | 99,779 |
Shares | Description | Value | ||
Hong Kong (Continued) | ||||
8,500 | Swire Pacific Ltd., Class A | $50,641 | ||
433,349 | ||||
New Zealand – 1.7% | ||||
3,571 | EBOS Group Ltd. | 87,003 | ||
26,924 | Infratil Ltd. | 129,142 | ||
216,145 | ||||
Singapore – 9.4% | ||||
27,300 | City Developments Ltd. | 160,149 | ||
13,900 | Jardine Cycle & Carriage Ltd. | 283,043 | ||
54,300 | Keppel Corp., Ltd. | 253,658 | ||
79,625 | Olam Group Ltd. | 87,116 | ||
16,900 | Singapore Technologies Engineering Ltd. | 49,631 | ||
4,400 | United Overseas Bank Ltd. | 83,135 | ||
44,400 | Wilmar International Ltd. | 129,112 | ||
271,300 | Yangzijiang Shipbuilding Holdings Ltd. | 181,609 | ||
1,227,453 | ||||
South Korea – 41.6% | ||||
338 | CJ CheilJedang Corp. | 98,661 | ||
1,822 | Coway Co., Ltd. | 89,669 | ||
4,465 | DB Insurance Co., Ltd. | 210,801 | ||
3,853 | Hana Financial Group, Inc. | 116,771 | ||
3,473 | Hanwha Solutions Corp. (b) | 101,376 | ||
10,707 | HMM Co., Ltd. (g) | 202,859 | ||
1,303 | Hyundai Engineering & Construction Co., Ltd. | 41,497 | ||
1,297 | Hyundai Glovis Co., Ltd. | 179,306 | ||
871 | Hyundai Mobis Co., Ltd. | 133,494 | ||
692 | Hyundai Motor Co. | 96,200 | ||
7,511 | Hyundai Steel Co. | 185,693 | ||
11,506 | Industrial Bank of Korea | 85,249 | ||
1,594 | Kakao Games Corp. (b) (g) | 60,340 | ||
2,241 | Kangwon Land, Inc. (b) | 43,840 | ||
3,055 | KB Financial Group, Inc. | 113,292 | ||
3,374 | Kia Corp. | 200,870 | ||
5,512 | Korea Electric Power Corp. (b) | 95,730 | ||
533 | Korea Zinc Co., Ltd. | 200,121 | ||
6,994 | KT Corp. | 196,343 | ||
773 | KT&G Corp. | 48,938 | ||
1,106 | L&F Co., Ltd. (b) | 178,882 | ||
117 | LG Chem Ltd. | 46,497 | ||
4,085 | LG Corp. | 245,087 | ||
12,091 | LG Display Co., Ltd. (g) | 135,493 | ||
806 | LG Innotek Co., Ltd. | 212,612 | ||
17,834 | LG Uplus Corp. | 175,126 | ||
1,490 | Lotte Chemical Corp. | 206,562 | ||
4,607 | Meritz Financial Group, Inc. | 91,721 | ||
6,577 | Meritz Fire & Marine Insurance Co., Ltd. | 167,920 | ||
7,292 | Mirae Asset Securities Co., Ltd. | 37,179 | ||
1,065 | POSCO Holdings, Inc. | 189,065 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
South Korea (Continued) | ||||
378 | Samsung Electro-Mechanics Co., Ltd. | $37,992 | ||
2,690 | Samsung Electronics Co., Ltd. | 118,092 | ||
9,530 | Samsung Engineering Co., Ltd. (b) | 158,173 | ||
285 | Samsung Fire & Marine Insurance Co., Ltd. | 44,120 | ||
3,356 | SD Biosensor, Inc. | 100,416 | ||
1,504 | Shinhan Financial Group Co., Ltd. | 42,917 | ||
2,645 | SK Hynix, Inc. | 185,378 | ||
3,291 | SK Telecom Co., Ltd. | 131,802 | ||
258 | SK, Inc. | 42,722 | ||
2,582 | S-Oil Corp. | 206,815 | ||
20,332 | Woori Financial Group, Inc. | 189,477 | ||
5,445,098 | ||||
Total Common Stocks | 12,422,382 | |||
(Cost $14,084,587) | ||||
REAL ESTATE INVESTMENT TRUSTS (a) – 4.9% | ||||
Australia – 4.2% | ||||
4,154 | Charter Hall Group | 31,053 | ||
18,789 | Dexus | 115,166 | ||
52,956 | GPT (The) Group | 154,253 | ||
55,083 | Mirvac Group | 75,092 | ||
48,182 | Stockland | 120,060 | ||
36,771 | Vicinity Centres | 46,574 | ||
542,198 | ||||
Singapore – 0.7% | ||||
62,000 | CapitaLand Integrated Commercial Trust | 96,840 | ||
Total Real Estate Investment Trusts | 639,038 | |||
(Cost $804,046) | ||||
MONEY MARKET FUNDS – 1.0% | ||||
129,411 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 1.39% (h) (i) | 129,411 | ||
(Cost $129,411) |
Principal Value | Description | Value | ||
REPURCHASE AGREEMENTS – 0.9% | ||||
$121,708 | BNP Paribas S.A., 1.44% (h), dated 6/30/22, due 7/1/22, with a maturity value of $121,713. Collateralized by U.S. Treasury Note, interest rate of 1.25%, due 5/31/28. The value of the collateral including accrued interest is $124,398. (i) | $121,708 | ||
(Cost $121,708) | ||||
Total Investments – 101.8% | 13,312,539 | |||
(Cost $15,139,752) | ||||
Net Other Assets and Liabilities – (1.8)% | (229,993) | |||
Net Assets – 100.0% | $13,082,546 |
(a) | Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Fund Performance Overview. |
(b) | Non-income producing security. |
(c) | This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with the provisions of the Investment Company Act of 1940, as amended. At June 30, 2022, securities noted as such are valued at $64,494 or 0.5% of net assets. |
(d) | 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. |
(e) | 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”). |
(f) | 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. |
(g) | All or a portion of this security is on loan (see Note 2F - Securities Lending in the Notes to Financial Statements). The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $239,256 and the total value of the collateral held by the Fund is $251,119. |
(h) | Rate shown reflects yield as of June 30, 2022. |
(i) | This security serves as collateral for securities on loan. |
Security Lending Agency Agreement | |
Total gross amount presented on the Statements of Assets and Liabilities (1) | $239,256 |
Non-cash Collateral (2) | (239,256) |
Net Amount | $— |
(1) | The amount presented on the Statements of Assets and Liabilities, which is included in “Investments, at value,” is not offset and is shown on a gross basis. |
(2) | At June 30, 2022, the value of the collateral received from each borrower exceeded the value of the related securities loaned. This amount is disclosed on the Portfolio of Investments. |
Repurchase Agreements | |
Total gross amount presented on the Statements of Assets and Liabilities (3) | $121,708 |
Non-cash Collateral (4) | (121,708) |
Net Amount | $— |
(3) | The amount is included in “Investments, at value” on the Statements of Assets and Liabilities. |
(4) | At June 30, 2022, the value of the collateral received from each seller exceeded the value of the repurchase agreements. |
Currency Exposure Diversification | % of Total Investments |
South Korean Won | 40.9% |
Australian Dollar | 30.8 |
Hong Kong Dollar | 14.8 |
Singapore Dollar | 10.0 |
United States Dollar | 1.9 |
New Zealand Dollar | 1.6 |
Total | 100.0% |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Cayman Islands | $ 807,131 | $ 742,637 | $ 64,494 | $ — |
Other Country Categories* | 11,615,251 | 11,615,251 | — | — |
Real Estate Investment Trusts* | 639,038 | 639,038 | — | — |
Money Market Funds | 129,411 | 129,411 | — | — |
Repurchase Agreements | 121,708 | — | 121,708 | — |
Total Investments | $ 13,312,539 | $ 13,126,337 | $ 186,202 | $— |
* | See Portfolio of Investments for country breakout. |
Shares | Description | Value | ||
COMMON STOCKS (a) – 96.1% | ||||
Austria – 2.2% | ||||
51,356 | OMV AG | $2,408,917 | ||
129,053 | Raiffeisen Bank International AG | 1,398,393 | ||
11,668 | Verbund AG | 1,141,435 | ||
82,471 | voestalpine AG | 1,752,709 | ||
6,701,454 | ||||
Belgium – 2.6% | ||||
9,878 | Ackermans & van Haaren N.V. | 1,475,110 | ||
3,638 | D’ieteren Group | 532,217 | ||
12,091 | Elia Group S.A./N.V. | 1,713,087 | ||
66,121 | Proximus S.A.D.P. | 974,585 | ||
8,434 | Sofina S.A. | 1,723,490 | ||
12,456 | Solvay S.A. | 1,009,278 | ||
5,135 | UCB S.A. | 433,942 | ||
7,861,709 | ||||
Bermuda – 0.3% | ||||
95,724 | Hiscox Ltd. | 1,098,130 | ||
Denmark – 1.2% | ||||
1,018 | AP Moller - Maersk A.S., Class B | 2,374,480 | ||
5,532 | Novo Nordisk A.S., Class B | 613,562 | ||
11,009 | Topdanmark A.S. | 572,976 | ||
3,561,018 | ||||
Finland – 2.1% | ||||
127,887 | Kojamo Oyj | 2,205,956 | ||
39,357 | Sampo Oyj, Class A | 1,712,458 | ||
93,812 | Stora Enso Oyj, Class R | 1,471,213 | ||
37,563 | UPM-Kymmene Oyj | 1,141,954 | ||
6,531,581 | ||||
France – 12.1% | ||||
3,855 | Air Liquide S.A. | 517,585 | ||
20,491 | Arkema S.A. | 1,823,533 | ||
62,912 | AXA S.A. | 1,428,014 | ||
351,547 | Bollore SE | 1,628,344 | ||
52,836 | Bouygues S.A. | 1,625,648 | ||
5,504 | Capgemini SE | 942,766 | ||
113,429 | Carrefour S.A. (b) | 2,007,085 | ||
20,532 | Cie de Saint-Gobain | 880,993 | ||
51,175 | Credit Agricole S.A. | 468,233 | ||
11,949 | Eiffage S.A. | 1,075,385 | ||
140,043 | Engie S.A. | 1,609,349 | ||
14,896 | Eramet S.A. | 1,547,758 | ||
37,089 | Eurazeo SE | 2,297,064 | ||
14,752 | Ipsen S.A. | 1,392,115 | ||
19,649 | Nexans S.A. | 1,522,717 | ||
52,043 | Orange S.A. | 611,922 | ||
69,999 | Renault S.A. (c) | 1,745,126 | ||
114,686 | Rexel S.A. | 1,763,718 | ||
19,084 | SCOR SE | 409,981 | ||
68,326 | Societe Generale S.A. | 1,495,771 | ||
14,666 | Thales S.A. | 1,798,969 |
Shares | Description | Value | ||
France (Continued) | ||||
48,410 | TotalEnergies SE | $2,555,334 | ||
66,500 | Valeo | 1,284,014 | ||
19,151 | Veolia Environnement S.A. | 467,414 | ||
235,254 | Vivendi SE | 2,390,398 | ||
24,063 | Wendel SE | 2,011,041 | ||
37,300,277 | ||||
Germany – 15.4% | ||||
25,684 | Aurubis AG | 1,743,051 | ||
43,051 | BASF SE | 1,873,413 | ||
26,914 | Bayer AG | 1,599,761 | ||
28,350 | Bayerische Motoren Werke AG | 2,182,451 | ||
321,691 | Commerzbank AG (c) | 2,253,958 | ||
25,556 | Continental AG | 1,780,964 | ||
60,763 | Covestro AG (d) (e) | 2,100,054 | ||
44,160 | Daimler Truck Holding AG (c) | 1,152,772 | ||
3,417 | Deutsche Boerse AG | 571,503 | ||
12,793 | Deutsche Post AG | 479,146 | ||
52,843 | E.ON SE | 443,458 | ||
50,119 | Fresenius SE & Co., KGaA | 1,517,892 | ||
43,136 | HeidelbergCement AG | 2,072,168 | ||
31,751 | HUGO BOSS AG | 1,675,651 | ||
101,471 | K+S AG | 2,465,944 | ||
9,285 | KION Group AG | 385,219 | ||
26,977 | LEG Immobilien SE | 2,236,766 | ||
43,652 | Mercedes-Benz Group AG | 2,526,045 | ||
31,689 | Porsche Automobil Holding SE (Preference Shares) | 2,096,120 | ||
8,700 | Rheinmetall AG | 2,008,511 | ||
70,464 | RWE AG | 2,590,403 | ||
396,502 | Schaeffler AG (Preference Shares) | 2,243,777 | ||
27,841 | Talanx AG | 1,059,671 | ||
225,631 | Telefonica Deutschland Holding AG | 647,873 | ||
143,025 | thyssenkrupp AG (c) | 810,867 | ||
17,865 | United Internet AG | 509,790 | ||
39,734 | VERBIO Vereinigte BioEnergie AG | 1,998,684 | ||
14,191 | Volkswagen AG (Preference Shares) | 1,894,921 | ||
26,335 | Vonovia SE | 811,374 | ||
10,800 | Wacker Chemie AG | 1,557,337 | ||
47,289,544 | ||||
Greece – 0.7% | ||||
1,048,627 | Eurobank Ergasias Services and Holdings S.A. (c) | 926,600 | ||
33,968 | Hellenic Telecommunications Organization S.A. | 589,838 | ||
42,202 | OPAP S.A. | 603,679 | ||
2,120,117 | ||||
Ireland – 1.4% | ||||
278,124 | AIB Group PLC | 633,634 | ||
479,586 | Bank of Ireland Group PLC | 3,031,575 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
Ireland (Continued) | ||||
15,327 | CRH PLC | $530,044 | ||
4,195,253 | ||||
Italy – 3.5% | ||||
716,738 | A2A S.p.A. | 910,340 | ||
107,286 | Assicurazioni Generali S.p.A. | 1,711,752 | ||
207,094 | Banco BPM S.p.A. | 589,438 | ||
22,516 | De’ Longhi S.p.A. | 418,587 | ||
209,527 | Eni S.p.A. | 2,487,332 | ||
308,804 | Leonardo S.p.A. | 3,131,909 | ||
35,989 | Prysmian S.p.A. | 988,501 | ||
71,548 | Terna-Rete Elettrica Nazionale S.p.A. | 561,441 | ||
10,799,300 | ||||
Jersey – 1.6% | ||||
470,770 | Glencore PLC | 2,550,727 | ||
804,736 | Man Group PLC | 2,447,054 | ||
4,997,781 | ||||
Luxembourg – 1.5% | ||||
95,068 | ArcelorMittal S.A. | 2,142,966 | ||
202,503 | Tenaris S.A. | 2,603,854 | ||
4,746,820 | ||||
Netherlands – 4.5% | ||||
232,022 | Aegon N.V. | 1,003,713 | ||
52,768 | ASR Nederland N.V. | 2,132,852 | ||
7,155 | BE Semiconductor Industries N.V. | 343,937 | ||
19,135 | Koninklijke Ahold Delhaize N.V. | 498,506 | ||
177,247 | Koninklijke KPN N.V. | 631,722 | ||
80,360 | Koninklijke Philips N.V. | 1,731,004 | ||
36,442 | NN Group N.V. | 1,655,128 | ||
86,827 | OCI N.V. | 2,864,376 | ||
45,873 | Prosus N.V. | 3,003,577 | ||
13,864,815 | ||||
Norway – 5.3% | ||||
81,969 | Aker BP ASA | 2,846,949 | ||
71,617 | Aker BP ASA, SDR (c) | 2,487,403 | ||
82,307 | Equinor ASA | 2,862,449 | ||
64,111 | Kongsberg Gruppen ASA | 2,297,652 | ||
200,441 | Leroy Seafood Group ASA | 1,423,480 | ||
259,166 | Norsk Hydro ASA | 1,451,374 | ||
7,761 | Salmar ASA | 545,650 | ||
184,141 | Storebrand ASA | 1,310,526 | ||
24,525 | Yara International ASA | 1,024,852 | ||
16,250,335 | ||||
Portugal – 1.5% | ||||
1,811,371 | Banco Espirito Santo S.A. (c) (f) (g) (h) (i) | 0 | ||
193,518 | Galp Energia SGPS S.A. | 2,268,286 |
Shares | Description | Value | ||
Portugal (Continued) | ||||
102,548 | Jeronimo Martins SGPS S.A. | $2,228,828 | ||
4,497,114 | ||||
Spain – 6.3% | ||||
12,841 | Acciona S.A. | 2,361,655 | ||
106,926 | Banco Bilbao Vizcaya Argentaria S.A. (b) | 485,246 | ||
2,988,653 | Banco de Sabadell S.A. | 2,382,168 | ||
179,705 | Banco Santander S.A. | 506,209 | ||
209,274 | Bankinter S.A. | 1,305,325 | ||
362,095 | CaixaBank S.A. | 1,258,660 | ||
28,171 | Endesa S.A. (b) | 531,392 | ||
16,579 | Laboratorios Farmeceuticos Rovi S.A. | 1,014,640 | ||
586,404 | Mapfre S.A. | 1,033,626 | ||
82,045 | Naturgy Energy Group S.A. | 2,361,845 | ||
233,599 | Repsol S.A. | 3,439,441 | ||
507,770 | Telefonica S.A. | 2,587,156 | ||
19,267,363 | ||||
Sweden – 8.1% | ||||
75,461 | Axfood AB | 2,170,940 | ||
63,003 | Boliden AB | 2,003,766 | ||
99,041 | Castellum AB | 1,272,655 | ||
124,229 | Fabege AB | 1,172,857 | ||
223,104 | Fastighets AB Balder, Class B (c) | 1,068,875 | ||
32,859 | Holmen AB, Class B | 1,332,701 | ||
109,446 | Industrivarden AB, Class C | 2,433,976 | ||
140,105 | Investor AB, Class B | 2,303,366 | ||
116,700 | Kinnevik AB, Class B (c) | 1,880,022 | ||
12,021 | L E Lundbergforetagen AB, Class B | 488,725 | ||
33,980 | Nodrnet AB publ | 444,109 | ||
72,332 | Orron Energy AB (b) | 49,425 | ||
67,602 | Saab AB, Class B | 2,792,698 | ||
683,617 | Samhallsbyggnadsbolaget i Norden AB (b) | 1,138,387 | ||
112,567 | SKF AB, Class B (b) | 1,656,085 | ||
457,731 | SSAB AB, Class B | 1,893,612 | ||
153,061 | Telia Co., AB | 586,225 | ||
84,392 | Wallenstam AB | 369,172 | ||
25,057,596 | ||||
Switzerland – 6.1% | ||||
10,363 | Baloise Holding AG | 1,692,339 | ||
9,834 | BKW AG | 1,027,025 | ||
4,834 | Cie Financiere Richemont S.A., Class A | 514,719 | ||
141,803 | Clariant AG (c) | 2,700,444 | ||
7,337 | DKSH Holding AG | 605,620 | ||
18,903 | Helvetia Holding AG | 2,211,769 | ||
25,187 | Holcim AG | 1,077,766 | ||
21,062 | Novartis AG | 1,783,756 | ||
9,380 | PSP Swiss Property AG | 1,043,478 | ||
2,944 | Sonova Holding AG | 937,491 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
Switzerland (Continued) | ||||
2,880 | Swiss Life Holding AG | $1,402,818 | ||
94,306 | UBS Group AG | 1,520,316 | ||
4,994 | Zurich Insurance Group AG | 2,172,009 | ||
18,689,550 | ||||
United Kingdom – 19.7% | ||||
169,526 | 3i Group PLC | 2,287,545 | ||
1,095,326 | abrdn PLC | 2,131,345 | ||
59,253 | Anglo American PLC | 2,118,419 | ||
84,419 | Antofagasta PLC | 1,186,917 | ||
13,940 | AstraZeneca PLC | 1,832,669 | ||
105,394 | Aviva PLC | 514,852 | ||
262,486 | BAE Systems PLC | 2,652,690 | ||
634,890 | Barclays PLC | 1,183,390 | ||
360,469 | Barratt Developments PLC | 2,007,066 | ||
37,761 | Berkeley Group Holdings PLC | 1,711,791 | ||
250,846 | BP PLC | 1,185,693 | ||
516,763 | BT Group PLC | 1,171,931 | ||
31,724 | Bunzl PLC | 1,050,013 | ||
2,939,382 | Centrica PLC (c) | 2,862,488 | ||
64,005 | Computacenter PLC | 1,832,520 | ||
299,474 | Drax Group PLC | 2,344,055 | ||
114,619 | Evraz PLC (f) (h) | 112,862 | ||
128,273 | Fresnillo PLC | 1,197,333 | ||
179,206 | HSBC Holdings PLC | 1,168,398 | ||
172,445 | IG Group Holdings PLC | 1,449,479 | ||
87,695 | Imperial Brands PLC | 1,959,951 | ||
299,151 | Investec PLC | 1,619,768 | ||
1,724,014 | ITV PLC | 1,369,574 | ||
372,593 | J Sainsbury PLC | 925,257 | ||
921,636 | Kingfisher PLC | 2,740,820 | ||
2,000,941 | Lloyds Banking Group PLC | 1,030,564 | ||
11,820 | London Stock Exchange Group PLC | 1,098,129 | ||
638,480 | M&G PLC | 1,512,473 | ||
94,693 | Mondi PLC | 1,677,175 | ||
80,309 | National Grid PLC | 1,028,437 | ||
65,659 | Persimmon PLC | 1,489,034 | ||
30,968 | Rio Tinto PLC | 1,853,390 | ||
715,458 | Royal Mail PLC | 2,348,890 | ||
111,638 | Shell PLC | 2,900,041 | ||
53,848 | SSE PLC | 1,059,275 | ||
65,000 | St. James’s Place PLC | 872,348 | ||
1,440,770 | Taylor Wimpey PLC | 2,045,865 | ||
170,567 | Tesco PLC | 530,498 | ||
377,101 | Vodafone Group PLC | 581,426 | ||
60,644,371 | ||||
Total Common Stocks | 295,474,128 | |||
(Cost $357,333,376) | ||||
REAL ESTATE INVESTMENT TRUSTS (a) – 2.9% | ||||
Belgium – 0.6% | ||||
56,992 | Warehouses De Pauw CVA | 1,791,743 |
Shares | Description | Value | ||
France – 0.7% | ||||
15,444 | Covivio | $856,971 | ||
4,875 | Gecina S.A. | 454,679 | ||
19,094 | ICADE | 931,245 | ||
2,242,895 | ||||
Spain – 0.2% | ||||
67,608 | Inmobiliaria Colonial Socimi S.A. | 432,538 | ||
United Kingdom – 1.4% | ||||
174,944 | Segro PLC | 2,080,187 | ||
973,471 | Tritax Big Box REIT PLC | 2,150,786 | ||
4,230,973 | ||||
Total Real Estate Investment Trusts | 8,698,149 | |||
(Cost $11,017,875) | ||||
MONEY MARKET FUNDS – 1.4% | ||||
4,310,391 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 1.39% (j) (k) | 4,310,391 | ||
(Cost $4,310,391) | ||||
Principal Value | Description | Value | ||
REPURCHASE AGREEMENTS – 1.3% | ||||
$4,053,844 | BNP Paribas S.A., 1.44% (j), dated 6/30/22, due 7/01/22, with a maturity value of $4,054,006. Collateralized by U.S. Treasury Note, interest rate of 1.25%, due 5/31/28. The value of the collateral including accrued interest is $4,143,437. (k) | 4,053,844 | ||
(Cost $4,053,844) | ||||
Total Investments – 101.7% | 312,536,512 | |||
(Cost $376,715,486) | ||||
Net Other Assets and Liabilities – (1.7)% | (5,135,599) | |||
Net Assets – 100.0% | $307,400,913 |
(a) | Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Fund Performance Overview. |
(b) | All or a portion of this security is on loan (see Note 2F - Securities Lending in the Notes to Financial Statements). The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $2,034,499 and the total value of the collateral held by the Fund is $8,364,235. |
(c) | Non-income producing security. |
(d) | 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”). |
(e) | 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. |
(f) | This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with the provisions of the Investment Company Act of 1940, as amended. At June 30, 2022, securities noted as such are valued at $112,862 or 0.0% of net assets. |
(g) | This issuer has filed for protection in bankruptcy court. |
(h) | 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. |
(i) | This security’s value was determined using significant unobservable inputs (see Note 2A – Portfolio Valuation in the Notes to Financial Statements). |
(j) | Rate shown reflects yield as of June 30, 2022. |
(k) | This security serves as collateral for securities on loan. |
SDR | Swedish Depositary Receipt |
Security Lending Agency Agreement | |
Total gross amount presented on the Statements of Assets and Liabilities (1) | $2,034,499 |
Non-cash Collateral (2) | (2,034,499) |
Net Amount | $— |
(1) | The amount presented on the Statements of Assets and Liabilities, which is included in “Investments, at value,” is not offset and is shown on a gross basis. |
(2) | At June 30, 2022, the value of the collateral received from each borrower exceeded the value of the related securities loaned. This amount is disclosed on the Portfolio of Investments. |
Repurchase Agreements | |
Total gross amount presented on the Statements of Assets and Liabilities (3) | $4,053,844 |
Non-cash Collateral (4) | (4,053,844) |
Net Amount | $— |
(3) | The amount is included in “Investments, at value” on the Statements of Assets and Liabilities. |
(4) | At June 30, 2022, the value of the collateral received from each seller exceeded the value of the repurchase agreements. |
Currency Exposure Diversification | % of Total Investments |
Euro | 54.3% |
British Pound Sterling | 22.7 |
Swedish Krona | 8.8 |
Swiss Franc | 6.0 |
Norwegian Krone | 4.4 |
United States Dollar | 2.7 |
Danish Krone | 1.1 |
Total | 100.0% |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Portugal | $ 4,497,114 | $ 4,497,114 | $ — | $ —** |
United Kingdom | 60,644,371 | 60,531,509 | 112,862 | — |
Other Country Categories* | 230,332,643 | 230,332,643 | — | — |
Real Estate Investment Trusts* | 8,698,149 | 8,698,149 | — | — |
Money Market Funds | 4,310,391 | 4,310,391 | — | — |
Repurchase Agreements | 4,053,844 | — | 4,053,844 | — |
Total Investments | $ 312,536,512 | $ 308,369,806 | $ 4,166,706 | $—** |
* | See Portfolio of Investments for country breakout. |
** | Investment is valued at $0. |
Shares | Description | Value | ||
COMMON STOCKS (a) – 98.9% | ||||
Bermuda – 1.7% | ||||
6,040 | Credicorp Ltd. | $724,257 | ||
Brazil – 56.5% | ||||
292,016 | Atacadao S.A. | 930,153 | ||
236,896 | Banco do Brasil S.A. | 1,510,970 | ||
89,157 | Banco Santander Brasil S.A. | 490,807 | ||
111,336 | Braskem S.A., Class A (Preference Shares) | 792,241 | ||
184,933 | Caixa Seguridade Participacoes S.A. | 244,884 | ||
240,010 | CCR S.A. | 574,635 | ||
86,575 | Centrais Eletricas Brasileiras S.A. | 764,269 | ||
103,379 | Cia de Saneamento Basico do Estado de Sao Paulo | 833,005 | ||
248,724 | Cia de Transmissao de Energia Electrica Paulista (Preference Shares) | 1,091,668 | ||
702,590 | Cia Energetica de Minas Gerais (Preference Shares) | 1,393,514 | ||
1,087,339 | Cia Paranaense de Energia, Class B (Preference Shares) | 1,419,050 | ||
315,801 | Cia Siderurgica Nacional S.A. | 931,693 | ||
139,033 | Cosan S.A. | 483,505 | ||
67,367 | Energisa S.A. | 519,401 | ||
241,685 | Equatorial Energia S.A. | 1,054,770 | ||
266,807 | Gerdau S.A. (Preference Shares) | 1,139,427 | ||
169,883 | Hypera S.A. | 1,234,816 | ||
119,655 | Itau Unibanco Holding S.A. (Preference Shares) | 518,316 | ||
611,744 | Itausa S.A. (Preference Shares) | 974,872 | ||
176,639 | JBS S.A. | 1,066,223 | ||
69,050 | Petro Rio S.A. (b) | 290,135 | ||
245,748 | Petroleo Brasileiro S.A. (Preference Shares) | 1,311,514 | ||
29,812 | Suzano S.A. | 283,056 | ||
91,865 | Telefonica Brasil S.A. | 826,064 | ||
476,884 | TIM S.A. | 1,162,721 | ||
68,789 | Vale S.A. | 1,006,312 | ||
210,958 | Vibra Energia S.A. | 673,573 | ||
23,521,594 | ||||
Chile – 16.6% | ||||
3,231,913 | Banco de Chile | 294,082 | ||
9,605 | Banco de Credito e Inversiones S.A. | 281,163 | ||
18,298,776 | Cia Sud Americana de Vapores S.A. | 1,634,955 | ||
747,443 | Empresas CMPC S.A. | 1,242,141 | ||
209,427 | Empresas Copec S.A. | 1,545,056 | ||
108,259 | Falabella S.A. | 253,645 | ||
20,015 | Sociedad Quimica y Minera de Chile S.A., Class B (Preference Shares) | 1,668,553 | ||
6,919,595 |
Shares | Description | Value | ||
Colombia – 1.8% | ||||
96,655 | Bancolombia S.A. (Preference Shares) | $738,061 | ||
Mexico – 22.3% | ||||
51,013 | Arca Continental S.A.B. de C.V. | 336,451 | ||
1,936,214 | Cemex S.A.B. de C.V., Series CPO (b) | 755,826 | ||
340,005 | El Puerto de Liverpool S.A.B. de C.V. | 1,472,152 | ||
83,445 | Fomento Economico Mexicano S.A.B. de C.V., Series UBD | 563,216 | ||
42,772 | Grupo Aeroportuario del Pacifico S.A.B. de C.V., Class B | 597,951 | ||
15,765 | Grupo Aeroportuario del Sureste S.A.B. de C.V., Class B | 310,769 | ||
278,164 | Grupo Carso S.A.B. de C.V., Series A1 | 1,029,274 | ||
46,135 | Grupo Financiero Banorte S.A.B. de CV, Class O | 257,867 | ||
496,715 | Grupo Financiero Inbursa S.A.B. de C.V., Class O (b) | 794,862 | ||
231,911 | Grupo Mexico S.A.B. de C.V., Series B | 966,531 | ||
295,099 | Grupo Televisa S.A.B., Series CPO | 483,528 | ||
82,367 | Industrias Penoles S.A.B. de C.V. | 763,931 | ||
272,488 | Operadora De Sites Mexicanos S.A.B de C.V. | 315,178 | ||
262,785 | Orbia Advance Corp. S.A.B. de C.V. | 616,795 | ||
9,264,331 | ||||
Total Investments – 98.9% | 41,167,838 | |||
(Cost $48,463,853) | ||||
Net Other Assets and Liabilities – 1.1% | 442,117 | |||
Net Assets – 100.0% | $41,609,955 |
(a) | Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Fund Performance Overview. |
(b) | Non-income producing security. |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 41,167,838 | $ 41,167,838 | $ — | $ — |
* | See Portfolio of Investments for country breakout. |
Shares | Description | Value | ||
COMMON STOCKS – 98.1% | ||||
Aerospace & Defense – 1.8% | ||||
43,914 | Embraer S.A. (a) | $95,993 | ||
Banks – 9.3% | ||||
24,965 | Banco Bradesco S.A. (Preference Shares) | 82,049 | ||
22,668 | Banco do Brasil S.A. | 144,581 | ||
14,542 | Banco Santander Brasil S.A. | 80,053 | ||
10,405 | Itau Unibanco Holding S.A. (Preference Shares) | 45,072 | ||
97,644 | Itausa S.A. (Preference Shares) | 155,605 | ||
507,360 | ||||
Beverages – 1.3% | ||||
28,274 | Ambev S.A. | 72,394 | ||
Capital Markets – 0.8% | ||||
19,568 | B3 S.A. - Brasil Bolsa Balcao | 40,980 | ||
Chemicals – 2.5% | ||||
