First Trust Exchange-Traded Funds Monthly Report AlphaDEX Sector Funds First Trust Consumer Discretionary AlphaDEX Fund 0.63% 0.63% Net Asset Value -0.66-3.85-0.59-6.69 8.30 9.97 N/A 6.65 Symbol: FXD Market Price -0.69-3.88-0.62-6.72 8.28 9.95 N/A 6.64 Inception Date: 5/8/07 Index -0.62-3.74-0.25-6.04 9.03 10.72 N/A 7.43 First Trust Consumer Staples AlphaDEX Fund 0.62% 0.62% Net Asset Value 3.90 5.70 10.08 11.83 18.03 15.84 N/A 11.63 Symbol: FXG Market Price 3.90 5.70 10.05 11.83 18.00 15.84 N/A 11.63 Inception Date: 5/8/07 Index 3.99 5.89 10.43 12.56 18.78 16.74 N/A 12.47 First Trust Energy AlphaDEX Fund 0.64% 0.64% Net Asset Value -0.68 6.00 8.05-24.17-10.26-7.47 N/A -2.32 Symbol: FXN Market Price -0.68 6.00 8.05-24.13-10.27-7.47 N/A -2.32 Inception Date: 5/8/07 Index -0.67 6.10 8.17-24.03-9.95-7.00 N/A -1.74 First Trust Financials AlphaDEX Fund 0.64% 0.64% Net Asset Value -3.10 2.68 0.30-0.90 8.75 11.27 N/A 3.30 Symbol: FXO Market Price -3.14 2.63 0.30-0.86 8.75 11.28 N/A 3.30 Inception Date: 5/8/07 Index -3.06 2.85 0.64-0.23 9.52 12.10 N/A 4.19 First Trust Health Care AlphaDEX Fund 0.62% 0.62% Net Asset Value 0.84 5.70-2.48-14.38 14.08 14.65 N/A 12.62 Symbol: FXH Market Price 0.89 5.74-2.45-14.29 14.10 14.64 N/A 12.63 Inception Date: 5/8/07 Index 0.90 5.90-2.19-13.86 14.83 15.42 N/A 13.46 First Trust Industrials/Producer Durables AlphaDEX Fund 0.63% 0.63% Net Asset Value -3.31-0.98 5.44-7.29 7.61 8.25 N/A 4.34 Symbol: FXR Market Price -3.31-0.94 5.44-7.23 7.61 8.22 N/A 4.34 Inception Date: 5/8/07 Index -3.26-0.81 5.80-6.67 8.33 9.02 N/A 5.10 First Trust Materials AlphaDEX Fund 0.64% 0.64% Net Asset Value 0.76 4.97 15.57 3.76 8.21 6.69 N/A 6.85 Symbol: FXZ Market Price 0.82 5.00 15.64 3.79 8.19 6.69 N/A 6.85 Inception Date: 5/8/07 Index 0.81 5.15 15.97 4.45 8.94 7.49 N/A 7.65 First Trust Technology AlphaDEX Fund 0.63% 0.63% Net Asset Value -1.23 0.32-0.21-5.80 11.17 7.38 N/A 5.89 Symbol: FXL Market Price -1.17 0.32-0.18-5.74 11.20 7.37 N/A 5.89 Inception Date: 5/8/07 Index -1.18 0.51 0.12-5.15 11.95 8.18 N/A 6.75 First Trust Utilities AlphaDEX Fund 0.66% 0.66% Net Asset Value 6.41 4.69 21.96 26.39 14.48 11.63 N/A 6.63 Symbol: FXU Market Price 6.41 4.65 21.96 26.39 14.48 11.61 N/A 6.63 Inception Date: 5/8/07 Index 6.52 4.92 22.47 27.44 15.47 12.60 N/A 7.56 Sector Funds First Trust Dow Jones Internet Index Fund 0.54% 0.54% Net Asset Value -1.42 5.67-3.38 7.35 16.71 14.77 13.07 13.69 Symbol: FDN Market Price -1.37 5.71-3.31 7.38 16.71 14.77 13.08 13.69 Inception Date: 6/19/06 Index -1.36 5.81-3.14 7.89 17.29 15.42 13.68 14.30 First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund 0.60% 0.71% Net Asset Value 3.88 3.78 9.40 11.94 8.14 7.80 N/A 2.50 Symbol: FFR Market Price 4.26 4.16 9.60 12.36 8.25 7.63 N/A 2.48 Inception Date: 8/27/07 Index 3.75 3.74 9.38 12.57 8.94 8.62 N/A 3.36 First Trust ISE Cloud Computing Index Fund N/A 0.60% Net Asset Value -3.44 1.46 0.23 2.30 12.76 N/A N/A 8.48 Symbol: SKYY Market Price -3.40 1.56 0.50 2.30 12.69 N/A N/A 8.48 Inception Date: 7/5/11 Index -3.41 1.63 0.63 3.14 13.51 N/A N/A 9.18 First Trust Indxx Global Natural Resources Income ETF2 N/A 0.70% Net Asset Value 1.83 5.44 10.35-34.60-17.58-22.16 N/A -13.24 Symbol: FTRI Market Price 2.04 5.57 10.40-34.86-17.68-22.20 N/A -13.30 Inception Date: 3/11/10 Index 1.69 5.68 11.00-11.93 N/A N/A N/A N/A First Trust Indxx Global Agriculture ETF2 N/A 0.70% Net Asset Value -1.53 0.15-3.37-49.39-26.60-31.11 N/A -26.12 Symbol: FTAG Market Price -1.34 1.23-3.29-49.76-26.94-31.13 N/A -26.17 Inception Date: 3/11/10 Index -1.70 0.06-2.44-15.13 N/A N/A N/A N/A First Trust ISE-Revere Natural Gas Index Fund 0.60% 0.62% Net Asset Value 0.20 19.12 10.91-46.79-31.63-24.79 N/A -13.52 Symbol: FCG Market Price 0.16 19.12 10.66-46.79-31.61-24.79 N/A -13.52 Inception Date: 5/8/07 Index 0.19 19.24 10.64-47.22-31.94-24.82 N/A -13.26 First Trust Heitman Global Prime Real Estate ETF N/A 0.95% Net Asset Value 0.61 0.42 3.58 N/A N/A N/A N/A 3.77 Symbol: PRME Inception Date: 11/11/15 Market Price 1.14 0.80 3.88 N/A N/A N/A N/A 4.17 First Trust NASDAQ-100-Technology Sector Index Fund 0.60% 0.60% Net Asset Value -1.01 1.37 2.93 4.09 16.14 12.08 10.05 8.51 Symbol: QTEC Market Price -0.99 1.37 2.86 4.07 16.01 12.07 10.04 8.51 Inception Date: 4/19/06 Index -0.97 1.52 3.30 4.79 16.89 12.79 10.75 9.20
First Trust Exchange-Traded Funds Monthly Report Sector Funds continued First Trust NASDAQ ABA Community Bank Index Fund 0.60% 0.62% Net Asset Value -4.17 3.76-1.70-2.82 9.52 10.92 N/A 11.19 Symbol: QABA Market Price -4.22 3.82-1.80-2.87 9.40 10.91 N/A 11.19 Inception Date: 6/29/09 Index -4.13 3.91-1.40-2.26 10.19 11.62 N/A 11.90 First Trust Nasdaq Cybersecurity ETF N/A 0.60% Net Asset Value -1.06 1.38-2.34 N/A N/A N/A N/A -12.87 Symbol: CIBR Market Price -1.01 1.09-2.79 N/A N/A N/A N/A -13.17 Inception Date: 7/6/15 Index -1.05 1.49-2.12 N/A N/A N/A N/A -12.25 First Trust Nasdaq Smartphone Index Fund N/A 0.70% Net Asset Value 0.91 0.13 3.02-2.58 10.73 7.91 N/A 5.19 Symbol: FONE Market Price 1.22 0.05 3.18-2.91 10.73 7.80 N/A 5.10 Inception Date: 2/17/11 Index 0.75-0.09 2.74-2.05 11.65 8.82 N/A 6.08 First Trust NYSE Arca Biotechnology Index Fund 0.55% 0.55% Net Asset Value -6.29 2.17-20.82-27.79 15.54 15.38 15.87 16.27 Symbol: FBT Market Price -6.32 2.24-20.80-27.78 15.51 15.36 15.86 16.27 Inception Date: 6/19/06 Index -6.25 2.31-20.58-27.42 15.97 15.92 16.50 16.90 First Trust S&P REIT Index Fund2 0.48% 0.48% Net Asset Value 6.87 6.41 12.96 22.97 12.74 11.85 N/A 4.96 Symbol: FRI Market Price 6.92 6.41 12.90 23.08 12.75 11.84 N/A 4.97 Inception Date: 5/8/07 Index 6.95 6.56 13.29 23.71 13.34 12.45 N/A N/A Specialty Funds First Trust Capital Strength ETF2 0.65% 0.65% Net Asset Value 0.94 1.58 5.34 7.25 12.93 12.17 N/A 8.86 Symbol: FTCS Market Price 0.99 1.61 5.36 7.28 12.96 12.18 N/A 8.86 Inception Date: 7/6/06 Index 1.01 1.78 5.73 8.01 13.72 N/A N/A N/A First Trust Dorsey Wright Focus 5 ETF N/A 0.89% Net Asset Value 1.43 3.50-4.62-8.27 N/A N/A N/A 5.04 Symbol: FV Market Price 1.43 3.55-4.62-8.38 N/A N/A N/A 5.04 Inception Date: 3/5/14 Index 1.46 3.58-4.07-7.60 N/A N/A N/A 5.55 First Trust Dorsey Wright Dynamic Focus 5 ETF N/A 0.79% Net Asset Value 1.37 2.87 N/A N/A N/A N/A N/A 3.80 Symbol: FVC Market Price 1.41 2.87 N/A N/A N/A N/A N/A 3.85 Inception Date: 3/17/16 Index 1.40 2.98 N/A N/A N/A N/A N/A 3.95 First Trust NASDAQ-100 Equal Weighted Index Fund 0.60% 0.60% Net Asset Value -1.95-0.38-2.88-3.02 12.71 11.45 9.15 8.10 Symbol: QQEW Market Price -1.93-0.31-2.90-3.08 12.73 11.43 9.14 8.09 Inception Date: 4/19/06 Index -1.89-0.27-2.63-2.42 13.39 12.15 9.83 8.77 First Trust NASDAQ-100 Ex-Technology Sector Index Fund 0.60% 0.63% Net Asset Value -2.45-1.29-6.05-6.66 10.52 11.23 N/A 7.87 