0001752724-23-269915.txt : 20231128 0001752724-23-269915.hdr.sgml : 20231128 20231128125041 ACCESSION NUMBER: 0001752724-23-269915 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230929 FILED AS OF DATE: 20231128 DATE AS OF CHANGE: 20231128 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST EXCHANGE-TRADED FUND CENTRAL INDEX KEY: 0001329377 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21774 FILM NUMBER: 231444088 BUSINESS ADDRESS: STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 BUSINESS PHONE: 630-765-8000 MAIL ADDRESS: STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 0001329377 S000070087 FT Cboe Vest Gold Strategy Target Income ETF C000222996 FT Cboe Vest Gold Strategy Target Income ETF IGLD NPORT-P 1 primary_doc.xml NPORT-P false 0001329377 XXXXXXXX S000070087 C000222996 First Trust Exchange-Traded Fund 811-21774 0001329377 549300MZB4XDLRWOC672 120 East Liberty Drive Suite 400 Wheaton 60187 630-765-8000 FT Cboe Vest Gold Strategy Target Income ETF S000070087 549300HKD3KY76XPNM71 2023-12-31 2023-09-29 N 105477136.42 31227208.07 74249928.35 0.00000000 12698484.98000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 27029.96000000 USD N S&P GSCI GOLD INDEX TR TOTAL RETURN SPGSGCTR Index Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 Dreyfus Government Cash Management 000000000 732478.89000000 NS USD 732478.89000000 0.986504507515 Long STIV RF US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 SPDR GOLD SHARES 000000000 -3795.00000000 NC USD -26891001.41000000 -36.2168718644 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written SPDR Gold Shares SPDR Gold Shares 100.00000000 244.50000000 USD 2023-11-30 XXXX -2467558.06000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912796ZD4 105027700.00000000 PA USD 104111114.86000000 140.2171250176 Long DBT UST US N 2 2023-11-30 None 0.00000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 SPDR GOLD SHARES 000000000 3722.00000000 NC USD 2580.82000000 0.003475855205 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased SPDR Gold Shares SPDR Gold Shares 100.00000000 244.50000000 USD 2023-11-30 XXXX -505877.04000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 SPDR GOLD SHARES 000000000 -519.00000000 NC USD -3677583.58000000 -4.95297929806 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written SPDR Gold Shares SPDR Gold Shares 100.00000000 244.50000000 USD 2023-11-30 XXXX -711263.54000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 SPDR GOLD SHARES 000000000 -2350.00000000 NC USD -603950.00000000 -0.81340145831 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written SPDR Gold Shares SPDR Gold Shares 100.00000000 171.45000000 USD 2023-10-31 XXXX -3059.96000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 SPDR GOLD SHARES 000000000 592.00000000 NC USD 410.49000000 0.000552849018 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased SPDR Gold Shares SPDR Gold Shares 100.00000000 244.50000000 USD 2023-11-30 XXXX -51204.55000000 N N N 2023-11-20 First Trust Exchange-Traded Fund Derek Maltbie Derek Maltbie Treasurer, Chief Financial Officer and Chief Accounting Officer XXXX NPORT-EX 2 569551FT093023.htm EDGAR HTML
FT Cboe Vest Gold Strategy Target Income ETF® (IGLD)
Consolidated Portfolio of Investments
September 30, 2023 (Unaudited)
 
Principal
Value
Description
Stated
Coupon
Stated
Maturity
Value
U.S. TREASURY BILLS — 140.2%
$105,027,700
U.S. Treasury Bill (a)
(b)
11/30/23
$104,111,115
(Cost $104,210,721)
 
 
 
Shares
Description
Value
MONEY MARKET FUNDS — 1.0%
732,479
Dreyfus Government Cash Management Fund, Institutional Shares - 5.22% (c)
732,479
(Cost $732,479)
Total Investments — 141.2%
104,843,594
(Cost $104,943,200)
 
Number of
Contracts
Description
Notional
Amount
Exercise
Price
Expiration
Date
Value
PURCHASED OPTIONS — 0.0%
Call Options Purchased — 0.0%
4,314
SPDR® Gold Shares
$73,963,530
$244.50
11/30/23
2,991
(Cost $560,073)
 
 
WRITTEN OPTIONS — (42.0)%
Call Options Written — (0.8)%
(2,350
)
SPDR® Gold Shares
(40,290,750
)
171.45
10/31/23
(603,950
)
(Premiums received $600,890)
 
 
Put Options Written — (41.2)%
(4,314
)
SPDR® Gold Shares
(73,963,530
)
244.50
11/30/23
(30,568,585
)
(Premiums received $27,389,764)
 
 
Total Written Options
(31,172,535
)
(Premiums received $27,990,654)
Net Other Assets and Liabilities — 0.8%
577,520
Net Assets — 100.0%
$74,251,570
 
(a)
All or a portion of this security is segregated as collateral for the options written. At September 30, 2023, the segregated value of
this security amounts to $42,648,900.
(b)
Zero coupon security.
(c)
Rate shown reflects yield as of September 30, 2023.
FT Cboe Vest Gold Strategy Target Income ETF® (IGLD)
Consolidated Portfolio of Investments (Continued)
September 30, 2023 (Unaudited)
Valuation Inputs
The Fund is subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:
• Level 1 – Level 1 inputs are quoted prices in active markets for identical investments.
• Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.)
• Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment.
The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.
A summary of the inputs used to value the Fund’s investments as of September 30, 2023 is as follows:
 
ASSETS TABLE
 
Total
Value at
9/30/2023
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
U.S. Treasury Bills
$104,111,115
$—
$104,111,115
$—
Money Market Funds
732,479
732,479
—
—
Total Investments
104,843,594
732,479
104,111,115
—
Purchased Options
2,991
—
2,991
—
Total
$104,846,585
$732,479
$104,114,106
$—
 
LIABILITIES TABLE
 
Total
Value at
9/30/2023
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Written Options
$(31,172,535
)
$—
$(31,172,535
)
$—