18,913 | Braskem S.A., Class A (Preference Shares) | 134,581 | ||
Containers & Packaging – 2.4% | ||||
33,981 | Klabin S.A. | 131,159 | ||
Electric Utilities – 23.4% | ||||
44,835 | Cia de Transmissao de Energia Electrica Paulista (Preference Shares) | 196,784 | ||
64,848 | Cia Energetica de Minas Gerais (Preference Shares) | 128,619 | ||
169,247 | Cia Paranaense de Energia, Class B (Preference Shares) | 220,879 | ||
52,051 | EDP - Energias do Brasil S.A. | 203,989 | ||
14,739 | Energisa S.A. | 113,638 | ||
19,283 | Equatorial Energia S.A. | 84,156 | ||
53,825 | Neoenergia S.A. | 153,449 | ||
23,975 | Transmissora Alianca de Energia Eletrica S.A. | 176,922 | ||
1,278,436 | ||||
Electrical Equipment – 0.6% | ||||
6,610 | WEG S.A. | 33,407 | ||
Food & Staples Retailing – 3.9% | ||||
28,589 | Atacadao S.A. | 91,064 | ||
36,151 | Grupo Mateus S.A. (a) | 23,348 | ||
26,912 | Raia Drogasil S.A. | 98,732 | ||
213,144 | ||||
Food Products – 8.2% | ||||
19,360 | BRF S.A. (a) | 50,273 | ||
28,721 | JBS S.A. | 173,365 | ||
39,509 | Marfrig Global Foods S.A. | 91,422 |
Shares | Description | Value | ||
Food Products (Continued) | ||||
18,989 | Sao Martinho S.A. | $131,820 | ||
446,880 | ||||
Insurance – 3.8% | ||||
21,011 | BB Seguridade Participacoes S.A. | 104,223 | ||
10,420 | Porto Seguro S.A. | 35,361 | ||
15,860 | Sul America S.A. | 66,974 | ||
206,558 | ||||
Metals & Mining – 15.0% | ||||
43,615 | Cia Siderurgica Nacional S.A. | 128,675 | ||
129,371 | CSN Mineracao S.A. | 95,419 | ||
39,983 | Gerdau S.A. (Preference Shares) | 170,752 | ||
76,622 | Metalurgica Gerdau S.A. (Preference Shares) | 139,820 | ||
71,896 | Usinas Siderurgicas de Minas Gerais S.A., Class A (Preference Shares) | 118,832 | ||
11,185 | Vale S.A. | 163,625 | ||
817,123 | ||||
Oil, Gas & Consumable Fuels – 9.4% | ||||
30,151 | Cosan S.A. | 104,854 | ||
31,639 | Petro Rio S.A. (a) | 132,941 | ||
38,311 | Petroleo Brasileiro S.A. (Preference Shares) | 204,459 | ||
29,985 | Ultrapar Participacoes S.A. | 70,530 | ||
512,784 | ||||
Paper & Forest Products – 4.0% | ||||
43,715 | Dexco S.A. | 82,444 | ||
14,506 | Suzano S.A. | 137,730 | ||
220,174 | ||||
Personal Products – 0.4% | ||||
8,572 | Natura & Co. Holding S.A. | 21,981 | ||
Pharmaceuticals – 1.0% | ||||
7,711 | Hypera S.A. | 56,048 | ||
Road & Rail – 2.1% | ||||
4,113 | Localiza Rent a Car S.A. | 41,189 | ||
24,548 | Rumo S.A. | 74,909 | ||
116,098 | ||||
Specialty Retail – 2.4% | ||||
40,746 | Vibra Energia S.A. | 130,099 | ||
Textiles, Apparel & Luxury Goods – 0.4% | ||||
5,888 | Alpargatas S.A. (Preference Shares) | 21,534 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Transportation Infrastructure – 0.8% | ||||
18,808 | CCR S.A. | $45,030 | ||
Water Utilities – 2.4% | ||||
16,276 | Cia de Saneamento Basico do Estado de Sao Paulo | 131,149 | ||
Wireless Telecommunication Services – 2.2% | ||||
49,732 | TIM S.A. | 121,255 | ||
Total Investments – 98.1% | 5,354,167 | |||
(Cost $5,172,124) | ||||
Net Other Assets and Liabilities – 1.9% | 104,810 | |||
Net Assets – 100.0% | $5,458,977 |
(a) | Non-income producing security. |
Country Allocation† | % of Net Assets |
Brazil | 98.1% |
Total Investments | 98.1 |
Net Other Assets and Liabilities | 1.9 |
Total | 100.0% |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 5,354,167 | $ 5,354,167 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
Shares | Description | Value | ||
COMMON STOCKS – 97.6% | ||||
Automobiles – 7.3% | ||||
5,772 | BYD Co., Ltd., Class H | $230,974 | ||
387,880 | Dongfeng Motor Group Co., Ltd., Class H | 294,613 | ||
66,000 | Yadea Group Holdings Ltd. (a) (b) | 129,194 | ||
654,781 | ||||
Banks – 1.5% | ||||
178,800 | Bank of China Ltd., Class H | 71,321 | ||
93,000 | China Construction Bank Corp., Class H | 62,460 | ||
133,781 | ||||
Capital Markets – 3.9% | ||||
74,000 | CITIC Securities Co., Ltd., Class H | 165,412 | ||
101,600 | GF Securities Co., Ltd., Class H | 134,400 | ||
41,600 | Guotai Junan Securities Co., Ltd., Class H (a) (b) | 51,796 | ||
351,608 | ||||
Chemicals – 1.1% | ||||
562,000 | Sinopec Shanghai Petrochemical Co., Ltd., Class H | 95,973 | ||
Commercial Services & Supplies – 2.6% | ||||
402,000 | China Everbright Environment Group Ltd. | 237,200 | ||
Construction & Engineering – 6.6% | ||||
37,517 | China Conch Venture Holdings Ltd. | 81,758 | ||
366,000 | China Railway Group Ltd., Class H | 226,220 | ||
260,000 | China State Construction International Holdings Ltd. | 287,608 | ||
595,586 | ||||
Construction Materials – 6.9% | ||||
51,856 | Anhui Conch Cement Co., Ltd., Class H | 224,691 | ||
158,000 | China National Building Material Co., Ltd., Class H | 168,736 | ||
341,822 | China Resources Cement Holdings Ltd. | 229,572 | ||
622,999 | ||||
Diversified Telecommunication Services – 1.7% | ||||
1,171,403 | China Tower Corp., Ltd., Class H (a) (b) | 150,777 |
Shares | Description | Value | ||
Electrical Equipment – 1.5% | ||||
115,000 | Dongfang Electric Corp., Ltd., Class H | $137,763 | ||
Electronic Equipment, Instruments & Components – 3.3% | ||||
66,450 | Kingboard Holdings Ltd. | 251,512 | ||
38,000 | Kingboard Laminates Holdings Ltd. | 46,878 | ||
298,390 | ||||
Food Products – 2.0% | ||||
32,000 | Tingyi Cayman Islands Holding Corp. | 54,810 | ||
141,000 | Want Want China Holdings Ltd. | 122,549 | ||
177,359 | ||||
Gas Utilities – 3.1% | ||||
343,400 | Kunlun Energy Co., Ltd. | 281,396 | ||
Health Care Providers & Services – 1.6% | ||||
59,200 | Sinopharm Group Co., Ltd., Class H | 143,496 | ||
Independent Power & Renewable Electricity Producers – 11.7% | ||||
479,000 | China Power International Development Ltd. | 303,999 | ||
97,187 | China Resources Power Holdings Co., Ltd. | 200,646 | ||
1,144,000 | Datang International Power Generation Co., Ltd., Class H | 189,529 | ||
445,022 | Huadian Power International Corp., Ltd., Class H | 162,202 | ||
386,000 | Huaneng Power International, Inc., Class H | 192,341 | ||
1,048,717 | ||||
Insurance – 3.4% | ||||
47,000 | China Taiping Insurance Holdings Co., Ltd. | 57,980 | ||
236,068 | PICC Property & Casualty Co., Ltd., Class H | 245,491 | ||
303,471 | ||||
Life Sciences Tools & Services – 0.6% | ||||
13,800 | Genscript Biotech Corp. (c) | 50,034 | ||
Marine – 2.6% | ||||
166,490 | COSCO SHIPPING Holdings Co., Ltd., Class H | 232,544 | ||
Metals & Mining – 6.8% | ||||
724,200 | Angang Steel Co., Ltd., Class H | 270,417 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Metals & Mining (Continued) | ||||
305,765 | China Hongqiao Group Ltd. | $345,636 | ||
616,053 | ||||
Oil, Gas & Consumable Fuels – 13.9% | ||||
335,836 | China Coal Energy Co., Ltd., Class H | 284,614 | ||
553,600 | China Petroleum & Chemical Corp., Class H | 249,045 | ||
82,753 | China Shenhua Energy Co., Ltd., Class H | 237,287 | ||
580,000 | PetroChina Co., Ltd., Class H | 276,444 | ||
64,534 | Yankuang Energy Group Co., Ltd., Class H | 202,316 | ||
1,249,706 | ||||
Real Estate Management & Development – 7.0% | ||||
109,272 | China Overseas Land & Investment Ltd. | 345,357 | ||
30,200 | China Resources Land Ltd. | 140,863 | ||
73,000 | Country Garden Holdings Co., Ltd. | 45,213 | ||
171,300 | Sunac China Holdings Ltd. (d) (e) | 99,984 | ||
631,417 | ||||
Semiconductors & Semiconductor Equipment – 1.9% | ||||
25,000 | Flat Glass Group Co., Ltd., Class H (c) | 87,934 | ||
20,000 | Shanghai Fudan Microelectronics Group Co., Ltd., Class H (c) | 79,650 | ||
167,584 | ||||
Software – 2.5% | ||||
53,400 | Shanghai Baosight Software Co., Ltd., Class B | 225,241 | ||
Specialty Retail – 1.8% | ||||
12,600 | China Meidong Auto Holdings Ltd. | 39,662 | ||
16,750 | Zhongsheng Group Holdings Ltd. | 118,152 | ||
157,814 |
Shares | Description | Value | ||
Technology Hardware, Storage & Peripherals – 2.3% | ||||
224,000 | Lenovo Group Ltd. | $209,247 | ||
Total Investments – 97.6% | 8,772,937 | |||
(Cost $9,576,333) | ||||
Net Other Assets and Liabilities – 2.4% | 213,538 | |||
Net Assets – 100.0% | $8,986,475 |
(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. |
(c) | Non-income producing security. |
(d) | This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with the provisions of the Investment Company Act of 1940, as amended. At June 30, 2022, securities noted as such are valued at $99,984 or 1.1% 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. |
Country Allocation† | % of Net Assets |
China | 56.7% |
Cayman Islands | 22.7 |
Hong Kong | 15.1 |
Bermuda | 3.1 |
Total Investments | 97.6 |
Net Other Assets and Liabilities | 2.4 |
Total | 100.0% |
Currency Exposure Diversification | % of Total Investments |
Hong Kong Dollar | 97.4% |
United States Dollar | 2.6 |
Total | 100.0% |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Real Estate Management & Development | $ 631,417 | $ 531,433 | $ 99,984 | $ — |
Other industry categories* | 8,141,520 | 8,141,520 | — | — |
Total Investments | $ 8,772,937 | $ 8,672,953 | $ 99,984 | $— |
* | See Portfolio of Investments for industry breakout. |
Shares | Description | Value | ||
COMMON STOCKS – 99.7% | ||||
Auto Components – 3.9% | ||||
12,900 | Aisin Corp. | $399,322 | ||
7,400 | Denso Corp. | 393,125 | ||
37,700 | Sumitomo Electric Industries Ltd. | 416,512 | ||
1,208,959 | ||||
Automobiles – 8.1% | ||||
17,500 | Honda Motor Co., Ltd. | 424,731 | ||
29,600 | Isuzu Motors Ltd. | 327,459 | ||
64,000 | Mazda Motor Corp. | 523,585 | ||
50,900 | Nissan Motor Co., Ltd. | 198,153 | ||
6,900 | Subaru Corp. | 122,637 | ||
3,200 | Suzuki Motor Corp. | 100,566 | ||
20,100 | Toyota Motor Corp. | 311,100 | ||
25,600 | Yamaha Motor Co., Ltd. (a) | 469,056 | ||
2,477,287 | ||||
Banks – 2.1% | ||||
40,200 | Japan Post Bank Co., Ltd. | 312,581 | ||
22,600 | Mitsubishi UFJ Financial Group, Inc. | 121,495 | ||
19,300 | Mizuho Financial Group, Inc. | 219,486 | ||
653,562 | ||||
Building Products – 1.5% | ||||
10,300 | AGC, Inc. (a) | 362,109 | ||
500 | Daikin Industries Ltd. | 80,152 | ||
442,261 | ||||
Capital Markets – 1.4% | ||||
22,500 | SBI Holdings, Inc. | 440,282 | ||
Chemicals – 6.9% | ||||
26,100 | Asahi Kasei Corp. | 199,289 | ||
3,200 | JSR Corp. | 83,019 | ||
16,600 | Mitsubishi Chemical Holdings Corp. | 90,170 | ||
22,800 | Mitsui Chemicals, Inc. | 485,643 | ||
1,600 | Nitto Denko Corp. | 103,538 | ||
78,300 | Sumitomo Chemical Co., Ltd. | 306,436 | ||
62,200 | Toray Industries, Inc. | 348,958 | ||
41,400 | Tosoh Corp. | 514,144 | ||
2,131,197 | ||||
Commercial Services & Supplies – 2.5% | ||||
14,700 | Dai Nippon Printing Co., Ltd. | 317,012 | ||
26,200 | Toppan, Inc. | 437,761 | ||
754,773 | ||||
Construction & Engineering – 1.6% | ||||
32,000 | Kajima Corp. | 367,217 | ||
4,100 | Taisei Corp. | 127,672 | ||
494,889 |
Shares | Description | Value | ||
Consumer Finance – 1.3% | ||||
170,900 | Acom Co., Ltd. | $399,287 | ||
Diversified Financial Services – 2.4% | ||||
74,600 | Mitsubishi HC Capital, Inc. | 344,189 | ||
24,100 | ORIX Corp. | 404,272 | ||
748,461 | ||||
Diversified Telecommunication Services – 0.4% | ||||
4,500 | Nippon Telegraph & Telephone Corp. | 129,216 | ||
Electric Utilities – 2.4% | ||||
34,900 | Chubu Electric Power Co., Inc. | 351,366 | ||
39,500 | Kansai Electric Power (The) Co., Inc. | 391,274 | ||
742,640 | ||||
Electrical Equipment – 1.9% | ||||
9,000 | Fuji Electric Co., Ltd. | 372,789 | ||
19,400 | Mitsubishi Electric Corp. | 207,469 | ||
580,258 | ||||
Electronic Equipment, Instruments & Components – 2.0% | ||||
700 | Hirose Electric Co., Ltd. | 92,917 | ||
6,200 | Ibiden Co., Ltd. | 174,786 | ||
400 | Keyence Corp. | 136,734 | ||
1,300 | Omron Corp. | 66,025 | ||
4,300 | Taiyo Yuden Co., Ltd. | 146,101 | ||
616,563 | ||||
Food & Staples Retailing – 0.5% | ||||
6,300 | Kobe Bussan Co., Ltd. | 154,389 | ||
Food Products – 0.3% | ||||
4,100 | Ajinomoto Co., Inc. | 99,720 | ||
Gas Utilities – 2.3% | ||||
22,300 | Osaka Gas Co., Ltd. | 426,671 | ||
13,700 | Tokyo Gas Co., Ltd. | 283,431 | ||
710,102 | ||||
Health Care Equipment & Supplies – 0.2% | ||||
900 | Sysmex Corp. | 54,167 | ||
Household Durables – 3.3% | ||||
21,100 | Iida Group Holdings Co., Ltd. | 324,866 | ||
7,100 | Open House Group Co., Ltd. | 282,577 | ||
11,100 | Panasonic Corp. | 89,705 | ||
3,900 | Sony Group Corp. | 318,916 | ||
1,016,064 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Industrial Conglomerates – 1.1% | ||||
2,200 | Hitachi Ltd. | $104,390 | ||
6,000 | Toshiba Corp. | 243,882 | ||
348,272 | ||||
Insurance – 5.0% | ||||
24,300 | Dai-ichi Life Holdings, Inc. | 449,536 | ||
31,500 | Japan Post Holdings Co., Ltd. | 224,990 | ||
15,200 | Japan Post Insurance Co., Ltd. | 243,213 | ||
5,800 | Sompo Holdings, Inc. | 255,759 | ||
9,600 | T&D Holdings, Inc. | 114,906 | ||
4,400 | Tokio Marine Holdings, Inc. | 256,288 | ||
1,544,692 | ||||
IT Services – 3.1% | ||||
7,900 | NEC Corp. | 306,847 | ||
22,900 | NTT Data Corp. | 316,630 | ||
12,300 | TIS, Inc. | 322,277 | ||
945,754 | ||||
Machinery – 6.6% | ||||
11,000 | Ebara Corp. | 411,851 | ||
11,000 | Kubota Corp. | 164,335 | ||
17,200 | MINEBEA MITSUMI, Inc. | 292,836 | ||
3,000 | MISUMI Group, Inc. | 63,237 | ||
16,000 | Mitsubishi Heavy Industries Ltd. | 559,552 | ||
29,000 | NGK Insulators Ltd. | 390,714 | ||
300 | SMC Corp. | 133,704 | ||
2,016,229 | ||||
Marine – 5.6% | ||||
10,200 | Kawasaki Kisen Kaisha Ltd. | 620,209 | ||
24,700 | Mitsui OSK Lines Ltd. | 565,253 | ||
8,000 | Nippon Yusen KK | 546,580 | ||
1,732,042 | ||||
Metals & Mining – 5.3% | ||||
6,600 | Hitachi Metals Ltd. (b) | 99,866 | ||
48,100 | JFE Holdings, Inc. | 506,950 | ||
37,600 | Nippon Steel Corp. | 526,256 | ||
16,200 | Sumitomo Metal Mining Co., Ltd. | 507,444 | ||
1,640,516 | ||||
Oil, Gas & Consumable Fuels – 6.0% | ||||
131,500 | ENEOS Holdings, Inc. | 497,874 | ||
24,000 | Idemitsu Kosan Co., Ltd. | 578,420 | ||
70,600 | Inpex Corp. | 764,903 | ||
1,841,197 | ||||
Paper & Forest Products – 1.4% | ||||
101,400 | Oji Holdings Corp. | 439,440 |
Shares | Description | Value | ||
Pharmaceuticals – 1.4% | ||||
21,300 | Sumitomo Pharma Co., Ltd. | $171,273 | ||
9,000 | Takeda Pharmaceutical Co., Ltd. | 253,258 | ||
424,531 | ||||
Professional Services – 1.8% | ||||
21,100 | Persol Holdings Co., Ltd. | 383,495 | ||
6,100 | Recruit Holdings Co., Ltd. | 179,610 | ||
563,105 | ||||
Road & Rail – 0.7% | ||||
4,100 | NIPPON EXPRESS HOLDINGS, Inc. | 222,708 | ||
Semiconductors & Semiconductor Equipment – 3.5% | ||||
2,600 | Advantest Corp. | 139,122 | ||
4,600 | SCREEN Holdings Co., Ltd. | 310,893 | ||
12,900 | Shinko Electric Industries Co., Ltd. | 332,768 | ||
900 | Tokyo Electron Ltd. | 293,853 | ||
1,076,636 | ||||
Technology Hardware, Storage & Peripherals – 1.4% | ||||
15,100 | Canon, Inc. (a) | 343,334 | ||
6,900 | Seiko Epson Corp. | 97,641 | ||
440,975 | ||||
Tobacco – 0.4% | ||||
6,100 | Japan Tobacco, Inc. (a) | 105,473 | ||
Trading Companies & Distributors – 8.9% | ||||
12,000 | ITOCHU Corp. | 324,322 | ||
63,100 | Marubeni Corp. | 569,240 | ||
19,300 | Mitsubishi Corp. | 574,249 | ||
25,900 | Mitsui & Co., Ltd. | 571,621 | ||
25,000 | Sumitomo Corp. | 342,165 | ||
10,600 | Toyota Tsusho Corp. | 346,094 | ||
2,727,691 | ||||
Wireless Telecommunication Services – 2.5% | ||||
8,400 | KDDI Corp. | 265,534 | ||
13,000 | SoftBank Group Corp. | 501,584 | ||
767,118 | ||||
Total Common Stocks | 30,690,456 | |||
(Cost $36,941,077) | ||||
MONEY MARKET FUNDS – 1.9% | ||||
575,080 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 1.39% (c) (d) | 575,080 | ||
(Cost $575,080) |
Principal Value | Description | Value | ||
REPURCHASE AGREEMENTS – 1.8% | ||||
$540,852 | BNP Paribas S.A., 1.44% (c), dated 6/30/22, due 7/1/22, with a maturity value of $540,874. Collateralized by U.S. Treasury Note, interest rate of 1.25%, due 5/31/28. The value of the collateral including accrued interest is $552,805. (d) | $540,852 | ||
(Cost $540,852) | ||||
Total Investments – 103.4% | 31,806,388 | |||
(Cost $38,057,009) | ||||
Net Other Assets and Liabilities – (3.4)% | (1,035,035) | |||
Net Assets – 100.0% | $30,771,353 |
(a) | All or a portion of this security is on loan (see Note 2F - Securities Lending in the Notes to Financial Statements). The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $1,071,356 and the total value of the collateral held by the Fund is $1,115,932. |
(b) | Non-income producing security. |
(c) | Rate shown reflects yield as of June 30, 2022. |
(d) | This security serves as collateral for securities on loan. |
Security Lending Agency Agreement | |
Total gross amount presented on the Statements of Assets and Liabilities (1) | $1,071,356 |
Non-cash Collateral (2) | (1,071,356) |
Net Amount | $— |
(1) | The amount presented on the Statements of Assets and Liabilities, which is included in “Investments, at value,” is not offset and is shown on a gross basis. |
(2) | At June 30, 2022, the value of the collateral received from each borrower exceeded the value of the related securities loaned. This amount is disclosed on the Portfolio of Investments. |
Repurchase Agreements | |
Total gross amount presented on the Statements of Assets and Liabilities (3) | $540,852 |
Non-cash Collateral (4) | (540,852) |
Net Amount | $— |
(3) | The amount is included in “Investments, at value” on the Statements of Assets and Liabilities. |
(4) | At June 30, 2022, the value of the collateral received from each seller exceeded the value of the repurchase agreements. |
Country Allocation† | % of Net Assets |
Japan | 99.7% |
United States | 3.7 |
Total Investments | 103.4 |
Net Other Assets and Liabilities | (3.4) |
Total | 100.0% |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 30,690,456 | $ 30,690,456 | $ — | $ — |
Money Market Funds | 575,080 | 575,080 | — | — |
Repurchase Agreements | 540,852 | — | 540,852 | — |
Total Investments | $ 31,806,388 | $ 31,265,536 | $ 540,852 | $— |
* | See Portfolio of Investments for industry breakout. |
Shares | Description | Value | ||
COMMON STOCKS (a) – 95.9% | ||||
Australia – 4.9% | ||||
122,535 | Allkem Ltd. (b) | $872,018 | ||
91,420 | Ampol Ltd. | 2,160,004 | ||
379,562 | Aurizon Holdings Ltd. | 995,572 | ||
45,591 | BHP Group Ltd. | 1,298,104 | ||
167,855 | BlueScope Steel Ltd. | 1,842,204 | ||
101,688 | Fortescue Metals Group Ltd. | 1,230,433 | ||
392,684 | Harvey Norman Holdings Ltd. | 1,005,596 | ||
369,543 | Incitec Pivot Ltd. | 844,305 | ||
65,081 | Lynas Rare Earths Ltd. (b) | 392,170 | ||
13,287 | Mineral Resources Ltd. | 442,701 | ||
260,813 | Northern Star Resources Ltd. | 1,231,379 | ||
224,810 | Origin Energy Ltd. | 889,153 | ||
218,842 | Pilbara Minerals Ltd. (b) | 345,918 | ||
11,760 | Rio Tinto Ltd. | 833,651 | ||
132,067 | Seven Group Holdings Ltd. | 1,514,155 | ||
418,498 | South32 Ltd. | 1,138,141 | ||
87,262 | Woodside Energy Group Ltd. | 1,917,806 | ||
54,242 | Worley Ltd. | 533,153 | ||
19,486,463 | ||||
Austria – 0.8% | ||||
21,787 | OMV AG | 1,021,946 | ||
72,995 | Raiffeisen Bank International AG | 790,960 | ||
69,970 | voestalpine AG | 1,487,032 | ||
3,299,938 | ||||
Belgium – 0.7% | ||||
6,840 | Elia Group S.A./N.V. | 969,111 | ||
7,157 | Sofina S.A. | 1,462,535 | ||
5,285 | Solvay S.A. | 428,230 | ||
2,859,876 | ||||
Bermuda – 1.6% | ||||
1,216,267 | Hopson Development Holdings Ltd. (c) | 1,856,920 | ||
743,852 | Kerry Properties Ltd. | 2,066,572 | ||
3,010,709 | Nine Dragons Paper Holdings Ltd. | 2,547,676 | ||
6,471,168 | ||||
Canada – 14.9% | ||||
46,652 | Alimentation Couche-Tard, Inc. | 1,819,761 | ||
93,837 | AltaGas Ltd. | 1,979,967 | ||
196,193 | ARC Resources Ltd. | 2,473,751 | ||
12,871 | Aritzia, Inc. (b) | 348,473 | ||
343,302 | B2Gold Corp. | 1,162,831 | ||
42,425 | Canadian Natural Resources Ltd. | 2,279,783 | ||
157,593 | Cenovus Energy, Inc. | 2,998,332 | ||
362,500 | Crescent Point Energy Corp. | 2,576,814 | ||
9,266 | Dollarama, Inc. | 533,558 | ||
29,629 | Empire Co., Ltd., Class A | 912,671 | ||
22,828 | Enbridge, Inc. | 964,054 | ||
3,852 | Fairfax Financial Holdings, Ltd. | 2,041,213 | ||
69,805 | Finning International, Inc. | 1,469,094 | ||
75,883 | First Quantum Minerals Ltd. | 1,439,608 |
Shares | Description | Value | ||
Canada (Continued) | ||||
8,533 | George Weston Ltd. | $996,820 | ||
54,287 | Imperial Oil Ltd. | 2,559,148 | ||
3,555 | Intact Financial Corp. | 501,434 | ||
41,456 | Keyera Corp. (c) | 946,866 | ||
17,564 | Loblaw Cos., Ltd. | 1,584,062 | ||
155,530 | Lundin Mining Corp. | 985,958 | ||
192,399 | MEG Energy Corp. (b) | 2,663,572 | ||
48,178 | Methanex Corp. | 1,840,361 | ||
9,129 | Metro, Inc. | 489,996 | ||
25,414 | Nutrien Ltd. | 2,023,919 | ||
39,200 | Onex Corp. | 1,952,082 | ||
35,534 | Parkland Corp. | 965,094 | ||
41,955 | Pembina Pipeline Corp. (c) | 1,483,027 | ||
96,668 | SSR Mining, Inc. | 1,614,638 | ||
80,694 | Suncor Energy, Inc. | 2,831,060 | ||
65,060 | Teck Resources Ltd., Class B | 1,989,405 | ||
4,935 | TFI International, Inc. | 396,157 | ||
46,635 | Tourmaline Oil Corp. | 2,424,861 | ||
87,488 | Turquoise Hill Resources Ltd. (b) | 2,343,526 | ||
31,931 | West Fraser Timber Co., Ltd. | 2,450,144 | ||
317,626 | Whitecap Resources, Inc. (c) | 2,206,010 | ||
188,210 | Yamana Gold, Inc. | 875,837 | ||
59,123,887 | ||||
Cayman Islands – 1.5% | ||||
214,529 | CK Hutchison Holdings Ltd. | 1,450,370 | ||
826,967 | Shimao Group Holdings Ltd. (d) (e) | 465,820 | ||
3,328,114 | WH Group Ltd. (f) (g) | 2,570,267 | ||
650,409 | Xinyi Glass Holdings Ltd. | 1,559,960 | ||
6,046,417 | ||||
Denmark – 0.5% | ||||
862 | AP Moller - Maersk A.S., Class B | 2,010,611 | ||
Finland – 0.6% | ||||
86,804 | Kojamo Oyj | 1,497,305 | ||
53,060 | Stora Enso Oyj, Class R | 832,117 | ||
2,329,422 | ||||
France – 4.1% | ||||
17,383 | Arkema S.A. | 1,546,947 | ||
17,793 | AXA S.A. | 403,876 | ||
99,418 | Bollore SE | 460,498 | ||
14,944 | Bouygues S.A. | 459,794 | ||
72,177 | Carrefour S.A. (c) | 1,277,146 | ||
39,606 | Engie S.A. | 455,145 | ||
9,479 | Eramet S.A. | 984,908 | ||
31,467 | Eurazeo SE | 1,948,872 | ||
4,172 | Ipsen S.A. | 393,703 | ||
5,556 | Nexans S.A. | 430,567 | ||
39,591 | Renault S.A. (b) | 987,033 | ||
72,977 | Rexel S.A. | 1,122,289 | ||
19,324 | Societe Generale S.A. | 423,035 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
France (Continued) | ||||
4,148 | Thales S.A. | $508,804 | ||
30,805 | TotalEnergies SE | 1,626,049 | ||
199,593 | Vivendi SE | 2,028,049 | ||
15,313 | Wendel SE | 1,279,769 | ||
16,336,484 | ||||
Germany – 6.9% | ||||
21,792 | Aurubis AG | 1,478,919 | ||
27,393 | BASF SE | 1,192,037 | ||
15,221 | Bayer AG | 904,732 | ||
24,052 | Bayerische Motoren Werke AG | 1,851,581 | ||
136,461 | Commerzbank AG (b) | 956,127 | ||
14,455 | Continental AG | 1,007,350 | ||
41,241 | Covestro AG (f) (g) | 1,425,346 | ||
18,732 | Daimler Truck Holding AG (b) | 488,988 | ||
14,174 | Fresenius SE & Co., KGaA | 429,270 | ||
36,594 | HeidelbergCement AG | 1,757,904 | ||
8,979 | HUGO BOSS AG | 473,865 | ||
86,089 | K+S AG | 2,092,132 | ||
22,887 | LEG Immobilien SE | 1,897,648 | ||
29,629 | Mercedes-Benz Group AG | 1,714,565 | ||
26,884 | Porsche Automobil Holding SE (Preference Shares) | 1,778,285 | ||
7,380 | Rheinmetall AG | 1,703,772 | ||
47,826 | RWE AG | 1,758,184 | ||
252,297 | Schaeffler AG (Preference Shares) (c) | 1,427,731 | ||
26,970 | VERBIO Vereinigte BioEnergie AG | 1,356,634 | ||
6,020 | Volkswagen AG (Preference Shares) | 803,849 | ||
6,110 | Wacker Chemie AG | 881,049 | ||
27,379,968 | ||||
Hong Kong – 0.6% | ||||
1,622,146 | Sino Land Co., Ltd. | 2,393,899 | ||
Ireland – 0.5% | ||||
325,507 | Bank of Ireland Group PLC | 2,057,606 | ||
Israel – 1.8% | ||||
48,586 | Bank Leumi Le-Israel BM | 431,897 | ||
305,630 | Bezeq The Israeli Telecommunication Corp., Ltd. | 474,245 | ||
7,192 | Elbit Systems Ltd. | 1,641,438 | ||
175,591 | ICL Group Ltd. | 1,593,060 | ||
4,508 | Israel Corp., Ltd. (b) | 1,981,071 | ||
26,810 | Mizrahi Tefahot Bank Ltd. | 886,516 | ||
7,008,227 | ||||
Italy – 1.2% | ||||
68,265 | Assicurazioni Generali S.p.A. | 1,089,171 | ||
142,211 | Eni S.p.A. | 1,688,212 | ||
209,595 | Leonardo S.p.A. | 2,125,725 | ||
4,903,108 |
Shares | Description | Value | ||
Japan – 21.8% | ||||
38,900 | AGC, Inc. (c) | $1,367,578 | ||
45,800 | Aisin Corp. | 1,417,748 | ||
120,100 | Asahi Kasei Corp. | 917,037 | ||
21,200 | Canon, Inc. (c) | 482,031 | ||
76,800 | Dai-ichi Life Holdings, Inc. | 1,420,755 | ||
38,000 | Dentsu, Inc. (c) | 1,141,288 | ||
28,100 | Ebara Corp. | 1,052,093 | ||
557,300 | ENEOS Holdings, Inc. | 2,110,002 | ||
10,500 | Fuji Electric Co., Ltd. | 434,920 | ||
10,500 | Hitachi Ltd. | 498,224 | ||
37,900 | Hitachi Transport System Ltd. | 2,391,097 | ||
36,560 | Honda Motor Co., Ltd. | 887,324 | ||
75,800 | Idemitsu Kosan Co., Ltd. | 1,826,843 | ||
120,600 | Iida Group Holdings Co., Ltd. | 1,856,820 | ||
221,500 | Inpex Corp. (c) | 2,399,801 | ||