Symbol: QQXT Market Price -2.23-1.29-5.93-6.71 10.46 11.23 N/A 7.87 Inception Date: 2/8/07 Index -2.39-1.22-5.86-6.14 11.16 11.92 N/A 8.55 First Trust RBA American Industrial Renaissance ETF N/A 0.70% Net Asset Value 0.82 4.78 11.51 1.56 N/A N/A N/A -3.14 Symbol: AIRR Market Price 0.82 4.78 11.98 1.61 N/A N/A N/A -3.14 Inception Date: 3/10/14 Index 0.89 4.97 11.91 2.53 N/A N/A N/A -2.30 First Trust US IPO Index Fund 0.60% 0.60% Net Asset Value -2.08 1.22-0.65-6.55 12.91 15.44 10.98 10.43 Symbol: FPX Market Price -1.99 1.27-0.61-6.48 12.92 15.46 11.02 10.43 Inception Date: 4/12/06 Index -2.03 1.34-0.42-6.05 13.59 16.13 11.65 11.11 First Trust Value Line 100 Exchange-Traded Fund3 0.70% 0.84% Net Asset Value 3.48 4.97 3.44-2.38 10.63 8.03 3.72 5.70 Symbol: FVL Market Price 3.59 5.08 3.49-2.34 10.70 7.97 4.53 5.70 Inception Date: 6/12/03 Index 3.54 5.23 3.89-1.58 11.64 8.95 N/A N/A Green/Renewable Funds First Trust ISE Global Wind Energy Index Fund 0.60% 0.75% Net Asset Value 3.28 8.07 11.11 11.87 16.38 5.41 N/A -8.94 Symbol: FAN Market Price 3.94 8.96 11.84 12.71 16.94 5.51 N/A -8.88 Inception Date: 6/16/08 Index 2.96 7.76 10.94 12.58 17.25 6.20 N/A -8.22 First Trust ISE Water Index Fund 0.57% 0.57% Net Asset Value 0.82 6.83 17.39 13.38 9.11 9.73 N/A 7.24 Symbol: FIW Market Price 0.85 6.82 17.51 13.45 9.15 9.74 N/A 7.24 Inception Date: 5/8/07 Index 0.87 6.99 17.80 14.14 9.81 10.48 N/A 7.96 First Trust NASDAQ Clean Edge Green Energy Index Fund 0.60% 0.65% Net Asset Value -2.03-2.69-9.80-21.36 1.28-0.49 N/A -3.08 Symbol: QCLN Market Price -2.03-2.83-9.86-21.41 1.57-0.51 N/A -3.08 Inception Date: 2/8/07 Index -2.08-2.81-10.03-21.53 1.19-0.69 N/A -2.87 First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund 0.70% 0.99% Net Asset Value -3.01 2.06 8.44 0.19 5.02 2.48 N/A 3.50 Symbol: GRID Market Price -3.63 1.39 8.01-0.76 4.98 2.37 N/A 3.43 Inception Date: 11/16/09 Index -3.14 1.96 8.22 0.74 5.78 3.30 N/A 4.32
First Trust Exchange-Traded Funds Monthly Report AlphaDEX Size/Style Funds First Trust Mega Cap AlphaDEX Fund2 N/A 0.70% Net Asset Value -0.56 1.70 0.84-0.15 8.02 7.81 N/A 7.24 Symbol: FMK Market Price -0.52 1.47 0.61-0.34 7.99 7.78 N/A 7.20 Inception Date: 5/11/11 Index -0.51 2.18 N/A N/A N/A N/A N/A N/A First Trust Large Cap Core AlphaDEX Fund2 0.61% 0.61% Net Asset Value 0.10 1.34 4.76-0.36 9.99 10.29 N/A 5.81 Symbol: FEX Market Price 0.08 1.32 4.74-0.40 9.96 10.26 N/A 5.80 Inception Date: 5/8/07 Index 0.14 1.97 N/A N/A N/A N/A N/A N/A First Trust Large Cap Growth AlphaDEX Fund2 0.62% 0.62% Net Asset Value 1.89 3.64 3.96 3.64 13.84 11.35 N/A 6.42 Symbol: FTC Market Price 1.93 3.60 3.98 3.47 13.74 11.35 N/A 6.42 Inception Date: 5/8/07 Index 1.93 4.28 N/A N/A N/A N/A N/A N/A First Trust Large Cap Value AlphaDEX Fund2 0.62% 0.62% Net Asset Value -1.82-1.32 4.64-4.14 6.59 8.91 N/A 4.98 Symbol: FTA Market Price -1.87-1.41 4.57-4.22 6.58 8.87 N/A 4.96 Inception Date: 5/8/07 Index -1.77-0.70 N/A N/A N/A N/A N/A N/A First Trust Mid Cap Core AlphaDEX Fund2 0.62% 0.62% Net Asset Value -0.56 1.95 5.58-5.32 7.07 8.14 N/A 6.65 Symbol: FNX Market Price -0.52 1.95 5.62-5.32 7.17 8.12 N/A 6.65 Inception Date: 5/8/07 Index -0.51 2.07 N/A N/A N/A N/A N/A N/A First Trust Mid Cap Growth AlphaDEX Fund2 N/A 0.70% Net Asset Value 1.55 4.04 4.21-2.03 9.31 8.13 N/A 8.33 Symbol: FNY Market Price 1.75 4.04 4.28-2.00 9.37 8.11 N/A 8.33 Inception Date: 4/19/11 Index 1.59 4.45 N/A N/A N/A N/A N/A N/A First Trust Mid Cap Value AlphaDEX Fund2 N/A 0.70% Net Asset Value -2.61 0.06 6.40-7.73 5.12 7.95 N/A 7.78 Symbol: FNK Market Price -2.54 0.09 6.52-7.70 5.05 7.93 N/A 7.79 Inception Date: 4/19/11 Index -2.56-0.20 N/A N/A N/A N/A N/A N/A First Trust Small Cap Core AlphaDEX Fund2 0.63% 0.63% Net Asset Value -0.17 2.13 4.39-7.02 5.86 8.32 N/A 5.36 Symbol: FYX Market Price -0.02 2.18 4.56-7.15 5.88 8.32 N/A 5.35 Inception Date: 5/8/07 Index -0.13 3.71 N/A N/A N/A N/A N/A N/A First Trust Small Cap Growth AlphaDEX Fund2 N/A 0.70% Net Asset Value 0.72 3.93 2.89-0.96 8.76 8.80 N/A 9.10 Symbol: FYC Market Price 0.92 4.03 2.92-0.96 8.89 8.81 N/A 9.11 Inception Date: 4/19/11 Index 0.76 5.65 N/A N/A N/A N/A N/A N/A First Trust Small Cap Value AlphaDEX Fund2 N/A 0.70% Net Asset Value -1.17 0.44 5.31-11.75 3.59 7.77 N/A 7.88 Symbol: FYT Market Price -0.86 0.54 5.54-11.71 3.67 7.80 N/A 7.90 Inception Date: 4/19/11 Index -1.11 2.10 N/A N/A N/A N/A N/A N/A First Trust Multi Cap Growth AlphaDEX Fund2 0.66% 0.66% Net Asset Value 1.53 3.79 3.79 0.96 11.45 9.89 N/A 6.42 Symbol: FAD Market Price 1.62 3.65 3.69 0.86 11.47 9.87 N/A 6.40 Inception Date: 5/8/07 Index 1.59 4.61 N/A N/A N/A N/A N/A N/A First Trust Multi Cap Value AlphaDEX Fund2 0.64% 0.64% Net Asset Value -1.92-0.56 5.32-6.76 5.57 8.42 N/A 5.37 Symbol: FAB Market Price -1.88-0.58 5.40-6.74 5.60 8.42 N/A 5.37 Inception Date: 5/8/07 Index -1.88 0.00 N/A N/A N/A N/A N/A N/A First Trust Total US Market AlphaDEX ETF2 0.70% 1.97% Net Asset Value -0.27 1.72 3.31-4.05 5.35 5.19 N/A 3.68 Symbol: TUSA Market Price -0.23 1.60 3.18-4.67 5.29 5.15 N/A 3.67 Inception Date: 12/5/06 Index -0.21 1.95 3.73-3.27 N/A N/A N/A N/A Size/Style Funds First Trust Dow Jones Select MicroCap Index Fund 0.60% 0.73% Net Asset Value 0.31 1.89 2.50-2.03 9.41 9.28 5.32 5.84 Symbol: FDM Market Price 0.46 1.89 2.78-1.88 9.58 9.34 5.34 5.85 Inception Date: 9/27/05 Index 0.36 2.04 2.78-1.40 10.09 9.96 6.02 6.56
First Trust Exchange-Traded Funds Monthly Report AlphaDEX International/Global Funds First Trust Developed Markets ex-us AlphaDEX Fund2 N/A 0.80% Net Asset Value -2.24-1.80-1.95-9.02 2.40-0.10 N/A 0.31 Symbol: FDT Market Price -2.48-2.00-2.27-9.54 2.43-0.28 N/A 0.23 Inception Date: 4/18/11 Index -2.95-2.42-2.94-8.66 N/A N/A N/A N/A First Trust Developed Markets ex-us Small Cap AlphaDEX Fund2 N/A 0.80% Net Asset Value -2.13 0.59-1.89-7.20 3.90 N/A N/A 3.84 Symbol: FDTS Market Price -2.03 0.28-2.39-8.30 3.62 N/A N/A 3.57 Inception Date: 2/15/12 Index -2.78 0.07-2.72-6.36 N/A N/A N/A N/A First Trust Emerging Markets AlphaDEX Fund2 N/A 0.80% Net Asset Value 7.50 0.81 7.50-13.67-3.60-5.07 N/A -5.27 Symbol: FEM Market Price 6.91 1.13 8.34-12.95-3.33-5.40 N/A -5.28 Inception Date: 4/18/11 Index 7.26 0.05 6.93-11.50 N/A N/A N/A N/A First Trust Emerging Markets Small Cap AlphaDEX Fund2 N/A 0.80% Net Asset Value 6.23 3.12 9.20-10.56-1.69 N/A N/A 2.16 Symbol: FEMS Market Price 5.94 2.93 10.63-9.14-1.11 N/A N/A 2.28 Inception Date: 2/15/12 Index 6.04 3.38 9.45-10.06 N/A N/A N/A N/A First Trust Asia Pacific ex-japan AlphaDEX Fund2 N/A 0.80% Net Asset Value 3.20-2.13 1.07-7.87 7.03 0.81 N/A 1.10 Symbol: FPA Market Price 2.95-2.28 1.23-7.73 7.08 0.41 N/A 0.97 Inception Date: 4/18/11 Index 2.42-2.60 0.26-7.79 N/A N/A N/A N/A First Trust Europe AlphaDEX Fund2 