First Trust - www.FTPortfolios.com

Outcome Period Values as of 9/22/2023

Ticker Symbol	Strategy Type	Series	Reference Asset	Fund Value/Return	Reference Asset Value/Return	Remaining Cap (Net)	Remaining Buffer (Net)	Downside Before Buffer (Net)	Remaining Outcome Period	Fact Sheet
BGLD BGLD	Deep Buffer		GLD	$19.53/ -0.66%	$178.62/ -0.78%	9.30%	9.74%	-4.59%	69 days
DAPR DAPR	Deep Buffer	April	SPY	$30.55/ 3.57%	$430.42/ 4.42%	9.30%	23.87%	-9.09%	210 days
DAUG DAUG	Deep Buffer	August	SPY	$33.25/ -0.35%	$430.42/ -1.39%	14.79%	23.49%	-5.52%	329 days
DDEC DDEC	Deep Buffer	December	SPY	$33.68/ 10.12%	$430.42/ 12.30%	5.19%	23.17%	-14.50%	84 days
DFEB DFEB	Deep Buffer	February	SPY	$35.09/ 5.18%	$430.42/ 5.69%	8.50%	23.28%	-10.48%	147 days
DJAN DJAN	Deep Buffer	January	SPY	$32.59/ 7.12%	$430.42/ 8.72%	6.29%	23.51%	-12.10%	119 days
DJUL DJUL	Deep Buffer	July	SPY	$34.10/ -2.68%	$430.42/ -4.81%	17.08%	23.20%	-3.26%	301 days
DJUN DJUN	Deep Buffer	June	SPY	$35.55/ -0.76%	$430.42/ -2.06%	14.71%	23.39%	-5.14%	273 days
DMAR DMAR	Deep Buffer	March	SPY	$32.32/ 6.73%	$430.42/ 10.37%	6.35%	24.79%	-11.79%	175 days
DMAY DMAY	Deep Buffer	May	SPY	$34.09/ 2.38%	$430.42/ 2.82%	10.20%	23.88%	-8.04%	238 days
DNOV DNOV	Deep Buffer	November	SPY	$35.79/ 8.26%	$430.42/ 8.68%	7.46%	22.56%	-13.03%	56 days
DOCT DOCT	Deep Buffer	October	SPY	$34.85/ 14.04%	$430.42/ 15.00%	3.78%	21.69%	-17.44%	28 days
DSEP DSEP	Deep Buffer	September	SPY	$34.22/ -1.53%	$430.42/ -2.92%	16.22%	23.49%	-4.40%	364 days
FAPR FAPR	Buffer	April	SPY	$32.46/ 4.48%	$430.42/ 4.42%	12.59%	8.71%	-5.10%	210 days
FAUG FAUG	Buffer	August	SPY	$37.67/ -0.30%	$430.42/ -1.39%	18.21%	8.18%	-0.55%	329 days
FDEC FDEC	Buffer	December	SPY	$35.41/ 11.55%	$430.42/ 12.30%	9.59%	8.74%	-11.12%	84 days
FFEB FFEB	Buffer	February	SPY	$39.15/ 5.69%	$430.42/ 5.69%	12.03%	8.66%	-6.18%	147 days
FJAN FJAN	Buffer	January	SPY	$36.74/ 8.32%	$430.42/ 8.72%	9.12%	8.76%	-8.46%	119 days
FJUL FJUL	Buffer	July	SPY	$38.58/ -2.80%	$430.42/ -4.81%	19.98%	7.46%	0.00%	301 days
FJUN FJUN	Buffer	June	SPY	$40.83/ -0.71%	$430.42/ -2.06%	18.22%	7.96%	-0.16%	273 days
FMAR FMAR	Buffer	March	SPY	$35.42/ 8.81%	$430.42/ 10.37%	8.91%	9.58%	-8.88%	175 days
FMAY FMAY	Buffer	May	SPY	$38.51/ 3.09%	$430.42/ 2.82%	13.30%	8.65%	-3.82%	238 days
FNOV FNOV	Buffer	November	SPY	$39.22/ 8.59%	$430.42/ 8.68%	13.20%	8.50%	-8.69%	56 days
FOCT FOCT	Buffer	October	SPY	$36.78/ 14.43%	$430.42/ 15.00%	10.35%	8.39%	-13.35%	28 days
FSEP FSEP	Buffer	September	SPY	$37.25/ -2.02%	$430.42/ -2.92%	19.75%	8.47%	0.00%	364 days
GAPR GAPR	Moderate Buffer	April	SPY	$30.87/ 4.03%	$430.42/ 4.42%	9.42%	13.91%	-4.68%	210 days
GAUG GAUG	Moderate Buffer	August	SPY	$29.61/ -0.24%	$430.42/ -1.39%	14.69%	13.19%	-0.60%	329 days
GFEB GFEB	Moderate Buffer	February	SPY	$30.96/ 5.57%	$430.42/ 5.69%	8.32%	13.50%	-6.08%	147 days
GJAN GJAN	Moderate Buffer	January	SPY	$32.42/ 7.74%	$430.42/ 8.72%	6.65%	13.85%	-7.97%	119 days
GJUL GJUL	Moderate Buffer	July	SPY	$30.06/ -2.23%	$430.42/ -4.81%	16.04%	12.12%	0.00%	301 days
GJUN GJUN	Moderate Buffer	June	SPY	$29.77/ -0.37%	$430.42/ -2.06%	14.21%	12.72%	-0.49%	273 days
GMAR GMAR	Moderate Buffer	March	SPY	$31.84/ 7.41%	$430.42/ 10.37%	6.56%	15.30%	-7.68%	175 days
GMAY GMAY	Moderate Buffer	May	SPY	$31.01/ 2.90%	$430.42/ 2.82%	10.55%	13.70%	-3.63%	238 days
GSEP GSEP	Moderate Buffer	September	SPY	$29.71/ -1.46%	$430.42/ -2.92%	15.59%	13.05%	0.00%	364 days	N/A
QDEC QDEC	Buffer	December	QQQ	$22.62/ 21.79%	$357.91/ 30.51%	3.56%	12.41%	-18.63%	84 days
QJUN QJUN	Buffer	June	QQQ	$21.91/ -0.78%	$357.91/ -2.72%	20.55%	7.34%	-0.14%	273 days
QMAR QMAR	Buffer	March	QQQ	$24.04/ 11.93%	$357.91/ 17.21%	8.33%	11.76%	-11.46%	175 days
QSPT QSPT	Buffer	September	QQQ	$21.62/ -2.22%	$357.91/ -3.48%	22.82%	8.09%	0.00%	364 days
SAUG SAUG	Moderate Buffer	August	IWM	$19.53/ -2.07%	$176.67/ -4.32%	20.67%	12.36%	0.00%	329 days
SMAY SMAY	Moderate Buffer	May	IWM	$20.32/ 1.19%	$176.67/ 0.32%	15.49%	13.21%	-2.06%	238 days
XAUG XAUG	Enhance & Moderate Buffer	August	SPY	$29.79/ 0.35%	$430.42/ -1.39%	11.09%	12.61%	-1.19%	329 days
XDEC XDEC	Enhance & Moderate Buffer	December	SPY	$32.96/ 11.26%	$430.42/ 12.30%	2.87%	13.43%	-10.88%	84 days
XISE XISE	Buffer and Premium Income	September	SPY	$29.95/ -0.67%	$430.42/ -2.92%	------	7.97%	------	364 days	N/A
XJUL XJUL	Enhance & Moderate Buffer	July	SPY	$30.30/ -1.44%	$430.42/ -4.81%	11.99%	11.31%	0.00%	301 days
XJUN XJUN	Enhance & Moderate Buffer	June	SPY	$33.25/ 0.21%	$430.42/ -2.06%	10.51%	12.14%	-1.07%	273 days
XMAR XMAR	Enhance & Moderate Buffer	March	SPY	$31.74/ 7.08%	$430.42/ 10.37%	4.74%	15.58%	-7.40%	175 days
XSEP XSEP	Enhance & Moderate Buffer	September	SPY	$34.06/ -1.13%	$430.42/ -2.92%	12.20%	12.71%	0.00%	364 days
YDEC YDEC	Buffer	December	EFA	$21.26/ 7.03%	$69.90/ 6.85%	13.96%	8.36%	-7.41%	84 days
YJUN YJUN	Buffer	June	EFA	$19.86/ -4.11%	$69.90/ -4.76%	23.09%	8.84%	0.00%	273 days
YMAR YMAR	Buffer	March	EFA	$20.46/ 3.66%	$69.90/ 4.05%	19.52%	9.11%	-4.39%	175 days
YSEP YSEP	Buffer	September	EFA	$19.35/ -2.09%	$69.90/ -2.07%	22.24%	9.29%	0.00%	364 days

