FDM / First Trust Exchange-Traded Fund - First Trust Dow Jones Select MicroCap Index Fund - Документы SEC, Годовой отчет, Доверенное заявление

As filed with the Securities and Exchange Commission on August 29, 2025 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment N

As filed with the Securities and Exchange Commission on August 29, 2025 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.

As filed with the Securities and Exchange Commission on July 22, 2025 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No.

As filed with the Securities and Exchange Commission on July 22, 2025 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.

As filed with the Securities and Exchange Commission on July 11, 2025 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No.

As filed with the Securities and Exchange Commission on July 11, 2025 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934 First Trust Exchange-Traded Fund (Exact name of registrant as specified in its charter) Massachusetts See Exhibit 1 (State of Incorporation or Organization) (I.R.S. Employer Identification No.) 120 East Liberty Drive,

May 30, 2025

May 30, 2025 Division of Investment Management Securities and Exchange Commission 100 F Street, NE Washington, DC 20549 Re: Form AW – Request for Withdrawal First Trust Exchange-Traded Fund Registration on Form N-1A Post-Effective Amendment No.

As filed with the Securities and Exchange Commission on May 13, 2025 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No.

As filed with the Securities and Exchange Commission on May 13, 2025 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934 First Trust Exchange-Traded Fund (Exact name of registrant as specified in its charter) Massachusetts See Exhibit 1 (State of Incorporation or Organization) (I.R.S. Employer Identification No.) 120 East Liberty Drive,

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934 First Trust Exchange-Traded Fund (Exact name of registrant as specified in its charter) Massachusetts See Exhibit 1 (State of Incorporation or Organization) (I.R.S. Employer Identification No.) 120 East Liberty Drive,

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934 First Trust Exchange-Traded Fund (Exact name of registrant as specified in its charter) Massachusetts See Exhibit 1 (State of Incorporation or Organization) (I.R.S. Employer Identification No.) 120 East Liberty Drive,

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934 First Trust Exchange-Traded Fund (Exact name of registrant as specified in its charter) Massachusetts See Exhibit 1 (State of Incorporation or Organization) (I.R.S. Employer Identification No.) 120 East Liberty Drive,

August 9, 2024

Chapman and Cutler LLP 320 South Canal Street, 27th Floor Chicago, Illinois 60606 T 312.

As filed electronically with the Securities and Exchange Commission on August 6, 2024

As filed electronically with the Securities and Exchange Commission on August 6, 2024 Registration No.

As filed electronically with the Securities and Exchange Commission on or about August 6, 2024

N-14/A 1 wdwen14a.htm INITIAL REGISTRATION STATEMENT As filed electronically with the Securities and Exchange Commission on or about August 6, 2024 Registration No. 333-280035 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-14 REGISTRATION STATEMENT UNDER THE SECURITIES ACT OF 1933 [ X ] Pre-Effective Amendment No. 1 [ ] Post-Effective Amendment No. FIRST TRUST EXCHANG

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

EX-99.14 OTH CONSENT 2 exhibit14.htm CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the references to our firm in the Registration Statement on Form N-14 of First Trust Exchange-Traded Fund and to the use of our report dated February 29, 2024 on the financial statements and financial highlights of WCM Developing World

August 6, 2024

Chapman and Cutler LLP 320 South Canal Street, 27th Floor Chicago, Illinois 60606 T 312.

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the references to our firm in the Registration Statement on Form N-14 of First Trust Exchange-Traded Fund and to the use of our report dated February 29, 2024 on the financial statements and financial highlights of WCM International Equity Fund, a series of shares of Investment Managers Series Trust.

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

As filed electronically with the Securities and Exchange Commission on June 7, 2024

As filed electronically with the Securities and Exchange Commission on June 7, 2024 Registration No.

[ ], 2024

Chapman and Cutler LLP 320 South Canal Street, 27th Floor Chicago, Illinois 60606 T 312.

First Trust Exchange–Traded Fund Amended and Restated Establishment and Designation of Series of Shares of Beneficial Interest (Effective as of February 14, 2024)

First Trust Exchange–Traded Fund Amended and Restated Establishment and Designation of Series of Shares of Beneficial Interest (Effective as of February 14, 2024) Whereas, pursuant to Section 4.

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the references to our firm in the Registration Statement on Form N-14 of First Trust Exchange-Traded Fund and to the use of our report dated February 29, 2024 on the financial statements and financial highlights of WCM International Equity Fund, a series of shares of Investment Managers Series Trust.

[ ], 2024

Chapman and Cutler LLP 320 South Canal Street, 27th Floor Chicago, Illinois 60606 T 312.

First Trust Exchange-Traded Fund Power of Attorney

First Trust Exchange-Traded Fund Power of Attorney Know All Men By These Presents, that the undersigned, a trustee of the above-referenced organizations, hereby constitutes and appoints James M.

First Trust Exchange-Traded Fund Power of Attorney

First Trust Exchange-Traded Fund Power of Attorney Know All Men By These Presents, that the undersigned, a trustee of the above-referenced organizations, hereby constitutes and appoints James M.

