# EDGAR Filing Document

**Accession Number:** 0001517936
**File Stem:** 0000940400-26-025140
**Filing Date:** 2026-6
**Character Count:** 344223
**Document Hash:** 3322e0ddf65c7981e21ee9061366b3e5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025140.hdr.sgml**: 20260623

**ACCESSION NUMBER**: 0000940400-26-025140

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260623

**DATE AS OF CHANGE**: 20260623

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND IV
- **CENTRAL INDEX KEY:** 0001517936

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22559
- **FILM NUMBER:** 261110073

**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 AAA CMBS ETF (Series ID: S000084026)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000248162 | First Trust AAA CMBS ETF | CAAA            |

## Nport-Ex

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments**

**April 30, 2026 (Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal** <br>**Value**<br>| **Description** | **Stated** <br>**Coupon**<br>| **Stated** <br>**Maturity**<br>| **Value** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 32.3%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 32.3%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 32.3%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 32.3%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 32.3%** |
|  | **Collateralized Mortgage Obligations — 17.7%** | **Collateralized Mortgage Obligations — 17.7%** | **Collateralized Mortgage Obligations — 17.7%** |  |
|  | Federal Home Loan Mortgage Corporation |  |  |  |
| $2722172 | &nbsp;&nbsp;&nbsp; Series 2015-4499, Class CZ | 3.50% | 08/15/45 | $2386192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7139040 | &nbsp;&nbsp;&nbsp; Series 2016-4639, Class HZ (a) | 3.25% | 04/15/53 | 5956831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2047536 | &nbsp;&nbsp;&nbsp; Series 2019-4885, Class PZ | 3.00% | 06/15/49 | 1469294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-4942, Class FA, 30 Day Average SOFR + CSA + <br> 0.50% (b) | 4.26% | 01/25/50 | 356825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3545457 | &nbsp;&nbsp;&nbsp; Series 2022-5202, Class NV | 3.00% | 01/25/37 | 3244247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4317371 | &nbsp;&nbsp;&nbsp; Series 2022-5224, Class DZ | 4.00% | 04/25/52 | 3934397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12695000 | &nbsp;&nbsp;&nbsp; Series 2022-5224, Class HL | 4.00% | 04/25/52 | 11760022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8877981 | &nbsp;&nbsp;&nbsp; Series 2022-5259, Class FA, 30 Day Average SOFR + 0.70% (b) | 4.35% | 09/25/52 | 8813839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6636542 | &nbsp;&nbsp;&nbsp; Series 2022-5266, Class FA, 30 Day Average SOFR + 0.82% (b) | 4.47% | 09/25/52 | 6589581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8939145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-5325, Class SA, (30 Day Average SOFR) ×-2+ <br> 11.40% (c) | 4.11% | 11/25/52 | 8136246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6319346 | &nbsp;&nbsp;&nbsp; Series 2023-5351, Class EO, PO | (d) | 10/25/53 | 5180735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4509524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-5435, Class BS, (30 Day Average SOFR) ×-2+ <br> 11.93% (c) | 4.63% | 07/25/54 | 4083607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2463068 | &nbsp;&nbsp;&nbsp; Series 2024-5460, Class FN, 30 Day Average SOFR + 1.10% (b) | 4.75% | 10/25/54 | 2483030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6292791 | &nbsp;&nbsp;&nbsp; Series 2024-5476, Class FA, 30 Day Average SOFR + 1.10% (b) | 4.75% | 11/25/54 | 6339126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772649 | &nbsp;&nbsp;&nbsp; Series 2024-5478, Class NF, 30 Day Average SOFR + 1.30% (b) | 4.95% | 12/25/54 | 781348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3529494 | &nbsp;&nbsp;&nbsp; Series 2024-5487, Class ZM | 3.50% | 12/25/54 | 3004248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4776062 | &nbsp;&nbsp;&nbsp; Series 2025-5500, Class CZ | 4.50% | 02/25/55 | 4228288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8924961 | &nbsp;&nbsp;&nbsp; Series 2025-5506, Class DZ | 3.50% | 08/25/42 | 7414116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11009086 | &nbsp;&nbsp;&nbsp; Series 2026-5642, Class FN, 30 Day Average SOFR + 0.90% (b) | 4.55% | 03/25/56 | 11010602 |