Definitions

Net - After fees and expenses, excluding brokerage commissions, trading fees, taxes and extraordinary expenses not included in the Fund's management fee.

Fund Value/Return - The value and the price return of the Fund since the start of the Outcome Period.

Reference Asset/Value Return - The value and the price return of the Reference Asset since the start of the Outcome Period.

Remaining Cap - Based on the Fund's value, the best potential return if held to the end of the Outcome Period, assuming the Reference Asset meets or exceeds the Reference Asset Cap Value.

Remaining Buffer - The current amount of the Fund's stated Buffer remaining based on the Fund's current value.

Remaining Outcome Period - The number of days remaining until the end of the Outcome Period.

Downside Before Buffer - Based on the Fund value, the amount of the Fund loss that can be incurred prior to the buffer taking effect.

Please Note - The Fund values shown are based on the Fund’s Net Asset Value (NAV) as of the date stated.

EFA - The iShares MSCI EAFE ETF is an exchange-traded fund based on the MSCI EAFE Index, which is composed of large- and mid-capitalization developed market equities, excluding the U.S. and Canada.

GLD - The SPDR® Gold Trust is an exchange-traded investment trust that holds physical gold bars and seeks to provide investment results that correspond to the price performance of gold bullion.

QQQ - Invesco QQQ^TM is an exchange-traded fund based on the Nasdaq-100 Index®, which is an unmanaged index that includes 100 of the largest domestic and international nonfinancial companies listed on the Nasdaq Stock Market based on market capitalization.

SPY - SPDR® S&P 500® ETF Trust is an exchange-traded fund based on the S&P 500 Index, which is an unmanaged index of 500 companies used to measure large-cap U.S. stock market performance.

IWM - IShares Russell 2000 ETF is an exchange-traded fund based on the Russell 2000 Index which is composed of small-capitalization U.S. equities.

The outcome values may only be realized for an investor who holds shares for the outcome period shown.

Performance data quoted represents past performance. Past performance is not a guarantee of future results and current performance may be higher or lower than performance quoted. Investment returns and principal value will fluctuate and shares when sold or redeemed, may be worth more or less than their original cost.

Standardized fund performance can be found on each fund's summary page by clicking on the fund name or ticker shown above.