June 6, 2024

June 6, 2024 First Trust Exchange-Traded Fund 120 E. Liberty Street Wheaton, Illinois 60187 Re: First Trust Exchange-Traded Fund Ladies and Gentlemen: We have acted as special Massachusetts counsel to First Trust Exchange-Traded Fund (the "Trust") on behalf of its series, First Trust WCM Developing World Equity ETF (the “Acquiring Fund”), in connection with the Trust’s Registration Statement on Fo

June 6, 2024

June 6, 2024 First Trust Exchange-Traded Fund 120 E. Liberty Street Wheaton, Illinois 60187 Re: First Trust Exchange-Traded Fund Ladies and Gentlemen: We have acted as special Massachusetts counsel to First Trust Exchange-Traded Fund (the "Trust") on behalf of its series, First Trust WCM International Equity ETF (the “Acquiring Fund”), in connection with the Trust’s Registration Statement on Form

First Trust WCM Developing World Equity ETF Proxy Card

First Trust WCM Developing World Equity ETF Proxy Card

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the references to our firm in the Registration Statement on Form N-14 of First Trust Exchange-Traded Fund and to the use of our report dated February 29, 2024 on the financial statements and financial highlights of WCM Developing World Equity Fund, a series of shares of Investment Managers Series Trust.

As filed electronically with the Securities and Exchange Commission on or about June 7, 2024

As filed electronically with the Securities and Exchange Commission on or about June 7, 2024 Registration No.

First Trust Exchange–Traded Fund Amended and Restated Establishment and Designation of Series of Shares of Beneficial Interest (Effective as of February 14, 2024)

First Trust Exchange–Traded Fund Amended and Restated Establishment and Designation of Series of Shares of Beneficial Interest (Effective as of February 14, 2024) Whereas, pursuant to Section 4.

First Trust WCM International Equity ETF Proxy Card

First Trust WCM International Equity ETF Proxy Card

FDM / First Trust Exchange-Traded Fund - First Trust Dow Jones Select MicroCap Index Fund / BAIRD ROBERT W & CO INC /WI/ - AMENDED SCHEDULE FILED TO REPORT ACQUISITION OF BENEFICIAL OWNERSHIP 12-31-23 Passive Investment

SC 13G/A 1 rwbciftdj-sc13ga.htm AMENDED SCHEDULE FILED TO REPORT ACQUISITION OF BENEFICIAL OWNERSHIP 12-31-23 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 SCHEDULE 13G/A Under the Securities Exchange Act of 1934 (Amendment No. 4)* First Trust Dow Jones Select MicroCap Index Fund, a series of the First Trust Exchange-Traded Fund (Name of Issuer) Common Shares of Beneficial

February 8, 2024

February 8, 2024 Division of Investment Management Securities and Exchange Commission 100 F Street, NE Washington, DC 20549 Re: Form AW – Request for Withdrawal First Trust Exchange-Traded Fund Registration on Form N-1A Post-Effective Amendment No.

February 8, 2024

February 8, 2024 Division of Investment Management Securities and Exchange Commission 100 F Street, NE Washington, DC 20549 Re: Form AW – Request for Withdrawal First Trust Exchange-Traded Fund Registration on Form N-1A Post-Effective Amendment No.

February 8, 2024

February 8, 2024 Division of Investment Management Securities and Exchange Commission 100 F Street, NE Washington, DC 20549 Re: Form AW – Request for Withdrawal First Trust Exchange-Traded Fund Registration on Form N-1A Post-Effective Amendment No.

MISL / First Trust Exchange-Traded Fund - First Trust Indxx Aerospace & Defense ETF / J Arnold Wealth Management Co - J ARNOLD WEALTH MANAGEMENT CO Passive Investment

SC 13G/A 1 misla112224.htm J ARNOLD WEALTH MANAGEMENT CO UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 1)* FIRST TRUST EXCHANGE-TRADED FUND (Name of Issuer) First Trust Indxx Aerospace & Defense ETF (Title of Class of Securities) 33733E831 (CUSIP Number) December 31, 2023 (Date of Event which Requires F

MISL / First Trust Exchange-Traded Fund - First Trust Indxx Aerospace & Defense ETF / J Arnold Wealth Management Co - J ARNOLD WEALTH MANAGEMENT CO Passive Investment

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 FIRST TRUST EXCHANGE-TRADED FUND (Name of Issuer) First Trust Indxx Aerospace & Defense ETF (Title of Class of Securities) 33733E831 (CUSIP Number) September 29, 2023 (Date of Event which Requires Filing of this Statement) Check the appropriate box to designate the rule pu

EX-99.1

EX-99.1 2 ex993.txt JOINT FILING AGREEMENT Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but n

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934 First Trust Exchange-Traded Fund (Exact name of registrant as specified in its charter) Massachusetts See Exhibit 1 (State of Incorporation or Organization) (I.R.S. Employer Identification No.) 120 East Liberty Drive,

Valuation Inputs

NPORT-EX 2 265003FT033123.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 0.6% 13,532 National Presto Industries, Inc. $ 975,522 Air Freight & Logistics — 0.4% 98,772 Radiant Logistics, Inc. (a) 647,944 Automobile Components — 2.1% 138,759 Modine Manufacturing Co. (a)

Valuation Inputs

NPORT-EX 2 290049FT033123.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 0.6% 13,532 National Presto Industries, Inc. $ 975,522 Air Freight & Logistics — 0.4% 98,772 Radiant Logistics, Inc. (a) 647,944 Automobile Components — 2.1% 138,759 Modine Manufacturing Co. (a)