120,500 | Isuzu Motors Ltd. | 1,333,067 | ||
61,700 | ITOCHU Corp. | 1,667,555 | ||
59,900 | Japan Post Insurance Co., Ltd. | 958,453 | ||
148,200 | JFE Holdings, Inc. | 1,561,955 | ||
85,600 | Kajima Corp. | 982,305 | ||
55,400 | Kansai Electric Power (The) Co., Inc. | 548,774 | ||
39,600 | Kawasaki Kisen Kaisha Ltd. | 2,407,871 | ||
223,600 | Marubeni Corp. | 2,017,146 | ||
140,300 | Mazda Motor Corp. | 1,147,796 | ||
156,100 | Mitsubishi Chemical Holdings Corp. | 847,919 | ||
69,300 | Mitsubishi Corp. | 2,061,941 | ||
45,400 | Mitsubishi Electric Corp. | 485,520 | ||
223,800 | Mitsubishi HC Capital, Inc. | 1,032,568 | ||
47,700 | Mitsubishi Heavy Industries Ltd. | 1,668,164 | ||
385,600 | Mitsubishi Motors Corp. (b) | 1,304,469 | ||
96,000 | Mitsui & Co., Ltd. | 2,118,750 | ||
82,600 | Mitsui Chemicals, Inc. | 1,759,390 | ||
15,400 | Mitsui High-Tec, Inc. | 955,690 | ||
93,500 | Mitsui OSK Lines Ltd. | 2,139,722 | ||
16,100 | MS&AD Insurance Group Holdings, Inc. | 493,395 | ||
12,500 | NEC Corp. | 485,517 | ||
109,400 | NGK Insulators Ltd. | 1,473,933 | ||
48,600 | Nikon Corp. | 562,009 | ||
147,100 | Nippon Steel Corp. | 2,058,836 | ||
18,000 | Nippon Telegraph & Telephone Corp. | 516,863 | ||
29,700 | Nippon Yusen KK | 2,029,179 | ||
116,500 | Nissan Motor Co., Ltd. | 453,533 | ||
315,500 | Oji Holdings Corp. | 1,367,291 | ||
26,300 | ORIX Corp. | 441,176 | ||
30,600 | Osaka Gas Co., Ltd. | 585,478 | ||
61,900 | SBI Holdings, Inc. | 1,211,265 | ||
10,500 | SCREEN Holdings Co., Ltd. | 709,648 | ||
30,300 | Sega Sammy Holdings, Inc. | 486,390 | ||
69,300 | Seiko Epson Corp. | 980,660 | ||
44,100 | Seven & i Holdings Co., Ltd. | 1,711,930 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
Japan (Continued) | ||||
32,700 | Shinko Electric Industries Co., Ltd. | $843,529 | ||
28,600 | Shinsei Bank Ltd. | 431,066 | ||
46,000 | SoftBank Group Corp. | 1,774,838 | ||
158,000 | Sojitz Corp. | 2,237,014 | ||
35,500 | Sompo Holdings, Inc. | 1,565,422 | ||
340,500 | Sumitomo Chemical Co., Ltd. | 1,332,588 | ||
120,400 | Sumitomo Corp. | 1,647,868 | ||
87,200 | Sumitomo Electric Industries Ltd. | 963,390 | ||
41,200 | Sumitomo Metal Mining Co., Ltd. | 1,290,537 | ||
76,600 | T&D Holdings, Inc. | 916,851 | ||
17,900 | Tokio Marine Holdings, Inc. | 1,042,628 | ||
316,800 | Tokyo Electric Power Co., Holdings, Inc. (b) | 1,323,892 | ||
117,800 | Toppan, Inc. | 1,968,253 | ||
199,800 | Toray Industries, Inc. | 1,120,930 | ||
176,080 | Tosoh Corp. | 2,186,725 | ||
57,300 | Toyota Motor Corp. | 886,866 | ||
12,700 | Toyota Tsusho Corp. | 414,659 | ||
92,800 | Yamaha Motor Co., Ltd. (c) | 1,700,330 | ||
86,417,105 | ||||
Jersey – 0.8% | ||||
399,410 | Glencore PLC | 2,164,084 | ||
341,373 | Man Group PLC | 1,038,052 | ||
3,202,136 | ||||
Luxembourg – 0.9% | ||||
80,656 | ArcelorMittal S.A. | 1,818,099 | ||
137,443 | Tenaris S.A. | 1,767,290 | ||
3,585,389 | ||||
Netherlands – 2.0% | ||||
22,383 | ASR Nederland N.V. | 904,708 | ||
51,134 | Koninklijke Philips N.V. | 1,101,458 | ||
20,614 | NN Group N.V. | 936,250 | ||
73,666 | OCI N.V. | 2,430,202 | ||
38,919 | Prosus N.V. | 2,548,257 | ||
7,920,875 | ||||
New Zealand – 0.3% | ||||
274,933 | Infratil Ltd. | 1,318,728 | ||
Norway – 2.2% | ||||
55,637 | Aker BP ASA | 1,932,386 | ||
34,357 | Aker BP ASA, SDR (b) | 1,193,288 | ||
69,830 | Equinor ASA | 2,428,527 | ||
40,795 | Kongsberg Gruppen ASA | 1,462,038 | ||
56,685 | Leroy Seafood Group ASA | 402,562 | ||
164,908 | Norsk Hydro ASA | 923,513 | ||
52,075 | Storebrand ASA | 370,616 | ||
8,712,930 |
Shares | Description | Value | ||
Portugal – 0.7% | ||||
81,454 | Banco Espirito Santo S.A. (b) (d) (e) (h) (i) | $0 | ||
123,138 | Galp Energia SGPS S.A. | 1,443,340 | ||
65,250 | Jeronimo Martins SGPS S.A. | 1,418,175 | ||
2,861,515 | ||||
Singapore – 1.8% | ||||
113,800 | Jardine Cycle & Carriage Ltd. | 2,317,283 | ||
443,600 | Keppel Corp., Ltd. | 2,072,241 | ||
302,200 | Wilmar International Ltd. | 878,779 | ||
2,770,500 | Yangzijiang Shipbuilding Holdings Ltd. | 1,854,578 | ||
7,122,881 | ||||
South Korea – 10.5% | ||||
1,724 | CJ CheilJedang Corp. | 503,232 | ||
18,611 | Coway Co., Ltd. | 915,929 | ||
27,358 | DB Insurance Co., Ltd. | 1,291,625 | ||
13,116 | Hana Financial Group, Inc. | 397,500 | ||
17,731 | Hanwha Solutions Corp. (b) | 517,564 | ||
87,470 | HMM Co., Ltd. | 1,657,241 | ||
9,935 | Hyundai Glovis Co., Ltd. | 1,373,485 | ||
8,894 | Hyundai Mobis Co., Ltd. | 1,363,144 | ||
7,063 | Hyundai Motor Co. | 981,879 | ||
61,365 | Hyundai Steel Co. | 1,517,111 | ||
58,749 | Industrial Bank of Korea | 435,278 | ||
10,398 | KB Financial Group, Inc. | 385,600 | ||
34,457 | Kia Corp. | 2,051,391 | ||
4,358 | Korea Zinc Co., Ltd. | 1,636,264 | ||
71,421 | KT Corp. | 2,005,003 | ||
7,899 | KT&G Corp. | 500,075 | ||
5,646 | L&F Co., Ltd. (b) | 913,170 | ||
1,197 | LG Chem Ltd. | 475,702 | ||
41,717 | LG Corp. | 2,502,891 | ||
92,604 | LG Display Co., Ltd. (c) | 1,037,730 | ||
8,235 | LG Innotek Co., Ltd. | 2,172,279 | ||
136,593 | LG Uplus Corp. | 1,341,313 | ||
15,213 | Lotte Chemical Corp. | 2,109,011 | ||
31,362 | Meritz Financial Group, Inc. (c) | 624,390 | ||
67,169 | Meritz Fire & Marine Insurance Co., Ltd. | 1,714,920 | ||
74,467 | Mirae Asset Securities Co., Ltd. | 379,676 | ||
10,878 | POSCO Holdings, Inc. | 1,931,130 | ||
18,317 | Samsung Electronics Co., Ltd. | 804,120 | ||
72,989 | Samsung Engineering Co., Ltd. (b) | 1,211,424 | ||
34,272 | SD Biosensor, Inc. | 1,025,468 | ||
21,608 | SK Hynix, Inc. | 1,514,424 | ||
33,610 | SK Telecom Co., Ltd. | 1,346,057 | ||
2,635 | SK, Inc. | 436,325 | ||
13,183 | S-Oil Corp. | 1,055,940 | ||
166,105 | Woori Financial Group, Inc. | 1,547,959 | ||
41,676,250 | ||||
Spain – 2.0% | ||||
8,172 | Acciona S.A. | 1,502,955 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
Spain (Continued) | ||||
1,901,709 | Banco de Sabadell S.A. | $1,515,797 | ||
34,805 | Naturgy Energy Group S.A. | 1,001,938 | ||
158,550 | Repsol S.A. | 2,334,442 | ||
323,098 | Telefonica S.A. | 1,646,227 | ||
8,001,359 | ||||
Sweden – 4.1% | ||||
48,017 | Axfood AB | 1,381,403 | ||
42,760 | Boliden AB | 1,359,952 | ||
63,021 | Castellum AB (c) | 809,806 | ||
35,133 | Fabege AB | 331,694 | ||
94,645 | Fastighets AB Balder, Class B (b) | 453,437 | ||
18,583 | Holmen AB, Class B | 753,693 | ||
92,856 | Industrivarden AB, Class C | 2,065,030 | ||
118,868 | Investor AB, Class B | 1,954,224 | ||
99,009 | Kinnevik AB, Class B (b) | 1,595,023 | ||
36,822 | Orron Energy AB (c) | 25,160 | ||
57,354 | Saab AB, Class B | 2,369,344 | ||
579,990 | Samhallsbyggnadsbolaget i Norden AB (c) | 965,823 | ||
31,835 | SKF AB, Class B | 468,356 | ||
388,344 | SSAB AB, Class B | 1,606,561 | ||
16,139,506 | ||||
Switzerland – 1.6% | ||||
5,862 | Baloise Holding AG | 957,299 | ||
60,155 | Clariant AG (b) | 1,145,569 | ||
12,028 | Helvetia Holding AG | 1,407,351 | ||
10,685 | Holcim AG | 457,217 | ||
815 | Swiss Life Holding AG | 396,978 | ||
26,671 | UBS Group AG | 429,966 | ||
3,178 | Zurich Insurance Group AG | 1,382,188 | ||
6,176,568 | ||||
United Kingdom – 6.6% | ||||
143,828 | 3i Group PLC | 1,940,782 | ||
929,290 | abrdn PLC | 1,808,263 | ||
50,274 | Anglo American PLC | 1,797,401 | ||
23,873 | Antofagasta PLC | 335,650 | ||
3,943 | AstraZeneca PLC | 518,380 | ||
111,349 | BAE Systems PLC | 1,125,296 | ||
229,370 | Barratt Developments PLC | 1,277,116 | ||
10,679 | Berkeley Group Holdings PLC | 484,103 | ||
2,493,807 | Centrica PLC (b) | 2,428,569 | ||
27,153 | Computacenter PLC | 777,415 | ||
254,077 | Drax Group PLC | 1,988,721 | ||
97,536 | IG Group Holdings PLC | 819,834 | ||
24,801 | Imperial Brands PLC | 554,293 | ||
84,601 | Investec PLC | 458,076 | ||
625,542 | Kingfisher PLC | 1,860,277 | ||
361,129 | M&G PLC | 855,466 | ||
18,567 | Persimmon PLC | 421,068 | ||
19,704 | Rio Tinto PLC | 1,179,256 | ||
607,005 | Royal Mail PLC | 1,992,833 |
Shares | Description | Value | ||
United Kingdom (Continued) | ||||
94,714 | Shell PLC | $2,460,403 | ||
611,184 | Taylor Wimpey PLC | 867,869 | ||
25,951,071 | ||||
Total Common Stocks | 380,793,387 | |||
(Cost $425,654,063) | ||||
REAL ESTATE INVESTMENT TRUSTS (a) – 3.7% | ||||
Australia – 1.3% | ||||
191,861 | Dexus | 1,175,997 | ||
540,761 | GPT (The) Group | 1,575,158 | ||
562,482 | Mirvac Group | 766,800 | ||
656,009 | Stockland | 1,634,645 | ||
5,152,600 | ||||
Belgium – 0.2% | ||||
24,176 | Warehouses De Pauw CVA | 760,057 | ||
Canada – 1.3% | ||||
48,974 | Canadian Apartment Properties REIT (c) | 1,705,263 | ||
34,075 | Granite Real Estate Investment Trust | 2,089,979 | ||
60,023 | SmartCentres Real Estate Investment Trust (c) | 1,281,877 | ||
5,077,119 | ||||
United Kingdom – 0.9% | ||||
148,423 | Segro PLC | 1,764,836 | ||
825,908 | Tritax Big Box REIT PLC | 1,824,761 | ||
3,589,597 | ||||
Total Real Estate Investment Trusts | 14,579,373 | |||
(Cost $17,415,819) | ||||
MONEY MARKET FUNDS – 2.2% | ||||
8,652,044 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 1.39% (j) (k) | 8,652,044 | ||
(Cost $8,652,044) |
Principal Value | Description | Value | ||
REPURCHASE AGREEMENTS – 2.0% | ||||
$8,137,089 | BNP Paribas S.A., 1.44% (j), dated 6/30/22, due 7/01/22, with a maturity value of $8,137,415. Collateralized by U.S. Treasury Note, interest rate of 1.25%, due 5/31/28. The value of the collateral including accrued interest is $8,316,926. (k) | $8,137,089 | ||
(Cost $8,137,089) | ||||
Total Investments – 103.8% | 412,161,893 | |||
(Cost $459,859,015) | ||||
Net Other Assets and Liabilities – (3.8)% | (15,093,478) | |||
Net Assets – 100.0% | $397,068,415 |
(a) | Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Fund Performance Overview. |
(b) | Non-income producing security. |
(c) | All or a portion of this security is on loan (see Note 2F - Securities Lending in the Notes to Financial Statements). The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $14,628,668 and the total value of the collateral held by the Fund is $16,789,133. |
(d) | This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with the provisions of the Investment Company Act of 1940, as amended. At June 30, 2022, securities noted as such are valued at $465,820 or 0.1% 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 may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended (the “1933 Act”). |
(g) | This security is exempt from registration upon resale under Rule 144A of the 1933 Act and may be resold in transactions exempt from registration, normally to qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities. |
(h) | This issuer has filed for protection in bankruptcy court. |
(i) | This security’s value was determined using significant unobservable inputs (see Note 2A – Portfolio Valuation in the Notes to Financial Statements). |
(j) | Rate shown reflects yield as of June 30, 2022. |
(k) | This security serves as collateral for securities on loan. |
SDR | Swedish Depositary Receipt |
Security Lending Agency Agreement | |
Total gross amount presented on the Statements of Assets and Liabilities (1) | $14,628,668 |
Non-cash Collateral (2) | (14,628,668) |
Net Amount | $— |
(1) | The amount presented on the Statements of Assets and Liabilities, which is included in “Investments, at value,” is not offset and is shown on a gross basis. |
(2) | At June 30, 2022, the value of the collateral received from each borrower exceeded the value of the related securities loaned. This amount is disclosed on the Portfolio of Investments. |
Repurchase Agreements | |
Total gross amount presented on the Statements of Assets and Liabilities (3) | $8,137,089 |
Non-cash Collateral (4) | (8,137,089) |
Net Amount | $— |
(3) | The amount is included in “Investments, at value” on the Statements of Assets and Liabilities. |
(4) | At June 30, 2022, the value of the collateral received from each seller exceeded the value of the repurchase agreements. |
Currency Exposure Diversification | % of Total Investments |
Japanese Yen | 21.0% |
Euro | 20.0 |
Canadian Dollar | 15.6 |
South Korean Won | 10.1 |
British Pound Sterling | 7.9 |
Australian Dollar | 6.0 |
Swedish Krona | 4.2 |
United States Dollar | 4.1 |
Hong Kong Dollar | 3.6 |
Norwegian Krone | 1.8 |
Singapore Dollar | 1.7 |
Israeli Shekel | 1.7 |
Swiss Franc | 1.5 |
Danish Krone | 0.5 |
New Zealand Dollar | 0.3 |
Total | 100.0% |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Cayman Islands | $ 6,046,417 | $ 5,580,597 | $ 465,820 | $ — |
Portugal | 2,861,515 | 2,861,515 | — | —** |
Other Country Categories* | 371,885,455 | 371,885,455 | — | — |
Real Estate Investment Trusts* | 14,579,373 | 14,579,373 | — | — |
Money Market Funds | 8,652,044 | 8,652,044 | — | — |
Repurchase Agreements | 8,137,089 | — | 8,137,089 | — |
Total Investments | $ 412,161,893 | $ 403,558,984 | $ 8,602,909 | $—** |
* | See Portfolio of Investments for country breakout. |
** | Investment is valued at $0. |
Shares | Description | Value | ||
COMMON STOCKS (a) – 98.1% | ||||
Bermuda – 2.3% | ||||
2,008,270 | China Gas Holdings Ltd. | $3,101,931 | ||
4,993 | Credicorp Ltd. | 598,711 | ||
4,918,980 | Kunlun Energy Co., Ltd. | 4,030,820 | ||
7,731,462 | ||||
Brazil – 9.9% | ||||
362,165 | Atacadao S.A. | 1,153,597 | ||
470,085 | Banco do Brasil S.A. | 2,998,297 | ||
85,474 | Cia de Saneamento Basico do Estado de Sao Paulo | 688,731 | ||
308,471 | Cia de Transmissao de Energia Electrica Paulista (Preference Shares) | 1,353,902 | ||
1,045,637 | Cia Energetica de Minas Gerais (Preference Shares) | 2,073,912 | ||
2,697,080 | Cia Paranaense de Energia, Class B (Preference Shares) | 3,519,869 | ||
626,659 | Cia Siderurgica Nacional S.A. | 1,848,802 | ||
167,096 | Energisa S.A. | 1,288,313 | ||
299,742 | Equatorial Energia S.A. | 1,308,144 | ||
661,795 | Gerdau S.A. (Preference Shares) | 2,826,265 | ||
210,694 | Hypera S.A. | 1,531,456 | ||
758,695 | Itausa S.A. (Preference Shares) | 1,209,053 | ||
328,605 | JBS S.A. | 1,983,516 | ||
609,564 | Petroleo Brasileiro S.A. (Preference Shares) | 3,253,136 | ||
151,908 | Telefonica Brasil S.A. | 1,365,980 | ||
591,441 | TIM S.A. | 1,442,029 | ||
127,970 | Vale S.A. | 1,872,070 | ||
348,844 | Vibra Energia S.A. | 1,113,832 | ||
32,830,904 | ||||
Cayman Islands – 7.4% | ||||
1,467,195 | China Conch Venture Holdings Ltd. | 3,197,359 | ||
2,570,259 | China Hongqiao Group Ltd. | 2,905,413 | ||
4,116,756 | China Resources Cement Holdings Ltd. | 2,764,860 | ||
184,945 | China Resources Land Ltd. | 862,643 | ||
2,564,705 | China State Construction International Holdings Ltd. | 2,837,034 | ||
1,516,560 | CIFI Holdings Group Co., Ltd. | 761,488 | ||
1,114,529 | Country Garden Holdings Co., Ltd. | 690,296 | ||
1,877,226 | Greentown China Holdings Ltd. | 3,889,954 | ||
330,526 | Haitian International Holdings Ltd. | 844,554 | ||
882,159 | Kingboard Holdings Ltd. | 3,338,956 | ||
1,042,094 | Kingboard Laminates Holdings Ltd. | 1,285,552 | ||
1,757,614 | Sunac China Holdings Ltd. (b) | 1,025,880 | ||
24,403,989 |
Shares | Description | Value | ||
Chile – 3.2% | ||||
45,374,639 | Cia Sud Americana de Vapores S.A. | $4,054,124 | ||
415,579 | Empresas Copec S.A. | 3,065,951 | ||
39,719 | Sociedad Quimica y Minera de Chile S.A., Class B (Preference Shares) | 3,311,179 | ||
10,431,254 | ||||
China – 15.6% | ||||
9,309,253 | Angang Steel Co., Ltd., Class H | 3,476,081 | ||
833,770 | Anhui Conch Cement Co., Ltd., Class H | 3,612,706 | ||
2,133,210 | Bank of China Ltd., Class H | 850,913 | ||
5,292,356 | BBMG Corp., Class H | 768,885 | ||
5,015,774 | China Cinda Asset Management Co., Ltd., Class H | 786,232 | ||
5,705,213 | China Coal Energy Co., Ltd., Class H | 4,835,049 | ||
1,140,755 | China Construction Bank Corp., Class H | 766,144 | ||
2,069,265 | China National Building Material Co., Ltd., Class H | 2,209,874 | ||
5,130,807 | China Petroleum & Chemical Corp., Class H | 2,308,170 | ||
3,061,663 | China Railway Group Ltd., Class H | 1,892,372 | ||
1,338,559 | China Shenhua Energy Co., Ltd., Class H | 3,838,199 | ||
15,274,277 | China Tower Corp., Ltd., Class H (c) (d) | 1,966,027 | ||
983,917 | COSCO SHIPPING Holdings Co., Ltd., Class H | 1,374,284 | ||
5,704,847 | Dongfeng Motor Group Co., Ltd., Class H | 4,333,090 | ||
1,027,888 | Guangzhou Automobile Group Co., Ltd., Class H | 994,249 | ||
1,647,311 | Inner Mongolia ERDOS Resources Co., Ltd., Class B | 2,895,973 | ||
819,692 | Jiangsu Expressway Co., Ltd., Class H | 825,249 | ||
8,534,168 | Maanshan Iron & Steel Co., Ltd., Class H (e) | 2,588,484 | ||
1,675,760 | PICC Property & Casualty Co., Ltd., Class H | 1,742,647 | ||
751,682 | Sinopharm Group Co., Ltd., Class H | 1,822,015 | ||
1,155,521 | Yankuang Energy Group Co., Ltd., Class H | 3,622,600 | ||
2,228,338 | Zijin Mining Group Co., Ltd., Class H | 2,729,052 | ||
2,693,639 | Zoomlion Heavy Industry Science and Technology Co., Ltd., Class H | 1,438,338 | ||
51,676,633 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
Colombia – 0.2% | ||||
79,915 | Bancolombia S.A. (Preference Shares) | $610,234 | ||
Czech Republic – 0.6% | ||||
40,689 | CEZ A.S. | 1,832,108 | ||
Hong Kong – 6.0% | ||||
1,081,998 | Beijing Enterprises Holdings Ltd. | 3,847,141 | ||
1,701,670 | BYD Electronic International Co., Ltd. (e) | 5,367,326 | ||
1,419,657 | China Merchants Port Holdings Co., Ltd. | 2,413,496 | ||
1,146,601 | China Overseas Land & Investment Ltd. | 3,623,860 | ||
1,575,669 | Fosun International Ltd. | 1,455,829 | ||
2,240,122 | Sinotruk Hong Kong Ltd. | 3,140,305 | ||
19,847,957 | ||||
Hungary – 1.1% | ||||
483,357 | MOL Hungarian Oil & Gas PLC | 3,728,018 | ||
India – 9.8% | ||||
129,104 | Adani Enterprises Ltd. | 3,581,676 | ||
351,312 | Adani Power Ltd. (f) | 1,169,298 | ||
1,748,062 | Bank of Baroda | 2,155,956 | ||
542,879 | Bharat Petroleum Corp., Ltd. | 2,120,028 | ||
1,253,349 | GAIL India Ltd. | 2,145,719 | ||
570,921 | Hindalco Industries Ltd. | 2,448,224 | ||
545,308 | Indian Hotels Co., Ltd. | 1,554,669 | ||
28,841 | Info Edge India Ltd. | 1,372,725 | ||
355,029 | JSW Steel Ltd. | 2,537,768 | ||
1,979,540 | Steel Authority of India Ltd. | 1,718,288 | ||
22,068 | Tata Elxsi Ltd. | 2,283,171 | ||
299,840 | Tata Motors Ltd. (f) | 1,563,508 | ||
1,089,929 | Tata Power (The) Co., Ltd. | 2,790,638 | ||
248,730 | Tata Steel Ltd. | 2,730,841 | ||
806,098 | Vedanta Ltd. | 2,276,233 | ||
32,448,742 | ||||
Indonesia – 3.8% | ||||
22,908,413 | Adaro Energy Indonesia Tbk PT | 4,397,923 | ||
5,623,449 | Astra International Tbk PT | 2,500,778 | ||
780,046 | Gudang Garam Tbk PT | 1,632,350 | ||
964,753 | United Tractors Tbk PT | 1,839,167 | ||
5,518,534 | Vale Indonesia Tbk PT (f) | 2,092,950 | ||
12,463,168 | ||||
Malaysia – 1.5% | ||||
429,600 | Kuala Lumpur Kepong Bhd | 2,138,497 | ||
2,178,100 | Sime Darby Plantation Bhd | 2,139,801 | ||
400,900 | Tenaga Nasional Bhd | 725,849 | ||
5,004,147 | ||||
Mexico – 2.4% | ||||
3,201,803 | Cemex S.A.B. de C.V., Series CPO (f) | 1,249,865 |
Shares | Description | Value | ||
Mexico (Continued) | ||||
674,695 | El Puerto de Liverpool S.A.B. de C.V. | $2,921,290 | ||
103,493 | Fomento Economico Mexicano S.A.B. de C.V., Series UBD | 698,531 | ||
459,982 | Grupo Carso S.A.B. de C.V., Series A1 | 1,702,044 | ||
410,694 | Grupo Financiero Inbursa S.A.B. de C.V., Class O (f) | 657,208 | ||
143,812 | Grupo Mexico S.A.B. de C.V., Series B | 599,363 | ||
7,828,301 | ||||
Philippines – 0.7% | ||||
356,580 | Manila Electric Co. | 2,334,615 | ||
Poland – 3.8% | ||||
644,131 | Cyfrowy Polsat S.A. | 3,050,042 | ||
82,735 | KGHM Polska Miedz S.A. (f) | 2,195,116 | ||
1,568,514 | PGE Polska Grupa Energetyczna S.A. (f) | 3,729,307 | ||
235,215 | Polski Koncern Naftowy ORLEN S.A. | 3,596,406 | ||
12,570,871 | ||||
Russia – 0.1% | ||||
76,383,797 | Inter RAO UES PJSC (b) (g) (h) | 99,104 | ||
11,679 | Magnit PJSC (b) (g) (h) | 16,480 | ||
4,142,443 | Magnitogorsk Iron & Steel Works PJSC (b) (g) (h) | 91,167 | ||
262,800,255 | RusHydro PJSC (b) (g) (h) | 83,714 | ||
403,137 | Tatneft PJSC (b) (g) (h) | 68,795 | ||
359,260 | ||||
Singapore – 0.3% | ||||
108,476 | BOC Aviation Ltd. (c) (d) | 911,708 | ||
South Africa – 12.3% | ||||
131,695 | Absa Group Ltd. | 1,251,482 | ||
175,293 | African Rainbow Minerals Ltd. | 2,303,120 | ||
168,172 | Bidvest Group (The) Ltd. | 2,166,557 | ||
275,348 | Discovery Ltd. (f) | 2,168,088 | ||
169,819 | Exxaro Resources Ltd. | 2,068,673 | ||
323,739 | FirstRand Ltd. | 1,241,128 | ||
167,178 | Impala Platinum Holdings Ltd. | 1,861,398 | ||
66,000 | MTN Group Ltd. | 535,667 | ||
30,142 | Naspers Ltd., Class N | 4,386,804 | ||
107,607 | Nedbank Group Ltd. | 1,370,888 | ||
2,732,030 | Old Mutual Ltd. | 1,852,281 | ||
540,518 | Pepkor Holdings Ltd. (c) (d) | 635,249 | ||
1,948,462 | Rand Merchant Investment Holdings Ltd. | 3,334,318 | ||
251,102 | Remgro Ltd. | 2,005,112 | ||
868,422 | Sanlam Ltd. | 2,822,188 | ||
176,620 | Sasol Ltd. (f) | 4,035,105 | ||
158,962 | Shoprite Holdings Ltd. | 1,933,486 | ||
629,098 | Sibanye Stillwater Ltd. | 1,572,672 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
South Africa (Continued) | ||||
344,241 | Standard Bank Group Ltd. | $3,283,342 | ||
40,827,558 | ||||
Taiwan – 10.2% | ||||
712,692 | ASE Technology Holding Co., Ltd. | 1,831,257 | ||
197,493 | Asustek Computer, Inc. | 2,062,373 | ||
6,193,419 | AU Optronics Corp. | 3,395,252 | ||
1,280,619 | China Development Financial Holding Corp. | 633,128 | ||
1,893,803 | China Steel Corp. | 1,812,054 | ||
917,458 | Compal Electronics, Inc. | 701,975 | ||
836,322 | CTBC Financial Holding Co., Ltd. | 705,994 | ||
743,960 | E.Sun Financial Holding Co., Ltd. | 725,607 | ||
762,415 | Eva Airways Corp. | 811,557 | ||
728,529 | Evergreen Marine Corp. Taiwan Ltd. | 2,072,866 | ||
230,872 | Formosa Plastics Corp. | 842,471 | ||
7,317,820 | Innolux Corp. | 2,977,975 | ||
1,421,264 | Nanya Technology Corp. | 2,361,325 | ||
1,240,246 | Ruentex Development Co., Ltd. | 3,061,666 | ||
1,632,661 | Synnex Technology International Corp. | 2,921,202 | ||
197,493 | Unimicron Technology Corp. | 1,052,773 | ||
455,331 | United Microelectronics Corp. | 599,533 | ||
465,386 | Wan Hai Lines Ltd. | 1,862,577 | ||
1,576,146 | Winbond Electronics Corp. | 1,150,297 | ||
789,972 | Yang Ming Marine Transport Corp. | 2,186,581 | ||
33,768,463 | ||||
Thailand – 2.8% | ||||
386,600 | Jasmine Technology Solution PCL (f) | 1,530,873 | ||
594,500 | PTT Exploration & Production PCL | 2,682,018 | ||
2,811,200 | PTT Global Chemical PCL | 3,617,864 | ||
741,100 | PTT PCL | 712,697 | ||
74,500 | Siam Cement (The) PCL | 788,092 | ||
9,331,544 | ||||
Turkey – 4.1% | ||||
3,354,861 | Enka Insaat ve Sanayi A.S. | 3,465,157 | ||
1,940,110 | Eregli Demir ve Celik Fabrikalari T.A.S. | 3,154,622 | ||
210,703 | Ford Otomotiv Sanayi A.S. | 3,370,491 | ||
1,586,918 | KOC Holding A.S. | 3,479,739 | ||
13,470,009 | ||||
Total Common Stocks | 324,410,945 | |||
(Cost $383,571,918) |
Shares | Description | Value | ||
MONEY MARKET FUNDS – 0.1% | ||||
474,319 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 1.39% (i) (j) | $474,319 | ||
(Cost $474,319) | ||||
Principal Value | Description | Value | ||
REPURCHASE AGREEMENTS – 0.1% | ||||
$446,088 | BNP Paribas S.A., 1.44% (i), dated 6/30/22, due 7/1/22, with a maturity value of $446,106. Collateralized by U.S. Treasury Note, interest rate of 1.25%, due 5/31/28. The value of the collateral including accrued interest is $455,947. (j) | 446,088 | ||
(Cost $446,088) | ||||
Total Investments – 98.3% | 325,331,352 | |||
(Cost $384,492,325) | ||||
Net Other Assets and Liabilities – 1.7% | 5,495,279 | |||
Net Assets – 100.0% | $330,826,631 |
(a) | Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Fund Performance Overview. |
(b) | This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with the provisions of the Investment Company Act of 1940, as amended. At June 30, 2022, securities noted as such are valued at $1,385,140 or 0.4% of net assets. |
(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”). |
(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) | All or a portion of this security is on loan (see Note 2F - Securities Lending in the Notes to Financial Statements). The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $873,531 and the total value of the collateral held by the Fund is $920,407. |
(f) | Non-income producing security. |
(g) | 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. |
(h) | This security’s value was determined using significant unobservable inputs (see Note 2A – Portfolio Valuation in the Notes to Financial Statements). |
(i) | Rate shown reflects yield as of June 30, 2022. |
(j) | This security serves as collateral for securities on loan. |
Security Lending Agency Agreement | |
Total gross amount presented on the Statements of Assets and Liabilities (1) | $873,531 |