|  | &nbsp;&nbsp; Federal Home Loan Mortgage Corporation Seasoned Credit Risk <br> Transfer Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1109626 | &nbsp;&nbsp;&nbsp; Series 2017-1, Class HA (a) | 3.00% | 01/25/56 | 1053825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1602166 | &nbsp;&nbsp;&nbsp; Series 2017-2, Class MA | 3.00% | 08/25/56 | 1509567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2192647 | &nbsp;&nbsp;&nbsp; Series 2018-1, Class MA | 3.00% | 05/25/57 | 2062525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1346979 | &nbsp;&nbsp;&nbsp; Series 2018-1, Class MT | 3.00% | 05/25/57 | 1158588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 631916 | &nbsp;&nbsp;&nbsp; Series 2018-3, Class HA | 3.00% | 08/25/57 | 594273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3693078 | &nbsp;&nbsp;&nbsp; Series 2018-3, Class HV | 3.00% | 08/25/57 | 3311683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421446 | &nbsp;&nbsp;&nbsp; Series 2018-3, Class MA | 3.50% | 08/25/57 | 410353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9757165 | &nbsp;&nbsp;&nbsp; Series 2018-4, Class MA | 3.50% | 03/25/58 | 9461061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp; Series 2018-4, Class MB | 3.50% | 03/25/58 | 12351996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1600753 | &nbsp;&nbsp;&nbsp; Series 2019-1, Class MA | 3.50% | 07/25/58 | 1550396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2683258 | &nbsp;&nbsp;&nbsp; Series 2019-2, Class HV | 3.00% | 08/25/58 | 2406177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3363616 | &nbsp;&nbsp;&nbsp; Series 2019-2, Class MA | 3.50% | 08/26/58 | 3241959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7228342 | &nbsp;&nbsp;&nbsp; Series 2019-2, Class MV | 3.50% | 08/25/58 | 6805004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8767764 | &nbsp;&nbsp;&nbsp; Series 2019-3, Class MA | 3.50% | 10/25/58 | 8534675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3001833 | &nbsp;&nbsp;&nbsp; Series 2019-3, Class MV | 3.50% | 10/25/58 | 2845648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 537883 | &nbsp;&nbsp;&nbsp; Series 2019-4, Class HA | 3.00% | 02/25/59 | 498305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358303 | &nbsp;&nbsp;&nbsp; Series 2019-4, Class MA | 3.00% | 02/25/59 | 337029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4667912 | &nbsp;&nbsp;&nbsp; Series 2019-4, Class MV | 3.00% | 02/25/59 | 4171940 |
|  | &nbsp;&nbsp; Federal Home Loan Mortgage Corporation Seasoned Loans <br> Structured Transaction Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232804 | &nbsp;&nbsp;&nbsp; Series 2018-2, Class A2 | 3.50% | 11/25/28 | 225090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406440 | &nbsp;&nbsp;&nbsp; Series 2019-2, Class A1C | 2.75% | 09/25/29 | 389146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158190 | &nbsp;&nbsp;&nbsp; Series 2019-3, Class A1C | 2.75% | 11/25/29 | 150528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550362 | &nbsp;&nbsp;&nbsp; Series 2020-2, Class AC | 2.00% | 09/25/30 | 503738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 886593 | &nbsp;&nbsp;&nbsp; Series 2024-2, Class VF, 30 Day Average SOFR + 1.25% (b) (e) | 4.90% | 10/25/34 | 904199 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | &nbsp;&nbsp; Federal Home Loan Mortgage Corporation Seasoned Loans <br> Structured Transaction Trust (Continued) |  |  |  |