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

NPORT-EX 2 569547FT033123.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 0.6% 13,532 National Presto Industries, Inc. $ 975,522 Air Freight & Logistics — 0.4% 98,772 Radiant Logistics, Inc. (a) 647,944 Automobile Components — 2.1% 138,759 Modine Manufacturing Co. (a)

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

NPORT-EX 2 240213FT033123.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 0.6% 13,532 National Presto Industries, Inc. $ 975,522 Air Freight & Logistics — 0.4% 98,772 Radiant Logistics, Inc. (a) 647,944 Automobile Components — 2.1% 138,759 Modine Manufacturing Co. (a)

Valuation Inputs

NPORT-EX 2 290051FT033123.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 0.6% 13,532 National Presto Industries, Inc. $ 975,522 Air Freight & Logistics — 0.4% 98,772 Radiant Logistics, Inc. (a) 647,944 Automobile Components — 2.1% 138,759 Modine Manufacturing Co. (a)

Valuation Inputs

NPORT-EX 2 240136FT033123.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 0.6% 13,532 National Presto Industries, Inc. $ 975,522 Air Freight & Logistics — 0.4% 98,772 Radiant Logistics, Inc. (a) 647,944 Automobile Components — 2.1% 138,759 Modine Manufacturing Co. (a)

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

NPORT-EX 2 244359FT033123.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 0.6% 13,532 National Presto Industries, Inc. $ 975,522 Air Freight & Logistics — 0.4% 98,772 Radiant Logistics, Inc. (a) 647,944 Automobile Components — 2.1% 138,759 Modine Manufacturing Co. (a)

Valuation Inputs

NPORT-EX 2 290063FT033123.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 0.6% 13,532 National Presto Industries, Inc. $ 975,522 Air Freight & Logistics — 0.4% 98,772 Radiant Logistics, Inc. (a) 647,944 Automobile Components — 2.1% 138,759 Modine Manufacturing Co. (a)

Valuation Inputs

NPORT-EX 2 265007FT033123.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 0.6% 13,532 National Presto Industries, Inc. $ 975,522 Air Freight & Logistics — 0.4% 98,772 Radiant Logistics, Inc. (a) 647,944 Automobile Components — 2.1% 138,759 Modine Manufacturing Co. (a)

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

NPORT-EX 2 265023FT033123.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2023 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 0.6% 13,532 National Presto Industries, Inc. $ 975,522 Air Freight & Logistics — 0.4% 98,772 Radiant Logistics, Inc. (a) 647,944 Automobile Components — 2.1% 138,759 Modine Manufacturing Co. (a)

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934 First Trust Exchange-Traded Fund (Exact name of registrant as specified in its charter) Massachusetts See Exhibit 1 (State of Incorporation or Organization) (I.R.S. Employer Identification No.) 120 East Liberty Drive,

FDM / First Trust Dow Jones Select MicroCap Index Fund / BAIRD ROBERT W & CO INC /WI/ - AMENDED SCHEDULE FILED TO REPORT ACQUISITION OF BENEFICIAL OWNERSHIP 12-31-22 Passive Investment

SC 13G/A 1 rwbciftdj-sc13ga.htm AMENDED SCHEDULE FILED TO REPORT ACQUISITION OF BENEFICIAL OWNERSHIP 12-31-22 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 SCHEDULE 13G/A Under the Securities Exchange Act of 1934 (Amendment No. 3)* First Trust Dow Jones Select MicroCap Index Fund, a series of the First Trust Exchange-Traded Fund (Name of Issuer) Common Shares of Beneficial

EX-99.25

NOTIFICATION OF THE REMOVAL FROM LISTING AND REGISTRATION OF THE STATED SECURITIES NYSE Arca hereby notifies the SEC of its intention to remove the entire class of the stated securities from listing and registration on the Exchange at the opening of business on January 31, 2023, pursuant to the provisions of Rule 12d2-2 (a).

Valuation Inputs

NPORT-EX 2 265007FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 569551FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

NPORT-EX 2 290063FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 265023FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 290028FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

NPORT-EX 2 290050FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 265004FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 265001FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

NPORT-EX 2 265030FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 847257FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 265003FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 569547FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 290051FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 290040FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 265002FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

NPORT-EX 2 290041FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 244359FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Valuation Inputs

NPORT-EX 2 265006FT09302022.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2022 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 0.6% 13,359 National Presto Industries, Inc. $ 869,003 Air Freight & Logistics — 0.4% 100,162 Radiant Logistics, Inc. (a) 569,922 Auto Components — 1.3% 136,801 Modine Manufacturing Co. (a

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934 First Trust Exchange-Traded Fund (Exact name of registrant as specified in its charter) Massachusetts See Exhibit 1 (State of Incorporation or Organization) (I.R.S. Employer Identification No.) 120 East Liberty Drive,

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934 First Trust Exchange-Traded Fund (Exact name of registrant as specified in its charter) Massachusetts See Exhibit 1 (State of Incorporation or Organization) (I.R.S. Employer Identification No.) 120 East Liberty Drive,

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2022 (Unaudited) Shares Description Value Common Stocks — 99.