Non-cash Collateral (2) | (873,531) |
Net Amount | $— |
(1) | The amount presented on the Statements of Assets and Liabilities, which is included in “Investments, at value,” is not offset and is shown on a gross basis. |
(2) | At June 30, 2022, the value of the collateral received from each borrower exceeded the value of the related securities loaned. This amount is disclosed on the Portfolio of Investments. |
Repurchase Agreements | |
Total gross amount presented on the Statements of Assets and Liabilities (3) | $446,088 |
Non-cash Collateral (4) | (446,088) |
Net Amount | $— |
(3) | The amount is included in “Investments, at value” on the Statements of Assets and Liabilities. |
(4) | At June 30, 2022, the value of the collateral received from each seller exceeded the value of the repurchase agreements. |
Currency Exposure Diversification | % of Total Investments |
Hong Kong Dollar | 31.1% |
South African Rand | 12.5 |
New Taiwan Dollar | 10.4 |
Brazilian Real | 10.1 |
Indian Rupee | 10.0 |
Turkish Lira | 4.1 |
Polish Zloty | 3.9 |
Indonesian Rupiah | 3.8 |
Chilean Peso | 3.2 |
Thai Baht | 2.9 |
Mexican Peso | 2.4 |
Malaysian Ringgit | 1.5 |
United States Dollar | 1.4 |
Hungarian Forint | 1.1 |
Philippine Peso | 0.7 |
Czech Republic Koruna | 0.6 |
Colombian Peso | 0.2 |
Russian Ruble | 0.1 |
Total | 100.0% |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Cayman Islands | $ 24,403,989 | $ 23,378,109 | $ 1,025,880 | $ — |
Russia | 359,260 | — | — | 359,260 |
Thailand | 9,331,544 | — | 9,331,544 | — |
Other Country Categories* | 290,316,152 | 290,316,152 | — | — |
Money Market Funds | 474,319 | 474,319 | — | — |
Repurchase Agreements | 446,088 | — | 446,088 | — |
Total Investments | $ 325,331,352 | $ 314,168,580 | $ 10,803,512 | $ 359,260 |
* | See Portfolio of Investments for country breakout. |
Shares | Description | Value | ||
COMMON STOCKS – 99.6% | ||||
Air Freight & Logistics – 0.8% | ||||
3,758 | Deutsche Post AG | $140,751 | ||
Auto Components – 4.4% | ||||
4,564 | Continental AG | 318,059 | ||
87,431 | Schaeffler AG (Preference Shares) | 494,766 | ||
812,825 | ||||
Automobiles – 16.8% | ||||
12,005 | Bayerische Motoren Werke AG | 924,174 | ||
12,573 | Mercedes-Benz Group AG | 727,572 | ||
12,731 | Porsche Automobil Holding SE (Preference Shares) | 842,112 | ||
4,788 | Volkswagen AG (Preference Shares) | 639,341 | ||
3,133,199 | ||||
Banks – 1.2% | ||||
31,762 | Commerzbank AG (a) | 222,543 | ||
Chemicals – 7.6% | ||||
10,317 | BASF SE | 448,956 | ||
19,599 | Covestro AG (b) (c) | 677,369 | ||
10,644 | FUCHS PETROLUB SE (Preference Shares) | 296,706 | ||
1,423,031 | ||||
Construction Materials – 3.7% | ||||
14,278 | HeidelbergCement AG | 685,887 | ||
Diversified Telecommunication Services – 5.0% | ||||
13,034 | Deutsche Telekom AG | 258,783 | ||
174,074 | Telefonica Deutschland Holding AG | 499,833 | ||
6,081 | United Internet AG | 173,526 | ||
932,142 | ||||
Health Care Equipment & Supplies – 4.1% | ||||
2,299 | Carl Zeiss Meditec AG | 274,412 | ||
1,428 | Sartorius AG (Preference Shares) | 498,924 | ||
773,336 | ||||
Health Care Providers & Services – 2.9% | ||||
3,718 | Fresenius Medical Care AG & Co., KGaA | 185,580 | ||
12,003 | Fresenius SE & Co., KGaA | 363,520 | ||
549,100 | ||||
Independent Power & Renewable Electricity Producers – 4.4% | ||||
11,896 | RWE AG | 437,322 |
Shares | Description | Value | ||
Independent Power & Renewable Electricity Producers (Continued) | ||||
25,414 | Uniper SE | $377,384 | ||
814,706 | ||||
Industrial Conglomerates – 0.8% | ||||
1,392 | Siemens AG | 141,630 | ||
Insurance – 12.2% | ||||
5,128 | Hannover Rueck SE | 744,283 | ||
2,447 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 574,924 | ||
24,972 | Talanx AG | 950,473 | ||
2,269,680 | ||||
Machinery – 3.4% | ||||
13,254 | GEA Group AG | 456,826 | ||
4,404 | KION Group AG | 182,715 | ||
639,541 | ||||
Metals & Mining – 6.4% | ||||
12,063 | Aurubis AG | 818,658 | ||
65,817 | thyssenkrupp AG (a) | 373,144 | ||
1,191,802 | ||||
Multi-Utilities – 3.9% | ||||
87,130 | E.ON SE | 731,193 | ||
Pharmaceuticals – 4.7% | ||||
4,758 | Dermapharm Holding SE | 236,842 | ||
3,744 | Merck KGaA | 631,687 | ||
868,529 | ||||
Real Estate Management & Development – 8.8% | ||||
22,981 | Deutsche Wohnen SE | 528,380 | ||
8,658 | LEG Immobilien SE | 717,868 | ||
13,142 | Vonovia SE | 404,901 | ||
1,651,149 | ||||
Road & Rail – 0.7% | ||||
1,365 | Sixt SE | 139,970 | ||
Semiconductors & Semiconductor Equipment – 2.0% | ||||
15,637 | Infineon Technologies AG | 378,371 | ||
Software – 2.4% | ||||
7,534 | Nemetschek SE | 456,030 | ||
Textiles, Apparel & Luxury Goods – 0.7% | ||||
1,976 | Puma SE | 130,126 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Wireless Telecommunication Services – 2.7% | ||||
26,535 | 1&1 AG | $500,532 | ||
Total Investments – 99.6% | 18,586,073 | |||
(Cost $28,841,075) | ||||
Net Other Assets and Liabilities – 0.4% | 70,445 | |||
Net Assets – 100.0% | $18,656,518 |
(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”). |
(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. |
Country Allocation† | % of Net Assets |
Germany | 99.6% |
Total Investments | 99.6 |
Net Other Assets and Liabilities | 0.4 |
Total | 100.0% |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 18,586,073 | $ 18,586,073 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
Shares | Description | Value | ||
COMMON STOCKS – 95.7% | ||||
Aerospace & Defense – 0.8% | ||||
56,007 | BAE Systems PLC | $566,008 | ||
Air Freight & Logistics – 1.5% | ||||
304,273 | Royal Mail PLC | 998,946 | ||
Banks – 6.6% | ||||
493,995 | Barclays PLC | 920,772 | ||
68,633 | HSBC Holdings PLC | 447,477 | ||
2,576,768 | Lloyds Banking Group PLC | 1,327,138 | ||
272,861 | NatWest Group PLC | 725,091 | ||
137,343 | Standard Chartered PLC | 1,034,223 | ||
4,454,701 | ||||
Capital Markets – 10.7% | ||||
106,254 | 3i Group PLC | 1,433,767 | ||
639,111 | abrdn PLC | 1,243,617 | ||
113,625 | IG Group Holdings PLC | 955,070 | ||
14,035 | Intermediate Capital Group PLC | 223,640 | ||
408,037 | Investec PLC | 2,209,337 | ||
91,453 | St. James’s Place PLC | 1,227,366 | ||
7,292,797 | ||||
Chemicals – 1.4% | ||||
12,171 | Croda International PLC | 958,876 | ||
Containers & Packaging – 0.8% | ||||
160,461 | DS Smith PLC | 541,648 | ||
Distributors – 1.7% | ||||
135,426 | Inchcape PLC | 1,146,560 | ||
Diversified Telecommunication Services – 2.4% | ||||
726,450 | BT Group PLC | 1,647,465 | ||
Electric Utilities – 2.2% | ||||
74,693 | SSE PLC | 1,469,328 | ||
Electronic Equipment, Instruments & Components – 0.7% | ||||
19,245 | Halma PLC | 470,647 | ||
Food & Staples Retailing – 4.8% | ||||
334,942 | J Sainsbury PLC | 831,759 | ||
665,350 | Marks & Spencer Group PLC (a) | 1,097,456 | ||
424,869 | Tesco PLC | 1,321,428 | ||
3,250,643 | ||||
Hotels, Restaurants & Leisure – 1.2% | ||||
37,520 | Greggs PLC | 825,769 | ||
Household Durables – 4.0% | ||||
82,333 | Barratt Developments PLC | 458,424 | ||
36,921 | Bellway PLC | 964,497 | ||
6,449 | Berkeley Group Holdings PLC | 292,348 |
Shares | Description | Value | ||
Household Durables (Continued) | ||||
21,563 | Persimmon PLC | $489,012 | ||
350,910 | Taylor Wimpey PLC | 498,285 | ||
2,702,566 | ||||
Insurance – 4.9% | ||||
227,823 | Aviva PLC | 1,112,921 | ||
220,734 | Direct Line Insurance Group PLC | 676,317 | ||
414,015 | Legal & General Group PLC | 1,207,033 | ||
47,141 | Phoenix Group Holdings PLC | 338,799 | ||
3,335,070 | ||||
Interactive Media & Services – 1.2% | ||||
83,223 | Auto Trader Group PLC (b) (c) | 562,256 | ||
38,733 | Rightmove PLC | 267,999 | ||
830,255 | ||||
IT Services – 1.3% | ||||
31,745 | Computacenter PLC | 908,888 | ||
Media – 4.7% | ||||
24,119 | Future PLC | 505,874 | ||
278,538 | ITV PLC | 221,273 | ||
150,648 | Pearson PLC | 1,375,012 | ||
110,022 | WPP PLC | 1,104,385 | ||
3,206,544 | ||||
Metals & Mining – 11.8% | ||||
51,580 | Anglo American PLC | 1,844,094 | ||
23,005 | Antofagasta PLC | 323,446 | ||
73,754 | Endeavour Mining PLC | 1,528,068 | ||
153,120 | Evraz PLC (d) (e) | 150,773 | ||
103,469 | Fresnillo PLC | 965,806 | ||
246,372 | Glencore PLC | 1,334,893 | ||
31,721 | Rio Tinto PLC | 1,898,456 | ||
8,045,536 | ||||
Multiline Retail – 0.6% | ||||
97,137 | B&M European Value Retail S.A. | 433,604 | ||
Multi-Utilities – 3.6% | ||||
2,153,313 | Centrica PLC (a) | 2,096,982 | ||
29,055 | National Grid PLC | 372,078 | ||
2,469,060 | ||||
Oil, Gas & Consumable Fuels – 4.1% | ||||
372,676 | BP PLC | 1,761,556 | ||
37,973 | Shell PLC | 986,431 | ||
2,747,987 | ||||
Paper & Forest Products – 0.4% | ||||
16,863 | Mondi PLC | 298,673 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Pharmaceuticals – 0.8% | ||||
5,783 | Dechra Pharmaceuticals PLC | $243,431 | ||
13,877 | Hikma Pharmaceuticals PLC | 273,236 | ||
516,667 | ||||
Professional Services – 1.1% | ||||
25,434 | Experian PLC | 744,917 | ||
Software – 0.8% | ||||
72,232 | Sage Group (The) PLC | 558,167 | ||
Specialty Retail – 5.3% | ||||
199,691 | Frasers Group PLC (a) | 1,617,723 | ||
424,137 | JD Sports Fashion PLC | 595,813 | ||
455,105 | Kingfisher PLC | 1,353,420 | ||
3,566,956 | ||||
Textiles, Apparel & Luxury Goods – 0.5% | ||||
16,942 | Burberry Group PLC | 338,432 | ||
Tobacco – 4.6% | ||||
33,794 | British American Tobacco PLC | 1,447,832 | ||
76,195 | Imperial Brands PLC | 1,702,930 | ||
3,150,762 | ||||
Trading Companies & Distributors – 8.8% | ||||
10,364 | Ashtead Group PLC | 433,868 | ||
42,693 | Bunzl PLC | 1,413,069 | ||
45,632 | Diploma PLC | 1,237,606 | ||
11,748 | Ferguson PLC | 1,313,961 | ||
68,336 | Howden Joinery Group PLC | 501,275 | ||
76,598 | RS GROUP PLC | 810,280 | ||
19,809 | Travis Perkins PLC | 233,322 | ||
5,943,381 | ||||
Water Utilities – 0.5% | ||||
10,449 | Severn Trent PLC | 345,845 | ||
Wireless Telecommunication Services – 1.9% | ||||
822,886 | Vodafone Group PLC | 1,268,752 | ||
Total Common Stocks | 65,035,450 | |||
(Cost $84,497,934) | ||||
REAL ESTATE INVESTMENT TRUSTS – 3.9% | ||||
Equity Real Estate Investment Trusts – 3.9% | ||||
107,179 | Segro PLC | 1,274,421 |
Shares | Description | Value | ||
Equity Real Estate Investment Trusts (Continued) | ||||
618,321 | Tritax Big Box REIT PLC | $1,366,118 | ||
Total Real Estate Investment Trusts | 2,640,539 | |||
(Cost $3,766,212) | ||||
Total Investments – 99.6% | 67,675,989 | |||
(Cost $88,264,146) | ||||
Net Other Assets and Liabilities – 0.4% | 258,193 | |||
Net Assets – 100.0% | $67,934,182 |
(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”). |
(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 adopted by the Trust’s Board of Trustees, and in accordance with the provisions of the Investment Company Act of 1940, as amended. At June 30, 2022, securities noted as such are valued at $150,773 or 0.2% 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. |
Country Allocation† | % of Net Assets |
United Kingdom | 92.4% |
Jersey | 6.6 |
Luxembourg | 0.6 |
Total Investments | 99.6 |
Net Other Assets and Liabilities | 0.4 |
Total | 100.0% |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Metals & Mining | $ 8,045,536 | $ 7,894,763 | $ 150,773 | $ — |
Other industry categories* | 56,989,914 | 56,989,914 | — | — |
Real Estate Investment Trusts* | 2,640,539 | 2,640,539 | — | — |
Total Investments | $ 67,675,989 | $ 67,525,216 | $ 150,773 | $— |
* | See Portfolio of Investments for industry breakout. |
Shares | Description | Value | ||
COMMON STOCKS – 100.2% | ||||
Automobiles – 12.0% | ||||
19,448 | Bajaj Auto Ltd. | $912,798 | ||
26,364 | Eicher Motors Ltd. | 932,859 | ||
27,252 | Hero MotoCorp Ltd. | 938,520 | ||
69,358 | Mahindra & Mahindra Ltd. | 960,065 | ||
8,888 | Maruti Suzuki India Ltd. | 953,345 | ||
181,166 | Tata Motors Ltd. (a) | 944,685 | ||
5,642,272 | ||||
Banks – 12.0% | ||||
117,868 | Axis Bank Ltd. (a) | 950,437 | ||
55,368 | HDFC Bank Ltd. | 945,089 | ||
104,682 | ICICI Bank Ltd. | 937,429 | ||
91,188 | IndusInd Bank Ltd. | 917,220 | ||
44,393 | Kotak Mahindra Bank Ltd. | 933,758 | ||
162,822 | State Bank of India | 960,572 | ||
75,422 | YES Bank Ltd. Lock-In (a) (b) (c) | 12,081 | ||
5,656,586 | ||||
Chemicals – 3.9% | ||||
26,620 | Asian Paints Ltd. | 908,497 | ||
114,280 | UPL Ltd. | 915,137 | ||
1,823,634 | ||||
Construction & Engineering – 2.1% | ||||
48,895 | Larsen & Toubro Ltd. | 964,774 | ||
Construction Materials – 6.0% | ||||
55,654 | Grasim Industries Ltd. | 930,767 | ||
3,931 | Shree Cement Ltd. | 946,243 | ||
13,505 | UltraTech Cement Ltd. | 958,898 | ||
2,835,908 | ||||
Consumer Finance – 1.9% | ||||
13,312 | Bajaj Finance Ltd. | 910,335 | ||
Diversified Financial Services – 1.9% | ||||
6,476 | Bajaj Finserv Ltd. | 896,439 | ||
Electric Utilities – 2.0% | ||||
354,968 | Power Grid Corp. of India Ltd. | 952,455 | ||
Food Products – 6.0% | ||||
21,709 | Britannia Industries Ltd. | 952,890 | ||
4,326 | Nestle India Ltd. | 956,981 | ||
102,952 | Tata Consumer Products Ltd. | 920,829 | ||
2,830,700 | ||||
Health Care Providers & Services – 2.0% | ||||
19,790 | Apollo Hospitals Enterprise Ltd. | 923,061 |
Shares | Description | Value | ||
Independent Power & Renewable Electricity Producers – 2.1% | ||||
542,191 | NTPC Ltd. | $981,090 | ||
Insurance – 4.0% | ||||
134,576 | HDFC Life Insurance Co., Ltd. (d) (e) | 937,248 | ||
69,239 | SBI Life Insurance Co., Ltd. (d) (e) | 948,291 | ||
1,885,539 | ||||
IT Services – 10.0% | ||||
75,672 | HCL Technologies Ltd. | 932,575 | ||
50,925 | Infosys Ltd. | 942,698 | ||
22,655 | Tata Consultancy Services Ltd. | 937,240 | ||
74,557 | Tech Mahindra Ltd. | 944,088 | ||
176,732 | Wipro Ltd. | 931,075 | ||
4,687,676 | ||||
Life Sciences Tools & Services – 2.0% | ||||
20,442 | Divi’s Laboratories Ltd. | 939,728 | ||
Metals & Mining – 6.1% | ||||
227,590 | Hindalco Industries Ltd. | 975,952 | ||
131,363 | JSW Steel Ltd. | 938,990 | ||
86,528 | Tata Steel Ltd. | 950,003 | ||
2,864,945 | ||||
Oil, Gas & Consumable Fuels – 8.3% | ||||
238,392 | Bharat Petroleum Corp., Ltd. | 930,958 | ||
412,488 | Coal India Ltd. | 969,423 | ||
530,696 | Oil & Natural Gas Corp., Ltd. | 1,018,418 | ||
30,126 | Reliance Industries Ltd. | 990,174 | ||
3,908,973 | ||||
Personal Products – 1.9% | ||||
32,359 | Hindustan Unilever Ltd. | 913,989 | ||
Pharmaceuticals – 6.1% | ||||
80,542 | Cipla Ltd. | 935,429 | ||
17,381 | Dr. Reddy’s Laboratories Ltd. | 967,028 | ||
89,862 | Sun Pharmaceutical Industries Ltd. | 945,131 | ||
2,847,588 | ||||
Textiles, Apparel & Luxury Goods – 1.9% | ||||
36,805 | Titan Co., Ltd. | 904,716 | ||
Thrifts & Mortgage Finance – 2.0% | ||||
34,220 | Housing Development Finance Corp., Ltd. | 940,663 | ||
Tobacco – 2.0% | ||||
278,175 | ITC Ltd. | 963,384 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Transportation Infrastructure – 2.0% | ||||
109,187 | Adani Ports & Special Economic Zone Ltd. | $929,173 | ||
Wireless Telecommunication Services – 2.0% | ||||
109,794 | Bharti Airtel Ltd. (a) | 952,273 | ||
Total Investments – 100.2% | 47,155,901 | |||
(Cost $46,854,745) | ||||
Net Other Assets and Liabilities – (0.2)% | (74,069) | |||
Net Assets – 100.0% | $47,081,832 |
(a) | Non-income producing security. |
(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 has a lock-in period of 3 years from commencement of the YES Bank Ltd. Reconstruction Scheme 2020 (the “Scheme”), which was effective March 13, 2020. Shares to the extent of 75% held by existing shareholders as on the date of commencement of the Scheme are locked in for a period of three years. The lock-in period does not apply to shareholders holding less than 100 shares (see Note 2C - Restricted Securities in the Notes to Financial Statements). |
(d) | 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”). |
(e) | 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. |
Country Allocation† | % of Net Assets |
India | 100.2% |
Total Investments | 100.2 |
Net Other Assets and Liabilities | (0.2) |
Total | 100.0% |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 47,155,901 | $ 47,155,901 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
Shares | Description | Value | ||
COMMON STOCKS – 97.2% | ||||
Banks – 1.1% | ||||
5,502 | Banque Cantonale Vaudoise | $431,676 | ||
Building Products – 1.8% | ||||
2,016 | Belimo Holding AG | 709,554 | ||
Capital Markets – 7.4% | ||||
43,914 | Credit Suisse Group AG | 249,321 | ||
12,740 | Julius Baer Group Ltd. | 587,723 | ||
256 | Partners Group Holding AG | 230,672 | ||
94,918 | UBS Group AG | 1,530,182 | ||
4,873 | Vontobel Holding AG | 342,511 | ||
2,940,409 | ||||
Chemicals – 9.3% | ||||
102,536 | Clariant AG (a) | 1,952,658 | ||
385 | EMS-Chemie Holding AG | 286,537 | ||
81 | Givaudan S.A. | 284,834 | ||
5,122 | Sika AG | 1,180,370 | ||
3,704,399 | ||||
Construction Materials – 4.5% | ||||
41,892 | Holcim AG | 1,792,582 | ||
Diversified Telecommunication Services – 4.2% | ||||
3,029 | Swisscom AG | 1,673,383 | ||
Electric Utilities – 3.5% | ||||
13,142 | BKW AG | 1,372,500 | ||
Electrical Equipment – 2.2% | ||||
33,493 | ABB Ltd. | 893,240 | ||
Food Products – 6.0% | ||||
93 | Chocoladefabriken Lindt & Spruengli AG | 945,928 | ||
1,086 | Emmi AG | 1,057,958 | ||
3,058 | Nestle S.A. | 356,972 | ||
2,360,858 | ||||
Health Care Equipment & Supplies – 5.9% | ||||
14,481 | Alcon, Inc. | 1,011,463 | ||
1,091 | Sonova Holding AG | 347,419 | ||
8,050 | Straumann Holding AG | 966,776 | ||
2,325,658 | ||||
Insurance – 14.8% | ||||
7,841 | Baloise Holding AG | 1,280,482 | ||
14,509 | Helvetia Holding AG | 1,697,643 | ||
2,792 | Swiss Life Holding AG | 1,359,954 | ||
8,633 | Swiss Re AG | 669,009 | ||
1,949 | Zurich Insurance Group AG | 847,667 | ||
5,854,755 | ||||
Life Sciences Tools & Services – 2.0% | ||||
5,439 | Bachem Holding AG | 378,021 |
Shares | Description | Value | ||
Life Sciences Tools & Services (Continued) | ||||
1,401 | Tecan Group AG | $406,806 | ||
784,827 | ||||
Machinery – 10.6% | ||||
1,730 | Bucher Industries AG | 601,645 | ||
4,842 | Daetwyler Holding AG | 1,000,201 | ||
15,434 | SFS Group AG | 1,560,133 | ||
4,287 | VAT Group AG (b) (c) | 1,022,072 | ||
4,184,051 | ||||
Pharmaceuticals – 4.8% | ||||
14,561 | Novartis AG | 1,233,182 | ||
2,055 | Roche Holding AG | 685,717 | ||
1,918,899 | ||||
Professional Services – 2.9% | ||||
33,443 | Adecco Group AG | 1,136,428 | ||
Real Estate Management & Development – 8.7% | ||||
17,132 | PSP Swiss Property AG | 1,905,848 | ||
17,385 | Swiss Prime Site AG | 1,525,160 | ||
3,431,008 | ||||
Technology Hardware, Storage & Peripherals – 2.0% | ||||
15,200 | Logitech International S.A. | 794,033 | ||
Textiles, Apparel & Luxury Goods – 5.5% | ||||
14,225 | Cie Financiere Richemont S.A., Class A | 1,514,661 | ||
2,791 | Swatch Group (The) AG | 662,192 | ||
2,176,853 | ||||
Total Investments – 97.2% | 38,485,113 | |||
(Cost $46,544,300) | ||||
Net Other Assets and Liabilities – 2.8% | 1,088,798 | |||
Net Assets – 100.0% | $39,573,911 |
(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”). |
(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. |
Country Allocation† | % of Net Assets |
Switzerland | 97.2% |
Total Investments | 97.2 |
Net Other Assets and Liabilities | 2.8 |
Total | 100.0% |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 38,485,113 | $ 38,485,113 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
Shares | Description | Value | ||
COMMON STOCKS (a) – 93.4% | ||||
Australia – 6.6% | ||||
3,156 | AGL Energy Ltd. | $17,972 | ||
6,871 | Aussie Broadband Ltd. (b) | 15,698 | ||
15,670 | Beach Energy Ltd. | 18,658 | ||
37,877 | BrainChip Holdings Ltd. (b) (c) | 20,916 | ||
2,001 | Brickworks Ltd. | 25,607 | ||
1,805 | Challenger Ltd. | 8,522 | ||
6,240 | Champion Iron Ltd. | 23,216 | ||
2,523 | Deterra Royalties Ltd. | 7,384 | ||
1,834 | Elders Ltd. | 15,938 | ||
46,585 | Firefinch Ltd. (b) (d) | 6,431 | ||
7,167 | GrainCorp Ltd., Class A | 47,046 | ||
54,882 | Grange Resources Ltd. | 47,921 | ||
3,237 | Iluka Resources Ltd. | 21,092 | ||
5,367 | Metcash Ltd. | 15,707 | ||
3,338 | Monadelphous Group Ltd. | 22,925 | ||
18,856 | New Hope Corp., Ltd. | 45,033 | ||
5,774 | Nufarm Ltd. | 20,286 | ||
3,375 | Orora Ltd. | 8,503 | ||
24,865 | Perseus Mining Ltd. | 27,204 | ||
16,922 | Ramelius Resources Ltd. | 10,162 | ||
4,290 | Sandfire Resources Ltd. | 13,177 | ||
71,669 | Seven West Media Ltd. (b) | 20,283 | ||
2,826 | Sims Ltd. | 26,743 | ||
5,152 | Uniti Group Ltd. (b) | 17,496 | ||
15,554 | Viva Energy Group Ltd. (e) (f) | 31,028 | ||
19,494 | West African Resources Ltd. (b) | 16,282 | ||
14,679 | Whitehaven Coal Ltd. | 49,040 | ||
600,270 | ||||
Austria – 0.7% | ||||
653 | AT&S Austria Technologie & Systemtechnik AG | 34,900 | ||
293 | CA Immobilien Anlagen AG | 9,288 | ||
215 | DO & CO AG (b) | 17,912 | ||
62,100 | ||||
Belgium – 1.4% | ||||
695 | Bekaert S.A. | 22,622 | ||
1,367 | bpost S.A. | 8,072 | ||
602 | Gimv N.V. | 33,247 | ||
1,025 | KBC Ancora | 37,617 | ||
1,903 | Recticel S.A. | 28,398 | ||
129,956 | ||||
Bermuda – 3.4% | ||||
6,617 | BW LPG Ltd. (e) (f) | 48,974 | ||
100,000 | Concord New Energy Group Ltd. | 9,940 | ||
44,250 | First Pacific Co., Ltd. | 17,143 | ||
1,301 | FLEX LNG Ltd. | 35,980 | ||
2,930 | Golden Ocean Group Ltd. | 34,061 | ||
11,679 | Gulf Keystone Petroleum Ltd. | 36,964 | ||
8,000 | Luk Fook Holdings International Ltd. | 20,543 | ||
6,585 | Odfjell Drilling Ltd. (b) | 15,510 | ||
87,917 | Pacific Basin Shipping Ltd. | 33,613 |
Shares | Description | Value | ||
Bermuda (Continued) | ||||
33,000 | PAX Global Technology Ltd. | $25,696 | ||
53,333 | Skyworth Group Ltd. | 26,372 | ||
304,796 | ||||
Canada – 14.3% | ||||
6,560 | Advantage Energy Ltd. (b) | 40,771 | ||
794 | Ag Growth International, Inc. | 18,314 | ||
1,131 | Alaris Equity Partners Income | 14,533 | ||
948 | Altius Minerals Corp. | 13,360 | ||
10,484 | Baytex Energy Corp. (b) | 50,905 | ||
5,468 | Birchcliff Energy Ltd. | 37,170 | ||
2,218 | Canfor Corp. (b) | 38,684 | ||
7,479 | Cardinal Energy Ltd. | 42,008 | ||
891 | Cascades, Inc. | 7,012 | ||
2,306 | Celestica, Inc. (b) | 22,429 | ||
12,157 | Copper Mountain Mining Corp. (b) | 16,056 | ||
4,646 | Corus Entertainment, Inc., Class B | 12,741 | ||
4,291 | Doman Building Materials Group Ltd. (c) | 20,902 | ||
6,128 | Dundee Precious Metals, Inc. | 30,516 | ||
1,986 | Energy Fuels, Inc. (b) | 9,782 | ||
3,607 | Enerplus Corp. | 47,666 | ||
5,537 | Equinox Gold Corp. (b) | 24,691 | ||
2,396 | Freehold Royalties Ltd. | 23,714 | ||
3,943 | Frontera Energy Corp. (b) | 31,705 | ||
1,828 | Gibson Energy, Inc. | 33,856 | ||
313 | Hardwoods Distribution, Inc. | 6,872 | ||
6,895 | Headwater Exploration, Inc. (b) | 28,979 | ||
3,491 | Hudbay Minerals, Inc. | 14,238 | ||
1,643 | Interfor Corp. (b) | 33,110 | ||
6,782 | Kelt Exploration Ltd. (b) | 32,245 | ||
617 | Linamar Corp. | 26,143 | ||
2,566 | Mullen Group Ltd. | 22,506 | ||
15,103 | New Gold, Inc. (b) | 16,075 | ||
5,406 | NuVista Energy Ltd. (b) | 43,342 | ||
5,157 | Obsidian Energy Ltd. (b) | 39,823 | ||
16,503 | OceanGold Corp. (b) | 31,667 | ||
1,831 | Paramount Resources Ltd., Class A | 43,727 | ||
891 | Parex Resources, Inc. | 15,090 | ||
2,239 | Pason Systems, Inc. | 25,378 | ||
4,506 | Peyto Exploration & Development Corp. | 42,147 | ||
1,322 | PrairieSky Royalty Ltd. | 16,648 | ||
370 | Precision Drilling Corp. (b) | 23,775 | ||
1,380 | Russel Metals, Inc. | 27,896 | ||
1,134 | Sandstorm Gold Ltd. | 6,731 | ||
4,280 | Secure Energy Services, Inc. | 19,950 | ||
182 | Sprott, Inc. | 6,323 | ||
1,099 | Stelco Holdings, Inc. | 27,475 | ||
9,216 | Tamarack Valley Energy Ltd. | 31,002 | ||
1,094 | Topaz Energy Corp. | 17,262 | ||
2,912 | Torex Gold Resources, Inc. (b) | 22,487 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
Canada (Continued) | ||||
15,360 | Trican Well Service Ltd. (b) | $44,032 | ||
1,499 | Uni-Select, Inc. (b) | 33,306 | ||
2,177 | Vermilion Energy, Inc. (c) | 41,436 | ||
1,437 | Victoria Gold Corp. (b) | 11,153 | ||
1,457 | Wesdome Gold Mines Ltd. (b) | 12,621 | ||
1,300,254 | ||||
Cayman Islands – 2.2% | ||||
60,000 | China High Speed Transmission Equipment Group Co., Ltd. (b) | 35,556 | ||
52,500 | Lee & Man Paper Manufacturing Ltd. | 22,547 | ||
24,000 | PC Partner Group Ltd. | 21,777 | ||
37,000 | Texhong Textile Group Ltd. | 39,137 | ||
128,000 | Truly International Holdings Ltd. | 39,150 | ||
69,500 | United Laboratories International Holdings (The) Ltd. | 41,186 | ||
199,353 | ||||
Denmark – 0.8% | ||||
1,294 | D/S Norden A/S | 44,850 | ||
88 | Solar A/S, B Shares | 7,513 | ||
530 | Sydbank AS | 16,219 | ||
68,582 | ||||
Finland – 0.4% | ||||
8,463 | Outokumpu OYJ | 34,996 | ||
France – 1.6% | ||||
23,812 | CGG S.A. (b) | 20,702 | ||
866 | Derichebourg S.A. | 4,991 | ||