| $7100000 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class A2 | 3.00% | 05/25/35 | $6129950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 16124000 | &nbsp;&nbsp;&nbsp; Series 2025-2, Class A2 | 3.00% | 10/25/35 | 13715574 |
|  | Federal Home Loan Mortgage Corporation STACR REMIC Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5013086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA2, Class A1, 30 Day Average SOFR + <br> 1.25% (b) (e) | 4.90% | 05/25/44 | 5035603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 613333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA2, Class A1, 30 Day Average SOFR + <br> 1.25% (b) (e) | 4.90% | 08/25/44 | 616094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DNA1, Class A1, 30 Day Average SOFR + <br> 0.95% (b) (e) | 4.60% | 01/25/45 | 981071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1206250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HQA1, Class A1, 30 Day Average SOFR + <br> 0.95% (b) (e) | 4.60% | 02/25/45 | 1208218 |
|  | Federal National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6239386 | &nbsp;&nbsp;&nbsp; Series 2012-118, Class VZ | 3.00% | 11/25/42 | 5736317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3779561 | &nbsp;&nbsp;&nbsp; Series 2014-60, Class EZ | 3.00% | 10/25/44 | 3455322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1451779 | &nbsp;&nbsp;&nbsp; Series 2015-65, Class CZ | 3.50% | 09/25/45 | 1275454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1651995 | &nbsp;&nbsp;&nbsp; Series 2016-44, Class ZD | 3.00% | 07/25/46 | 1367775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-45, Class FT, 30 Day Average SOFR + CSA + <br> 0.30% (b) | 4.06% | 06/25/48 | 246183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-33, Class F, 30 Day Average SOFR + CSA + <br> 0.45% (b) | 4.21% | 07/25/49 | 123408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-47, Class FA, 30 Day Average SOFR + CSA + <br> 0.40% (b) | 4.16% | 07/25/50 | 300760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 14506841 | &nbsp;&nbsp;&nbsp; Series 2022-29, Class JZ | 1.50% | 06/25/42 | 10582877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11635969 | &nbsp;&nbsp;&nbsp; Series 2022-29, Class KZ | 1.50% | 06/25/42 | 8784081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2894196 | &nbsp;&nbsp;&nbsp; Series 2022-31, Class GZ | 2.00% | 03/25/52 | 2110353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6972794 | &nbsp;&nbsp;&nbsp; Series 2022-57, Class FB, 30 Day Average SOFR + 0.70% (b) | 4.35% | 09/25/52 | 6896490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8064431 | &nbsp;&nbsp;&nbsp; Series 2022-62, Class FM, 30 Day Average SOFR + 0.65% (b) | 4.30% | 09/25/52 | 7962410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13489526 | &nbsp;&nbsp;&nbsp; Series 2022-66, Class CF, 30 Day Average SOFR + 0.80% (b) | 4.45% | 10/25/52 | 13385113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7386401 | &nbsp;&nbsp;&nbsp; Series 2022-69, Class FA, 30 Day Average SOFR + 0.82% (b) | 4.47% | 10/25/52 | 7333960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4382150 | &nbsp;&nbsp;&nbsp; Series 2022-70, Class FA, 30 Day Average SOFR + 0.86% (b) | 4.51% | 10/25/52 | 4356934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6495438 | &nbsp;&nbsp;&nbsp; Series 2023-54, Class PO, PO | (d) | 11/25/53 | 5483407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4078033 | &nbsp;&nbsp;&nbsp; Series 2024-20, Class ZQ | 4.00% | 10/25/45 | 3604047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 922251 | &nbsp;&nbsp;&nbsp; Series 2024-39, Class AV | 3.00% | 11/25/33 | 876030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2922422 | &nbsp;&nbsp;&nbsp; Series 2024-81, Class FE, 30 Day Average SOFR + 1.15% (b) | 4.80% | 07/25/54 | 2949562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838761 | &nbsp;&nbsp;&nbsp; Series 2024-84, Class FD, 30 Day Average SOFR + 1.15% (b) | 4.80% | 11/25/54 | 846694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 16503198 | &nbsp;&nbsp;&nbsp; Series 2024-98, Class FG, 30 Day Average SOFR + 1.00% (b) | 4.65% | 11/25/54 | 16611590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1404103 | &nbsp;&nbsp;&nbsp; Series 2025-32, Class FD, 30 Day Average SOFR + 1.75% (b) | 5.40% | 05/25/55 | 1423690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11424637 | &nbsp;&nbsp;&nbsp; Series 2025-49, Class FA, 30 Day Average SOFR + 0.80% (b) | 4.45% | 06/25/55 | 11372632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7998000 | &nbsp;&nbsp;&nbsp; Series 2025-101, Class CZ | 3.00% | 07/25/51 | 4911482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10132655 | &nbsp;&nbsp;&nbsp; Series 2026-5, Class CF, 30 Day Average SOFR + 1.05% (b) | 4.70% | 02/25/56 | 10122518 |
|  | Government National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4559035 | &nbsp;&nbsp;&nbsp; Series 2012-113, Class BZ | 3.00% | 09/16/42 | 3878927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2176514 | &nbsp;&nbsp;&nbsp; Series 2018-14, Class NZ | 3.00% | 01/20/48 | 1806938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2629818 | &nbsp;&nbsp;&nbsp; Series 2018-89, Class VZ | 3.50% | 06/20/48 | 2357933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3501702 | &nbsp;&nbsp;&nbsp; Series 2021-1, Class ZQ | 3.00% | 11/20/50 | 2560190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4897486 | &nbsp;&nbsp;&nbsp; Series 2021-105, Class DT | 5.50% | 06/20/51 | 4972155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6489816 | &nbsp;&nbsp;&nbsp; Series 2022-9, Class AC | 5.50% | 01/20/52 | 6627649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6377034 | &nbsp;&nbsp;&nbsp; Series 2022-9, Class GJ | 5.50% | 01/20/52 | 6512566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4857663 | &nbsp;&nbsp;&nbsp; Series 2022-139, Class AL | 4.00% | 07/20/51 | 4465787 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | Government National Mortgage Association (Continued) |  |  |  |
| $14584500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-79, Class VB, (30 Day Average SOFR) ×-1.50+ <br> 10.95% (c) | 5.49% | 05/20/54 | $13939143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10097526 | &nbsp;&nbsp;&nbsp; Series 2024-181, Class FQ, 30 Day Average SOFR + 1.15% (b) | 4.79% | 11/20/54 | 10185037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3913588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-83, Class SB, (30 Day Average SOFR) ×-2.50+ <br> 14.50% (c) | 5.40% | 05/20/55 | 3768138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3977691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-95, Class DC, (30 Day Average SOFR) ×-2.50+ <br> 14.63% (c) | 5.52% | 05/20/55 | 3695538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8099535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-98, Class SX, (30 Day Average SOFR) ×-1.80+ <br> 10.44% (c) | 3.89% | 06/20/55 | 7431706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4883144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-100, Class JS, (30 Day Average SOFR) ×-2.75+ <br> 15.95% (c) | 5.94% | 06/20/55 | 4653098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7853588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-131, Class ST, (30 Day Average SOFR) ×-1.80+ <br> 10.89% (c) | 4.34% | 08/20/55 | 6867774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15018974 | &nbsp;&nbsp;&nbsp; Series 2025-164, Class PO, PO | (d) | 08/20/54 | 11894395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2960190 | &nbsp;&nbsp;&nbsp; Series 2025-192, Class GZ | 4.00% | 11/20/55 | 2402910 |
|  |  |  |  | 419475762 |
|  | **Commercial Mortgage-Backed Securities — 1.7%** | **Commercial Mortgage-Backed Securities — 1.7%** | **Commercial Mortgage-Backed Securities — 1.7%** |  |