N/A 0.80% Net Asset Value -6.71-4.99-6.02-9.46 3.14 0.68 N/A 1.15 Symbol: FEP Market Price -6.36-4.36-5.73-9.66 2.91 0.52 N/A 1.15 Inception Date: 4/18/11 Index -7.53-5.65-6.79-9.04 N/A N/A N/A N/A First Trust Eurozone AlphaDEX ETF N/A 0.80% Net Asset Value -6.16-4.94-5.15-7.61 N/A N/A N/A -0.40 Symbol: FEUZ Market Price -5.72-4.49-4.55-7.81 N/A N/A N/A -0.40 Inception Date: 10/21/14 Index -6.63-5.46-5.73-7.56 N/A N/A N/A 0.01 First Trust Latin America AlphaDEX Fund2 N/A 0.80% Net Asset Value 15.10 7.03 25.58-5.82-8.84-8.80 N/A -8.27 Symbol: FLN Market Price 14.97 7.74 26.02-5.99-8.95-8.97 N/A -8.31 Inception Date: 4/18/11 Index 14.90 4.82 23.79-7.27 N/A N/A N/A N/A First Trust Australia AlphaDEX Fund2 N/A 0.80% Net Asset Value 4.71 4.16 10.57 4.17 5.33 N/A N/A 3.80 Symbol: FAUS Market Price 4.63 4.63 9.99 5.07 5.25 N/A N/A 3.83 Inception Date: 2/14/12 Index 3.19 2.67 9.08 3.41 N/A N/A N/A N/A First Trust Brazil AlphaDEX Fund2 N/A 0.80% Net Asset Value 20.74 16.67 44.31-5.76-10.39-12.82 N/A -12.56 Symbol: FBZ Market Price 21.94 17.70 46.15-4.67-10.20-13.23 N/A -12.44 Inception Date: 4/18/11 Index 21.05 15.65 44.98-4.09 N/A N/A N/A N/A First Trust Canada AlphaDEX Fund2 N/A 0.80% Net Asset Value -0.02 3.25 8.91-20.12-9.47 N/A N/A -4.12 Symbol: FCAN Market Price -0.10 3.30 8.96-19.94-9.40 N/A N/A -4.13 Inception Date: 2/14/12 Index -0.73 2.42 9.11-19.97 N/A N/A N/A N/A First Trust China AlphaDEX Fund2 N/A 0.80% Net Asset Value 2.60-2.64-9.20-25.85 1.20-5.05 N/A -6.13 Symbol: FCA Market Price 1.73-2.45-9.34-25.80 1.58-5.56 N/A -6.23 Inception Date: 4/18/11 Index 1.79-2.72-8.45-23.55 N/A N/A N/A N/A First Trust Germany AlphaDEX Fund2 N/A 0.80% Net Asset Value -4.55-4.34-3.26-6.55 3.34 N/A N/A 5.20 Symbol: FGM Market Price -4.60-4.06-2.75-7.17 3.51 N/A N/A 5.19 Inception Date: 2/14/12 Index -5.02-4.95-4.05-6.19 N/A N/A N/A N/A First Trust Hong Kong AlphaDEX Fund2 N/A 0.80% Net Asset Value 3.75 2.70-1.02-15.35 1.83 N/A N/A 4.72 Symbol: FHK Market Price 2.98 2.52-1.06-15.84 1.70 N/A N/A 4.57 Inception Date: 2/14/12 Index 2.94 2.16-2.11-14.19 N/A N/A N/A N/A First Trust Japan AlphaDEX Fund2 N/A 0.80% Net Asset Value -2.14 1.46-2.45-8.32 4.19 2.46 N/A 3.75 Symbol: FJP Market Price -1.96 1.05-3.09-8.56 3.80 2.11 N/A 3.61 Inception Date: 4/18/11 Index -2.82 0.60-4.22-8.67 N/A N/A N/A N/A First Trust South Korea AlphaDEX Fund2 N/A 0.80% Net Asset Value 1.71-5.00 2.99-9.47 2.02-4.09 N/A -3.45 Symbol: FKO Market Price 2.08-5.22 3.05-13.59 1.86-4.38 N/A -3.57 Inception Date: 4/18/11 Index 1.09-5.60 1.77-8.93 N/A N/A N/A N/A
First Trust Exchange-Traded Funds Monthly Report AlphaDEX International/Global Funds continued First Trust Switzerland AlphaDEX Fund2 N/A 0.80% Net Asset Value -2.65-1.95-1.48-2.11 6.02 N/A N/A 8.12 Symbol: FSZ Market Price -2.21-1.43-1.38-2.22 6.23 N/A N/A 8.15 Inception Date: 2/14/12 Index -2.86-3.03-2.36-1.93 N/A N/A N/A N/A First Trust Taiwan AlphaDEX Fund2 N/A 0.80% Net Asset Value 4.82-0.29 5.58-16.82 2.39 N/A N/A 2.37 Symbol: FTW Market Price 5.14 0.03 5.84-16.41 2.86 N/A N/A 2.26 Inception Date: 2/14/12 Index 4.17-0.78 4.93-15.84 N/A N/A N/A N/A First Trust United Kingdom AlphaDEX Fund2 N/A 0.80% Net Asset Value -13.68-11.07-16.27-21.07 1.42 N/A N/A 5.17 Symbol: FKU Market Price -13.49-10.89-16.00-21.54 1.49 N/A N/A 5.19 Inception Date: 2/14/12 Index -14.30-11.14-16.01-20.63 N/A N/A N/A N/A International/Global Funds First Trust BICK Index Fund N/A 0.64% Net Asset Value 5.14 4.56 9.82-11.49 0.94-6.56 N/A -4.08 Symbol: BICK Market Price 5.32 4.22 9.93-11.32 1.08-6.72 N/A -4.16 Inception Date: 4/12/10 Index 4.94 4.32 9.59-11.87 1.62-5.84 N/A -3.32 First Trust Dorsey Wright International Focus 5 ETF N/A 1.08% Net Asset Value -4.60-3.15-7.47-13.58 N/A N/A N/A -8.57 Symbol: IFV Market Price -4.71-3.15-7.32-13.67 N/A N/A N/A -8.57 Inception Date: 7/22/14 Index -4.71-0.95-5.42-12.21 N/A N/A N/A -8.35 First Trust International IPO ETF N/A 0.70% Net Asset Value -4.28-5.05-8.02-16.42 N/A N/A N/A -9.91 Symbol: FPXI Market Price -3.72-5.29-7.23-16.18 N/A N/A N/A -9.84 Inception Date: 11/4/14 Index -4.57-5.39-8.06-15.96 N/A N/A N/A -9.55 First Trust ISE Chindia Index Fund 0.60% 0.62% Net Asset Value -1.00 0.20-3.64-10.33 9.67 2.62 N/A 4.42 Symbol: FNI Market Price -0.89 0.16-3.61-10.39 9.79 2.67 N/A 4.42 Inception Date: 5/8/07 Index -0.95 0.33-3.38-9.83 10.14 2.95 N/A 4.96 First Trust ISE Global Engineering and Construction Index Fund 0.70% 0.99% Net Asset Value -4.33-1.48 4.15-4.35 4.21 1.92 N/A 7.22 Symbol: FLM Market Price -4.22-1.36 4.09-4.36 4.26 1.82 N/A 7.18 Inception Date: 10/13/08 Index -4.66-1.73 3.80-3.79 5.44 3.09 N/A 8.97 First Trust NASDAQ Global Auto Index Fund N/A 0.70% Net Asset Value -8.68-9.74-16.83-22.24-2.58 0.77 N/A 1.27 Symbol: CARZ Market Price -7.51-9.06-16.19-22.01-2.51 0.75 N/A 1.35 Inception Date: 5/9/11 Index -9.02-9.98-17.44-21.91-1.85 1.58 N/A 2.19 Equity Income Funds First Trust Dow Jones Global Select Dividend Index Fund 0.58% 0.58% Net Asset Value -0.79 0.75 4.93-4.44 3.70 2.84 N/A 1.55 Symbol: FGD Market Price -0.66 1.02 5.08-4.56 3.65 2.73 N/A 1.51 Inception Date: 11/21/07 Index -1.36 0.02 4.22-4.75 3.67 2.80 N/A 1.62 First Trust Morningstar Dividend Leaders Index Fund 0.45% 0.48% Net Asset Value 4.29 5.30 14.72 21.53 12.76 13.61 6.70 6.92 Symbol: FDL Market Price 4.37 5.30 14.76 21.53 12.79 13.61 6.67 6.92 Inception Date: 3/9/06 Index 4.37 5.47 15.06 22.16 13.32 14.20 7.23 7.45 First Trust NASDAQ Rising Dividend Achievers N/A 0.50% Net Asset Value -2.56-1.11 0.15-4.14 N/A N/A N/A 3.34 Symbol: RDVY Market Price -2.52-1.16 0.06-4.23 N/A N/A N/A 3.29 Inception Date: 1/6/14 Index -2.53-0.96 0.50-3.58 N/A N/A N/A 3.87 First Trust NASDAQ Technology Dividend Index Fund N/A 0.50% Net Asset Value 0.55-0.46 6.61 3.97 9.96 N/A N/A 10.71 Symbol: TDIV Market Price 0.59-0.38 6.78 3.97 9.88 N/A N/A 10.69 Inception Date: 8/13/12 Index 0.62-0.30 7.00 4.71 10.69 N/A N/A 11.44 First Trust North American Energy Infrastructure Fund N/A 0.95% Net Asset Value 6.66 13.99 24.40 1.38 5.93 N/A N/A 8.96 Symbol: EMLP Inception Date: 6/20/12 Market Price 6.70 14.18 24.55 1.50 5.85 N/A N/A 8.99 First Trust RBA Quality Income ETF N/A 0.70% Net Asset Value 3.36 4.75 13.69 8.94 N/A N/A N/A 8.12 Symbol: QINC Market Price 3.37 4.80 13.83 8.65 N/A N/A N/A 8.07 Inception Date: 3/10/14 Index 3.43 5.02 14.26 9.94 N/A N/A N/A 9.06 First Trust STOXX European Select Dividend Index Fund 0.60% 0.60% Net Asset Value -3.37-0.75-0.60-4.26 5.24 0.43 N/A -5.68 Symbol: FDD Market Price -2.81-0.17 0.22-4.15 5.46 0.51 N/A -5.63 Inception Date: 8/27/07 Index -3.84-1.27-1.18-4.34 5.57 0.68-2.17-5.27 First Trust Value Line Dividend Index Fund3 0.70% 0.74% Net Asset Value 3.30 5.31 14.08 17.96 14.18 13.70 9.02 9.91 Symbol: FVD Market Price 3.26 5.31 14.08 18.01 14.17 13.67 10.08 9.91 Inception Date: 8/19/03 Index 3.41 5.56 14.58 19.00 15.12 14.64 N/A N/A