364 | IPSOS | 17,280 | ||
258 | Nexity S.A. | 6,895 | ||
218 | PEUGEOT INVEST | 19,761 | ||
483 | Quadient S.A. | 8,240 | ||
540 | Societe BIC S.A. | 29,540 | ||
49 | Sopra Steria Group SACA | 7,322 | ||
2,800 | Television Francaise 1 | 19,821 | ||
535 | Vicat S.A. | 14,745 | ||
149,297 | ||||
Germany – 1.4% | ||||
134 | 2G Energy AG | 12,708 | ||
544 | Bilfinger SE | 15,894 | ||
492 | Draegerwerk AG & Co., KGaA (Preference Shares) | 25,599 | ||
952 | ElringKlinger AG | 7,178 | ||
6,881 | Heidelberger Druckmaschinen AG (b) | 10,276 | ||
3,354 | Kloeckner & Co., SE | 25,553 | ||
972 | Salzgitter AG | 23,652 | ||
800 | TAG Immobilien AG | 9,130 | ||
129,990 |
Shares | Description | Value | ||
Greece – 0.6% | ||||
3,231 | FF Group (b) (d) (g) (h) | $8,126 | ||
1,318 | LAMDA Development S.A. (b) | 7,735 | ||
1,752 | Motor Oil Hellas Corinth Refineries S.A. | 32,405 | ||
554 | Mytilineos S.A. | 8,128 | ||
56,394 | ||||
Isle Of Man (U.K.) – 0.3% | ||||
4,695 | Playtech PLC (b) | 30,948 | ||
Israel – 3.8% | ||||
4,750 | Cellcom Israel Ltd. (b) | 23,390 | ||
2,370 | Delek Automotive Systems Ltd. | 25,783 | ||
63 | Delek Group Ltd. (b) | 8,205 | ||
534 | Delta Galil Industries Ltd. | 26,203 | ||
615 | Electra Consumer Products 1970 Ltd. | 25,829 | ||
37 | Electra Ltd. | 20,554 | ||
57 | Fox Wizel Ltd. | 6,470 | ||
3,734 | Harel Insurance Investments & Financial Services Ltd. | 36,368 | ||
3,694 | Isracard Ltd. | 13,167 | ||
1,848 | Menora Mivtachim Holdings Ltd. (b) | 33,924 | ||
25,536 | Migdal Insurance & Financial Holding Ltd. | 37,921 | ||
114,502 | Oil Refineries Ltd. | 40,943 | ||
1,098 | Partner Communications Co., Ltd. (b) | 7,802 | ||
311 | Paz Oil Co., Ltd. (b) | 37,253 | ||
343,812 | ||||
Italy – 1.1% | ||||
6,043 | Anima Holding S.p.A (e) (f) | 22,152 | ||
1,951 | Buzzi Unicem S.p.A | 31,916 | ||
16,697 | OVS S.p.A. (e) (f) | 27,226 | ||
11,784 | Saras S.p.A. (b) | 17,128 | ||
98,422 | ||||
Japan – 24.7% | ||||
1,200 | ADEKA Corp. | 20,722 | ||
2,200 | Alpen Co., Ltd. (c) | 32,770 | ||
1,000 | Asahi Holdings, Inc. | 15,706 | ||
1,500 | Belluna Co., Ltd. | 8,236 | ||
1,400 | BML, Inc. | 36,372 | ||
6,400 | Citizen Watch Co., Ltd. | 26,038 | ||
2,100 | Cosmo Energy Holdings Co., Ltd. | 58,196 | ||
900 | Daido Steel Co., Ltd. | 23,183 | ||
2,100 | Daiki Aluminium Industry Co., Ltd. | 18,527 | ||
600 | DeNA Co., Ltd. | 8,353 | ||
1,000 | Dowa Holdings Co., Ltd. | 33,203 | ||
300 | Eizo Corp. | 8,336 | ||
1,300 | Electric Power Development Co., Ltd. | 21,501 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
Japan (Continued) | ||||
2,100 | Exedy Corp. | $26,637 | ||
3,300 | FCC Co., Ltd. | 32,786 | ||
3,900 | Financial Products Group Co., Ltd. | 26,042 | ||
400 | Fujitec Co., Ltd. | 8,859 | ||
400 | FULLCAST Holdings Co., Ltd. | 6,406 | ||
5,100 | Gree, Inc. | 30,973 | ||
300 | Gunze Ltd. | 8,137 | ||
1,100 | H.U. Group Holdings, Inc. | 23,908 | ||
1,000 | Hanwa Co., Ltd. | 20,924 | ||
2,300 | Hokkaido Electric Power Co., Inc. | 8,391 | ||
8,000 | Hokuetsu Corp. | 41,274 | ||
3,800 | Hosiden Corp. | 34,589 | ||
5,400 | Iino Kaiun Kaisha Ltd. | 27,223 | ||
2,700 | Inabata & Co., Ltd. | 44,098 | ||
1,100 | Itochu Enex Co., Ltd. | 8,545 | ||
3,000 | JAFCO Group Co., Ltd. | 36,173 | ||
1,300 | Japan Petroleum Exploration Co., Ltd. | 30,708 | ||
800 | JGC Corp. | 10,342 | ||
1,400 | Kaga Electronics Co., Ltd. | 31,265 | ||
1,100 | Kanamoto Co., Ltd. | 15,607 | ||
600 | Kaneka Corp. | 14,770 | ||
1,400 | Kintetsu World Express, Inc. | 43,028 | ||
5,600 | Kobe Steel Ltd. | 25,466 | ||
800 | Komeri Co., Ltd. | 15,548 | ||
1,100 | Kuraray Co., Ltd. | 8,878 | ||
300 | Kureha Corp. | 21,160 | ||
1,900 | KYB Corp. | 43,341 | ||
800 | Macnica Fuji Electronics Holdings, Inc. | 15,419 | ||
400 | Maruichi Steel Tube Ltd. | 8,455 | ||
400 | Matsuda Sangyo Co., Ltd. | 5,914 | ||
1,500 | Megachips Corp. | 34,880 | ||
300 | Meiko Electronics Co., Ltd. | 7,031 | ||
600 | Mirait Holdings Corp. | 7,062 | ||
500 | Mitsubishi Gas Chemical Co., Inc. | 7,204 | ||
1,600 | Mitsubishi Materials Corp. | 22,901 | ||
1,700 | Mitsui Mining & Smelting Co., Ltd. | 39,718 | ||
300 | Nabtesco Corp. (c) | 7,009 | ||
1,700 | NGK Spark Plug Co., Ltd. | 30,860 | ||
1,300 | NHK Spring Co., Ltd. | 8,556 | ||
900 | Nichiha Corp. | 17,512 | ||
500 | Nikkon Holdings Co., Ltd. | 7,927 | ||
400 | Nippon Electric Glass Co., Ltd. | 7,656 | ||
700 | Nippon Soda Co., Ltd. | 22,520 | ||
1,700 | Nippon Television Holdings, Inc. | 15,123 | ||
600 | Nishimatsu Construction Co., Ltd. | 17,976 | ||
800 | Nishio Rent All Co., Ltd. | 15,902 | ||
3,100 | Nissha Co., Ltd. | 33,609 | ||
4,200 | Nisshinbo Holdings, Inc. | 31,605 |
Shares | Description | Value | ||
Japan (Continued) | ||||
800 | Nitta Corp. | $16,268 | ||
1,900 | Nojima Corp. | 39,434 | ||
1,000 | NOK Corp. | 8,137 | ||
700 | Noritake Co., Ltd. | 20,792 | ||
1,300 | NS United Kaiun Kaisha Ltd. | 35,307 | ||
600 | Optex Group Co., Ltd. | 8,933 | ||
300 | Organo Corp. | 18,772 | ||
2,900 | Osaka Steel Co., Ltd. | 31,612 | ||
1,300 | Pacific Metals Co., Ltd. | 22,593 | ||
600 | Pilot Corp. (c) | 21,381 | ||
2,800 | Rengo Co., Ltd. | 15,189 | ||
700 | Sankyo Co., Ltd. | 21,179 | ||
2,600 | Sanyo Special Steel Co., Ltd. | 37,655 | ||
300 | SBS Holdings, Inc. | 6,025 | ||
500 | Seiko Holdings Corp. | 10,680 | ||
2,000 | Shin Nippon Biomedical Laboratories Ltd. | 29,157 | ||
1,000 | Shin-Etsu Polymer Co., Ltd. | 8,704 | ||
8,000 | SKY Perfect JSAT Holdings, Inc. | 31,840 | ||
700 | Snow Peak, Inc. | 14,002 | ||
2,000 | Sumitomo Forestry Co., Ltd. (c) | 28,346 | ||
300 | Sumitomo Osaka Cement Co., Ltd. | 7,440 | ||
1,000 | Sumitomo Rubber Industries Ltd. | 8,542 | ||
1,900 | Sumitomo Warehouse (The) Co., Ltd. | 28,077 | ||
1,700 | Taiheiyo Cement Corp. | 25,372 | ||
900 | Takara Standard Co., Ltd. | 8,292 | ||
400 | Tama Home Co., Ltd. | 7,223 | ||
2,100 | Toagosei Co., Ltd. (c) | 15,617 | ||
3,100 | Toho Titanium Co., Ltd. | 50,494 | ||
700 | Tokai Rika Co., Ltd. | 7,636 | ||
1,900 | Tokuyama Corp. | 24,170 | ||
1,800 | Tomy Co., Ltd. | 18,082 | ||
800 | Towa Pharmaceutical Co., Ltd. | 14,522 | ||
2,400 | Toyo Seikan Group Holdings Ltd. | 25,100 | ||
2,800 | Toyo Tire Corp. | 34,959 | ||
3,000 | Toyobo Co., Ltd. | 22,155 | ||
1,100 | Toyoda Gosei Co., Ltd. | 17,374 | ||
700 | Tsubakimoto Chain Co. | 15,658 | ||
700 | TV Asahi Holdings Corp. | 7,625 | ||
1,000 | UACJ Corp. | 15,220 | ||
1,700 | UBE Corp. | 25,272 | ||
5,800 | Yamada Holdings Co., Ltd. | 20,861 | ||
300 | Yamato Kogyo Co., Ltd. | 9,928 | ||
2,600 | Yokohama Rubber (The) Co., Ltd. (c) | 35,202 | ||
4,300 | Yonex Co., Ltd. | 36,224 | ||
1,600 | Zeon Corp. | 15,495 | ||
2,243,606 | ||||
Jersey – 0.3% | ||||
7,600 | Centamin PLC | 7,264 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
Jersey (Continued) | ||||
5,245 | Yellow Cake PLC (b) (e) (f) | $20,751 | ||
28,015 | ||||
Luxembourg – 0.8% | ||||
1,367 | ADLER Group S.A. (b) (e) (f) | 5,401 | ||
1,023 | APERAM S.A. | 28,409 | ||
714 | Millicom International Cellular S.A. (b) | 10,190 | ||
3,900 | Samsonite International S.A. (b) (e) (f) | 7,764 | ||
2,912 | Subsea 7 S.A. | 23,279 | ||
75,043 | ||||
Netherlands – 0.8% | ||||
630 | AMG Advanced Metallurgical Group N.V. | 16,241 | ||
1,508 | Fugro N.V. (b) | 19,027 | ||
3,003 | Koninklijke BAM Groep N.V. (b) | 7,100 | ||
31,326 | MFE-MediaForEurope N.V., Class B | 22,077 | ||
1,590 | SRH N.V. (b) (d) (g) (h) | 0 | ||
40,588 | Steinhoff International Holdings N.V. (b) | 6,282 | ||
70,727 | ||||
New Zealand – 0.2% | ||||
2,239 | Summerset Group Holdings Ltd. | 13,424 | ||
Norway – 2.0% | ||||
5,248 | Aker Solutions ASA | 14,258 | ||
2,341 | Austevoll Seafood ASA | 27,403 | ||
30,853 | DNO ASA | 42,788 | ||
8,457 | Elkem ASA (e) (f) | 26,943 | ||
10,811 | MPC Container Ships ASA | 21,387 | ||
1,216 | TGS ASA | 17,074 | ||
6,163 | Wallenius Wilhelmsen ASA | 33,194 | ||
183,047 | ||||
Portugal – 0.2% | ||||
15,783 | Sonae SGPS S.A. | 19,368 | ||
Singapore – 0.7% | ||||
37,500 | Riverstone Holdings Ltd. | 19,974 | ||
23,200 | Sembcorp Industries Ltd. | 47,592 | ||
67,566 | ||||
South Korea – 18.1% | ||||
178 | Ahnlab, Inc. | 11,845 | ||
64 | BGF retail Co., Ltd. | 9,316 | ||
1,818 | BH Co., Ltd. | 34,164 | ||
471 | Cheil Worldwide, Inc. | 8,615 | ||
1,952 | Daeduck Electronics Co., Ltd. | 39,314 | ||
1,428 | Daesang Corp. | 22,546 | ||
1,584 | Daewoo Engineering & Construction Co., Ltd. (b) | 7,125 |
Shares | Description | Value | ||
South Korea (Continued) | ||||
296 | DB HiTek Co., Ltd. | $11,387 | ||
906 | DL Holdings Co., Ltd. | 49,473 | ||
471 | DN Automotive Corp. | 20,133 | ||
3,310 | Dongkuk Steel Mill Co., Ltd. | 32,758 | ||
3,340 | Doosan Infracore Co., Ltd. (b) | 13,994 | ||
215 | DoubleUGames Co., Ltd. | 6,359 | ||
393 | E-MART, Inc. | 31,933 | ||
1,010 | GS Holdings Corp. | 32,554 | ||
1,956 | GS Retail Co., Ltd. | 38,641 | ||
851 | HAESUNG DS Co., Ltd. | 40,571 | ||
1,243 | Handsome Co., Ltd. | 29,390 | ||
1,051 | Hanil Cement Co., Ltd. | 10,806 | ||
1,514 | Hankook & Co. Co., Ltd. | 14,984 | ||
1,318 | Hankook Tire & Technology Co., Ltd. | 33,447 | ||
416 | Hansae Co., Ltd. | 5,431 | ||
637 | Hanwha Aerospace Co., Ltd. | 23,892 | ||
5,281 | Harim Holdings Co., Ltd. | 34,206 | ||
645 | Hyosung Corp. | 39,940 | ||
95 | Hyosung TNC Corp. | 25,096 | ||
300 | Hyundai Construction Equipment Co., Ltd. | 10,386 | ||
368 | Hyundai Home Shopping Network Corp. | 14,341 | ||
1,380 | Hyundai Marine & Fire Insurance Co., Ltd. | 32,895 | ||
163 | Il Dong Pharmaceutical Co., Ltd. (b) | 3,873 | ||
826 | Innox Advanced Materials Co., Ltd. | 21,152 | ||
584 | IS Dongseo Co., Ltd. | 17,542 | ||
2,141 | Jusung Engineering Co., Ltd. | 27,867 | ||
361 | JYP Entertainment Corp. | 13,415 | ||
525 | KCC Glass Corp. | 19,550 | ||
2,957 | KG DONGBUSTEEL | 30,290 | ||
1,912 | Kginicis Co., Ltd. | 18,702 | ||
1,774 | Korea Circuit Co., Ltd. (b) | 26,369 | ||
348 | Korea Electric Terminal Co., Ltd. | 14,446 | ||
560 | Korea Gas Corp. | 17,058 | ||
15,927 | Korea Line Corp. (b) | 32,139 | ||
265 | Korea Petrochemical Ind. Co., Ltd. | 25,002 | ||
3,381 | Korean Reinsurance Co. | 21,873 | ||
358 | Kumho Petrochemical Co., Ltd. | 38,326 | ||
463 | LIG Nex1 Co., Ltd. | 25,603 | ||
183 | Lotte Chilsung Beverage Co., Ltd. | 24,665 | ||
700 | LOTTE Fine Chemical Co., Ltd. | 35,313 | ||
210 | LS Corp. | 10,286 | ||
1,610 | LX International Corp. | 40,362 | ||
153 | LX Semicon Co., Ltd. | 11,289 | ||
538 | MegaStudyEdu Co., Ltd. | 32,320 | ||
6,783 | Meritz Securities Co., Ltd. | 23,717 | ||
528 | OCI Co., Ltd. | 58,355 | ||
778 | Orion Holdings Corp. | 8,988 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
South Korea (Continued) | ||||
4,759 | Pan Ocean Co., Ltd. | $21,772 | ||
121 | PharmaResearch Co., Ltd. | 6,281 | ||
1,670 | Poongsan Corp. | 31,898 | ||
440 | PSK, Inc. | 12,606 | ||
2,989 | Seah Besteel Corp. | 35,337 | ||
884 | SGC Energy Co., Ltd. | 24,782 | ||
792 | SIMMTECH Co., Ltd. | 22,539 | ||
802 | SK Discovery Co., Ltd. | 21,588 | ||
386 | SK Gas Ltd. | 36,121 | ||
272 | SM Entertainment Co., Ltd. | 13,219 | ||
480 | SNT Motiv Co., Ltd. | 15,878 | ||
3,503 | Ssangyong Motor Co. (b) (d) (g) (h) | 6,043 | ||
528 | Unid Co., Ltd. | 39,201 | ||
2,286 | Vidente Co., Ltd. (b) | 15,089 | ||
5,930 | Woori Technology Investment Co., Ltd. (b) | 23,932 | ||
486 | YG Entertainment, Inc. | 16,526 | ||
699 | Youngone Corp. | 20,673 | ||
1,647,529 | ||||
Spain – 0.9% | ||||
2,472 | Acerinox S.A. | 23,926 | ||
2,442 | Indra Sistemas SA (b) | 23,352 | ||
533 | Let’s GOWEX S.A. (b) (d) (g) (h) (i) | 0 | ||
5,390 | Mediaset Espana Comunicacion S.A. (b) | 22,153 | ||
402 | Solaria Energia y Medio Ambiente S.A. (b) | 8,531 | ||
77,962 | ||||
Sweden – 0.6% | ||||
1,383 | Bure Equity AB | 27,607 | ||
7,868 | Scandic Hotels Group AB (b) (e) (f) | 30,365 | ||
57,972 | ||||
Switzerland – 1.1% | ||||
276 | Bobst Group S.A. | 17,751 | ||
339 | Leonteq AG | 18,821 | ||
328 | Sulzer AG | 20,374 | ||
375 | u-blox Holding AG (b) | 37,985 | ||
94,931 | ||||
United Kingdom – 4.4% | ||||
585 | Bank of Georgia Group PLC | 9,300 | ||
286 | Bellway PLC | 7,471 | ||
15,722 | Capricorn Energy PLC (b) | 41,722 | ||
8,759 | Central Asia Metals PLC | 23,617 | ||
36,240 | Coats Group PLC | 27,484 | ||
11,718 | Diversified Energy Co. PLC (e) | 15,891 | ||
112,625 | EnQuest PLC (b) | 32,081 | ||
18,630 | Ferrexpo PLC | 29,550 | ||
6,188 | Firstgroup PLC (b) | 9,604 |
Shares | Description | Value | ||
United Kingdom (Continued) | ||||
7,440 | Indivior PLC (b) | $28,003 | ||
38,605 | IP Group PLC | 32,896 | ||
1,951 | Mediclinic International PLC | 10,872 | ||
4,477 | Molten Ventures PLC (b) | 22,780 | ||
93,067 | Pan African Resources PLC | 23,508 | ||
1,609 | Redde Northgate PLC | 6,601 | ||
2,658 | Redrow PLC | 15,848 | ||
9,645 | Serco Group PLC | 20,453 | ||
5,231 | Serica Energy PLC | 18,148 | ||
5,684 | Spire Healthcare Group PLC (b) (e) (f) | 16,260 | ||
2,274 | Synthomer PLC | 6,228 | ||
398,317 | ||||
Total Common Stocks | 8,486,677 | |||
(Cost $10,064,161) | ||||
REAL ESTATE INVESTMENT TRUSTS (a) – 6.1% | ||||
Australia – 3.6% | ||||
14,724 | Abacus Property Group | 26,120 | ||
12,093 | BWP Trust | 32,471 | ||
15,864 | Centuria Industrial REIT | 30,770 | ||
11,451 | Charter Hall Long Wale REIT | 33,750 | ||
14,470 | Charter Hall Retail REIT | 37,655 | ||
12,432 | Charter Hall Social Infrastructure REIT | 29,004 | ||
14,376 | Dexus Industria REIT | 26,792 | ||
11,101 | Growthpoint Properties Australia Ltd. | 26,129 | ||
4,496 | National Storage REIT | 6,641 | ||
20,863 | Shopping Centres Australasia Property Group | 39,602 | ||
22,816 | Waypoint REIT Ltd. | 36,537 | ||
325,471 | ||||
Canada – 0.9% | ||||
3,497 | Artis Real Estate Investment Trust | 31,949 | ||
708 | Dream Industrial Real Estate Investment Trust | 6,644 | ||
1,429 | InterRent Real Estate Investment Trust | 13,311 | ||
2,076 | Summit Industrial Income REIT | 27,595 | ||
79,499 | ||||
Guernsey – 0.2% | ||||
21,207 | Picton Property Income (The) Ltd. | 22,872 | ||
Japan – 0.1% | ||||
9 | Takara Leben Real Estate Investment Corp. | 7,781 | ||
Netherlands – 0.5% | ||||
1,342 | Eurocommercial Properties N.V. | 28,886 |
Shares | Description | Value | ||
REAL ESTATE INVESTMENT TRUSTS (a) (Continued) | ||||
Netherlands (Continued) | ||||
414 | NSI N.V. | $14,252 | ||
43,138 | ||||
New Zealand – 0.4% | ||||
27,869 | Goodman Property Trust | 34,811 | ||
United Kingdom – 0.4% | ||||
452 | Big Yellow Group PLC | 7,219 | ||
2,520 | LondonMetric Property PLC | 7,006 | ||
16,011 | Warehouse Reit PLC (e) | 28,729 | ||
42,954 | ||||
Total Real Estate Investment Trusts | 556,526 | |||
(Cost $684,202) | ||||
MONEY MARKET FUNDS – 1.2% | ||||
109,763 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 1.39% (j) (k) | 109,763 | ||
(Cost $109,763) | ||||
Principal Value | Description | Value | ||
REPURCHASE AGREEMENTS – 1.1% | ||||
$103,230 | BNP Paribas S.A., 1.44% (j), dated 6/30/22, due 7/1/22, with a maturity value of $103,234. Collateralized by U.S. Treasury Note, interest rate of 1.25%, due 5/31/28. The value of the collateral including accrued interest is $105,511. (k) | 103,230 | ||
(Cost $103,230) | ||||
Total Investments – 101.8% | 9,256,196 | |||
(Cost $10,961,356) | ||||
Net Other Assets and Liabilities – (1.8)% | (162,885) | |||
Net Assets – 100.0% | $9,093,311 |
(a) | Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Fund Performance Overview. |
(b) | Non-income producing security. |
(c) | All or a portion of this security is on loan (see Note 2F - Securities Lending in the Notes to Financial Statements). The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $200,665 and the total value of the collateral held by the Fund is $212,993. |
(d) | This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with the provisions of the Investment Company Act of 1940, as amended. At June 30, 2022, securities noted as such are valued at $20,600 or 0.2% of net assets. |
(e) | 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”). |
(f) | 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. |
(g) | 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. |
(h) | This security’s value was determined using significant unobservable inputs (see Note 2A – Portfolio Valuation in the Notes to Financial Statements). |
(i) | This issuer has filed for protection in bankruptcy court. |
(j) | Rate shown reflects yield as of June 30, 2022. |
(k) | This security serves as collateral for securities on loan. |
Security Lending Agency Agreement | |
Total gross amount presented on the Statements of Assets and Liabilities (1) | $200,665 |
Non-cash Collateral (2) | (200,665) |
Net Amount | $— |
(1) | The amount presented on the Statements of Assets and Liabilities, which is included in “Investments, at value,” is not offset and is shown on a gross basis. |
(2) | At June 30, 2022, the value of the collateral received from each borrower exceeded the value of the related securities loaned. This amount is disclosed on the Portfolio of Investments. |
Repurchase Agreements | |
Total gross amount presented on the Statements of Assets and Liabilities (3) | $103,230 |
Non-cash Collateral (4) | (103,230) |
Net Amount | $— |
(3) | The amount is included in “Investments, at value” on the Statements of Assets and Liabilities. |
(4) | At June 30, 2022, the value of the collateral received from each seller exceeded the value of the repurchase agreements. |
Currency Exposure Diversification | % of Total Investments |
Japanese Yen | 24.3% |
South Korean Won | 17.8 |
Canadian Dollar | 14.9 |
Australian Dollar | 10.0 |
Euro | 9.8 |
British Pound Sterling | 6.1 |
Israeli Shekel | 3.7 |
Norwegian Krone | 3.7 |
Hong Kong Dollar | 3.7 |
United States Dollar | 2.3 |
Swiss Franc | 1.0 |
Danish Krone | 0.8 |
Swedish Krona | 0.7 |
Singapore Dollar | 0.7 |
New Zealand Dollar | 0.5 |
Total | 100.0% |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Australia | $ 600,270 | $ 593,839 | $ 6,431 | $ — |
Greece | 56,394 | 48,268 | — | 8,126 |
Netherlands | 70,727 | 70,727 | — | —** |
South Korea | 1,647,529 | 1,641,486 | — | 6,043 |
Spain | 77,962 | 77,962 | — | —** |
Other Country Categories* | 6,033,795 | 6,033,795 | — | — |
Real Estate Investment Trusts* | 556,526 | 556,526 | — | — |
Money Market Funds | 109,763 | 109,763 | — | — |
Repurchase Agreements | 103,230 | — | 103,230 | — |
Total Investments | $ 9,256,196 | $ 9,132,366 | $ 109,661 | $ 14,169 |
* | See Portfolio of Investments for country breakout. |
** | Investment is valued at $0. |
Shares | Description | Value | ||
COMMON STOCKS (a) – 97.3% | ||||
Bermuda – 2.3% | ||||
537,378 | BOE Varitronix Ltd. | $1,079,303 | ||
7,930,142 | Gemdale Properties & Investment Corp., Ltd. | 717,541 | ||
28,468 | Geopark Ltd. | 367,807 | ||
437,419 | Shenzhen International Holdings Ltd. | 430,350 | ||
2,595,001 | ||||
Brazil – 9.4% | ||||
11,206 | Arezzo Industria e Comercio S.A. | 148,922 | ||
80,043 | Auren Energia S.A. | 208,311 | ||
152,741 | Bradespar S.A. (Preference Shares) | 736,643 | ||
158,590 | BrasilAgro - Co Brasileira de Propriedades Agricolas | 738,791 | ||
41,844 | Cia Brasileira de Distribuicao | 130,646 | ||
73,708 | Cia de Saneamento de Minas Gerais-Copasa | 162,248 | ||
198,436 | Cia de Saneamento do Parana | 691,604 | ||
42,442 | Cia Ferro Ligas da Bahia-Ferbasa (Preference Shares) | 377,347 | ||
68,838 | Dexco S.A. | 129,825 | ||
128,895 | EDP - Energias do Brasil S.A. | 505,142 | ||
243,620 | Enauta Participacoes S.A. | 817,893 | ||
59,884 | Intelbras S.A. Industria de Telecomunicacao Eletronica Brasileira | 282,745 | ||
615,243 | JHSF Participacoes S.A. | 685,373 | ||
107,542 | Log-in Logistica Intermodal S.A. (b) | 623,456 | ||
78,794 | Mahle-Metal Leve S.A. | 349,145 | ||
329,702 | Metalurgica Gerdau S.A. (Preference Shares) | 601,640 | ||
319,285 | Minerva S.A. | 809,583 | ||
526,321 | Multilaser Industrial S.A. | 398,252 | ||
574,985 | Raizen S.A. (Preference Shares) | 504,291 | ||
94,620 | Randon S.A. Implementos e Participacoes (Preference Shares) | 169,589 | ||
22,780 | Sao Martinho S.A. | 158,136 | ||
20,292 | SLC Agricola S.A. | 171,108 | ||
32,050 | Unipar Carbocloro S.A., Class B (Preference Shares) | 557,903 | ||
361,681 | Usinas Siderurgicas de Minas Gerais S.A., Class A (Preference Shares) | 597,797 | ||
10,556,390 | ||||
Cayman Islands – 13.1% | ||||
520,528 | 3SBio, Inc. (c) (d) | 413,939 | ||
1,257,524 | Agile Group Holdings Ltd. (e) | 503,215 | ||
912,000 | China Aoyuan Group Ltd. (b) (f) (g) | 137,146 |
Shares | Description | Value | ||
Cayman Islands (Continued) | ||||
11,550 | China Metal Recycling Holdings Ltd. (b) (f) (g) (h) | $0 | ||
1,311,538 | China Modern Dairy Holdings Ltd. (e) | 197,229 | ||
356,196 | China Overseas Property Holdings Ltd. (e) | 383,577 | ||
859,320 | China Renaissance Holdings Ltd. (c) (d) | 1,077,600 | ||
802,448 | China Risun Group Ltd. (c) | 345,654 | ||
3,518,344 | China SCE Group Holdings Ltd. | 484,250 | ||
585,860 | China Yongda Automobiles Services Holdings Ltd. | 553,994 | ||
935,944 | China Yuhua Education Corp., Ltd. (b) (c) (d) | 165,795 | ||
3,171,951 | China Zhongwang Holdings Ltd. (b) (f) (g) | 679,115 | ||
2,921,570 | CMGE Technology Group Ltd. (b) | 860,074 | ||
1,606,818 | Fufeng Group Ltd. | 1,030,011 | ||
98,671 | Fulgent Sun International Holding Co., Ltd. | 574,103 | ||
63,534 | General Interface Solution Holding Ltd. | 163,464 | ||
496,266 | Greentown Management Holdings Co., Ltd. (c) (d) | 383,261 | ||
1,617,908 | Kaisa Group Holdings Ltd. (b) (f) (g) | 173,197 | ||
1,541,860 | KWG Group Holdings Ltd. | 491,238 | ||
1,140,678 | KWG Living Group Holdings Ltd. (c) | 356,153 | ||
3,022,042 | Logan Group Co., Ltd. (e) (f) | 839,584 | ||
2,335,178 | Lonking Holdings Ltd. | 565,433 | ||
304,681 | NetDragon Websoft Holdings Ltd. | 655,428 | ||
3,217,758 | Powerlong Real Estate Holdings Ltd. | 537,195 | ||
275,140 | Q Technology Group Co., Ltd. (b) (c) (e) | 189,345 | ||
394,818 | Seazen Group Ltd. (b) | 195,225 | ||
496,713 | TCL Electronics Holdings Ltd. | 234,848 | ||
1,497,780 | Tian Lun Gas Holdings Ltd. | 941,028 | ||
742,112 | Tianneng Power International Ltd. (e) | 802,943 | ||
1,914,507 | Times China Holdings Ltd. (e) | 634,363 | ||
70,520 | Wisdom Marine Lines Co., Ltd. | 154,163 | ||
14,722,570 | ||||
Chile – 1.7% | ||||
68,584 | CAP S.A. | 618,082 | ||
13,510,112 | Colbun S.A. | 935,026 | ||
97,322 | Empresa Nacional de Telecomunicaciones S.A. | 304,274 | ||
1,857,382 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
China – 5.8% | ||||
455,844 | A-Living Smart City Services Co., Ltd., Class H (c) (d) | $733,134 | ||
217,552 | Anhui Expressway Co., Ltd. | 175,776 | ||
1,266,343 | BAIC Motor Corp., Ltd., Class H (c) (d) | 421,211 | ||
2,807,832 | Beijing Jingneng Clean Energy Co., Ltd., Class H | 644,097 | ||
2,476,208 | China BlueChemical Ltd., Class H | 713,186 | ||
468,847 | China Communications Services Corp., Ltd., Class H | 206,138 | ||
1,797,248 | Guangzhou R&F Properties Co., Ltd., Class H (e) | 474,117 | ||
979,085 | Inner Mongolia Yitai Coal Co., Ltd., Class B | 1,604,720 | ||
168,906 | Legend Holdings Corp., Class H (c) (d) | 221,712 | ||
201,070 | Shenzhen Expressway Co., Ltd., Class H | 208,839 | ||
1,359,056 | Sinotrans Ltd., Class H | 389,697 | ||
258,828 | Xinte Energy Co., Ltd. | 776,801 | ||
6,569,428 | ||||
Egypt – 0.4% | ||||
219,750 | Egyptian Financial Group-Hermes Holding Co. (i) | 139,448 | ||
941,253 | ElSewedy Electric Co. (b) | 303,404 | ||
442,852 | ||||
Hong Kong – 2.9% | ||||
702,832 | China Everbright Environment Group Ltd. | 414,706 | ||
2,113,070 | China Nonferrous Mining Corp., Ltd. | 974,832 | ||
724,411 | China Overseas Grand Oceans Group Ltd. | 384,971 | ||
322,622 | Genertec Universal Medical Group Co., Ltd. (c) (d) | 196,941 | ||
283,167 | Shanghai Industrial Holdings Ltd. | 409,226 | ||
2,162,510 | Shougang Fushan Resources Group Ltd. | 898,428 | ||
3,279,104 | ||||
India – 1.8% | ||||
34,140 | BSE Ltd. | 258,041 | ||
97,646 | Delta Corp. Ltd. | 205,808 | ||
9,478,890 | Jaiprakash Power Ventures Ltd. (b) | 774,179 | ||
529,199 | National Aluminium Co., Ltd. | 461,033 | ||
3,522,211 | Suzlon Energy Ltd. (b) | 305,513 | ||
2,004,574 | ||||
Indonesia – 5.7% | ||||
730,065 | Astra Agro Lestari Tbk PT | 480,257 |
Shares | Description | Value | ||
Indonesia (Continued) | ||||
3,713,197 | Bukit Asam Tbk PT | $952,134 | ||
61,699,085 | Bumi Resources Minerals Tbk PT (b) | 1,018,827 | ||
773,191 | Indah Kiat Pulp & Paper Tbk PT | 394,445 | ||
5,478,215 | Indika Energy Tbk PT (b) | 856,804 | ||
534,869 | Indo Tambangraya Megah Tbk PT | 1,101,333 | ||
1,477,793 | Matahari Department Store Tbk PT | 494,995 | ||
9,208,356 | Media Nusantara Citra Tbk PT | 577,937 | ||