Securities and Exchange Commission Washington, D.C. Amendment to Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934

Securities and Exchange Commission Washington, D.C. Amendment to Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934 First Trust Exchange-Traded Fund (Exact name of registrant as specified in its charter) Massachusetts See Exhibit 1 (State of Incorporation or Organization) (I.R.S. Employer Identification No.) 120 East L

FDM / First Trust Dow Jones Select MicroCap Index Fund / BAIRD ROBERT W & CO INC /WI/ - AMENDED SCHEDULE FILED TO REPORT ACQUISITION OF BENEFICIAL OWNERSHIP 12-31-21 Passive Investment

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 SCHEDULE 13G/A Under the Securities Exchange Act of 1934 (Amendment No. 2)* First Trust Dow Jones Select MicroCap Index Fund, a series of the First Trust Exchange-Traded Fund (Name of Issuer) Common Shares of Beneficial Interests (Title of Class of Securities) 33718M105 (CUSIP Number) December 31, 2021 (Date of Event Which Requ

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.4% 15,331 Ducommun, Inc. (a) $ 771,916 88,654 PAE, Inc. (a) 530,151 16,664 Vectrus, Inc. (a) 837,866 2,139,933 Air Freight & Logistics — 1.1% 37,859 Echo Global Logistics, Inc. (a) 1,806,253 Airli

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.4% 15,331 Ducommun, Inc. (a) $ 771,916 88,654 PAE, Inc. (a) 530,151 16,664 Vectrus, Inc. (a) 837,866 2,139,933 Air Freight & Logistics — 1.1% 37,859 Echo Global Logistics, Inc. (a) 1,806,253 Airli

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.4% 15,331 Ducommun, Inc. (a) $ 771,916 88,654 PAE, Inc. (a) 530,151 16,664 Vectrus, Inc. (a) 837,866 2,139,933 Air Freight & Logistics — 1.1% 37,859 Echo Global Logistics, Inc. (a) 1,806,253 Airli

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.4% 15,331 Ducommun, Inc. (a) $ 771,916 88,654 PAE, Inc. (a) 530,151 16,664 Vectrus, Inc. (a) 837,866 2,139,933 Air Freight & Logistics — 1.1% 37,859 Echo Global Logistics, Inc. (a) 1,806,253 Airli

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.4% 15,331 Ducommun, Inc. (a) $ 771,916 88,654 PAE, Inc. (a) 530,151 16,664 Vectrus, Inc. (a) 837,866 2,139,933 Air Freight & Logistics — 1.1% 37,859 Echo Global Logistics, Inc. (a) 1,806,253 Airli

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.4% 15,331 Ducommun, Inc. (a) $ 771,916 88,654 PAE, Inc. (a) 530,151 16,664 Vectrus, Inc. (a) 837,866 2,139,933 Air Freight & Logistics — 1.1% 37,859 Echo Global Logistics, Inc. (a) 1,806,253 Airli

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.4% 15,331 Ducommun, Inc. (a) $ 771,916 88,654 PAE, Inc. (a) 530,151 16,664 Vectrus, Inc. (a) 837,866 2,139,933 Air Freight & Logistics — 1.1% 37,859 Echo Global Logistics, Inc. (a) 1,806,253 Airli

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.4% 15,331 Ducommun, Inc. (a) $ 771,916 88,654 PAE, Inc. (a) 530,151 16,664 Vectrus, Inc. (a) 837,866 2,139,933 Air Freight & Logistics — 1.1% 37,859 Echo Global Logistics, Inc. (a) 1,806,253 Airli

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 1.0% 30,582 Vectrus, Inc. (a) $ 1,634,302 Air Freight & Logistics — 0.5% 118,296 Radiant Logistics, Inc. (a) 822,157 Auto Components — 0.7% 50,129 Motorcar Parts of America, Inc. (a) 1,127,903 Banks — 1

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 1.0% 30,582 Vectrus, Inc. (a) $ 1,634,302 Air Freight & Logistics — 0.5% 118,296 Radiant Logistics, Inc. (a) 822,157 Auto Components — 0.7% 50,129 Motorcar Parts of America, Inc. (a) 1,127,903 Banks — 1

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 1.0% 30,582 Vectrus, Inc. (a) $ 1,634,302 Air Freight & Logistics — 0.5% 118,296 Radiant Logistics, Inc. (a) 822,157 Auto Components — 0.7% 50,129 Motorcar Parts of America, Inc. (a) 1,127,903 Banks — 1

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 1.0% 30,582 Vectrus, Inc. (a) $ 1,634,302 Air Freight & Logistics — 0.5% 118,296 Radiant Logistics, Inc. (a) 822,157 Auto Components — 0.7% 50,129 Motorcar Parts of America, Inc. (a) 1,127,903 Banks — 1

Valuation Inputs

First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 1.0% 30,582 Vectrus, Inc. (a) $ 1,634,302 Air Freight & Logistics — 0.5% 118,296 Radiant Logistics, Inc. (a) 822,157 Auto Components — 0.7% 50,129 Motorcar Parts of America, Inc. (a) 1,127,903 Banks — 1

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 1.0% 30,582 Vectrus, Inc. (a) $ 1,634,302 Air Freight & Logistics — 0.5% 118,296 Radiant Logistics, Inc. (a) 822,157 Auto Components — 0.7% 50,129 Motorcar Parts of America, Inc. (a) 1,127,903 Banks — 1