First Trust Exchange-Traded Funds Monthly Report Hybrid Income Funds First Trust Strategic Income ETF 0.90% 1.14%4 Net Asset Value 2.62 5.09 9.92 6.83 N/A N/A N/A 3.94 Symbol: FDIV Inception Date: 8/13/14 Market Price 2.38 4.71 9.62 6.57 N/A N/A N/A 3.68 First Trust Preferred Securities and Income ETF N/A 0.86% Net Asset Value 0.67 3.66 4.10 7.14 5.29 N/A N/A 4.31 Symbol: FPE Inception Date: 2/11/13 Market Price 0.25 3.71 3.77 6.85 5.34 N/A N/A 4.27 International Multi-Asset Diversified Income Index Fund N/A 0.78% Net Asset Value 1.58 1.44 7.98-2.59 N/A N/A N/A -0.55 Symbol: YDIV Market Price 1.22 1.27 4.93-3.39 N/A N/A N/A -0.79 Inception Date: 8/22/13 Index 1.37 1.46 8.51-1.45 N/A N/A N/A 0.85 First Trust SSI Strategic Convertible Securities ETF N/A 0.95% Net Asset Value 0.16 2.19 1.20 N/A N/A N/A N/A 0.01 Symbol: FCVT Inception Date: 11/3/15 Market Price 1.73 2.99 1.49 N/A N/A N/A N/A 0.25 Multi-Asset Diversified Income Index Fund 0.68% 0.80%5 Net Asset Value 1.49 5.93 9.08 4.25 3.58 N/A N/A 5.25 Symbol: MDIV Market Price 1.39 5.88 9.27 4.05 3.54 N/A N/A 5.22 Inception Date: 8/13/12 Index 1.63 6.19 9.60 5.02 4.32 N/A N/A 6.00 Fixed Income Funds First Trust Emerging Markets Local Currency Bond ETF N/A 0.85% Net Asset Value 5.95 3.19 12.30 3.14 N/A N/A N/A -4.50 Symbol: FEMB Inception Date: 11/4/14 Market Price 5.63 3.24 10.41 2.77 N/A N/A N/A -4.51 First Trust Enhanced Short Maturity ETF 0.25%6 0.47% Net Asset Value 0.10 0.30 0.54 0.54 N/A N/A N/A 0.52 Symbol: FTSM Inception Date: 8/5/14 Market Price 0.10 0.30 0.56 0.56 N/A N/A N/A 0.51 First Trust Low Duration Opportunities ETF N/A 0.65% Net Asset Value 0.75 2.15 4.36 5.87 N/A N/A N/A 5.03 Symbol: LMBS Inception Date: 11/4/14 Market Price 0.77 2.07 4.50 5.93 N/A N/A N/A 5.13 First Trust Managed Municipal ETF 0.50% 0.65%7 Net Asset Value 1.94 3.28 5.89 9.35 N/A N/A N/A 6.78 Symbol: FMB Inception Date: 5/13/14 Market Price 1.41 2.84 5.21 8.76 N/A N/A N/A 6.62 First Trust Senior Loan Fund N/A 0.85% Net Asset Value -0.31 1.54 3.74 1.59 3.01 N/A N/A 2.40 Symbol: FTSL Inception Date: 5/1/13 Market Price -0.25 1.45 3.71 1.52 3.04 N/A N/A 2.39 First Trust Tactical High Yield ETF N/A 1.23% Net Asset Value 0.05 2.05 4.21 0.84 4.45 N/A N/A 4.39 Symbol: HYLS Inception Date: 2/25/13 Market Price 0.22 2.09 4.36 1.15 4.46 N/A N/A 4.46 Alternative Funds First Trust Alternative Absolute Return Strategy ETF N/A 0.95% Net Asset Value -0.23 N/A N/A N/A N/A N/A N/A -0.70 Symbol: FAAR Inception Date: 5/18/16 Market Price -1.67 N/A N/A N/A N/A N/A N/A -1.67 First Trust CBOE S&P 500 VIX Tail Hedge Fund N/A 0.60% Net Asset Value -0.77-0.61-1.41-4.74 5.50 N/A N/A 6.10 Symbol: VIXH Market Price -0.77-0.86-1.62-4.75 5.28 N/A N/A 6.04 Inception Date: 8/29/12 Index -0.68-0.56-1.22-4.27 5.96 N/A N/A 6.54 First Trust Global Tactical Commodity Strategy Fund N/A 0.95% Net Asset Value 2.57 7.15 6.20-12.88 N/A N/A N/A -11.52 Symbol: FTGC Inception Date: 10/22/13 Market Price 2.95 7.45 6.55-12.68 N/A N/A N/A -11.45 First Trust High Income ETF N/A 0.85% Net Asset Value 0.54 1.18 2.39 2.67 N/A N/A N/A 4.64 Symbol: FTHI Inception Date: 1/6/14 Market Price 0.59 1.18 2.44 2.52 N/A N/A N/A 4.64 First Trust Long/Short Equity ETF N/A 1.47% Net Asset Value 0.34 0.15-1.90 0.03 N/A N/A N/A 4.32 Symbol: FTLS Inception Date: 9/8/14 Market Price 0.31 0.18-2.08-0.01 N/A N/A N/A 4.30 First Trust Low Beta Income ETF N/A 0.85% Net Asset Value 0.57 0.86 1.36 1.23 N/A N/A N/A 3.05 Symbol: FTLB Inception Date: 1/6/14 Market Price -1.97-1.74-1.04-1.28 N/A N/A N/A 2.00 First Trust Morningstar Managed Futures Strategy Fund N/A 1.00% Net Asset Value 1.41-0.02-2.34-4.36 N/A N/A N/A -0.55 Symbol: FMF Inception Date: 8/1/13 Market Price 1.32 0.00-2.32-4.59 N/A N/A N/A -0.88 Dynamic Currency Hedged Funds First Trust RiverFront Dynamic Asia Pacific ETF N/A 0.83% Net Asset Value -4.22 N/A N/A N/A N/A N/A N/A -3.48 Symbol: RFAP Inception Date: 4/13/16 Market Price -3.86 N/A N/A N/A N/A N/A N/A -3.79 First Trust RiverFront Dynamic Developed International ETF N/A 0.83% Net Asset Value -3.74 N/A N/A N/A N/A N/A N/A -2.24 Symbol: RFDI Inception Date: 4/13/16 Market Price -3.38 N/A N/A N/A N/A N/A N/A -1.70 First Trust RiverFront Dynamic Emerging Markets ETF N/A 0.95% Net Asset Value N/A N/A N/A N/A N/A N/A N/A 5.18 Symbol: RFEM Inception Date: 6/14/16 Market Price N/A N/A N/A N/A N/A N/A N/A 5.22 First Trust RiverFront Dynamic Europe ETF N/A 0.83% Net Asset Value -3.61 N/A N/A N/A N/A N/A N/A -1.81 Symbol: RFEU Inception Date: 4/13/16 Market Price -4.06 N/A N/A N/A N/A N/A N/A -1.96
First Trust Exchange-Traded Funds Monthly Report Important Notes 1The net expense ratio reflects the investment advisor s agreement to waive certain of its fees and/or pay fund expenses, if applicable. Pursuant to contract, First Trust has agreed to waive fees and/or pay fund expenses to prevent the net expense ratio of the fund from exceeding the net expense ratio listed on the previous pages, at least until May 19, 2017 for FCG, FDL, FDM, FNI, FPX, FTCS, FVD, FVL, TUSA, QABA, QCLN, QQEW, QQXT and QTEC; at least until January 31, 2017 for FAN, FDD, FFR, FLM and GRID; and from exceeding 0.60%, at least until May 19, 2017 for FDN, FBT and FIW; at least until January 31, 2017 for FGD, and from exceeding 0.50%, at least until May 19, 2017 for FRI; and from exceeding 0.70%, at least until November 30, 2016 for FXD, FXG, FXN, FXO, FXH, FXR, FXZ, FXL and FXU; at least until April 7, 2017 for FEX, FNX, FYX, FTC, FTA, FAD and FAB. 2On the dates indicated below, each fund s underlying index changed. Therefore, each fund s performance and historical returns shown for the periods prior to the date indicated are not necessarily indicative of the performance that each fund, based on its current index, would have generated. The funds that changed underlying indexes and the dates of change are: FRI (November 6, 2008); FTCS (June 18, 2010 and then again on June 4, 2013); TUSA (January 9, 2015); FAUS, FBZ, FCA, FCAN, FGM, FHK, FJP, FKO, FKU, FSZ and FTW (July 14, 2015); FPA, FDT, FDTS, FEM, FEMS, FEP and FLN (October 13, 2015); FTRI and FTAG (December 18, 2015); FMK, FEX, FTC, FTA, FNX, FNY, FNK, FYX, FYC, FYT, FTC, FTA, FAD and FAB (April 8, 2016). Please see each fund s prospectus for additional information. 3On December 15, 2006, the First Trust Value Line Dividend Index Fund acquired the assets and adopted the performance history of the First Trust Value Line Dividend Fund, a closed-end fund, and on June 15, 2007, the First Trust Value Line 100 Exchange- Traded Fund acquired the assets and adopted the performance history of the First Trust Value Line 100 Fund, also a closed-end fund. The investment goals, strategies and policies of the funds are substantially similar to those of the predecessor funds. information for periods prior to December 15, 2006 and June 15, 2007 respectively is based on the performance history of the predecessor funds and reflects the operating expenses of the predecessor funds. 