10,054,666 | Surya Esa Perkasa Tbk PT | 563,561 | ||
6,440,293 | ||||
Jersey – 0.7% | ||||
6,662,570 | West China Cement Ltd. | 840,590 | ||
Malaysia – 3.2% | ||||
8,723,600 | Bumi Armada Bhd (b) | 762,016 | ||
2,656,000 | Dagang NeXchange Bhd | 476,061 | ||
368,700 | Hartalega Holdings Bhd | 255,978 | ||
3,110,200 | Hibiscus Petroleum Bhd | 705,661 | ||
2,281,000 | Kossan Rubber Industries | 683,136 | ||
3,788,876 | Supermax Corp. Bhd | 752,187 | ||
3,635,039 | ||||
Mexico – 2.4% | ||||
425,272 | Alsea S.A.B. de C.V. (b) | 805,732 | ||
193,591 | Coca-Cola Femsa S.A.B. de C.V. | 1,073,104 | ||
1,004,337 | Gentera S.A.B. de C.V. | 806,586 | ||
2,685,422 | ||||
Philippines – 1.9% | ||||
6,093,000 | DMCI Holdings, Inc. | 977,362 | ||
1,792,200 | Semirara Mining & Power Corp. | 1,140,802 | ||
2,118,164 | ||||
Poland – 1.1% | ||||
45,563 | Jastrzebska Spolka Weglowa S.A. (b) (e) | 653,950 | ||
449,276 | Orange Polska S.A. | 628,590 | ||
1,282,540 | ||||
Russia – 0.0% | ||||
378,620,637 | Federal Grid Co. Unified Energy System PJSC (f) (g) (h) | 15,696 | ||
580,351 | Mechel PJSC (b) (f) (g) (h) | 22,005 | ||
41,053,967 | ROSSETI PJSC (f) (g) (h) | 12,719 | ||
50,420 | ||||
South Africa – 2.1% | ||||
21,085 | Foschini Group (The) Ltd. | 158,117 | ||
42,061 | Harmony Gold Mining Co., Ltd. | 134,363 | ||
162,168 | PSG Group Ltd. (b) | 837,417 | ||
218,450 | Sappi Ltd. (b) | 723,210 | ||
209,586 | Telkom S.A. SOC Ltd. (b) | 470,993 | ||
2,324,100 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
Taiwan – 18.7% | ||||
323,233 | Asia Polymer Corp. | $306,562 | ||
209,200 | Asia Vital Components Co., Ltd. | 655,036 | ||
1,212,527 | BES Engineering Corp. | 353,153 | ||
201,087 | China Motor Corp. | 419,981 | ||
355,620 | ChipMOS Technologies, Inc. | 441,931 | ||
396,075 | Chung Hung Steel Corp. | 357,664 | ||
74,760 | Coremax Corp. | 320,578 | ||
525,821 | CTCI Corp. | 794,032 | ||
37,844 | Elite Semiconductor Microelectronics Technology, Inc. | 113,022 | ||
330,241 | Evergreen International Storage & Transport Corp. | 317,652 | ||
59,833 | Faraday Technology Corp. | 384,351 | ||
189,418 | Feng Hsin Steel Co., Ltd. | 435,744 | ||
122,471 | Getac Holdings Corp. | 166,200 | ||
46,869 | Gigabyte Technology Co., Ltd. | 139,818 | ||
714,716 | Global Brands Manufacture Ltd. | 687,470 | ||
71,682 | Gold Circuit Electronics Ltd. | 183,463 | ||
1,115,925 | Grand Pacific Petrochemical | 851,952 | ||
288,083 | Hannstar Board Corp. | 306,652 | ||
1,971,829 | HannStar Display Corp. | 673,115 | ||
51,417 | Hotai Finance Co., Ltd. | 173,791 | ||
179,733 | Hsin Kuang Steel Co., Ltd. | 239,676 | ||
142,193 | King Yuan Electronics Co., Ltd. | 191,290 | ||
359,466 | Kinpo Electronics | 157,769 | ||
44,966 | Lotus Pharmaceutical Co., Ltd. | 232,138 | ||
455,832 | Macronix International Co., Ltd. | 544,236 | ||
1,030,956 | Mitac Holdings Corp. | 951,780 | ||
279,066 | Nantex Industry Co., Ltd. | 399,356 | ||
159,501 | Nuvoton Technology Corp. | 729,552 | ||
267,235 | Oriental Union Chemical Corp. (b) | 168,070 | ||
386,241 | Pou Chen Corp. | 383,208 | ||
128,273 | Powertech Technology, Inc. | 378,777 | ||
183,247 | Qisda Corp. | 176,569 | ||
210,102 | Ruentex Industries Ltd. | 548,335 | ||
154,057 | Sercomm Corp. | 420,200 | ||
290,833 | Shinkong Synthetic Fibers Corp. | 177,531 | ||
102,002 | Shiny Chemical Industrial Co., Ltd. | 516,297 | ||
351,516 | Supreme Electronics Co., Ltd. | 497,124 | ||
198,953 | T3EX Global Holdings Corp. | 576,782 | ||
847,715 | Ta Ya Electric Wire & Cable | 738,420 | ||
725,351 | Taiwan Glass Industry Corp. | 435,452 | ||
51,635 | Taiwan Surface Mounting Technology Corp. | 156,988 | ||
1,687,798 | Ton Yi Industrial Corp. | 828,757 | ||
71,682 | Topco Scientific Co., Ltd. | 332,693 | ||
174,583 | TSRC Corp. | 174,093 | ||
173,095 | Tung Ho Steel Enterprise Corp. | 302,138 | ||
166,930 | Wah Lee Industrial Corp. | 473,839 | ||
629,432 | Walsin Lihwa Corp. | 763,147 | ||
326,408 | WPG Holdings Ltd. | 604,876 | ||
307,337 | WT Microelectronics Co., Ltd. | 693,572 |
Shares | Description | Value | ||
Taiwan (Continued) | ||||
26,841 | Yulon Finance Corp. | $193,633 | ||
21,068,465 | ||||
Thailand – 4.7% | ||||
1,285,600 | AP Thailand PCL | 363,626 | ||
237,700 | Bangchak Corp. PCL | 210,101 | ||
721,500 | Beyond Securities PCL (b) | 240,806 | ||
164,400 | Com7 PCL | 139,499 | ||
7,944,800 | IRPC PCL | 723,582 | ||
858,800 | Polyplex Thailand PCL | 548,971 | ||
827,000 | Precious Shipping PCL | 430,400 | ||
650,200 | Regional Container Lines PCL | 708,039 | ||
1,346,800 | Sri Trang Agro-Industry PCL | 807,585 | ||
1,120,100 | Sri Trang Gloves Thailand PCL | 516,409 | ||
732,700 | Star Petroleum Refining PCL | 250,762 | ||
169,900 | Thonburi Healthcare Group PCL | 295,541 | ||
5,235,321 | ||||
Turkey – 19.4% | ||||
340,525 | AG Anadolu Grubu Holding A.S. | 967,843 | ||
357,707 | Aksa Akrilik Kimya Sanayii A.S. | 1,239,772 | ||
520,735 | Alarko Holding A.S. | 1,023,297 | ||
257,785 | Arcelik A.S. | 1,119,713 | ||
584,997 | Aygaz A.S. | 1,305,192 | ||
147,393 | BIM Birlesik Magazalar A.S. | 713,950 | ||
133,072 | Coca-Cola Icecek A.S. | 1,030,055 | ||
4,711,789 | Dogan Sirketler Grubu Holding A.S. | 982,373 | ||
959,755 | Enerjisa Enerji A.S. (c) (d) | 782,007 | ||
888,662 | Haci Omer Sabanci Holding A.S. | 1,006,791 | ||
527,190 | Hektas Ticaret TAS (b) | 934,910 | ||
1,019,348 | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A.S., Class D | 688,879 | ||
361,857 | Koza Anadolu Metal Madencilik Isletmeleri A.S. (b) | 559,763 | ||
341,419 | Migros Ticaret A.S. (b) | 981,839 | ||
144,810 | Pegasus Hava Tasimaciligi A.S. (b) | 1,483,562 | ||
1,727,134 | Petkim Petrokimya Holding A.S. (b) | 912,653 | ||
306,405 | TAV Havalimanlari Holding A.S. (b) | 913,455 | ||
585,766 | Tekfen Holding A.S. | 758,737 | ||
483,448 | Turk Hava Yollari AO (b) | 1,355,523 | ||
13,416 | Turk Traktor ve Ziraat Makineleri A.S. | 175,062 | ||
415,156 | Turkcell Iletisim Hizmetleri A.S. | 402,937 | ||
72,743 | Turkiye Petrol Rafinerileri A.S. (b) | 1,152,731 | ||
1,025,379 | Turkiye Sise ve Cam Fabrikalari A.S. | 1,320,791 | ||
21,811,835 | ||||
Total Common Stocks | 109,519,490 | |||
(Cost $127,480,055) |
Shares | Description | Value | ||
REAL ESTATE INVESTMENT TRUSTS (a) – 1.5% | ||||
Mexico – 0.9% | ||||
408,320 | Prologis Property Mexico S.A. de C.V. | $1,071,080 | ||
South Africa – 0.6% | ||||
999,182 | Fortress REIT Ltd., Class A | 656,550 | ||
Total Real Estate Investment Trusts | 1,727,630 | |||
(Cost $2,024,697) | ||||
MONEY MARKET FUNDS – 1.1% | ||||
1,265,250 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 1.39% (j) (k) | 1,265,250 | ||
(Cost $1,265,250) | ||||
Principal Value | Description | Value | ||
REPURCHASE AGREEMENTS – 1.1% | ||||
$1,189,944 | BNP Paribas S.A., 1.44% (j), dated 6/30/22, due 7/1/22, with a maturity value of $1,189,992. Collateralized by U.S. Treasury Note, interest rate of 1.25%, due 5/31/28. The value of the collateral including accrued interest is $1,216,243. (k) | 1,189,944 | ||
(Cost $1,189,944) | ||||
Total Investments – 101.0% | 113,702,314 | |||
(Cost $131,959,946) | ||||
Net Other Assets and Liabilities – (1.0)% | (1,127,629) | |||
Net Assets – 100.0% | $112,574,685 |
(a) | Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Fund Performance Overview. |
(b) | Non-income producing security. |
(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”). |
(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) | All or a portion of this security is on loan (see Note 2F - Securities Lending in the Notes to Financial Statements). The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $2,645,183 and the total value of the collateral held by the Fund is $2,455,194. |
(f) | This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees, and in accordance with the provisions of the Investment Company Act of 1940, as amended. At June 30, 2022, securities noted as such are valued at $1,879,462 or 1.7% of net assets. |
(g) | 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. |
(h) | This security’s value was determined using significant unobservable inputs (see Note 2A – Portfolio Valuation in the Notes to Financial Statements). |
(i) | Non-income producing security that makes payment-in-kind (“PIK”) distributions. There were no in-kind distributions received for the six months ended June 30, 2022. |
(j) | Rate shown reflects yield as of June 30, 2022. |
(k) | This security serves as collateral for securities on loan. |
Security Lending Agency Agreement | |
Total gross amount presented on the Statements of Assets and Liabilities (1) | $2,645,183 |
Non-cash Collateral (2) | (2,455,194) |
Net Amount | $189,989 |
(1) | The amount presented on the Statements of Assets and Liabilities, which is included in “Investments, at value,” is not offset and is shown on a gross basis. |
(2) | The collateral requirements are determined at the beginning of each business day based on the market value of the loaned securities from the end of the prior day. On June 30, 2022, the last business day of the period, there was sufficient collateral based on the end of day market value from the prior business day; however, market movement from June 29 to June 30 reduced the collateral value below the value of the related securities loaned. See Note 2F – Securities Lending in the Notes to Financial Statements. |
Repurchase Agreements | |
Total gross amount presented on the Statements of Assets and Liabilities (3) | $1,189,944 |
Non-cash Collateral (4) | (1,189,944) |
Net Amount | $— |
(3) | The amount is included in “Investments, at value” on the Statements of Assets and Liabilities. |
(4) | At June 30, 2022, the value of the collateral received from each seller exceeded the value of the repurchase agreements. |
Currency Exposure Diversification | % of Total Investments |
Hong Kong Dollar | 22.1% |
New Taiwan Dollar | 19.3 |
Turkish Lira | 19.2 |
Brazilian Real | 9.3 |
Indonesian Rupiah | 5.7 |
Thai Baht | 4.6 |
United States Dollar | 3.9 |
Mexican Peso | 3.3 |
Malaysian Ringgit | 3.2 |
South African Rand | 2.6 |
Philippine Peso | 1.9 |
Indian Rupee | 1.8 |
Chilean Peso | 1.6 |
Polish Zloty | 1.1 |
Egyptian Pound | 0.4 |
Russian Ruble | 0.0* |
Total | 100.0% |
* | Amount is less than 0.1%. |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Cayman Islands | $ 14,722,570 | $ 12,893,528 | $ 1,829,042 | $ —** |
Russia | 50,420 | — | — | 50,420 |
Thailand | 5,235,321 | — | 5,235,321 | — |
Other Country Categories* | 89,511,179 | 89,511,179 | — | — |
Real Estate Investment Trusts* | 1,727,630 | 1,727,630 | — | — |
Money Market Funds | 1,265,250 | 1,265,250 | — | — |
Repurchase Agreements | 1,189,944 | — | 1,189,944 | — |
Total Investments | $ 113,702,314 | $ 105,397,587 | $ 8,254,307 | $ 50,420 |
* | See Portfolio of Investments for country breakout. |
** | Investment is valued at $0. |
Shares | Description | Value | ||
COMMON STOCKS (a) – 96.3% | ||||
Austria – 3.5% | ||||
5,221 | OMV AG | $244,897 | ||
17,494 | Raiffeisen Bank International AG | 189,561 | ||
1,779 | Verbund AG | 174,033 | ||
10,481 | voestalpine AG | 222,747 | ||
831,238 | ||||
Belgium – 5.5% | ||||
1,004 | Ackermans & van Haaren N.V. | 149,930 | ||
1,236 | Ageas S.A./N.V. | 54,375 | ||
1,044 | Anheuser-Busch InBev S.A./N.V. | 56,191 | ||
740 | D’ieteren Group | 108,258 | ||
1,639 | Elia Group S.A./N.V. | 232,218 | ||
3,021 | Etablissements Franz Colruyt N.V. | 82,154 | ||
10,084 | Proximus S.A.D.P. | 148,632 | ||
858 | Sofina S.A. | 175,333 | ||
1,899 | Solvay S.A. | 153,871 | ||
1,567 | UCB S.A. | 132,422 | ||
1,293,384 | ||||
Finland – 3.5% | ||||
13,002 | Kojamo Oyj | 224,275 | ||
1,376 | Orion Oyj, Class B | 61,428 | ||
4,001 | Sampo Oyj, Class A | 174,087 | ||
12,717 | Stora Enso Oyj, Class R | 199,435 | ||
5,729 | UPM-Kymmene Oyj | 174,168 | ||
833,393 | ||||
France – 23.1% | ||||
416 | Aeroports de Paris (b) | 52,684 | ||
784 | Air Liquide S.A. | 105,262 | ||
2,604 | Arkema S.A. | 231,735 | ||
8,528 | AXA S.A. | 193,574 | ||
1,091 | BNP Paribas S.A. | 51,866 | ||
47,654 | Bollore SE | 220,730 | ||
5,372 | Bouygues S.A. | 165,285 | ||
839 | Capgemini SE | 143,710 | ||
11,532 | Carrefour S.A. (c) | 204,055 | ||
2,087 | Cie de Saint-Gobain | 89,550 | ||
1,843 | Cie Generale des Etablissements Michelin SCA | 50,167 | ||
10,405 | Credit Agricole S.A. | 95,202 | ||
1,822 | Eiffage S.A. | 163,976 | ||
14,238 | Engie S.A. | 163,621 | ||
1,893 | Eramet S.A. | 196,691 | ||
341 | EssilorLuxottica S.A. | 51,065 | ||
3,771 | Eurazeo SE | 233,553 | ||
1,116 | Gaztransport Et Technigaz S.A. | 139,757 | ||
2,000 | Ipsen S.A. | 188,736 | ||
87 | LVMH Moet Hennessy Louis Vuitton SE | 53,035 | ||
2,664 | Nexans S.A. | 206,449 | ||
10,582 | Orange S.A. | 124,423 | ||
284 | Pernod Ricard S.A. | 52,172 | ||
303 | Remy Cointreau S.A. | 52,932 |
Shares | Description | Value | ||
France (Continued) | ||||
9,489 | Renault S.A. (b) | $236,568 | ||
14,575 | Rexel S.A. | 224,144 | ||
5,821 | SCOR SE | 125,052 | ||
9,262 | Societe Generale S.A. | 202,761 | ||
1,988 | Thales S.A. | 243,853 | ||
6,152 | TotalEnergies SE | 324,735 | ||
10,141 | Valeo | 195,807 | ||
3,894 | Veolia Environnement S.A. | 95,040 | ||
1,218 | Vinci S.A. | 108,443 | ||
23,918 | Vivendi SE | 243,029 | ||
3,058 | Wendel SE | 255,569 | ||
5,485,231 | ||||
Germany – 27.0% | ||||
523 | Allianz SE | 99,816 | ||
2,611 | Aurubis AG | 177,196 | ||
4,377 | BASF SE | 190,470 | ||
3,648 | Bayer AG | 216,836 | ||
3,603 | Bayerische Motoren Werke AG | 277,368 | ||
32,705 | Commerzbank AG (b) | 229,151 | ||
3,464 | Continental AG | 241,402 | ||
6,178 | Covestro AG (d) (e) | 213,520 | ||
913 | CTS Eventim AG & Co., KGaA (b) | 47,839 | ||
6,734 | Daimler Truck Holding AG (b) | 175,787 | ||
9,841 | Deutsche Bank AG | 85,783 | ||
1,042 | Deutsche Boerse AG | 174,277 | ||
7,697 | Deutsche Lufthansa AG (b) | 44,880 | ||
2,601 | Deutsche Post AG | 97,417 | ||
3,345 | Deutsche Telekom AG | 66,413 | ||
10,745 | E.ON SE | 90,172 | ||
2,249 | Evonik Industries AG | 47,985 | ||
5,096 | Fresenius SE & Co., KGaA | 154,336 | ||
1,728 | FUCHS PETROLUB SE (Preference Shares) | 48,169 | ||
370 | Hannover Rueck SE | 53,702 | ||
5,482 | HeidelbergCement AG | 263,344 | ||
1,945 | Hella GmbH & Co., KGaA | 131,162 | ||
4,304 | HUGO BOSS AG | 227,143 | ||
10,316 | K+S AG | 250,699 | ||
1,888 | KION Group AG | 78,330 | ||
2,743 | LEG Immobilien SE | 227,433 | ||
4,438 | Mercedes-Benz Group AG | 256,817 | ||
3,222 | Porsche Automobil Holding SE (Preference Shares) | 213,124 | ||
1,179 | Rheinmetall AG | 272,188 | ||
7,164 | RWE AG | 263,364 | ||
40,311 | Schaeffler AG (Preference Shares) | 228,117 | ||
4,246 | Talanx AG | 161,609 | ||
45,878 | Telefonica Deutschland Holding AG | 131,733 | ||
21,811 | thyssenkrupp AG (b) | 123,656 | ||
3,633 | United Internet AG | 103,670 |
Shares | Description | Value | ||
COMMON STOCKS (a) (Continued) | ||||
Germany (Continued) | ||||
4,040 | VERBIO Vereinigte BioEnergie AG | $203,218 | ||
1,443 | Volkswagen AG (Preference Shares) | 192,684 | ||
4,016 | Vonovia SE | 123,732 | ||
1,464 | Wacker Chemie AG | 211,106 | ||
6,395,648 | ||||
Greece – 1.4% | ||||
159,916 | Eurobank Ergasias Services and Holdings S.A. (b) | 141,307 | ||
3,453 | Hellenic Telecommunications Organization S.A. | 59,960 | ||
8,581 | OPAP S.A. | 122,747 | ||
324,014 | ||||
Ireland – 2.5% | ||||
56,552 | AIB Group PLC | 128,839 | ||
48,758 | Bank of Ireland Group PLC | 308,211 | ||
3,116 | CRH PLC | 107,758 | ||
636 | Kingspan Group PLC | 38,257 | ||
583,065 | ||||
Italy – 6.7% | ||||
109,303 | A2A S.p.A. | 138,827 | ||
13,634 | Assicurazioni Generali S.p.A. | 217,531 | ||
21,055 | Banco BPM S.p.A. | 59,927 | ||
2,133 | Brunello Cucinelli S.p.A. | 96,072 | ||
2,289 | De’ Longhi S.p.A. | 42,554 | ||
21,302 | Eni S.p.A. | 252,880 | ||
1,878 | ERG S.p.A. | 58,333 | ||
33,854 | Hera S.p.A. | 97,917 | ||
31,395 | Leonardo S.p.A. | 318,410 | ||
11,486 | Pirelli & C S.p.A. (d) (e) | 46,655 | ||
5,488 | Prysmian S.p.A. | 150,738 | ||
14,548 | Terna-Rete Elettrica Nazionale S.p.A. | 114,159 | ||
1,594,003 | ||||
Luxembourg – 2.0% | ||||
9,665 | ArcelorMittal S.A. | 217,863 | ||
20,588 | Tenaris S.A. | 264,727 | ||
482,590 | ||||
Netherlands – 8.8% | ||||
1,218 | Aalberts N.V. | 47,469 | ||
35,383 | Aegon N.V. | 153,065 | ||
200 | Argenx SE (b) | 74,928 | ||
5,365 | ASR Nederland N.V. | 216,850 | ||
2,182 | BE Semiconductor Industries N.V. | 104,888 | ||
5,836 | Koninklijke Ahold Delhaize N.V. | 152,040 | ||
36,040 | Koninklijke KPN N.V. | 128,449 | ||
8,170 | Koninklijke Philips N.V. | 175,987 | ||
1,928 | Koninklijke Vopak N.V. | 48,652 |
Shares | Description | Value | ||
Netherlands (Continued) | ||||
4,940 | NN Group N.V. | $224,366 | ||
8,827 | OCI N.V. | 291,198 | ||
5,830 | Prosus N.V. | 381,725 | ||
1,037 | Randstad N.V. | 50,207 | ||
1,431 | STMicroelectronics N.V. | 44,988 | ||
2,094,812 | ||||
Portugal – 2.2% | ||||
19,674 | Galp Energia SGPS S.A. | 230,605 | ||
13,032 | Jeronimo Martins SGPS S.A. | 283,244 | ||
513,849 | ||||
Spain – 10.1% | ||||
1,306 | Acciona S.A. | 240,193 | ||
2,312 | ACS Actividades de Construccion y Servicios S.A. | 56,041 | ||
21,742 | Banco Bilbao Vizcaya Argentaria S.A. | 98,668 | ||
303,846 | Banco de Sabadell S.A. | 242,187 | ||
36,540 | Banco Santander S.A. | 102,929 | ||
31,914 | Bankinter S.A. | 199,060 | ||
55,220 | CaixaBank S.A. | 191,948 | ||
5,728 | Endesa S.A. | 108,048 | ||
2,528 | Laboratorios Farmeceuticos Rovi S.A. | 154,714 | ||
89,427 | Mapfre S.A. | 157,629 | ||
8,341 | Naturgy Energy Group S.A. | 240,114 | ||
23,749 | Repsol S.A. | 349,673 | ||
51,672 | Telefonica S.A. | 263,276 | ||
2,404,480 | ||||
Total Common Stocks | 22,835,707 | |||
(Cost $28,666,122) | ||||
REAL ESTATE INVESTMENT TRUSTS (a) – 2.9% | ||||
Belgium – 0.8% | ||||
5,794 | Warehouses De Pauw CVA | 182,155 | ||
France – 1.5% | ||||
2,355 | Covivio | 130,676 | ||
991 | Gecina S.A. | 92,428 | ||
1,941 | ICADE | 94,666 | ||
2,342 | Klepierre S.A. | 45,061 | ||
362,831 | ||||
Spain – 0.6% | ||||
13,747 | Inmobiliaria Colonial Socimi S.A. | 87,949 | ||
5,351 | Merlin Properties Socimi S.A. | 51,618 | ||
139,567 | ||||
Total Real Estate Investment Trusts | 684,553 | |||
(Cost $939,362) |
Shares | Description | Value | ||
MONEY MARKET FUNDS – 0.4% | ||||
95,248 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 1.39% (f) (g) | $95,248 | ||
(Cost $95,248) | ||||
Principal Value | Description | Value | ||
REPURCHASE AGREEMENTS – 0.4% | ||||
$89,579 | BNP Paribas S.A., 1.44% (f), dated 6/30/22, due 7/01/22, with a maturity value of $89,583. Collateralized by U.S. Treasury Note, interest rate of 1.25%, due 5/31/28. The value of the collateral including accrued interest is $91,559. (g) | 89,579 | ||
(Cost $89,579) | ||||
Total Investments – 100.0% | 23,705,087 | |||
(Cost $29,790,311) | ||||
Net Other Assets and Liabilities – (0.0)% | (8,346) | |||
Net Assets – 100.0% | $23,696,741 |
(a) | Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. For a breakdown of the portfolio securities by sector, please see the Fund Performance Overview. |
(b) | Non-income producing security. |
(c) | All or a portion of this security is on loan (see Note 2F - Securities Lending in the Notes to Financial Statements). The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $173,867 and the total value of the collateral held by the Fund is $184,827. |
(d) | 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”). |
(e) | 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. |
(f) | Rate shown reflects yield as of June 30, 2022. |
(g) | This security serves as collateral for securities on loan. |
Security Lending Agency Agreement | |
Total gross amount presented on the Statements of Assets and Liabilities (1) | $173,867 |
Non-cash Collateral (2) | (173,867) |
Net Amount | $— |
(1) | The amount presented on the Statements of Assets and Liabilities, which is included in “Investments, at value,” is not offset and is shown on a gross basis. |
(2) | At June 30, 2022, the value of the collateral received from each borrower exceeded the value of the related securities loaned. This amount is disclosed on the Portfolio of Investments. |
Repurchase Agreements | |
Total gross amount presented on the Statements of Assets and Liabilities (3) | $89,579 |
Non-cash Collateral (4) | (89,579) |
Net Amount | $— |
(3) | The amount is included in “Investments, at value” on the Statements of Assets and Liabilities. |
(4) | At June 30, 2022, the value of the collateral received from each seller exceeded the value of the repurchase agreements. |
Total Value at 6/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 22,835,707 | $ 22,835,707 | $ — | $ — |
Real Estate Investment Trusts* | 684,553 | 684,553 | — | — |
Money Market Funds | 95,248 | 95,248 | — | — |
Repurchase Agreements | 89,579 | — | 89,579 | — |
Total Investments | $ 23,705,087 | $ 23,615,508 | $ 89,579 | $— |
* | See Portfolio of Investments for country breakout. |
First Trust Asia Pacific ex-Japan AlphaDEX® Fund (FPA) | First Trust Europe AlphaDEX® Fund (FEP) | First Trust Latin America AlphaDEX® Fund (FLN) | First Trust Brazil AlphaDEX® Fund (FBZ) | ||||
ASSETS: | |||||||
Investments, at value | $ 13,312,539 | $ 312,536,512 | $ 41,167,838 | $ 5,354,167 | |||
Cash | — | — | 17,527 | — | |||
Foreign currency | 2 | — | 157,784 | 48,424 | |||
Receivables: | |||||||
Fund shares sold | — | — | — | — | |||
Dividends | 53,230 | 559,103 | 303,419 | 65,299 | |||
Dividend reclaims | — | 2,581,311 | — | — | |||
Securities lending income | 81 | 16,685 | — | — | |||
Investment securities sold | — | 585,555 | 671 | — | |||
Miscellaneous | — | — | — | — | |||
Total Assets | 13,365,852 | 316,279,166 | 41,647,239 | 5,467,890 | |||
LIABILITIES: | |||||||
Due to custodian | 22,991 | 272,400 | — | 4,166 | |||
Due to custodian foreign currency | — | 8,045 | — | — | |||
Due to authorized participant | — | — | 5,034 | — | |||
Due to securities lending agent | — | — | — | — | |||
Payables: | |||||||
Investment securities purchased | — | — | — | — | |||
Investment advisory fees | 9,196 | 233,573 | 32,250 | 4,747 | |||
Collateral for securities on loan | 251,119 | 8,364,235 | — | — | |||
Deferred foreign capital gains tax | — | — | — | — | |||
Total Liabilities | 283,306 | 8,878,253 | 37,284 | 8,913 | |||
NET ASSETS | $13,082,546 | $307,400,913 | $41,609,955 | $5,458,977 | |||
NET ASSETS consist of: | |||||||
Paid-in capital | $ 28,132,926 | $ 575,623,353 | $ 90,568,950 | $ 32,800,250 | |||
Par value | 5,000 | 98,500 | 25,500 | 5,500 | |||
Accumulated distributable earnings (loss) | (15,055,380) | (268,320,940) | (48,984,495) | (27,346,773) | |||
NET ASSETS | $13,082,546 | $307,400,913 | $41,609,955 | $5,458,977 | |||
NET ASSET VALUE, per share | $26.16 | $31.21 | $16.32 | $9.93 | |||
Number of shares outstanding (unlimited number of shares authorized, par value $0.01 per share) | 500,002 | 9,850,002 | 2,550,002 | 550,002 | |||
Investments, at cost | $15,139,752 | $376,715,486 | $48,463,853 | $5,172,124 | |||
Foreign currency, at cost (proceeds) | $2 | $(8,018) | $157,926 | $48,461 | |||
Securities on loan, at value | $239,256 | $2,034,499 | $— | $— |
First Trust China AlphaDEX® Fund (FCA) | First Trust Japan AlphaDEX® Fund (FJP) | First Trust Developed Markets ex-US AlphaDEX® Fund (FDT) | First Trust Emerging Markets AlphaDEX® Fund (FEM) | First Trust Germany AlphaDEX® Fund (FGM) | ||||
$ 8,772,937 | $ 31,806,388 | $ 412,161,893 | $ 325,331,352 | $ 18,586,073 | ||||
— | — | — | — | 28,550 | ||||
35,534 | 75,360 | 263,658 | 932,622 | 145 | ||||
— | — | 4,824,996 | — | — | ||||
221,807 | 178,176 | 1,139,155 | 5,546,329 | — | ||||
— | 1,610 | 893,369 | 186,577 | 55,798 | ||||
— | — | 5,645 | 305 | — | ||||
— | — | 277,082 | — | — | ||||
— | — | — | 370,740 | — | ||||
9,030,278 | 32,061,534 | 419,565,798 | 332,367,925 | 18,670,566 | ||||
37,850 | 152,579 | 625,588 | 385,780 | — | ||||
— | — | — | — | — | ||||
— | — | — | — | — | ||||
— | 40 | — | — | — | ||||
— | — | 4,807,252 | — | — | ||||
5,953 | 21,630 | 275,410 | 235,107 | 14,048 | ||||
— | 1,115,932 | 16,789,133 | 920,407 | — | ||||
— | — | — | — | — | ||||
43,803 | 1,290,181 | 22,497,383 | 1,541,294 | 14,048 | ||||
$ 8,986,475 | $ 30,771,353 | $ 397,068,415 | $ 330,826,631 | $ 18,656,518 | ||||
$ 16,561,012 | $ 88,399,981 | $ 739,187,450 | $ 554,084,881 | $ 60,977,894 | ||||
3,500 | 7,500 | 83,364 | 156,000 | 5,500 | ||||
(7,578,037) | (57,636,128) | (342,202,399) | (223,414,250) | (42,326,876) | ||||
$ 8,986,475 | $ 30,771,353 | $ 397,068,415 | $ 330,826,631 | $ 18,656,518 | ||||
$25.68 | $41.03 | $47.63 | $21.21 | $33.92 | ||||
350,002 | 750,002 | 8,336,412 | 15,600,002 | 550,002 | ||||
$9,576,333 | $38,057,009 | $459,859,015 | $384,492,325 | $28,841,075 | ||||