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2021 (Unaudited) Shares Description Value Common Stocks — 99.8% Aerospace & Defense — 1.0% 30,582 Vectrus, Inc. (a) $ 1,634,302 Air Freight & Logistics — 0.5% 118,296 Radiant Logistics, Inc. (a) 822,157 Auto Components — 0.7% 50,129 Motorcar Parts of America, Inc. (a) 1,127,903 Banks — 1

- WITHDRAWAL OF AMENDMENT

April 2, 2021 Division of Investment Management Securities and Exchange Commission 100 F Street, NE Washington, DC 20549 Re: Form AW - Request for Withdrawal First Trust Exchange-Traded Fund Registration on Form N-1A Post-Effective Amendment No.

March 2, 2021

Morrison C. Warren Partner 111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 D 312.845.3484 F 312.516.1484 [email protected] March 2, 2021 VIA EDGAR CORRESPONDENCE Yoon Choo United States Securities and Exchange Commission 100 F Street, N.E. Washington, D.C. 20549 Re: First Trust Exchange-Traded Fund (the ?Trust?) File Nos. 333-125751; 811-21774 Dear Ms. Choo: This letter respond

- REGISTRATION OF CERTAIN CLASSES OF SECURITIES

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934 First Trust Exchange-Traded Fund (Exact name of registrant as specified in its charter) Massachusetts See Exhibit 1 (State of Incorporation or Organization) (I.R.S. Employer Identification No.) 120 East Liberty Drive,

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 SCHEDULE 13G/A Under the Securities Exchange Act of 1934 (Amendment No. 1)* First Trust Dow Jones Select MicroCap Index Fund, a series of the First Trust Exchange-Traded Fund (Nam

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 SCHEDULE 13G/A Under the Securities Exchange Act of 1934 (Amendment No. 1)* First Trust Dow Jones Select MicroCap Index Fund, a series of the First Trust Exchange-Traded Fund (Name of Issuer) Common Shares of Beneficial Interests (Title of Class of Securities) 33718M105 (CUSIP Number) December 31, 2020 (Date of Event Which Requ

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. )* First Trust Dow Jones Select MicroCap Index Fund, a series of the First Trust Exchange-Traded Fund (Name o

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. )* First Trust Dow Jones Select MicroCap Index Fund, a series of the First Trust Exchange-Traded Fund (Name of Issuer) Common Shares of Beneficial Interests (Title of Class of Securities) 33718M105 (CUSIP Number) December 31, 2020 (Date of Event Which Require

- REGISTRATION OF CERTAIN CLASSES OF SECURITIES

Securities and Exchange Commission Washington, D.C. Form 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or (g) of the Securities Exchange Act of 1934 First Trust Exchange-Traded Fund (Exact name of registrant as specified in its charter) Massachusetts See Exhibit 1 (State of Incorporation or Organization) (I.R.S. Employer Identification No.) 120 East Liberty Drive,

January 19, 2021

Morrison C. Warren Partner 111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com January 19, 2021 VIA EDGAR CORRESPONDENCE Yoon Choo United States Securities and Exchange Commission 100 F Street, N.E. Washington, D.C. 20549 Re: First Trust Exchange-Traded Fund (the ?Trust?) File Nos. 333-125751; 811-21774 Dear Ms. Choo: This letter responds to your comme

January 15, 2021

Morrison C. Warren Partner 111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com January 15, 2021 VIA EDGAR CORRESPONDENCE Yoon Choo United States Securities and Exchange Commission 100 F Street, N.E. Washington, D.C. 20549 Re: First Trust Exchange-Traded Fund (the ?Trust?) File Nos. 333-125751; 811-21774 Dear Ms. Choo: This letter responds to your comme

EX-99.25

NOTIFICATION OF THE REMOVAL FROM LISTING AND REGISTRATION OF THE STATED SECURITIES NYSE Arca hereby notifies the SEC of its intention to remove the entire class of the stated securities from listing and registration on the Exchange at the opening of business on December 25, 2020, pursuant to the provisions of Rule 12d2-2 (a).

EX-99.25

NOTIFICATION OF THE REMOVAL FROM LISTING AND REGISTRATION OF THE STATED SECURITIES NYSE Arca hereby notifies the SEC of its intention to remove the entire class of the stated securities from listing and registration on the Exchange at the opening of business on December 28, 2020, pursuant to the provisions of Rule 12d2-2 (a).