4First Trust has contractually agreed to reimburse acquired fund fees and expenses of the shares of investment companies held by the fund, provided that the investment companies are advised by the fund s investment advisor. The reimbursement is based on estimated amounts for the current fiscal year. The agreement will remain in place until at least June 29, 2017, or until its termination at the direction of the Trust s Board of Trustees. Please see the Fees and Expenses of the Fund section in the fund s prospectus for more details.. 5First Trust has contractually agreed to reimburse management fees earned by the fund on assets invested in other investment companies advised by the fund s investment advisor. The reimbursement is based on estimated amounts for the current fiscal year. The agreement will remain in place until at least January 31, 2017, or until its termination at the direction of the Trust s Board of Trustees. Please see the Fees and Expenses of the Fund section in the fund s prospectus for more details. 6Based on estimated amounts for the current fiscal year. First Trust has contractually agreed to waive management fees of 0.20% of average daily net assets until March 1, 2017. Please see the Fees and Expenses of the Fund section in the fund s prospectus for more details. 7First Trust has contractually agreed to waive management fees of 0.15% of average daily net assets until March 1, 2017. You should consider a fund s investment objectives, risks, and charges and expenses carefully before investing. Contact First Trust Portfolios L.P. at 1-800-621-1675 or visit www.ftportfolios.com to obtain a prospectus or summary prospectus which contains this and other information about a fund. The prospectus or summary prospectus should be read carefully before investing. Risk Considerations An index fund s return may not match the return of the applicable index. Securities held by an index fund will generally not be bought or sold in response to market fluctuations. Investors buying or selling fund shares on the secondary market may incur customary brokerage commissions. Investors who sell fund shares may receive less than the share s net asset value. Shares may be sold throughout the day on the exchange through any brokerage account. However, unlike mutual funds, shares may only be redeemed directly from the fund by authorized participants, in very large creation/redemption units. A fund s shares will change in value, and you could lose money by investing in a fund. One of the principal risks of investing in a fund is market risk. Market risk is the risk that a particular security owned by a fund, fund shares or securities in general may fall in value. There can be no assurance that a fund s investment objective will be achieved. A fund may invest in securities issued by companies concentrated in a particular industry or sector which involves additional risks including limited diversification. An investment in a fund concentrated in a single country or region may be subject to greater risks of adverse events and may experience greater volatility than a fund that is more broadly diversified geographically. A fund may invest in small capitalization and mid capitalization companies. Such companies may experience greater price volatility than larger, more established companies. An investment in a fund containing securities of non-u.s. issuers is subject to additional risks, including currency fluctuations, political risks, withholding, the lack of adequate financial information, and exchange control restrictions impacting non-u.s. issuers. These risks may be heightened for securities of companies located in, or with significant operations in, emerging market countries. A fund may invest in depositary receipts which may be less liquid than the underlying shares in their primary trading market. Investments in sovereign bonds involve special risks because the governmental authority that controls the repayment of the debt may be unwilling or unable to repay the principal and/or interest when due. In times of economic uncertainty, the prices of these securities may be more volatile than those of corporate debt obligations or of other government debt obligations. A fund that invests in the European region is subject to certain risks because member states in the European Union no longer control their own monetary policies, money supply and official interest rates for the Euro. Rather, such control is exercised by the European Central Bank. Preferred securities, high-yield securities, corporate bonds, government bonds, municipal bonds and senior loans are subject to credit risk, call risk, income risk, interest rate risk and prepayment risk. Credit risk is the risk that an issuer of a security will be unable or unwilling to make dividend, interest and/or principal payments when due and that the value of a security may decline as a result. Credit risk is heightened for floating-rate loans and high-yield securities. Call risk is the risk that if an issuer calls higher-yielding debt instruments held by a fund, performance could be adversely impacted. Income risk is the risk that income from a fund s fixedincome investments could decline during periods of falling interest rates. Interest rate risk is the risk that the value of the fixedincome securities in a fund will decline because of rising market interest rates. Prepayment risk is the risk that during periods of falling interest rates, an issuer may exercise its right to pay principal on an obligation earlier than expected. This may result in a decline in a fund s income. Senior floating rate loans are usually rated below investment grade but may also be unrated. As a result, the risks associated with these loans are similar to the risks of high yield fixed income instruments. High yield securities, or junk bonds, are subject to greater market fluctuations and risk of loss than securities with higher ratings. Income from municipal bonds held by a fund could be declared taxable because of, among other things, unfavorable changes in tax laws, adverse interpretations by the Internal Revenue Service or state tax authorities, or noncompliant conduct of a bond issuer. Convertible securities have characteristics of both equity and debt securities and, as a result, are exposed to certain additional risks. The values of certain synthetic convertible securities