$35,533 | $74,929 | $261,914 | $933,520 | $145 | ||||
$— | $1,071,356 | $14,628,668 | $873,531 | $— |
First Trust United Kingdom AlphaDEX® Fund (FKU) | First Trust India NIFTY 50 Equal Weight ETF (NFTY) | First Trust Switzerland AlphaDEX® Fund (FSZ) | First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund (FDTS) | ||||
ASSETS: | |||||||
Investments, at value | $ 67,675,989 | $ 47,155,901 | $ 38,485,113 | $ 9,256,196 | |||
Cash | — | — | 4,371 | — | |||
Foreign currency | — | 2,951,047 | — | 15,520 | |||
Receivables: | |||||||
Fund shares sold | — | 23,239 | — | — | |||
Dividends | 355,592 | 247,469 | — | 33,838 | |||
Dividend reclaims | 8,964 | — | 1,128,763 | 12,777 | |||
Securities lending income | — | — | — | 54 | |||
Investment securities sold | — | 2,942,983 | — | 12,512 | |||
Miscellaneous | — | — | — | — | |||
Total Assets | 68,040,545 | 53,320,639 | 39,618,247 | 9,330,897 | |||
LIABILITIES: | |||||||
Due to custodian | 58,499 | 2,940,944 | — | 5,000 | |||
Due to custodian foreign currency | 8 | — | — | — | |||
Due to authorized participant | — | — | — | — | |||
Due to securities lending agent | — | — | — | — | |||
Payables: | |||||||
Investment securities purchased | — | 2,954,788 | — | 13,064 | |||
Investment advisory fees | 47,856 | 31,768 | 44,336 | 6,529 | |||
Collateral for securities on loan | — | — | — | 212,993 | |||
Deferred foreign capital gains tax | — | 311,307 | — | — | |||
Total Liabilities | 106,363 | 6,238,807 | 44,336 | 237,586 | |||
NET ASSETS | $67,934,182 | $47,081,832 | $39,573,911 | $9,093,311 | |||
NET ASSETS consist of: | |||||||
Paid-in capital | $ 129,011,961 | $ 46,031,841 | $ 76,182,880 | $ 14,821,680 | |||
Par value | 21,500 | 11,500 | 7,500 | 2,500 | |||
Accumulated distributable earnings (loss) | (61,099,279) | 1,038,491 | (36,616,469) | (5,730,869) | |||
NET ASSETS | $67,934,182 | $47,081,832 | $39,573,911 | $9,093,311 | |||
NET ASSET VALUE, per share | $31.60 | $40.94 | $52.77 | $36.37 | |||
Number of shares outstanding (unlimited number of shares authorized, par value $0.01 per share) | 2,150,002 | 1,150,002 | 750,002 | 250,002 | |||
Investments, at cost | $88,264,146 | $46,854,745 | $46,544,300 | $10,961,356 | |||
Foreign currency, at cost (proceeds) | $(8) | $2,951,047 | $— | $15,459 | |||
Securities on loan, at value | $— | $— | $— | $200,665 |
First Trust Emerging Markets Small Cap AlphaDEX® Fund (FEMS) | First Trust Eurozone AlphaDEX® ETF (FEUZ) | |
$ 113,702,314 | $ 23,705,087 | |
70,787 | 3,195 | |
204,697 | 2,475 | |
— | — | |
1,121,267 | 13,280 | |
3,297 | 174,603 | |
10,815 | 464 | |
— | — | |
— | — | |
115,113,177 | 23,899,104 | |
— | — | |
— | — | |
— | — | |
— | — | |
— | — | |
83,298 | 17,536 | |
2,455,194 | 184,827 | |
— | — | |
2,538,492 | 202,363 | |
$ 112,574,685 | $ 23,696,741 | |
$ 164,824,447 | $ 53,409,615 | |
32,500 | 7,000 | |
(52,282,262) | (29,719,874) | |
$ 112,574,685 | $ 23,696,741 | |
$34.64 | $33.85 | |
3,250,002 | 700,002 | |
$131,959,946 | $29,790,311 | |
$204,741 | $2,475 | |
$2,645,183 | $173,867 |
First Trust Asia Pacific ex-Japan AlphaDEX® Fund (FPA) | First Trust Europe AlphaDEX® Fund (FEP) | First Trust Latin America AlphaDEX® Fund (FLN) | First Trust Brazil AlphaDEX® Fund (FBZ) | |||||
INVESTMENT INCOME: | ||||||||
Dividends | $ 378,840 | $ 12,630,684 | $ 1,841,148 | $ 392,890 | ||||
Securities lending income (net of fees) | 3,004 | 85,669 | — | — | ||||
Foreign withholding tax | (43,291) | (1,236,344) | (247,744) | (11,259) | ||||
Other | 27 | 2,934 | 1 | 3 | ||||
Total investment income | 338,580 | 11,482,943 | 1,593,405 | 381,634 | ||||
EXPENSES: | ||||||||
Investment advisory fees | 60,002 | 1,858,574 | 125,214 | 44,845 | ||||
Total expenses | 60,002 | 1,858,574 | 125,214 | 44,845 | ||||
NET INVESTMENT INCOME (LOSS) | 278,578 | 9,624,369 | 1,468,191 | 336,789 | ||||
NET REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||
Net realized gain (loss) on: | ||||||||
Investments | (259,514) | (33,552,753) | (341,482) | (478,059) | ||||
In-kind redemptions | 673,486 | 3,356,030 | 72,191 | (306) | ||||
Foreign currency transactions | (32,085) | (90,970) | (147,920) | (14,747) | ||||
Foreign capital gains tax | — | — | — | — | ||||
Net realized gain (loss) | 381,887 | (30,287,693) | (417,211) | (493,112) | ||||
Net change in unrealized appreciation (depreciation) on: | ||||||||
Investments | (3,196,348) | (115,551,508) | (8,004,858) | 632,237 | ||||
Foreign currency translation | (924) | (232,425) | (14,443) | 1,389 | ||||
Deferred foreign capital gains tax | — | — | — | — | ||||
Net change in unrealized appreciation (depreciation) | (3,197,272) | (115,783,933) | (8,019,301) | 633,626 | ||||
NET REALIZED AND UNREALIZED GAIN (LOSS) | (2,815,385) | (146,071,626) | (8,436,512) | 140,514 | ||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $(2,536,807) | $(136,447,257) | $(6,968,321) | $ 477,303 |
First Trust China AlphaDEX® Fund (FCA) | First Trust Japan AlphaDEX® Fund (FJP) | First Trust Developed Markets ex-US AlphaDEX® Fund (FDT) | First Trust Emerging Markets AlphaDEX® Fund (FEM) | First Trust Germany AlphaDEX® Fund (FGM) | |||||
$356,462 | $789,615 | $10,340,517 | $16,097,661 | $1,063,108 | |||||
336 | 5,109 | 84,659 | 30,396 | 2,385 | |||||
(23,633) | (78,962) | (1,057,202) | (1,866,459) | (138,271) | |||||
— | — | 730 | 1,590 | 166 | |||||
333,165 | 715,762 | 9,368,704 | 14,263,188 | 927,388 | |||||
36,688 | 133,260 | 1,710,950 | 1,585,621 | 205,521 | |||||
36,688 | 133,260 | 1,710,950 | 1,585,621 | 205,521 | |||||
296,477 | 582,502 | 7,657,754 | 12,677,567 | 721,867 | |||||
(598,935) | (435,644) | (25,525,850) | (1,015,387) | (326,482) | |||||
— | — | — | 874,505 | (5,945,252) | |||||
(28) | (50,725) | (278,849) | (437,570) | 465 | |||||
— | — | — | (720,307) | — | |||||
(598,963) | (486,369) | (25,804,699) | (1,298,759) | (6,271,269) | |||||
(246,615) | (5,858,113) | (77,734,995) | (84,887,091) | (14,831,097) | |||||
47 | (13,274) | (118,580) | (46,327) | (4,822) | |||||
— | — | — | 1,478,891 | — | |||||
(246,568) | (5,871,387) | (77,853,575) | (83,454,527) | (14,835,919) | |||||
(845,531) | (6,357,756) | (103,658,274) | (84,753,286) | (21,107,188) | |||||
$(549,054) | $(5,775,254) | $(96,000,520) | $(72,075,719) | $(20,385,321) |
First Trust United Kingdom AlphaDEX® Fund (FKU) | First Trust India NIFTY 50 Equal Weight ETF (NFTY) | First Trust Switzerland AlphaDEX® Fund (FSZ) | First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund (FDTS) | |||||
INVESTMENT INCOME: | ||||||||
Dividends | $ 2,156,249 | $ 513,333 | $ 2,252,674 | $ 227,288 | ||||
Securities lending income (net of fees) | — | — | — | 2,917 | ||||
Foreign withholding tax | (10,053) | (118,645) | (275,848) | (24,127) | ||||
Other | 3 | — | — | 58 | ||||
Total investment income | 2,146,199 | 394,688 | 1,976,826 | 206,136 | ||||
EXPENSES: | ||||||||
Investment advisory fees | 329,774 | 223,184 | 339,389 | 46,437 | ||||
Total expenses | 329,774 | 223,184 | 339,389 | 46,437 | ||||
NET INVESTMENT INCOME (LOSS) | 1,816,425 | 171,504 | 1,637,437 | 159,699 | ||||
NET REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||
Net realized gain (loss) on: | ||||||||
Investments | (3,929,782) | 1,559,810 | 2,400,309 | (597,628) | ||||
In-kind redemptions | 1,837,712 | — | (2,070,563) | 183,868 | ||||
Foreign currency transactions | (30,846) | (35,522) | (6,903) | (9,414) | ||||
Foreign capital gains tax | — | (462,934) | — | — | ||||
Net realized gain (loss) | (2,122,916) | 1,061,354 | 322,843 | (423,174) | ||||
Net change in unrealized appreciation (depreciation) on: | ||||||||
Investments | (24,082,857) | (9,584,258) | (26,832,538) | (2,112,781) | ||||
Foreign currency translation | (13,878) | 106,183 | (38,246) | (1,709) | ||||
Deferred foreign capital gains tax | — | 1,196,381 | — | — | ||||
Net change in unrealized appreciation (depreciation) | (24,096,735) | (8,281,694) | (26,870,784) | (2,114,490) | ||||
NET REALIZED AND UNREALIZED GAIN (LOSS) | (26,219,651) | (7,220,340) | (26,547,941) | (2,537,664) | ||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $(24,403,226) | $(7,048,836) | $(24,910,504) | $(2,377,965) |
First Trust Emerging Markets Small Cap AlphaDEX® Fund (FEMS) | First Trust Eurozone AlphaDEX® ETF (FEUZ) | ||
$4,270,879 | $946,932 | ||
93,540 | 3,787 | ||
(478,850) | (120,401) | ||
— | 488 | ||
3,885,569 | 830,806 | ||
548,341 | 197,306 | ||
548,341 | 197,306 | ||
3,337,228 | 633,500 | ||
(1,329,894) | (3,936,367) | ||
(103,241) | (4,089,731) | ||
(195,790) | (861) | ||
(1,645) | — | ||
(1,630,570) | (8,026,959) | ||
(18,190,950) | (5,817,097) | ||
370 | (12,024) | ||
4,745 | — | ||
(18,185,835) | (5,829,121) | ||
(19,816,405) | (13,856,080) | ||
$(16,479,177) | $(13,222,580) |
First Trust Asia Pacific ex-Japan AlphaDEX® Fund (FPA) | First Trust Europe AlphaDEX® Fund (FEP) | ||||||
Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | ||||
OPERATIONS: | |||||||
Net investment income (loss) | $ 278,578 | $ 925,520 | $ 9,624,369 | $ 11,969,339 | |||
Net realized gain (loss) | 381,887 | 1,481,007 | (30,287,693) | 75,355,601 | |||
Net change in unrealized appreciation (depreciation) | (3,197,272) | (2,508,413) | (115,783,933) | (9,103,026) | |||
Net increase (decrease) in net assets resulting from operations | (2,536,807) | (101,886) | (136,447,257) | 78,221,914 | |||
DISTRIBUTIONS TO SHAREHOLDERS FROM: | |||||||
Investment operations | (258,401) | (1,196,923) | (7,896,231) | (18,281,993) | |||
SHAREHOLDER TRANSACTIONS: | |||||||
Proceeds from shares sold | — | 10,439,636 | 12,410,288 | 301,558,631 | |||
Cost of shares redeemed | (9,379,791) | (1,618,879) | (134,574,588) | (230,355,044) | |||
Net increase (decrease) in net assets resulting from shareholder transactions | (9,379,791) | 8,820,757 | (122,164,300) | 71,203,587 | |||
Total increase (decrease) in net assets | (12,174,999) | 7,521,948 | (266,507,788) | 131,143,508 | |||
NET ASSETS: | |||||||
Beginning of period | 25,257,545 | 17,735,597 | 573,908,701 | 442,765,193 | |||
End of period | $ 13,082,546 | $ 25,257,545 | $ 307,400,913 | $ 573,908,701 | |||
CHANGES IN SHARES OUTSTANDING: | |||||||
Shares outstanding, beginning of period | 800,002 | 550,002 | 13,250,002 | 11,500,002 | |||
Shares sold | — | 300,000 | 300,000 | 7,200,000 | |||
Shares redeemed | (300,000) | (50,000) | (3,700,000) | (5,450,000) | |||
Shares outstanding, end of period | 500,002 | 800,002 | 9,850,002 | 13,250,002 |
First Trust Latin America AlphaDEX® Fund (FLN) | First Trust Brazil AlphaDEX® Fund (FBZ) | First Trust China AlphaDEX® Fund (FCA) | ||||||||
Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | |||||
$ 1,468,191 | $ 441,518 | $ 336,789 | $ 665,597 | $ 296,477 | $ 468,390 | |||||
(417,211) | 1,704,097 | (493,112) | 360,032 | (598,963) | 1,187,903 | |||||
(8,019,301) | (2,901,672) | 633,626 | (2,116,477) | (246,568) | (1,661,645) | |||||
(6,968,321) | (756,057) | 477,303 | (1,090,848) | (549,054) | (5,352) | |||||
(1,328,296) | (400,317) | (484,792) | (502,366) | (113,541) | (517,232) | |||||
44,622,511 | 912,884 | 3,542,642 | 16,473,683 | — | 7,297,067 | |||||
(2,521,405) | (5,550,414) | (10,114,794) | (12,214,912) | — | (10,245,972) | |||||
42,101,106 | (4,637,530) | (6,572,152) | 4,258,771 | — | (2,948,905) | |||||
33,804,489 | (5,793,904) | (6,579,641) | 2,665,557 | (662,595) | (3,471,489) | |||||
7,805,466 | 13,599,370 | 12,038,618 | 9,373,061 | 9,649,070 | 13,120,559 | |||||
$41,609,955 | $ 7,805,466 | $ 5,458,977 | $ 12,038,618 | $ 8,986,475 | $ 9,649,070 | |||||
450,002 | 700,002 | 1,050,002 | 700,002 | 350,002 | 450,002 | |||||
2,250,000 | 50,000 | 300,000 | 1,250,000 | — | 250,000 | |||||
(150,000) | (300,000) | (800,000) | (900,000) | — | (350,000) | |||||
2,550,002 | 450,002 | 550,002 | 1,050,002 | 350,002 | 350,002 |
First Trust Japan AlphaDEX® Fund (FJP) | First Trust Developed Markets ex-US AlphaDEX® Fund (FDT) | ||||||
Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | ||||
OPERATIONS: | |||||||
Net investment income (loss) | $ 582,502 | $ 589,668 | $ 7,657,754 | $ 9,579,953 | |||
Net realized gain (loss) | (486,369) | 372,425 | (25,804,699) | 49,704,396 | |||
Net change in unrealized appreciation (depreciation) | (5,871,387) | (883,872) | (77,853,575) | (21,075,655) | |||
Net increase (decrease) in net assets resulting from operations | (5,775,254) | 78,221 | (96,000,520) | 38,208,694 | |||
DISTRIBUTIONS TO SHAREHOLDERS FROM: | |||||||
Investment operations | (581,401) | (875,402) | (5,994,504) | (15,144,146) | |||
SHAREHOLDER TRANSACTIONS: | |||||||
Proceeds from shares sold | 2,226,991 | — | 84,484,180 | 36,993,954 | |||
Cost of shares redeemed | — | (5,437,368) | — | (5,897,300) | |||
Net increase (decrease) in net assets resulting from shareholder transactions | 2,226,991 | (5,437,368) | 84,484,180 | 31,096,654 | |||
Total increase (decrease) in net assets | (4,129,664) | (6,234,549) | (17,510,844) | 54,161,202 | |||
NET ASSETS: | |||||||
Beginning of period | 34,901,017 | 41,135,566 | 414,579,259 | 360,418,057 | |||
End of period | $ 30,771,353 | $ 34,901,017 | $ 397,068,415 | $ 414,579,259 | |||
CHANGES IN SHARES OUTSTANDING: | |||||||
Shares outstanding, beginning of period | 700,002 | 800,002 | 6,836,412 | 6,336,412 | |||
Shares sold | 50,000 | — | 1,500,000 | 600,000 | |||
Shares redeemed | — | (100,000) | — | (100,000) | |||
Shares outstanding, end of period | 750,002 | 700,002 | 8,336,412 | 6,836,412 |
First Trust Emerging Markets AlphaDEX® Fund (FEM) | First Trust Germany AlphaDEX® Fund (FGM) | First Trust United Kingdom AlphaDEX® Fund (FKU) | ||||||||
Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | |||||
$ 12,677,567 | $ 20,291,122 | $ 721,867 | $ 1,764,495 | $ 1,816,425 | $ 1,655,416 | |||||
(1,298,759) | 54,058,582 | (6,271,269) | 13,492,527 | (2,122,916) | 2,683,372 | |||||
(83,454,527) | (39,795,292) | (14,835,919) | (9,078,155) | (24,096,735) | 149,705 | |||||
(72,075,719) | 34,554,412 | (20,385,321) | 6,178,867 | (24,403,226) | 4,488,493 | |||||
(8,651,421) | (19,810,512) | (736,093) | (1,500,281) | (2,140,837) | (1,744,928) | |||||
2,614,881 | 79,485,441 | 2,232,301 | 13,472,609 | 4,147,861 | 79,396,844 | |||||
(27,976,044) | (99,025,014) | (61,951,568) | (14,034,516) | (8,612,418) | (2,227,657) | |||||
(25,361,163) | (19,539,573) | (59,719,267) | (561,907) | (4,464,557) | 77,169,187 | |||||
(106,088,303) | (4,795,673) | (80,840,681) | 4,116,679 | (31,008,620) | 79,912,752 | |||||
436,914,934 | 441,710,607 | 99,497,199 | 95,380,520 | 98,942,802 | 19,030,050 | |||||
$330,826,631 | $ 436,914,934 | $ 18,656,518 | $ 99,497,199 | $ 67,934,182 | $ 98,942,802 | |||||
16,650,002 | 17,450,002 | 1,850,002 | 1,850,002 | 2,250,002 | 500,002 | |||||
100,000 | 2,950,000 | 50,000 | 250,000 | 100,000 | 1,800,000 | |||||
(1,150,000) | (3,750,000) | (1,350,000) | (250,000) | (200,000) | (50,000) | |||||
15,600,002 | 16,650,002 | 550,002 | 1,850,002 | 2,150,002 | 2,250,002 |
First Trust India NIFTY 50 Equal Weight ETF (NFTY) | First Trust Switzerland AlphaDEX® Fund (FSZ) | ||||||
Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | ||||
OPERATIONS: | |||||||
Net investment income (loss) | $ 171,504 | $ 517,271 | $ 1,637,437 | $ 1,340,611 | |||
Net realized gain (loss) | 1,061,354 | 4,125,186 | 322,843 | 11,727,434 | |||
Net change in unrealized appreciation (depreciation) | (8,281,694) | 7,778,700 | (26,870,784) | 5,471,228 | |||
Net increase (decrease) in net assets resulting from operations | (7,048,836) | 12,421,157 | (24,910,504) | 18,539,273 | |||
DISTRIBUTIONS TO SHAREHOLDERS FROM: | |||||||
Investment operations | (1,619,253) | (824,801) | (990,303) | (1,875,162) | |||
SHAREHOLDER TRANSACTIONS: | |||||||
Proceeds from shares sold | — | 66,917,813 | — | 6,345,850 | |||
Cost of shares redeemed | (6,953,409) | (19,693,610) | (34,468,108) | (20,420,756) | |||
Net increase (decrease) in net assets resulting from shareholder transactions | (6,953,409) | 47,224,203 | (34,468,108) | (14,074,906) | |||
Total increase (decrease) in net assets | (15,621,498) | 58,820,559 | (60,368,915) | 2,589,205 | |||
NET ASSETS: | |||||||
Beginning of period | 62,703,330 | 3,882,771 | 99,942,826 | 97,353,621 | |||
End of period | $ 47,081,832 | $ 62,703,330 | $ 39,573,911 | $ 99,942,826 | |||
CHANGES IN SHARES OUTSTANDING: | |||||||
Shares outstanding, beginning of period | 1,300,002 | 100,002 | 1,400,002 | 1,600,002 | |||
Shares sold | — | 1,600,000 | — | 100,000 | |||
Shares redeemed | (150,000) | (400,000) | (650,000) | (300,000) | |||
Shares outstanding, end of period | 1,150,002 | 1,300,002 | 750,002 | 1,400,002 |
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund (FDTS) | First Trust Emerging Markets Small Cap AlphaDEX® Fund (FEMS) | First Trust Eurozone AlphaDEX® ETF (FEUZ) | ||||||||
Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | Six Months Ended 6/30/2022 (Unaudited) | Year Ended 12/31/2021 | |||||
$ 159,699 | $ 145,363 | $ 3,337,228 | $ 5,574,164 | $ 633,500 | $ 899,396 | |||||
(423,174) | 1,706,019 | (1,630,570) | 29,064,086 | (8,026,959) | 4,839,728 | |||||
(2,114,490) | (856,439) | (18,185,835) | (30,029,448) | (5,829,121) | (3,425,251) | |||||
(2,377,965) | 994,943 | (16,479,177) | 4,608,802 | (13,222,580) | 2,313,873 | |||||
(119,376) | (347,513) | (3,051,582) | (8,877,525) | (684,307) | (1,009,147) | |||||
— | 9,293,815 | — | 25,725,874 | — | 68,170,224 | |||||
(2,226,151) | (4,668,214) | (10,924,622) | (31,008,175) | (43,531,725) | (15,702,337) | |||||
(2,226,151) | 4,625,601 | (10,924,622) | (5,282,301) | (43,531,725) | 52,467,887 | |||||
(4,723,492) | 5,273,031 | (30,455,381) | (9,551,024) | (57,438,612) | 53,772,613 | |||||
13,816,803 | 8,543,772 | 143,030,066 | 152,581,090 | 81,135,353 | 27,362,740 | |||||
$9,093,311 | $ 13,816,803 | $ 112,574,685 | $ 143,030,066 | $ 23,696,741 | $ 81,135,353 | |||||
300,002 | 200,002 | 3,550,002 | 3,700,002 | 1,750,002 | 650,002 | |||||
— | 200,000 | — | 550,000 | — | 1,450,000 | |||||
(50,000) | (100,000) | (300,000) | (700,000) | (1,050,000) | (350,000) | |||||
250,002 | 300,002 | 3,250,002 | 3,550,002 | 700,002 | 1,750,002 |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 31.57 | $ 32.25 | $ 28.57 | $ 27.65 | $ 35.73 | $ 27.16 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 0.51 | 1.28 | 0.58 | 0.63 | 0.40 | 0.93 | ||||||
Net realized and unrealized gain (loss) | (5.40) | (0.37) | 3.61 | 1.40 | (7.72) | 8.76 | ||||||
Total from investment operations | (4.89) | 0.91 | 4.19 | 2.03 | (7.32) | 9.69 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (0.52) | (1.59) | (0.51) | (1.09) | (0.69) | (1.12) | ||||||
Return of capital | — | — | — | (0.02) | (0.07) | — | ||||||
Total distributions | (0.52) | (1.59) | (0.51) | (1.11) | (0.76) | (1.12) | ||||||
Net asset value, end of period | $26.16 | $31.57 | $32.25 | $28.57 | $27.65 | $35.73 | ||||||
Total return (a) | (15.67)% | 2.75% | 14.89% | 7.35% | (20.71)% | 35.93% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 13,083 | $ 25,258 | $ 17,736 | $ 19,997 | $ 30,419 | $ 58,959 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 3.71% (b) | 4.03% | 2.33% | 2.64% | 1.68% | 2.95% | ||||||
Portfolio turnover rate (c) | 43% | 102% | 103% | 101% | 88% | 94% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 43.31 | $ 38.50 | $ 37.64 | $ 31.11 | $ 39.07 | $ 29.32 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 0.79 | 1.05 | 0.42 | 0.87 | 0.84 | 0.49 | ||||||
Net realized and unrealized gain (loss) | (12.10) | 5.26 | 1.32 | 6.65 | (7.99) | 9.90 | ||||||
Total from investment operations | (11.31) | 6.31 | 1.74 | 7.52 | (7.15) | 10.39 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (0.79) | (1.50) | (0.88) | (0.99) | (0.81) | (0.64) | ||||||
Net asset value, end of period | $31.21 | $43.31 | $38.50 | $37.64 | $31.11 | $39.07 | ||||||
Total return (a) | (26.13)% | 16.53% | 4.95% | 24.38% | (18.67)% | 35.67% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 307,401 | $ 573,909 | $ 442,765 | $ 511,890 | $ 592,586 | $ 707,087 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 4.14% (b) | 2.33% | 1.32% | 2.49% | 2.30% | 1.39% | ||||||
Portfolio turnover rate (c) | 48% | 105% | 109% | 102% | 99% | 100% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 17.35 | $ 19.43 | $ 22.67 | $ 18.33 | $ 20.43 | $ 18.74 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 0.55 | 0.89 | 0.52 | 0.48 | 0.52 | 1.56 | ||||||
Net realized and unrealized gain (loss) | (1.06) | (2.16) | (3.44) | 4.29 | (2.06) | 2.23 | ||||||
Total from investment operations | (0.51) | (1.27) | (2.92) | 4.77 | (1.54) | 3.79 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (0.52) | (0.81) | (0.20) | (0.43) | (0.51) | (2.10) | ||||||
Return of capital | — | — | (0.12) | — | (0.05) | — | ||||||
Total distributions | (0.52) | (0.81) | (0.32) | (0.43) | (0.56) | (2.10) | ||||||
Net asset value, end of period | $16.32 | $17.35 | $19.43 | $22.67 | $18.33 | $20.43 | ||||||
Total return (a) | (2.95)% | (6.66)% | (12.32)% | 26.26% | (7.50)% | 20.50% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 41,610 | $ 7,805 | $ 13,599 | $ 131,463 | $ 17,418 | $ 17,363 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.82% (c) | ||||||
Ratio of net investment income (loss) to average net assets | 9.38% (b) | 4.28% | 0.81% | 2.02% | 2.46% | 3.02% | ||||||
Portfolio turnover rate (d) | 76% | 91% | 34% | 165% | 158% | 187% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Includes excise tax. If this excise tax was not included, the expense ratio would have been 0.80%. |
(d) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 11.47 | $ 13.39 | $ 17.24 | $ 13.38 | $ 15.51 | $ 13.93 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 0.63 | 0.94 | 0.09 | 0.35 | 0.55 | 2.46 | ||||||
Net realized and unrealized gain (loss) | (1.40) (a) | (2.08) | (3.60) | 5.08 | (0.97) | 1.06 | ||||||
Total from investment operations | (0.77) | (1.14) | (3.51) | 5.43 | (0.42) | 3.52 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (0.77) | (0.78) | (0.28) | (1.57) | (0.54) | (1.77) | ||||||
Net realized gain | — | — | — | — | (1.17) | (0.17) | ||||||
Return of capital | — | — | (0.06) | — | — | — | ||||||
Total distributions | (0.77) | (0.78) | (0.34) | (1.57) | (1.71) | (1.94) | ||||||
Net asset value, end of period | $9.93 | $11.47 | $13.39 | $17.24 | $13.38 | $15.51 | ||||||
Total return (b) | (7.07)% | (9.00)% | (19.48)% | 41.06% | (1.17)% | 25.91% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 5,459 | $ 12,039 | $ 9,373 | $ 116,374 | $ 129,081 | $ 9,308 | ||||||
Ratio of total expenses to average net assets | 0.80% (c) | 0.80% | 0.80% | 0.80% | 0.80% | 0.84% (d) | ||||||
Ratio of net investment income (loss) to average net assets | 5.99% (c) | 7.36% | 0.72% | 2.15% | 6.84% | 3.19% | ||||||
Portfolio turnover rate (e) | 70% | 225% | 154% | 90% | 128% | 159% |
(a) | The per share amount does not correlate with the aggregate realized and unrealized gain (loss) due to the timing of the Fund share sales and repurchases in relation to market value fluctuation of the underlying investments. |
(b) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(c) | Annualized. |
(d) | Includes excise tax. If this excise tax was not included, the expense ratio would have been 0.80%. |
(e) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 27.57 | $ 29.16 | $ 26.87 | $ 23.81 | $ 29.77 | $ 19.28 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 0.84 | 1.22 | 1.22 | 1.03 | 0.84 | 0.47 | ||||||
Net realized and unrealized gain (loss) | (2.41) | (1.47) | 2.26 | 3.03 | (6.07) | 10.70 | ||||||
Total from investment operations | (1.57) | (0.25) | 3.48 | 4.06 | (5.23) | 11.17 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (0.32) | (1.34) | (1.19) | (1.00) | (0.73) | (0.68) | ||||||
Net asset value, end of period | $25.68 | $27.57 | $29.16 | $26.87 | $23.81 | $29.77 | ||||||
Total return (a) | (5.68)% | (1.18)% | 13.58% | 17.34% | (17.87)% | 58.35% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 8,986 | $ 9,649 | $ 13,121 | $ 9,403 | $ 7,142 | $ 7,443 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 6.46% (b) | 3.66% | 5.16% | 4.21% | 2.90% | 1.69% | ||||||
Portfolio turnover rate (c) | 57% | 166% | 83% | 111% | 97% | 69% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 49.86 | $ 51.42 | $ 51.10 | $ 48.55 | $ 59.80 | $ 47.85 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 0.80 | 0.81 | 0.49 | 1.12 | 0.79 | 0.64 | ||||||
Net realized and unrealized gain (loss) | (8.85) | (1.16) | 0.34 | 2.84 | (11.30) | 12.08 | ||||||
Total from investment operations | (8.05) | (0.35) | 0.83 | 3.96 | (10.51) | 12.72 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (0.78) | (1.21) | (0.51) | (1.41) | (0.74) | (0.77) | ||||||