December 2, 2020

Morrison C. Warren Partner 111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com December 2, 2020 VIA EDGAR CORRESPONDENCE Yoon Choo United States Securities and Exchange Commission 100 F Street, N.E. Washington, D.C. 20549 Re: First Trust Exchange-Traded Fund (the ?Trust?) File Nos. 333-125751; 811-21774 Dear Ms. Choo: This letter responds to your comme

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2020 (Unaudited) Shares Description Value Common Stocks — 99.9% Aerospace & Defense — 1.1% 29,384 Vectrus, Inc. (a) $ 1,116,592 Air Freight & Logistics — 0.6% 112,418 Radiant Logistics, Inc. (a) 577,829 Auto Components — 0.8% 48,099 Motorcar Parts of America, Inc. (a) 748,420 Banks —

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111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com October 9, 2020 VIA EDGAR CORRESPONDENCE United States Securities and Exchange Commission 100 F Street, N.E. Washington, D.C. 20549 Re: Filings for First Trust Funds listed in Exhibit A attached hereto Ladies and Gentlemen: This letter responds to comments, provided by Ken Ellington and Christina DiAn

September 9, 2020

111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com September 9, 2020 Securities and Exchange Commission 100 F Street, N.E. Washington, DC 20549 Re: First Trust Exchange-Traded Fund (Registration Nos. 333-125751 and 811-21774) Ladies and Gentlemen: On behalf of First Trust Exchange-Traded Fund (the “Registrant”), we are transmitting for electronic fili

September 9, 2020

111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com September 9, 2020 Securities and Exchange Commission 100 F Street, N.E. Washington, DC 20549 Re: First Trust Exchange-Traded Fund (Registration Nos. 333-125751 and 811-21774) Ladies and Gentlemen: On behalf of First Trust Exchange-Traded Fund (the “Registrant”), we are transmitting for electronic fili

- WITHDRAWAL OF AMENDMENT TO REGISTRATION

111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com July 30, 2020 VIA EDGAR TRANSMISSION Securities and Exchange Commission 100 F Street, NE Washington, DC 20549 Attn: Division of Investment Management Re: Form AW - Request for Withdrawal First Trust Exchange-Traded Fund Registration on Form N-14 Pre-Effective Amendment No. 1 (Registration Statement Fi

- WITHDRAWAL OF AMENEDMENT TO REGISTRATION

111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com July 30, 2020 VIA EDGAR TRANSMISSION Securities and Exchange Commission 100 F Street, NE Washington, DC 20549 Attn: Division of Investment Management Re: Form AW - Request for Withdrawal First Trust Exchange-Traded Fund Registration on Form N-14 Pre-Effective Amendment No. 1 (Registration Statement Fi

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First Trust Exchange-Traded Fund 120 East Liberty Drive Wheaton, Illinois 60187 July 22, 2020 Via EDGAR Correspondence Securities and Exchange Commission 100 F Street, N.

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111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com July 21, 2020 VIA EDGAR CORRESPONDENCE Valerie Lithotomos Christina DiAngelo Fettig Division of Investment Management Securities and Exchange Commission 100 F Street, N.E. Washington, DC 20549 Re: First Trust Exchange-Traded Fund, on behalf of First Trust Dow 30 Equal Weight ETF, a series of the Regis

- AMENDMENT TO FORM N-14

As filed electronically with the Securities and Exchange Commission on or about July 20, 2020 Registration No.

- AMENDMENT TO FORM N-14

As filed electronically with the Securities and Exchange Commission on or about July 20, 2020 Registration No.

Consent of Independent Registered Public Accounting Firm for First Trust Value Line® Dividend Index Fund.

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the use in this Registration Statement on Form N-14 of our report dated February 24, 2020, relating to the financial statements and financial highlights of First Trust Value Line® Dividend Index Fund (“FVD”), a series of First Trust Exchange-Traded Fund, appearing in the Statement of Additional Information, which is part of suc

Consent of Independent Registered Public Accounting Firm for First Trust Value Line® Dividend Index Fund.

EX-14 3 exhibit14b.htm CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM FOR FIRST TRUST VALUE LINE DIVIDEND INDEX FUND CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the use in this Registration Statement on Form N-14 of our report dated February 24, 2020, relating to the financial statements and financial highlights of First Trust Value Line® Dividend Index Fund (“

Consent of Independent Registered Public Accounting Firm for First Trust Mega Cap AlphaDEX® Fund.

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the use in this Registration Statement on Form N-14 of our report dated September 24, 2019, relating to the financial statements and financial highlights of First Trust Mega Cap AlphaDEX® Fund (“FMK”), a series of First Trust Exchange-Traded AlphaDEX® Fund, appearing in the Statement of Additional Information, which is part of

- AMENDMENT TO FORM N-14

As filed electronically with the Securities and Exchange Commission on or about July 20, 2020 Registration No.

Consent of Independent Registered Public Accounting Firm for First Trust Dow 30 Equal Weight ETF.

EX-14 3 exhibit14b.htm CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM FOR FIRST TRUST DOW 30 EQUAL WEIGHT ETF CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the use in this Registration Statement on Form N-14 of our report dated February 24, 2020, relating to the financial statements and financial highlights of First Trust Dow 30 Equal Weight ETF (“EDOW”), a serie

- AMENDMENT TO FORM N-14

As filed electronically with the Securities and Exchange Commission on or about July 20, 2020 Registration No.

Consent of Independent Registered Public Accounting Firm for First Trust Value Line® 100 Exchange-Traded Fund.

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the use in this Registration Statement on Form N-14 of our report dated February 24, 2020, relating to the financial statements and financial highlights of First Trust Value Line® 100 Exchange-Traded Fund (“FVL”), a series of First Trust Exchange-Traded Fund, appearing in the Statement of Additional Information, which is part o

Consent of Independent Registered Public Accounting Firm for First Trust Mega Cap AlphaDEX® Fund.