will respond differently to market fluctuations than a traditional convertible security because such synthetic convertibles are composed of two or more separate securities or instruments, each with its own market value. A fund is subject to the credit risk associated with the counterparty creating the synthetic convertible instrument. Synthetic convertible securities may also be subject to the risks associated with derivatives. Exchange-traded notes (ETNs) are senior, unsecured, unsubordinated debt securities whose returns are linked to the performance of a particular market benchmark or strategy minus applicable fees. The value of an ETN may be influenced by various factors. Real estate investment trusts (REITs) and and real estate operating companies (REOCs) are subject to certain risks, including changes in the real estate market, vacancy rates and competition, volatile interest rates and economic recession. Master limited partnerships (MLPs) are subject to certain risks, including price and supply fluctuations caused by international politics, energy conservation, taxes, price controls, and other regulatory policies of various governments. In addition, there is the risk that a MLP could be taxed as a corporation, resulting in decreased returns from such MLP. The use of options and other derivatives can lead to losses because of adverse movements in the price or value of the underlying asset, index or rate, which may be magnified by certain features of the derivatives. These risks are heightened when a fund s portfolio managers use derivatives to enhance a fund s returns or as a substitute for a position or security, rather than solely to hedge (or offset) the risk of a position or security held by a fund. The stocks of companies that have recently conducted an initial public offering have exhibited above-average price appreciation in connection with the initial public offering prior to inclusion in a fund, which may not continue, and these investments may be subject to additional risks, price volatility and speculative trading. A fund will, under most circumstances, effect a significant portion of creations and redemptions for cash, rather than in-kind securities. As a result, an investment in a fund may be less tax-efficient than an investment in an exchange-traded fund that effects its creations and redemptions for in-kind securities. The trading prices of commodities futures, fixed income securities and other instruments fluctuate in response to a variety of factors. The value of commodities and commodity-linked instruments typically is based upon the price movements of a physical commodity or an economic variable linked to such price movements. The prices of commodities and commodities-linked instruments may fluctuate quickly and dramatically and may not correlate to price movements in other asset classes. FAAR, FTGC and FMF do not invest directly in futures instruments. Rather, each fund invests in a wholly-owned subsidiary, which has the same investment objective as the funds, but unlike the funds, it may invest without limitation in futures instruments. The subsidiary is not registered under the 1940 Act and is not subject to all the investor protections of the 1940 Act. Thus, the fund, as an investor in the subsidiary, will not have all the protections offered to investors in registered investment companies. FAAR, FTGC and FMF, through their subsidiary, will engage in trading on commodity markets outside the U.S. Trading on such markets is not regulated by any U.S. government agency and may involve certain risks not applicable to trading on U.S. exchanges. Commodity futures contracts traded on non-u.s. exchanges or with non-u.s. counterparties present risks because they may not be subject to the same degree of regulation as their U.S. counterparts. FAAR, FTGC and FMF may be subject to the forces of whipsaw markets (as opposed to choppy or stable markets), in which significant price movements develop but then repeatedly reverse, which could cause substantial losses. The failure or bankruptcy of a fund's and the subsidiary's clearing broker could result in a substantial loss of fund assets. A fund may be subject to gap risk, which is the risk that a commodity price will change from one level to another with no trading in between. A fund may be subject to regulatory risk, which may result in commodity contract positions requiring liquidation at disadvantageous times or prices. A fund s investment in repurchase agreements may be subject to market and credit risk with respect to the collateral securing the repurchase agreements. Alternative investments may employ complex strategies, have unique investment and risk characteristics that may not be suitable for all investors. A fund may invest in securities of affiliated ETFs, which involves additional expenses that would not be present in a direct investment in such affiliated ETFs. A fund may invest in U.S. government obligations. U.S. Treasury obligations are backed by the full faith and credit of the U.S. government. Securities issued or guaranteed by federal agencies and U.S. government sponsored instrumentalities may or may not be backed by the full faith and credit of the U.S. government. Income from FMB may be subject to the federal alternative minimum income tax. FMB may invest in zero coupon bonds which may be highly volatile as interest rates rise and fall. Short selling creates special risks which could result in increased volatility of returns. In times of unusual or adverse market, economic, regulatory or political conditions, HYLS may not be able, fully or partially, to implement its short selling strategy. Illiquid securities involve the risk that the securities will not be able to be sold at the time desired by the fund or at prices approximately the value at which the fund is carrying the securities on its books. With the exception of MDIV, YDIV, FDM, FCG, FIW, QQEW, QQXT, QTEC, QABA, FRI, TUSA, FVD, HYLS, FTCS and FVL, the funds are classified as non-diversified and may invest a relatively high percentage of their assets in a limited number of issuers. As a result, the funds may be more susceptible to a single adverse economic or regulatory occurrence affecting one or more of these issuers, experience increased volatility and be highly concentrated in certain issuers. Actively managed funds are subject to management risk. In managing a fund s investment portfolio, the sub-advisor will apply investment techniques and risk analyses that may not have the desired result. There can be no guarantee that a fund will meet its investment objective. First Trust Advisors L.P. is registered as a commodity pool operator and commodity trading advisor and is also a member of the National Futures Association. First Trust Advisors L.P. is the adviser to the funds. First Trust Advisors L.P. is an affiliate of First Trust Portfolios L.P., the funds distributor. Please visit www.ftportfolios.com for the holdings of each fund and to read a full description of each fund s specific risks before investing.