Net asset value, end of period | $41.03 | $49.86 | $51.42 | $51.10 | $48.55 | $59.80 | ||||||
Total return (a) | (16.15)% | (0.69)% | 1.71% | 8.27% | (17.66)% | 26.70% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 30,771 | $ 34,901 | $ 41,136 | $ 76,647 | $ 152,934 | $ 83,718 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 3.50% (b) | 1.53% | 1.13% | 1.90% | 1.34% | 1.22% | ||||||
Portfolio turnover rate (c) | 46% | 126% | 136% | 127% | 90% | 101% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 60.64 | $ 56.88 | $ 55.79 | $ 49.24 | $ 62.31 | $ 47.43 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 1.07 | 1.52 | 0.68 | 1.19 | 1.04 | 0.88 | ||||||
Net realized and unrealized gain (loss) | (13.34) | 4.55 | 1.78 | 6.91 | (13.06) | 14.98 | ||||||
Total from investment operations | (12.27) | 6.07 | 2.46 | 8.10 | (12.02) | 15.86 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (0.74) | (2.31) | (1.37) | (1.55) | (1.01) | (0.98) | ||||||
Return of capital | — | — | — | — | (0.04) | — | ||||||
Total distributions | (0.74) | (2.31) | (1.37) | (1.55) | (1.05) | (0.98) | ||||||
Net asset value, end of period | $47.63 | $60.64 | $56.88 | $55.79 | $49.24 | $62.31 | ||||||
Total return (a) | (20.27)% | 10.70% | 4.61% | 16.56% | (19.52)% | 33.57% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 397,068 | $ 414,579 | $ 360,418 | $ 691,886 | $ 940,633 | $ 810,194 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 3.58% (b) | 2.42% | 1.39% | 2.13% | 1.76% | 1.85% | ||||||
Portfolio turnover rate (c) | 51% | 111% | 117% | 107% | 109% | 104% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 26.24 | $ 25.31 | $ 26.36 | $ 22.80 | $ 27.84 | $ 20.50 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 0.80 | 1.11 | 0.63 | 0.88 | 0.88 | 0.59 | ||||||
Net realized and unrealized gain (loss) | (5.28) | 0.90 | (1.00) | 3.56 | (5.12) | 7.43 | ||||||
Total from investment operations | (4.48) | 2.01 | (0.37) | 4.44 | (4.24) | 8.02 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (0.55) | (1.08) | (0.68) | (0.88) | (0.80) | (0.68) | ||||||
Net asset value, end of period | $21.21 | $26.24 | $25.31 | $26.36 | $22.80 | $27.84 | ||||||
Total return (a) | (17.10)% | 7.90% | (0.92)% | 19.81% | (15.48)% | 39.43% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 330,827 | $ 436,915 | $ 441,711 | $ 644,615 | $ 452,607 | $ 449,663 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 6.40% (b) | 4.03% | 2.53% | 3.61% | 3.37% | 2.69% | ||||||
Portfolio turnover rate (c) | 55% | 119% | 111% | 122% | 103% | 101% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 53.78 | $ 51.56 | $ 44.39 | $ 37.57 | $ 51.26 | $ 36.47 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 1.92 | 0.91 | 0.68 | 1.02 | 0.72 | 1.00 | ||||||
Net realized and unrealized gain (loss) | (20.17) | 2.08 | 7.17 | 6.82 | (13.59) | 14.87 | ||||||
Total from investment operations | (18.25) | 2.99 | 7.85 | 7.84 | (12.87) | 15.87 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (1.61) | (0.77) | (0.68) | (1.02) | (0.82) | (1.08) | ||||||
Net asset value, end of period | $33.92 | $53.78 | $51.56 | $44.39 | $37.57 | $51.26 | ||||||
Total return (a) | (34.57)% | 5.74% | 17.90% | 21.06% | (25.40)% | 43.96% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 18,657 | $ 99,497 | $ 95,381 | $ 144,261 | $ 139,022 | $ 258,845 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 2.81% (b) | 1.67% | 1.40% | 2.48% | 1.66% | 2.38% | ||||||
Portfolio turnover rate (c) | 87% | 80% | 106% | 99% | 81% | 82% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 43.97 | $ 38.06 | $ 40.99 | $ 32.11 | $ 39.97 | $ 32.85 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 0.84 | 1.29 | 0.58 | 1.34 | 1.13 | 1.15 | ||||||
Net realized and unrealized gain (loss) | (12.22) | 5.93 | (2.95) | 8.91 | (7.35) | 7.14 | ||||||
Total from investment operations | (11.38) | 7.22 | (2.37) | 10.25 | (6.22) | 8.29 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (0.99) | (1.31) | (0.56) | (1.37) | (1.64) | (1.17) | ||||||
Net asset value, end of period | $31.60 | $43.97 | $38.06 | $40.99 | $32.11 | $39.97 | ||||||
Total return (a) | (26.00)% | 19.10% | (5.25)% | 32.36% | (16.16)% | 25.53% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 67,934 | $ 98,943 | $ 19,030 | $ 18,444 | $ 9,632 | $ 17,986 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 4.41% (b) | 3.34% | 1.72% | 3.58% | 2.81% | 2.87% | ||||||
Portfolio turnover rate (c) | 42% | 45% | 109% | 73% | 107% | 98% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 48.23 | $ 38.83 | $ 35.26 | $ 35.35 | $ 36.33 | $ 30.87 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 0.14 (a) | 0.48 | 0.30 | 0.26 | 0.23 | 0.87 | ||||||
Net realized and unrealized gain (loss) | (6.13) | 9.65 | 3.50 | (0.01) | (1.21) | 6.06 | ||||||
Total from investment operations | (5.99) | 10.13 | 3.80 | 0.25 | (0.98) | 6.93 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (1.30) | (0.73) | (0.23) | (0.27) | (0.01) | (1.47) | ||||||
Return of capital | — | — | — | (0.07) | — | — | ||||||
Total distributions | (1.30) | (0.73) | (0.23) | (0.34) | — | (1.47) | ||||||
Net asset value, end of period | $40.94 | $48.23 | $38.83 | $35.26 | $35.35 | $36.33 | ||||||
Total return (b) | (12.71)% | 26.15% | 10.66% | 0.71% | (2.67)% (c) | 22.54% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 47,082 | $ 62,703 | $ 3,883 | $ 3,526 | $ 3,535 | $ 3,633 | ||||||
Ratio of total expenses to average net assets | 0.80% (d) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 0.61% (d) | 0.95% | 0.98% | 0.74% | 0.77% | 2.45% | ||||||
Portfolio turnover rate (e) | 12% | 57% | 38% | 24% | 156% (f) | 64% |
(a) | Based on average shares outstanding. |
(b) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(c) | The Fund received a reimbursement from the advisor in the amount of $7,227, which represents less than $0.01 per share. Since the advisor reimbursed the Fund, there was no effect on the Fund’s total return. |
(d) | Annualized. |
(e) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
(f) | The variation in the portfolio turnover rate is due to the change in the Fund’s underlying index effective April 17, 2018 which resulted in a complete rebalance of the Fund’s portfolio. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 71.39 | $ 60.85 | $ 54.11 | $ 43.89 | $ 52.73 | $ 40.82 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 2.03 | 0.78 | 0.88 | 1.07 | 0.82 | 0.66 | ||||||
Net realized and unrealized gain (loss) | (19.33) | 10.92 | 6.78 | 10.24 | (8.66) | 12.03 | ||||||
Total from investment operations | (17.30) | 11.70 | 7.66 | 11.31 | (7.84) | 12.69 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (1.32) | (1.16) | (0.92) | (1.09) | (0.84) | (0.78) | ||||||
Return of capital | — | — | — | — | (0.16) | — | ||||||
Total distributions | (1.32) | (1.16) | (0.92) | (1.09) | (1.00) | (0.78) | ||||||
Net asset value, end of period | $52.77 | $71.39 | $60.85 | $54.11 | $43.89 | $52.73 | ||||||
Total return (a) | (24.23)% | 19.34% | 14.50% | 25.91% | (15.11)% | 31.26% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 39,574 | $ 99,943 | $ 97,354 | $ 148,811 | $ 151,409 | $ 237,288 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 3.86% (b) | 1.25% | 1.59% | 2.24% | 1.79% | 1.43% | ||||||
Portfolio turnover rate (c) | 35% | 66% | 86% | 77% | 65% | 50% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 46.06 | $ 42.72 | $ 39.03 | $ 33.54 | $ 44.89 | $ 33.70 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 0.57 | 0.74 | 0.46 | 0.61 | 0.58 | 0.71 | ||||||
Net realized and unrealized gain (loss) | (9.79) | 3.99 | 4.09 | 5.77 | (11.28) | 11.41 | ||||||
Total from investment operations | (9.22) | 4.73 | 4.55 | 6.38 | (10.70) | 12.12 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (0.47) | (1.39) | (0.86) | (0.89) | (0.62) | (0.93) | ||||||
Return of capital | — | — | — | — | (0.03) | — | ||||||
Total distributions | (0.47) | (1.39) | (0.86) | (0.89) | (0.65) | (0.93) | ||||||
Net asset value, end of period | $36.37 | $46.06 | $42.72 | $39.03 | $33.54 | $44.89 | ||||||
Total return (a) | (20.05)% | 11.09% | 12.18% | 19.13% | (24.03)% | 36.23% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 9,093 | $ 13,817 | $ 8,544 | $ 9,758 | $ 10,063 | $ 8,977 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 2.75% (b) | 1.46% | 1.35% | 1.66% | 1.30% | 1.80% | ||||||
Portfolio turnover rate (c) | 56% | 116% | 127% | 119% | 142% | 111% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 40.29 | $ 41.24 | $ 39.28 | $ 32.44 | $ 43.02 | $ 30.42 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 0.97 | 1.57 | 0.74 | 1.11 | 1.19 | 1.11 | ||||||
Net realized and unrealized gain (loss) | (5.69) | (0.01) | 2.41 | 7.46 | (10.26) | 12.96 | ||||||
Total from investment operations | (4.72) | 1.56 | 3.15 | 8.57 | (9.07) | 14.07 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (0.93) | (2.51) | (1.19) | (1.73) | (1.44) | (1.26) | ||||||
Net realized gain | — | — | — | — | (0.07) | (0.21) | ||||||
Total distributions | (0.93) | (2.51) | (1.19) | (1.73) | (1.51) | (1.47) | ||||||
Net asset value, end of period | $34.64 | $40.29 | $41.24 | $39.28 | $32.44 | $43.02 | ||||||
Total return (a) | (11.76)% | 3.68% | 8.73% | 26.90% | (21.42)% | 46.57% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 112,575 | $ 143,030 | $ 152,581 | $ 163,004 | $ 157,326 | $ 271,055 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 4.87% (b) | 3.65% | 2.38% | 2.88% | 3.02% | 3.26% | ||||||
Portfolio turnover rate (c) | 60% | 127% | 123% | 127% | 126% | 113% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Six Months Ended 6/30/2022 (Unaudited) | Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period | $ 46.36 | $ 42.10 | $ 40.88 | $ 34.43 | $ 43.81 | $ 32.64 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss) | 0.81 | 1.10 | 0.50 | 0.73 | 0.80 | 0.47 | ||||||
Net realized and unrealized gain (loss) | (12.35) | 4.32 | 1.34 | 6.51 | (9.34) | 11.26 | ||||||
Total from investment operations | (11.54) | 5.42 | 1.84 | 7.24 | (8.54) | 11.73 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income | (0.97) | (1.16) | (0.62) | (0.79) | (0.84) | (0.56) | ||||||
Net asset value, end of period | $33.85 | $46.36 | $42.10 | $40.88 | $34.43 | $43.81 | ||||||
Total return (a) | (24.89)% | 12.90% | 4.69% | 21.15% | (19.82)% | 36.19% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s) | $ 23,697 | $ 81,135 | $ 27,363 | $ 53,145 | $ 49,925 | $ 39,425 | ||||||
Ratio of total expenses to average net assets | 0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average net assets | 2.57% (b) | 2.27% | 1.26% | 1.96% | 2.10% | 0.96% | ||||||
Portfolio turnover rate (c) | 28% | 59% | 93% | 87% | 90% | 77% |
(a) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(b) | Annualized. |
(c) | Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does not include securities received or delivered from processing creations or redemptions and in-kind transactions. |
Fund | Index |
First Trust Asia Pacific ex-Japan AlphaDEX® Fund | Nasdaq AlphaDEX® Asia Pacific Ex-Japan Index |
First Trust Europe AlphaDEX® Fund | Nasdaq AlphaDEX® Europe Index |
First Trust Latin America AlphaDEX® Fund | Nasdaq AlphaDEX® Latin America Index |
First Trust Brazil AlphaDEX® Fund | Nasdaq AlphaDEX® Brazil Index |
First Trust China AlphaDEX® Fund | Nasdaq AlphaDEX® China Index |
First Trust Japan AlphaDEX® Fund | Nasdaq AlphaDEX® Japan Index |
First Trust Developed Markets ex-US AlphaDEX® Fund | Nasdaq AlphaDEX® Developed Markets Ex-US Index |
First Trust Emerging Markets AlphaDEX® Fund | Nasdaq AlphaDEX® Emerging Markets Index |
First Trust Germany AlphaDEX® Fund | Nasdaq AlphaDEX® Germany Index |
First Trust United Kingdom AlphaDEX® Fund | Nasdaq AlphaDEX® United Kingdom Index |
First Trust India NIFTY 50 Equal Weight ETF | NIFTY 50 Equal Weight Index |
First Trust Switzerland AlphaDEX® Fund | Nasdaq AlphaDEX® Switzerland Index |
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund | Nasdaq AlphaDEX® Developed Markets Ex-US Small Cap Index |
First Trust Emerging Markets Small Cap AlphaDEX® Fund | Nasdaq AlphaDEX® Emerging Markets Small Cap Index |
First Trust Eurozone AlphaDEX® ETF | Nasdaq AlphaDEX® Eurozone Index |
1) | the type of security; |
2) | the size of the holding; |
3) | the initial cost of the security; |
4) | transactions in comparable securities; |
5) | price quotes from dealers and/or third-party pricing services; |
6) | relationships among various securities; |
7) | information obtained by contacting the issuer, analysts, or the appropriate stock exchange; |
8) | an analysis of the issuer’s financial statements; and |
9) | the existence of merger proposals or tender offers that might affect the value of the security. |
1) | the value of similar foreign securities traded on other foreign markets; |
2) | ADR trading of similar securities; |
3) | closed-end fund or exchange-traded fund trading of similar securities; |
4) | foreign currency exchange activity; |
5) | the trading prices of financial products that are tied to baskets of foreign securities; |
6) | factors relating to the event that precipitated the pricing problem; |
7) | whether the event is likely to recur; and |
8) | whether the effects of the event are isolated or whether they affect entire markets, countries or regions. |
• | Level 1 – Level 1 inputs are quoted prices in active markets for identical investments. An active market is a market in which transactions for the investment occur with sufficient frequency and volume to provide pricing information on an ongoing basis. |
• | Level 2 – Level 2 inputs are observable inputs, either directly or indirectly, and include the following: |
o | Quoted prices for similar investments in active markets. |
o | Quoted prices for identical or similar investments in markets that are non-active. A non-active market is a market where there are few transactions for the investment, the prices are not current, or price quotations vary substantially either over time or among market makers, or in which little information is released publicly. |
o | Inputs other than quoted prices that are observable for the investment (for example, interest rates and yield curves observable at commonly quoted intervals, volatilities, prepayment speeds, loss severities, credit risks, and default rates). |
o | Inputs that are derived principally from or corroborated by observable market data by correlation or other means. |
• | Level 3 – Level 3 inputs are unobservable inputs. Unobservable inputs may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment. |
Security | Acquisition Date | Principal Value/Shares | Current Price | Carrying Cost | Value | % of Net Assets |
YES Bank Ltd. Lock-In | 03/18/20 | 75,422 | $0.16 | $36,638 | $12,081 | 0.03 % |
Distributions paid from Ordinary Income | Distributions paid from Capital Gains | Distributions paid from Return of Capital | |||
First Trust Asia Pacific ex-Japan AlphaDEX® Fund | $ 1,196,923 | $ — | $ — | ||
First Trust Europe AlphaDEX® Fund | 18,281,993 | — | — | ||
First Trust Latin America AlphaDEX® Fund | 400,317 | — | — | ||
First Trust Brazil AlphaDEX® Fund | 502,366 | — | — | ||
First Trust China AlphaDEX® Fund | 517,232 | — | — | ||
First Trust Japan AlphaDEX® Fund | 875,402 | — | — | ||
First Trust Developed Markets ex-US AlphaDEX® Fund | 15,144,146 | — | — | ||
First Trust Emerging Markets AlphaDEX® Fund | 19,810,512 | — | — | ||
First Trust Germany AlphaDEX® Fund | 1,500,281 | — | — | ||
First Trust United Kingdom AlphaDEX® Fund | 1,744,928 | — | — | ||
First Trust India NIFTY 50 Equal Weight ETF | 824,801 | — | — | ||
First Trust Switzerland AlphaDEX® Fund | 1,875,162 | — | — | ||
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund | 347,513 | — | — | ||
First Trust Emerging Markets Small Cap AlphaDEX® Fund | 8,877,525 | — | — | ||
First Trust Eurozone AlphaDEX® ETF | 1,009,147 | — | — |
Undistributed Ordinary Income | Accumulated Capital and Other Gain (Loss) | Net Unrealized Appreciation (Depreciation) | |||
First Trust Asia Pacific ex-Japan AlphaDEX® Fund | $ — | $ (13,350,617) | $ 1,090,445 | ||
First Trust Europe AlphaDEX® Fund | 369,361 | (167,272,385) | 42,925,572 | ||
First Trust Latin America AlphaDEX® Fund | 14,608 | (41,263,993) | 561,507 | ||
First Trust Brazil AlphaDEX® Fund | 152,930 | (26,534,866) | (957,348) | ||
First Trust China AlphaDEX® Fund | — | (6,215,735) | (699,707) | ||
First Trust Japan AlphaDEX® Fund | 46,909 | (50,630,028) | (696,354) | ||
First Trust Developed Markets ex-US AlphaDEX® Fund | — | (263,841,660) | 23,634,285 | ||
First Trust Emerging Markets AlphaDEX® Fund | — | (165,112,502) | 22,425,391 | ||
First Trust Germany AlphaDEX® Fund | 262,330 | (25,100,818) | 3,633,026 | ||
First Trust United Kingdom AlphaDEX® Fund | 412,969 | (37,928,201) | 2,960,016 | ||
First Trust India NIFTY 50 Equal Weight ETF | 1,508,243 | — | 8,198,337 | ||
First Trust Switzerland AlphaDEX® Fund | — | (29,141,507) | 18,425,845 | ||
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund | — | (3,461,431) | 227,903 | ||
First Trust Emerging Markets Small Cap AlphaDEX® Fund | 248,950 | (30,349,268) | (2,651,185) | ||
First Trust Eurozone AlphaDEX® ETF | 75,925 | (15,268,300) | (620,612) |
Non-Expiring Capital Loss Carryforward | |
First Trust Asia Pacific ex-Japan AlphaDEX® Fund | $ 13,350,617 |
First Trust Europe AlphaDEX® Fund | 167,272,385 |
First Trust Latin America AlphaDEX® Fund | 41,263,993 |
First Trust Brazil AlphaDEX® Fund | 26,534,866 |
First Trust China AlphaDEX® Fund | 6,215,735 |
First Trust Japan AlphaDEX® Fund | 50,630,028 |
First Trust Developed Markets ex-US AlphaDEX® Fund | 263,841,660 |
First Trust Emerging Markets AlphaDEX® Fund | 165,112,502 |
First Trust Germany AlphaDEX® Fund | 25,100,818 |
First Trust United Kingdom AlphaDEX® Fund | 37,928,201 |
First Trust India NIFTY 50 Equal Weight ETF | — |
First Trust Switzerland AlphaDEX® Fund | 29,141,507 |
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund | 3,461,431 |
First Trust Emerging Markets Small Cap AlphaDEX® Fund | 30,349,268 |
First Trust Eurozone AlphaDEX® ETF | 15,268,300 |
Tax Cost | Gross Unrealized Appreciation | Gross Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | ||||
First Trust Asia Pacific ex-Japan AlphaDEX® Fund | $ 15,139,752 | $ 600,684 | $ (2,427,897) | $ (1,827,213) | |||
First Trust Europe AlphaDEX® Fund | 376,715,486 | 9,386,656 | (73,565,630) | (64,178,974) | |||
First Trust Latin America AlphaDEX® Fund | 48,463,853 | 446,511 | (7,742,526) | (7,296,015) | |||
First Trust Brazil AlphaDEX® Fund | 5,172,124 | 643,732 | (461,689) | 182,043 | |||
First Trust China AlphaDEX® Fund | 9,576,333 | 806,615 | (1,610,011) | (803,396) | |||
First Trust Japan AlphaDEX® Fund | 38,057,009 | 764,538 | (7,015,159) | (6,250,621) | |||
First Trust Developed Markets ex-US AlphaDEX® Fund | 459,859,015 | 20,726,471 | (68,423,593) | (47,697,122) | |||
First Trust Emerging Markets AlphaDEX® Fund | 384,492,325 | 23,256,191 | (82,417,164) | (59,160,973) | |||
First Trust Germany AlphaDEX® Fund | 28,841,075 | 50,515 | (10,305,517) | (10,255,002) | |||
First Trust United Kingdom AlphaDEX® Fund | 88,264,146 | 1,645,075 | (22,233,232) | (20,588,157) | |||
First Trust India NIFTY 50 Equal Weight ETF | 46,854,745 | 3,422,842 | (3,121,686) | 301,156 | |||
First Trust Switzerland AlphaDEX® Fund | 46,544,300 | 473,389 | (8,532,576) | (8,059,187) | |||
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund | 10,961,356 | 329,083 | (2,034,243) | (1,705,160) | |||
First Trust Emerging Markets Small Cap AlphaDEX® Fund | 131,959,946 | 6,872,605 | (25,130,237) | (18,257,632) | |||
First Trust Eurozone AlphaDEX® ETF | 29,790,311 | 303,863 | (6,389,087) | (6,085,224) |
Purchases | Sales | ||
First Trust Asia Pacific ex-Japan AlphaDEX® Fund | $ 6,906,086 | $ 11,115,790 | |
First Trust Europe AlphaDEX® Fund | 220,220,224 | 220,994,687 | |
First Trust Latin America AlphaDEX® Fund | 50,019,258 | 23,769,207 | |
First Trust Brazil AlphaDEX® Fund | 7,552,764 | 14,308,962 | |
First Trust China AlphaDEX® Fund | 5,252,370 | 5,284,718 | |
First Trust Japan AlphaDEX® Fund | 15,101,485 | 15,122,876 | |
First Trust Developed Markets ex-US AlphaDEX® Fund | 229,820,704 | 216,602,471 | |
First Trust Emerging Markets AlphaDEX® Fund | 219,355,738 | 229,042,547 | |
First Trust Germany AlphaDEX® Fund | 45,593,907 | 45,799,337 | |
First Trust United Kingdom AlphaDEX® Fund | 35,292,131 | 35,504,733 | |
First Trust India NIFTY 50 Equal Weight ETF | 6,911,259 | 15,967,393 | |
First Trust Switzerland AlphaDEX® Fund | 28,852,089 | 29,296,049 | |
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund | 6,495,712 | 6,926,108 | |
First Trust Emerging Markets Small Cap AlphaDEX® Fund | 81,753,921 | 87,216,086 | |
First Trust Eurozone AlphaDEX® ETF | 13,799,406 | 13,999,981 | |
Purchases | Sales | ||
First Trust Asia Pacific ex-Japan AlphaDEX® Fund | $ — | $ 5,028,807 | |
First Trust Europe AlphaDEX® Fund | 12,346,168 | 132,926,676 | |
First Trust Latin America AlphaDEX® Fund | 16,026,881 | 602,086 | |
First Trust Brazil AlphaDEX® Fund | 18,879 | 19,156 | |
First Trust China AlphaDEX® Fund | — | — | |
First Trust Japan AlphaDEX® Fund | 2,155,303 | — | |
First Trust Developed Markets ex-US AlphaDEX® Fund | 72,836,329 | — | |
First Trust Emerging Markets AlphaDEX® Fund | 586,233 | 16,778,344 | |
First Trust Germany AlphaDEX® Fund | 2,229,794 | 61,829,964 | |
First Trust United Kingdom AlphaDEX® Fund | 4,137,739 | 8,567,944 | |
First Trust India NIFTY 50 Equal Weight ETF | — | — | |
First Trust Switzerland AlphaDEX® Fund | — | 33,819,132 | |
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund | — | 1,752,940 | |
First Trust Emerging Markets Small Cap AlphaDEX® Fund | — | 6,379,567 | |
First Trust Eurozone AlphaDEX® ETF | — | 43,407,765 |
NOT FDIC INSURED | NOT BANK GUARANTEED | MAY LOSE VALUE |
(b) | Not applicable. |
Item 2. Code of Ethics.
Not applicable.
Item 3. Audit Committee Financial Expert.
Not applicable.
Item 4. Principal Accountant Fees and Services.
Not applicable.
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Items 6. Schedule of Investments.
(a) | Schedules of Investments in securities of unaffiliated issuers as of the close of the reporting period are included as part of the report to shareholders filed under Item 1 of this form. |
(b) | Not applicable. |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant’s board of directors, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407 (c) (2) (iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22 (b) (15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.
Item 11. Controls and Procedures.
(a) | The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act") (17 CFR 270.30a-3 (c))) are effective, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15 (b)). |
(b) | There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
(a) | Not applicable. |
(b) | Not applicable. |
Item 13. Exhibits.
(a)(1) | Not applicable. |
(a)(2) | Certifications pursuant to Rule 30a-2(a) under the 1940 Act and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto. |
(a)(3) | Not applicable. |
(a)(4) | Not applicable. |
(b) | Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(registrant) | First Trust Exchange-Traded AlphaDEX® Fund II |
By (Signature and Title)* | /s/ James M. Dykas | |
James M. Dykas, President and Chief Executive Officer (principal executive officer) |
Date: | September 2, 2022 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By (Signature and Title)* | /s/ James M. Dykas | |
James M. Dykas, President and Chief Executive Officer (principal executive officer) |
Date: | September 2, 2022 |
By (Signature and Title)* | /s/ Donald P. Swade | |
Donald P. Swade, Treasurer, Chief Financial Officer and Chief Accounting Officer (principal financial officer) |
Date: | September 2, 2022 |
* Print the name and title of each signing officer under his or her signature.
This ‘N-CSRS’ Filing | Date | Other Filings | ||
---|---|---|---|---|
4/30/24 | ||||
6/30/23 | ||||
Filed on / Effective on: | 9/2/22 | |||
7/27/22 | ||||
7/5/22 | ||||
For Period end: | 6/30/22 | N-PX, NPORT-P | ||
4/18/22 | ||||
3/17/22 | ||||
1/1/22 | ||||
12/31/21 | 24F-2NT, N-CEN, N-CSR, NPORT-P | |||
3/16/21 | ||||
4/1/20 | ||||
3/31/20 | NPORT-P | |||
3/13/20 | ||||
1/1/19 | ||||
4/17/18 | 485BPOS, 497, 497K | |||
4/1/18 | ||||
3/31/18 | N-Q | |||
3/29/18 | ||||
1/31/18 | SC 13G/A | |||
9/29/17 | ||||
7/14/15 | 497, 497K | |||
10/22/14 | 497, 497K | |||
2/16/12 | 497, 497K | |||
2/15/12 | 497, 497K, CERTNYS | |||
4/19/11 | 497, 497K, CERTARCA | |||
12/3/10 | ||||
10/1/04 | ||||
List all Filings |