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the use in this Registration Statement on Form N-14 of our report dated September 24, 2019, relating to the financial statements and financial highlights of First Trust Mega Cap AlphaDEX® Fund (“FMK”), a series of First Trust Exchange-Traded AlphaDEX® Fund, appearing in the Statement of Additional Information, which is part of

Consent of Independent Registered Public Accounting Firm for First Trust Value Line® 100 Exchange-Traded Fund.

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the use in this Registration Statement on Form N-14 of our report dated February 24, 2020, relating to the financial statements and financial highlights of First Trust Value Line® 100 Exchange-Traded Fund (“FVL”), a series of First Trust Exchange-Traded Fund, appearing in the Statement of Additional Information, which is part o

Consent of Independent Registered Public Accounting Firm for First Trust Dow 30 Equal Weight ETF.

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the use in this Registration Statement on Form N-14 of our report dated February 24, 2020, relating to the financial statements and financial highlights of First Trust Dow 30 Equal Weight ETF (“EDOW”), a series of First Trust Exchange-Traded Fund, appearing in the Statement of Additional Information, which is part of such Regis

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111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com July 17, 2020 VIA EDGAR CORRESPONDENCE Valerie Lithotomos Christina DiAngelo Fettig Division of Investment Management Securities and Exchange Commission 100 F Street, N.E. Washington, DC 20549 Re: First Trust Exchange-Traded Fund, on behalf of First Trust Dow 30 Equal Weight ETF, a series of the Regis

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Valuation Inputs

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments March 31, 2020 (Unaudited) Shares Description Value Common Stocks — 100.0% Aerospace & Defense — 3.1% 19,823 Ducommun, Inc. (a) $ 492,602 9,389 National Presto Industries, Inc. 664,835 36,325 Park Aerospace Corp. 457,695 21,446 Vectrus, Inc. (a) 888,079 2,503,211 Air Freight & Logistics — 1.1% 50,

Powers of Attorney for Messrs. Bowen, Erickson, Kadlec, Keith and Nielson authorizing James A. Bowen, W. Scott Jardine, James M. Dykas, Kristi A. Maher and Eric F. Fess to execute the Registration Statement. (10)

First Trust Exchange-Traded Fund Power of Attorney Know All Men By These Presents, that the undersigned, a trustee of the above-referenced organizations, hereby constitutes and appoints James M.

Opinion and Consent of Chapman and Cutler LLP dated April 30, 2020. (10)

Paul D. Carman Partner 111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com April 30, 2020 First Trust Exchange-Traded Fund, on behalf of First Trust Value Line® Dividend Index Fund c/o First Trust Advisors L.P. 120 East Liberty Drive Suite 400 Wheaton, Illinois 60187 First Trust Exchange-Traded Fund, on behalf of First Trust Value Line® 100 Exchange-Tr

Consent of Independent Registered Public Accounting Firm for First Trust Value Line® 100 Exchange-Traded Fund.

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the use in this Registration Statement on Form N-14 of our report dated February 24, 2020, relating to the financial statements and financial highlights of First Trust Value Line® 100 Exchange-Traded Fund (“FVL”), a series of First Trust Exchange-Traded Fund, appearing in the Statement of Additional Information, which is part o

As filed electronically with the Securities and Exchange Commission on or about April 30, 2020

As filed electronically with the Securities and Exchange Commission on or about April 30, 2020 Registration No.

Powers of Attorney for Messrs. Bowen, Erickson, Kadlec, Keith and Nielson authorizing James A. Bowen, W. Scott Jardine, James M. Dykas, Kristi A. Maher and Eric F. Fess to execute the Registration Statement. (10)

First Trust Exchange-Traded Fund Power of Attorney Know All Men By These Presents, that the undersigned, a trustee of the above-referenced organizations, hereby constitutes and appoints James M.

Consent of Independent Registered Public Accounting Firm for First Trust Value Line® Dividend Index Fund.

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the use in this Registration Statement on Form N-14 of our report dated February 24, 2020, relating to the financial statements and financial highlights of First Trust Value Line® Dividend Index Fund (“FVD”), a series of First Trust Exchange-Traded Fund, appearing in the Statement of Additional Information, which is part of suc

Opinion and Consent of Chapman and Cutler LLP dated April 30, 2020. (10)

Paul D. Carman Partner 111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com April 30, 2020 First Trust Exchange-Traded Fund, on behalf of First Trust Dow 30 Equal Weight ETF c/o First Trust Advisors L.P. 120 East Liberty Drive Suite 400 Wheaton, Illinois 60187 First Trust Exchange-Traded AlphaDEX® Fund, on behalf of First Trust Mega Cap AlphaDEX® Fund c

As filed electronically with the Securities and Exchange Commission on or about April 30, 2020

As filed electronically with the Securities and Exchange Commission on or about April 30, 2020 Registration No.

April 30, 2020

COVER 16 filename16.htm 111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com VIA EDGAR April 30, 2020 United States Securities and Exchange Commission 100 F Street, NE Washington, D.C. 20549 Re: First Trust Exchange-Traded Fund Ladies and Gentlemen: On behalf of First Trust Exchange-Traded Fund (the “Registrant”), we are transmitting for electronic fili

Consent of Independent Registered Public Accounting Firm for First Trust Dow 30 Equal Weight ETF.