First Trust Exchange-Traded Funds Monthly Report Market Price Returns are based on the midpoint of the bid/ask spread. Returns are average annualized total returns, except those for periods of less than one year, which are cumulative. A fund s performance may reflect fee waivers and expense reimbursements, absent which performance would have been lower. information for the indexes is for illustrative purposes only and does not represent the performance of any actual investment or fund. Actual performance of a fund may be lower or higher than the index. The index does not charge management fees or brokerage expenses, and no such fees or expenses were deducted from the performance shown. Indexes are unmanaged and an investor cannot invest directly in an index. AlphaDEX is a registered trademark of First Trust Portfolios L.P. First Trust Portfolios L.P. has obtained a patent for the AlphaDEX stock selection methodology from the United States Patent and Trademark Office. Nasdaq, NASDAQ-100, NASDAQ-100 Index, NASDAQ-100 Technology Sector Index SM, NASDAQ-100 Ex-Tech Sector Index SM, NASDAQ-100 Equal Weighted Index SM, and NASDAQ OMX Global Auto Index SM are trademarks of Nasdaq, Inc. (which with its affiliates is referred to as the Corporations ) and are licensed for use by First Trust Advisors L.P. The funds have not been passed on by the Corporations as to its legality or suitability. The funds are not issued, endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUNDS. Nasdaq and Clean Edge are the registered trademarks (the Marks ) of Nasdaq, Inc. ( Nasdaq ) and Clean Edge, Inc. ( Clean Edge ) respectively. Nasdaq and Clean Edge are, collectively with their affiliates, the Corporations. The Marks are licensed for use by First Trust Advisors L.P. The funds have not been passed on by the Corporations as to its legality or suitability. The funds are not issued, endorsed, sold or promoted by the Corporations. The funds should not be construed in any way as investment advice by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUNDS. Nasdaq and NASDAQ OMX ABA Community Bank Index SM are trademarks of Nasdaq, Inc. and American Bankers Association, (Nasdaq and ABA, collectively with their affiliates, are referred to as the "Corporations") and are licensed for use by First Trust Advisors L.P. The fund has not been passed on by the Corporations as to its legality or suitability. The fund is not issued, endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUND. Nasdaq, Consumer Technology Association, Nasdaq CTA Smartphone Index SM and Nasdaq CTA Cybersecurity Index SM are trademarks of Nasdaq, Inc. and Consumer Technology Association, (which with its affiliates is referred to as the Corporations ) and are licensed for use by First Trust Advisors L.P. The funds have not been passed on by the Corporations as to its legality or suitability. The funds are not issued, endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUNDS. Nasdaq and NASDAQ Technology Dividend Index SM are registered trademarks and service marks of Nasdaq, Inc. (which with its affiliates is referred to as the Corporations ) and are licensed for use by First Trust Advisors L.P. The fund has not been passed on by the Corporations as to its legality or suitability. The fund is not issued, endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUND. Nasdaq, NASDAQ Multi-Asset Diversified Income Index and NASDAQ International Multi-Asset Diversified Income Index are registered trademarks and service marks of Nasdaq, Inc. (which with its affiliates is referred to as the Corporations ) and are licensed for use by First Trust Advisors L.P. The funds have not been passed on by the Corporations as to its legality or suitability. The funds are not issued, endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUNDS. Nasdaq, and NASDAQ US Rising Dividend Achievers Index are registered trademarks and service marks of Nasdaq, Inc. (which with its affiliates is referred to as the Corporations ) and are licensed for use by First Trust Advisors L.P. The fund has not been passed on by the Corporations as to its legality or suitability. The fund is not issued, endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUND. The Capital Strength Index is the trademark (the Mark ) of Nasdaq. The Mark is licensed for use by First Trust Portfolios L.P. The fund has not been passed on by Nasdaq as to its legality or suitability. The fund is not issued, endorsed, sold or promoted by Nasdaq. The fund should not be construed in any way as investment advice by Nasdaq. NASDAQ MAKES NO WARRANTIES AND BEARS NO LIABILITY WITH RESPECT TO THE FUND OR THE CAPITAL STRENGTH INDEX. Value Line, Value Line 100 Index and Value Line Dividend Index are trademarks or registered trademarks of Value Line, Inc. ( Value Line ) in the United States and other countries and have been licensed for use for certain purposes by First Trust Advisors L.P. These products are not sponsored, endorsed, recommended, sold or promoted by Value Line and Value Line makes no representation regarding the advisability of investing in products utilizing such strategy. First Trust Advisors L.P. is not affiliated with any Value Line company. Standard & Poor s and S&P are registered trademarks of Standard & Poor s Financial Services LLC ( S&P ) and have been licensed for use by First Trust Advisors L.P. The First Trust S&P REIT Index Fund is not sponsored, endorsed, sold or promoted by S&P or its affiliates, and S&P and its affiliates make no representation, warranty or condition regarding the advisability of buying, selling or holding shares of the First Trust S&P REIT Index Fund. Morningstar is a registered trademark of Morningstar, Inc. and has been licensed for use by First Trust Advisors L.P. The First Trust Morningstar Dividend Leaders Index Fund and the First Trust Morningstar Managed Futures Strategy Fund are not sponsored, endorsed, issued, sold or promoted by Morningstar, Inc., nor does this company make any representation regarding the advisability of investing in these funds. The NYSE Arca Biotechnology Index SM is a trademark of the NYSE Group, Inc. or its affiliates ("NYSE") and is licensed for use by First Trust. The fund is not sponsored or endorsed by NYSE. NYSE makes no representation or warranty, express or implied, to the owners of the fund or any member of the public regarding the