# EDGAR Filing Document

**Accession Number:** 0001329377
**File Stem:** 0001752724-23-035270
**Filing Date:** 2023-2
**Character Count:** 17460
**Document Hash:** 8766b1d0f18e665c4ce70678fabafbe7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035270.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035270

**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:** 23657232

**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 Water ETF (Series ID: S000017178)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000047628 | First Trust Water ETF | FIW             |

## 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 Water ETF

- **b. EDGAR series identifier (if any):** S000017178

- **c. LEI of Series:** 549300LST8NILRG2KK70

**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:** $1268520011.41

**Total Liabilities:** $18775121.22

**Net Assets:** $1249744890.19

**Cash Not Reported:** $9059.43

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000047628 | 11.19%               | 4.69%                | -4.72%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1096233.92              | $126117158.97                              |
| Month 2  | $5232863.32              | $52348993.92                               |
| Month 3  | $1531229.08              | $-64223210.92                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Badger Meter Inc                                         | Badger Meter Inc                                         | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |    260082 | NS      | $28356740.46  | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                       | Middlesex Water Co                                       | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173394 | NS      | $13640905.98  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                                | SJW Group                                                | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    239378 | NS      | $19435099.82  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                           | California Water Service Group                           | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    420762 | NS      | $25515007.68  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                    | AECOM                                                    | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |    589171 | NS      | $50038293.03  | 4.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                           | Tetra Tech Inc                                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    317340 | NS      | $46074594.60  | 3.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                   | Valmont Industries Inc                                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |    133446 | NS      | $44126588.82  | 3.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                            | Advanced Drainage Systems Inc                            | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |    362967 | NS      | $29752404.99  | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                   | Mueller Industries Inc                                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    389856 | NS      | $23001504.00  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                                          | Core & Main Inc                                          | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1044856 | NS      | $20176169.36  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                   | IDEXX Laboratories Inc                                   | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |    141690 | NS      | $57803852.40  | 4.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                              | Stantec Inc                                              | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |    778687 | NS      | $37330254.78  | 2.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia de Saneamento Basico do Es                           | Cia de Saneamento Basico do Estado de Sao Paulo          | CUSIP: 20441A102<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |   3946677 | NS      | $42071576.82  | 3.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                               | Mueller Water Products Inc                               | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |   1364542 | NS      | $14682471.92  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                 | Agilent Technologies Inc                                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |    384052 | NS      | $57473381.80  | 4.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                               | Ecolab Inc                                               | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |    300646 | NS      | $43762031.76  | 3.50%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                 | American States Water Co                                 | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |    296823 | NS      | $27470968.65  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                | Itron Inc                                                | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |    517598 | NS      | $26216338.70  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Treasury Portfolio                                 | MSILF Treasury Portfolio                                 | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |    436683 | NS      | $436682.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                           | A O Smith Corp                                           | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |    763466 | NS      | $43700793.84  | 3.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                 | Franklin Electric Co Inc                                 | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |    283562 | NS      | $22614069.50  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group I                           | Montrose Environmental Group Inc                         | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |    382792 | NS      | $16992136.88  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                              | American Water Works Co Inc                              | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |    331793 | NS      | $50571889.06  | 4.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                             | Watts Water Technologies Inc                             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |    177790 | NS      | $25998231.70  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                   | Roper Technologies Inc                                   | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |    122349 | NS      | $52865779.41  | 4.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp                           | Evoqua Water Technologies Corp                           | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |   1053047 | NS      | $41700661.20  | 3.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                             | Xylem Inc/NY                                             | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |    540666 | NS      | $59781439.62  | 4.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Algonquin Power & Utilities Co                           | Algonquin Power & Utilities Corp                         | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |   3143526 | NS      | $20495789.52  | 1.64%             |  |  |  | No            |                  1 | On Loan: —       |
| Zurn Elkay Water Solutions Cor                           | Zurn Elkay Water Solutions Corp                          | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |   1339409 | NS      | $28328500.35  | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                | IDEX Corp                                                | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |    244792 | NS      | $55893357.36  | 4.47%             |  |  |  | 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        |  17779500 | NS      | $17779500.00  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                                         | Primo Water Corp                                         | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1874221 | NS      | $29125394.34  | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                                      | Energy Recovery Inc                                      | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |    670970 | NS      | $13748175.30  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                             | Lindsay Corp                                             | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     95983 | NS      | $15630831.55  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                                           | Flowserve Corp                                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    808246 | NS      | $24796987.28  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                  | Essential Utilities Inc                                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |   1002128 | NS      | $47831569.44  | 3.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                              | Pentair PLC                                              | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |    968486 | NS      | $43562500.28  | 3.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                             | Danaher Corp                                             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    182486 | NS      | $48435434.12  | 3.88%             |  |  |  | No            |                  1 | On Loan: No      |

### 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