# EDGAR Filing Document

**Accession Number:** 0001329377
**File Stem:** 0001752724-23-035271
**Filing Date:** 2023-2
**Character Count:** 22897
**Document Hash:** 0db2e0ace38aedd35e4bc78672e66acb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035271.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035271

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**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:** 23657233

**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

## Series and Classes Contracts Data

### First Trust Natural Gas ETF (Series ID: S000017177)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000047627 | First Trust Natural Gas ETF | FCG             |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** First Trust Exchange-Traded Fund

- **b. Investment Company Act file number:** 811-21774

- **c. CIK number of Registrant:** 0001329377

- **d. LEI of Registrant:** 549300MZB4XDLRWOC672

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 120 East Liberty Drive

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

**Item A.2. Information about the Series.**

- **a. Name of Series:** First Trust Natural Gas ETF

- **b. EDGAR series identifier (if any):** S000017177

- **c. LEI of Series:** 549300SVX60NSSWYLS19

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $947835271.97

**Total Liabilities:** $59719440.20

**Net Assets:** $888115831.77

**Cash Not Reported:** $8748.35

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000047627 | 19.54%               | -0.22%               | -9.04%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10007976.39             | $150637954.56                              |
| Month 2  | $15164187.41             | $-22263034.45                              |
| Month 3  | $6466092.09              | $-100877306.30                             |

### Schedule of Portfolio Investments

| Name                                                     | Title                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Occidental Petroleum Corp                                | Occidental Petroleum Corp                                | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    487088 | NS      | $30681673.12  | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                        | Chord Energy Corp                                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |    132196 | NS      | $18085734.76  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                                    | Antero Resources Corp                                    | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    729033 | NS      | $22592732.67  | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerplus Corp                                            | Enerplus Corp                                            | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |    658922 | NS      | $11629973.30  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                                 | Northern Oil and Gas Inc                                 | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |    277059 | NS      | $8538958.38   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                              | Ovintiv Inc                                              | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    464950 | NS      | $23577614.50  | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                             | SM Energy Co                                             | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    501153 | NS      | $17455158.99  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                     | National Fuel Gas Co                                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    239221 | NS      | $15142689.30  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                                          | Ranger Oil Corp                                          | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     99176 | NS      | $4009685.68   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc                                    | Earthstone Energy Inc                                    | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |    500114 | NS      | $7116622.22   | 0.80%             |  |  |  | No            |                  1 | On Loan: —       |
| CNX Resources Corp                                       | CNX Resources Corp                                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    829205 | NS      | $13963812.20  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                          | Murphy Oil Corp                                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    411954 | NS      | $17718141.54  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                   | Diamondback Energy Inc                                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |    209213 | NS      | $28616154.14  | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP Midstream LP                                         | DCP Midstream LP                                         | CUSIP: 23311P100<br>LEI: 52990024YYS3MLGW0E91 | Long             | EC               | CORP              | US        |   1119954 | NS      | $43443015.66  | 4.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                     | Matador Resources Co                                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    358128 | NS      | $20499246.72  | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                                     | Gulfport Energy Corp                                     | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |     88816 | NS      | $6540410.24   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                                   | Southwestern Energy Co                                   | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |   3538371 | NS      | $20699470.35  | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Treasury Portfolio                                 | MSILF Treasury Portfolio                                 | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |   1437529 | NS      | $1437528.73   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                   | Permian Resources Corp                                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |   1275878 | NS      | $11993253.20  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                                | Hess Corp                                                | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |    210180 | NS      | $29807727.60  | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Treasury Obligations Fund | Goldman Sachs Financial Square Treasury Obligations Fund | CUSIP: 38141W323<br>LEI: 549300C0TCI4VJPGCS21 | Long             | STIV             | RF                | US        |  58869783 | NS      | $58869783.00  | 6.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                                     | SandRidge Energy Inc                                     | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |    247116 | NS      | $4208385.48   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream LP                                        | Hess Midstream LP                                        | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1410788 | NS      | $42210776.96  | 4.75%             |  |  |  | No            |                  1 | On Loan: —       |
| Crescent Point Energy Corp                               | Crescent Point Energy Corp                               | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |   2687868 | NS      | $19218256.20  | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                                   | Chesapeake Energy Corp                                   | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |    243534 | NS      | $22982303.58  | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Obsidian Energy Ltd                                      | Obsidian Energy Ltd                                      | CUSIP: 674482203<br>LEI: 549300DITPHH8W8CK636 | Long             | EC               | CORP              | CA        |    474410 | NS      | $3150082.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                                      | Amplify Energy Corp                                      | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |    260929 | NS      | $2293565.91   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                 | EQT Corp                                                 | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    679239 | NS      | $22978655.37  | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                                      | Callon Petroleum Co                                      | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |    412310 | NS      | $15292577.90  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources Inc                                  | SilverBow Resources Inc                                  | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |    165037 | NS      | $4667246.36   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Tellurian Inc                                            | Tellurian Inc                                            | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |   4283496 | NS      | $7196273.28   | 0.81%             |  |  |  | No            |                  1 | On Loan: —       |
| Crescent Energy Co                                       | Crescent Energy Co                                       | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205031 | NS      | $2458321.69   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Coterra Energy Inc                                       | Coterra Energy Inc                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    980508 | NS      | $24091081.56  | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                                     | Laredo Petroleum Inc                                     | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |    146669 | NS      | $7541719.98   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                             | Pioneer Natural Resources Co                             | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |    137320 | NS      | $31362514.80  | 3.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners LP                            | Western Midstream Partners LP                            | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1574657 | NS      | $42279540.45  | 4.76%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                        | EOG Resources Inc                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    233407 | NS      | $30230874.64  | 3.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corp                                 | Evolution Petroleum Corp                                 | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |    199217 | NS      | $1504088.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                        | Kosmos Energy Ltd                                        | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |   1624429 | NS      | $10331368.44  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                         | W&T Offshore Inc                                         | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |    943439 | NS      | $5264389.62   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                     | Range Resources Corp                                     | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    798239 | NS      | $19971939.78  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                                 | APA Corp                                                 | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    599495 | NS      | $27984426.60  | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                         | Talos Energy Inc                                         | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    439798 | NS      | $8303386.24   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                                    | Civitas Resources Inc                                    | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |    203131 | NS      | $11767378.83  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Vermilion Energy Inc                                     | Vermilion Energy Inc                                     | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | CORP              | CA        |    910220 | NS      | $16110894.00  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                                   | Comstock Resources Inc                                   | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |    902654 | NS      | $12375386.34  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                           | ConocoPhillips                                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    279878 | NS      | $33025604.00  | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                  | Magnolia Oil & Gas Corp                                  | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    579886 | NS      | $13598326.70  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                        | Devon Energy Corp                                        | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    462452 | NS      | $28445422.52  | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                           | PDC Energy Inc                                           | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    300386 | NS      | $19068503.28  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                            | Riley Exploration Permian Inc                            | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |     22157 | NS      | $652080.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                        | Marathon Oil Corp                                        | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    963981 | NS      | $26094965.67  | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                | Woodside Energy Group Ltd                                | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |    742434 | NS      | $17974327.14  | 2.02%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** First Trust Exchange-Traded Fund

**Signature:** Donald P. Swade

**Name of Signer:** Donald P. Swade

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer