First Trust NASDAQ ABA Community Bank Index Fund (QABA US) – Portfolio Construction MethodologyThe underlying Nasdaq OMX ABA Community Bank Index offers modified market-cap exposure to Nasdaq-listed U.S. banks and thrifts, or their holding companies, drawn from the ABA Nasdaq Community Bank Index. Constituents must be Nasdaq listed, classified to the banks supersector (or so designated by the American Bankers Association), have market cap ≥ USD 200 million and 3-month ADV ≥ USD 500,000, and are excluded if ...