FYT

Fund Description
The Fund will seek investment results that correspond generally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Small Cap Value Index (the Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDAQ OMX Group, Inc. that is designed to generate positive alpha relative to traditional passive-style indices through the use of the AlphaDEX selection methodology. The NASDAQ AlphaDEX Small Cap Value Index is an enhanced index created and administered by Nasdaq, Inc. ( Nasdaq ) which employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ US 700 Small Cap Value Index that meet certain criteria. Nasdaq constructs the NASDAQ AlphaDEX Small Cap Value Index by ranking the eligible stocks from the NASDAQ US 700 Small Cap Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one year sales growth, and separately on value factors including book value to price, cash flow to price and return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum of ranks for the value factors. A stock must have data for all growth and/or value factors to receive a rank for that style. Each stock receives either its growth or value score as it s selection score based on it s style designation as determined by Nasdaq. The top 262 stocks based on the selection score determined in the previous step comprise the selected stocks . The selected stocks are divided into quintiles based on their rankings and the top ranked quintiles receive a higher weight within the index. The stocks are equally-weighted within each quintile. The index is reconstituted and rebalanced quarterly.
Fund Profile
Fund Name First Trust Small Cap Value AlphaDEX Fund
Fund Exchange Ticker FYT
Fund Sponsor First Trust
Fund ISIN US33737M4096
Net Expense Ratio 0.72 %
Fund Inception Date 19 April 2011
Fund Legal Structure ETF (Open end fund)
Exchange NASDAQ
Listing Country Code US
Fund Investment Objective
ETF Type Specific US Equities - US Style
Asset Class Equities (Stocks)
Index Linked Passive
Index Name NASDAQ AlphaDEX Small Cap Value Index
Index Provider Nasdaq
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Market Capitalization Range Small Cap
Growth Value Value
Continent North America
Key Statistics
Return As of Date 22 October 2020
Asset Under Management 66.09 Million (USD)
1 Month Total Return 14.32 %
Year To Date Return -10.85 %
1 Year Total Return -2.43 %
3 Year Annualized Total Return -0.50 %
NAV 33.89
Share Outstanding 1,950,000
Top 10 Holdings (22 October 2020)
Constituent Name Constituent Ticker Constituent Type Weighting
ASSURED GUARANTY LTD AGO EQUI 0.0076000000
STERLING BANCORP/DE STL EQUI 0.0075000000
WORTHINGTON INDUSTRIES WOR EQUI 0.0073000000
PQ GROUP HOLDINGS INC PQG EQUI 0.0071000000
FIRST FINANCIAL BANCORP FFBC EQUI 0.0070000000
CNO FINANCIAL GROUP INC CNO EQUI 0.0068000000
STEELCASE INC-CL A SCS EQUI 0.0068000000
EAGLE BANCORP INC EGBN EQUI 0.0068000000
F.N.B. Corporation FNB EQUI 0.0068000000
FIRST MIDWEST BANCORP INC/IL FMBI EQUI 0.0068000000