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the use in this Registration Statement on Form N-14 of our report dated February 24, 2020, relating to the financial statements and financial highlights of First Trust Dow 30 Equal Weight ETF (“EDOW”), a series of First Trust Exchange-Traded Fund, appearing in the Statement of Additional Information, which is part of such Regis

Consent of Independent Registered Public Accounting Firm for First Trust Mega Cap AlphaDEX® Fund.

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the use in this Registration Statement on Form N-14 of our report dated September 24, 2019, relating to the financial statements and financial highlights of First Trust Mega Cap AlphaDEX® Fund (“FMK”), a series of First Trust Exchange-Traded AlphaDEX® Fund, appearing in the Statement of Additional Information, which is part of

April 30, 2020

COVER 11 filename11.htm 111 West Monroe Street Chicago, Illinois 60603-4080 T 312.845.3000 F 312.701.2361 www.chapman.com VIA EDGAR April 30, 2020 United States Securities and Exchange Commission 100 F Street, NE Washington, D.C. 20549 Re: First Trust Exchange-Traded Fund Ladies and Gentlemen: On behalf of First Trust Exchange-Traded Fund (the “Registrant”), we are transmitting for electronic fili

Opinion and Consent of Morgan, Lewis & Bockius LLP dated April 30, 2020. (10)

April 30, 2020 First Trust Exchange-Traded Fund 120 E. Liberty Street Wheaton, Illinois 60187 Re: First Trust Exchange-Traded Fund Ladies and Gentlemen: We have acted as special Massachusetts counsel to First Trust Exchange-Traded Fund (the "Trust") on behalf of its series, First Trust Value Line® Dividend Index Fund (the “Acquiring Fund”), in connection with the Trust’s Registration Statement on

Opinion and Consent of Morgan, Lewis & Bockius LLP dated April 30, 2020. (10)

EX-11 2 exhibit11.htm OPINION AND CONSENT OF MORGAN, LEWIS & BOCKIUS LLP April 30, 2020 First Trust Exchange-Traded Fund 120 E. Liberty Street Wheaton, Illinois 60187 Re: First Trust Exchange-Traded Fund Ladies and Gentlemen: We have acted as special Massachusetts counsel to First Trust Exchange-Traded Fund (the "Trust") on behalf of its series, First Trust Dow 30 Equal Weight ETF (the “Acquiring

FCTR / First Trust Lunt U.S. Factor Rotation ETF NPORT-EX - -

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2019 (Unaudited) Shares Description Value Common Stocks — 98.9% Aerospace & Defense — 2.8% 24,068 Ducommun, Inc. (a) $ 1,020,483 11,425 National Presto Industries, Inc. 1,017,853 44,163 Park Aerospace Corp. 775,502 26,102 Vectrus, Inc. (a) 1,061,047 3,874,885 Air Freight & Logistics

FRI / First Trust S&P REIT Index Fund NPORT-EX - -

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2019 (Unaudited) Shares Description Value Common Stocks — 98.9% Aerospace & Defense — 2.8% 24,068 Ducommun, Inc. (a) $ 1,020,483 11,425 National Presto Industries, Inc. 1,017,853 44,163 Park Aerospace Corp. 775,502 26,102 Vectrus, Inc. (a) 1,061,047 3,874,885 Air Freight & Logistics

TUSA / First Trust Total US Market AlphaDEX ETF NPORT-EX - -

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2019 (Unaudited) Shares Description Value Common Stocks — 98.9% Aerospace & Defense — 2.8% 24,068 Ducommun, Inc. (a) $ 1,020,483 11,425 National Presto Industries, Inc. 1,017,853 44,163 Park Aerospace Corp. 775,502 26,102 Vectrus, Inc. (a) 1,061,047 3,874,885 Air Freight & Logistics

FIW / First Trust Water ETF NPORT-EX - -

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2019 (Unaudited) Shares Description Value Common Stocks — 98.9% Aerospace & Defense — 2.8% 24,068 Ducommun, Inc. (a) $ 1,020,483 11,425 National Presto Industries, Inc. 1,017,853 44,163 Park Aerospace Corp. 775,502 26,102 Vectrus, Inc. (a) 1,061,047 3,874,885 Air Freight & Logistics

FDM / First Trust Dow Jones Select MicroCap Index Fund NPORT-EX - -

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2019 (Unaudited) Shares Description Value Common Stocks — 98.9% Aerospace & Defense — 2.8% 24,068 Ducommun, Inc. (a) $ 1,020,483 11,425 National Presto Industries, Inc. 1,017,853 44,163 Park Aerospace Corp. 775,502 26,102 Vectrus, Inc. (a) 1,061,047 3,874,885 Air Freight & Logistics

QCLN / First Trust Nasdaq Clean Edge Green Energy Index Fund NPORT-EX - -

Proof - etf1nport.htm First Trust Dow Jones Select MicroCap Index Fund (FDM) Portfolio of Investments September 30, 2019 (Unaudited) Shares Description Value Common Stocks — 98.9% Aerospace & Defense — 2.8% 24,068 Ducommun, Inc. (a) $ 1,020,483 11,425 National Presto Industries, Inc. 1,017,853 44,163 Park Aerospace Corp. 775,502 26,102 Vectrus, Inc. (a) 1,061,047 3,874,885 Air Freight & Logistics