advisability of investing in the fund or the ability of the fund to track the performance of the various sectors represented in the stock market. NYSE has no obligation to take the needs of the owners of the fund into consideration in determining, composing or calculating the index. NYSE is not responsible for and has not participated in any determination or calculation made with respect to issuance or redemption of the fund. The Dow Jones Select MicroCap Index SM, Dow Jones Global Select Dividend Index SM, and Dow Jones Internet Composite Index SM are products of S&P Dow Jones Indices LLC ( SPDJI ), and have been licensed for use by First Trust. Dow Jones, Dow Jones Select MicroCap Index SM, Dow Jones Global Select Dividend Index SM, Dow Jones Internet Composite Index SM and Dow Jones Indexes are trademarks of Dow Jones Trademark Holdings LLC ( Dow Jones ), and have been licensed to SPDJI and have been sublicensed for use for certain purposes by First Trust on behalf of the Funds. First Trust s ETFs, based on Dow Jones Indexes, are not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones or their respective affiliates and none of them makes any representation regarding the advisability of investing in such products. The STOXX Europe Select Dividend 30 Index and the trademarks used in the index name are the intellectual property of STOXX Limited, Zurich, Switzerland and/or its licensors. The index is used under license from STOXX. The ETF based on the index is in no way sponsored, endorsed, sold or promoted by STOXX and/or its licensors and neither STOXX nor its licensors shall have any liability with respect thereto. A patent with respect to the IPOX index methodology has been issued (U.S. Pat. No. 7,698,197). IPOX is a registered international trademark of IPOX Schuster LLC (www.ipoxschuster.com). The First Trust ISE Chindia Index Fund, First Trust ISE-Revere Natural Gas Index Fund, First Trust ISE Water Index Fund, First Trust ISE Global Engineering and Construction Index Fund, First Trust ISE Global Wind Energy Index Fund, First Trust ISE Cloud Computing Index Fund and First Trust BICK Index Fund are not sponsored, endorsed, sold or promoted by the International Securities Exchange (ISE). ISE makes no representation or warranty, express or implied, to the owners of the funds or any member of the public regarding the advisability of trading in the funds. ISE s only relationship to First Trust is the licensing of certain trademarks and trade names of ISE and of the indexes which are determined, composed and calculated by ISE without regard to First Trust or the funds. The FTSE EPRA/NAREIT Developed Index is calculated by FTSE International Limited ( FTSE ). FTSE does not sponsor, endorse or promote the First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund. All copyright in the index values and constituent list vests in FTSE and/or its licensors. First Trust Advisors L.P. and the First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund has obtained full license from FTSE to use such copyright in the creation of the First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund. FTSE, FT-SE and Footsie are trademarks jointly owned by the London Stock Exchange Plc and the Financial Times Limited and are used by FTSE under license. NAREIT is the trademark of the National Association of Real Estate Investment Trusts and EPRA is the trademark of the European Public Real Estate Association and are used by FTSE under license. Standard & Poor s and S&P are registered trademarks of Standard & Poor s Financial Services LLC ( SPFS ) and Dow Jones is a registered trademark of Dow Jones Trademark Holdings LLC ( Dow Jones ) and have been licensed for use by S&P Dow Jones Indices LLC and sublicensed for certain purposes by First Trust Advisors L.P. S&P 500 is a registered trademark of SPFS; CBOE, Chicago Board Options Exchange, CBOE Volatility Index and VIX are registered trademarks of Chicago Board Options Exchange, Incorporated ( CBOE ); and have been licensed for use by S&P Dow Jones Indices LLC and First Trust Advisors L.P. The CBOE VIX Tail Hedge Index is a product of S&P Dow Jones Indices LLC, and has been licensed for use by First Trust Advisors L.P. The First Trust CBOE S&P 500 VIX Tail Hedge Fund is not sponsored, endorsed, sold or promoted by S&P Dow Jones Indices LLC, Dow Jones, S&P, their respective affiliates, or CBOE and neither S&P Dow Jones Indices LLC, Dow Jones, S&P, their respective affiliates or CBOE make any representation regarding the advisability of investing in such product(s). FV, IFV and FVC are not sponsored, endorsed, sold or promoted by Dorsey Wright. Dorsey Wright makes no representation or warranty, express or implied, to the owners of the funds or any member of the public regarding the advisability of trading in the funds. Dorsey Wright s only relationship to First Trust is the licensing of certain trademarks and trade names of Dorsey Wright and of the index, which is determined, composed and calculated by Dorsey Wright without regard to First Trust or the funds. AIRR and QINC are not sponsored, endorsed, sold or promoted by RBA. RBA makes no representation or warranty, express or implied, to the owners of the funds or any member of the public regarding the advisability of trading in the funds. RBA s only relationship to First Trust Advisors L.P. ( First Trust ) is the licensing of certain trademarks and trade names of RBA and of the indexes, which are determined, composed and calculated by RBA without regard to First Trust or the funds. Licensor has no obligation to take the needs of First Trust or the owners of the funds into consideration in determining, composing or calculating the indexes. Licensor is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the funds to be listed or in the determination or calculation of the equation by which the funds are to be converted into cash. Licensor has no obligation or liability in connection with the administration, marketing or trading of the funds. FTAG and FTRI are not sponsored, endorsed, sold or promoted by Indxx, LLC. Indxx, LLC makes no representation or warranty, express or implied, to the owners of the funds or any member of the public regarding the advisability of trading in the funds. Indxx, LLC s only relationship to First Trust is the licensing of certain trademarks and trade names of Indxx, LLC, the Indxx Global Natural Resources Income Index and the Indxx Global Agriculture Index which are determined, composed and calculated by Indxx, LLC without regard to First Trust or the funds. Not FDIC Insured Not Bank Guaranteed May Lose Value First Trust Portfolios L.P.l First Trust Advisors L.P.l 1-866-848-9727 l www.ftportfolios.com ETFMPR071416