0001752724-24-119072.txt : 20240524 0001752724-24-119072.hdr.sgml : 20240524 20240524143108 ACCESSION NUMBER: 0001752724-24-119072 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240524 DATE AS OF CHANGE: 20240524 PERIOD START: 20241231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST EXCHANGE-TRADED FUND CENTRAL INDEX KEY: 0001329377 ORGANIZATION NAME: IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21774 FILM NUMBER: 24983383 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 S000070088 FT Vest Gold Strategy Quarterly Buffer ETF C000222997 FT Vest Gold Strategy Quarterly Buffer ETF BGLD NPORT-P 1 primary_doc.xml NPORT-P false 0001329377 XXXXXXXX S000070088 C000222997 First Trust Exchange-Traded Fund 811-21774 0001329377 549300MZB4XDLRWOC672 120 East Liberty Drive Suite 400 Wheaton 60187 630-765-8000 FT Vest Gold Strategy Quarterly Buffer ETF S000070088 5493008KCUP4E8Q0UK91 2024-12-31 2024-03-31 N 23290714.69 545620.63 22745094.06 0.00000000 4628655.65000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 104318.05000000 USD N S&P GSCI GOLD INDEX TR TOTAL RETURN SPGSGCTR Index Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 Dreyfus Government Cash Management 000000000 45589.82000000 NS USD 45589.82000000 0.200438036790 Long STIV RF US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912797HS9 20222200.00000000 PA USD 20047956.23000000 88.14189194872 Long DBT UST US N 2 2024-05-30 None 0.00000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 SPDR GOLD SHARES 000000000 1132.00000000 NC USD 3092136.84000000 13.59474193354 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased SPDR GOLD SHARES SPDR GOLD SHARES 100.00000000 179.84000000 USD 2024-05-31 XXXX 1593032.81000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 SPDR GOLD SHARES 000000000 -1132.00000000 NC USD -525839.57000000 -2.31188127256 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written SPDR GOLD SHARES SPDR GOLD SHARES 100.00000000 206.86000000 USD 2024-05-31 XXXX -510327.74000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 SPDR GOLD SHARES 000000000 -1132.00000000 NC USD -933.55000000 -0.00410440158 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written SPDR GOLD SHARES SPDR GOLD SHARES 100.00000000 160.91000000 USD 2024-05-31 XXXX 156077.14000000 N N N 2024-05-24 First Trust Exchange-Traded Fund Derek Maltbie Derek Maltbie Treasurer, Chief Financial Officer and Chief Accounting Officer XXXX NPORT-EX 2 569547FT033124.htm EDGAR HTML
FT Vest Gold Strategy Quarterly Buffer ETF (BGLD)
Consolidated Portfolio of Investments
March 31, 2024  (Unaudited)
 
Principal
Value
Description
Stated
Coupon
Stated
Maturity
Value
U.S. TREASURY BILLS — 88.1%
$20,222,200
U.S. Treasury Bill (a)
(b)
05/30/24
$20,047,956
 
(Cost $20,048,234)
 
 
 
 
Shares
Description
Value
MONEY MARKET FUNDS — 0.2%
45,590
Dreyfus Government Cash Management Fund, Institutional Shares - 5.20% (c)
45,590
 
(Cost $45,590)
 
 
Total Investments — 88.3%
20,093,546
 
(Cost $20,093,824)
 
 
Number of
Contracts
Description
Notional
Amount
Exercise
Price
Expiration
Date
Value
PURCHASED OPTIONS — 13.6%
 
Call Options Purchased — 13.6%
 
1,132
SPDR® Gold Shares
$23,287,504
$179.84
05/31/24
3,092,137
 
(Cost $1,499,104)
 
 
 
 
WRITTEN OPTIONS — (2.3)%
 
Call Options Written — (2.3)%
 
(1,132)
SPDR® Gold Shares
(23,287,504
)
206.86
05/31/24
(525,840
)
 
(Premiums received $15,512)
 
 
 
 
 
Put Options Written — (0.0)%
 
(1,132)
SPDR® Gold Shares
(23,287,504
)
160.91
05/31/24
(933
)
 
(Premiums received $157,011)
 
 
 
 
 
Total Written Options
(526,773
)
 
(Premiums received $172,523)
 
 
Net Other Assets and Liabilities — 0.4%
86,184
 
Net Assets — 100.0%
$22,745,094
 
(a)
All or a portion of this security is segregated as collateral for the options written. At March 31, 2024, the segregated value of this
security amounts to $1,958,108.
(b)
Zero coupon security.
(c)
Rate shown reflects yield as of March 31, 2024.
FT Vest Gold Strategy Quarterly Buffer ETF (BGLD)
Consolidated Portfolio of Investments (Continued)
March 31, 2024  (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 March 31, 2024 is as follows:
 
ASSETS TABLE
 
Total
Value at
3/31/2024
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
U.S. Treasury Bills
$20,047,956
$—
$20,047,956
$—
Money Market Funds
45,590
45,590
—
—
Total Investments
20,093,546
45,590
20,047,956
—
Purchased Options
3,092,137
—
3,092,137
—
Total
$23,185,683
$45,590
$23,140,093
$—
 
LIABILITIES TABLE
 
Total
Value at
3/31/2024
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Written Options
$(526,773
)
$—
$(526,773
)
$—