|  | Federal Home Loan Mortgage Corporation Multiclass Certificates |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5795000 | &nbsp;&nbsp;&nbsp; Series 2020-RR07, Class BX, IO (f) | 2.61% | 10/27/28 | 274020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5778199 | &nbsp;&nbsp;&nbsp; Series 2020-RR14, Class X, IO (g) | 2.13% | 03/27/34 | 712670 |
|  | &nbsp;&nbsp; Federal Home Loan Mortgage Corporation Multifamily PC REMIC <br> Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 23500000 | &nbsp;&nbsp;&nbsp; Series 2019-RR01, Class X, IO (f) | 1.53% | 06/25/28 | 592136 |
|  | &nbsp;&nbsp; Federal Home Loan Mortgage Corporation Multifamily Structured <br> Pass Through Certificates |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4950000 | &nbsp;&nbsp;&nbsp; Series 2019-K094, Class XAM, IO (g) | 1.28% | 06/25/29 | 166029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5224346 | &nbsp;&nbsp;&nbsp; Series 2019-K097, Class X1, IO (g) | 1.21% | 07/25/29 | 158975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 23504124 | &nbsp;&nbsp;&nbsp; Series 2019-K101, Class X1, IO (f) | 0.94% | 10/25/29 | 581243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321444 | &nbsp;&nbsp;&nbsp; Series 2019-K103, Class A1 | 2.31% | 06/25/29 | 312462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2155386 | &nbsp;&nbsp;&nbsp; Series 2019-K736, Class X1, IO (g) | 1.37% | 07/25/26 | 1993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217105 | &nbsp;&nbsp;&nbsp; Series 2019-K1510, Class A3 | 3.79% | 01/25/34 | 205574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 669699 | &nbsp;&nbsp;&nbsp; Series 2019-K1510, Class X1, IO (g) | 0.63% | 01/25/34 | 17727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 26409908 | &nbsp;&nbsp;&nbsp; Series 2019-K1512, Class X1, IO (g) | 1.05% | 04/25/34 | 1267528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 24725621 | &nbsp;&nbsp;&nbsp; Series 2020-K104, Class X1, IO (g) | 1.23% | 01/25/30 | 872033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5200000 | &nbsp;&nbsp;&nbsp; Series 2020-K104, Class XAM, IO (g) | 1.50% | 01/25/30 | 248898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 18666931 | &nbsp;&nbsp;&nbsp; Series 2020-K110, Class X1, IO (g) | 1.75% | 04/25/30 | 985569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 33738479 | &nbsp;&nbsp;&nbsp; Series 2020-K115, Class X1, IO (g) | 1.41% | 06/25/30 | 1547260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7723559 | &nbsp;&nbsp;&nbsp; Series 2020-K116, Class X1, IO (g) | 1.51% | 07/25/30 | 371380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8289312 | &nbsp;&nbsp;&nbsp; Series 2020-K118, Class X1, IO (g) | 1.04% | 09/25/30 | 287571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 71184003 | &nbsp;&nbsp;&nbsp; Series 2020-K120, Class X1, IO (g) | 1.12% | 10/25/30 | 2645532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399066 | &nbsp;&nbsp;&nbsp; Series 2020-K1517, Class X1, IO (g) | 1.43% | 07/25/35 | 34941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8385615 | &nbsp;&nbsp;&nbsp; Series 2020-KG03, Class X1, IO (g) | 1.46% | 06/25/30 | 378335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9625660 | &nbsp;&nbsp;&nbsp; Series 2020-KG04, Class X1, IO (g) | 0.93% | 11/25/30 | 296393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 29690009 | &nbsp;&nbsp;&nbsp; Series 2021-K130, Class X1, IO (g) | 1.14% | 06/25/31 | 1303451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 91922399 | &nbsp;&nbsp;&nbsp; Series 2021-K132, Class X1, IO (g) | 0.60% | 08/25/31 | 2100960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2161651 | &nbsp;&nbsp;&nbsp; Series 2021-K743, Class X1, IO (g) | 1.00% | 05/25/28 | 34801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 16603728 | &nbsp;&nbsp;&nbsp; Series 2021-KG05, Class X1, IO (g) | 0.40% | 01/25/31 | 202393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266873 | &nbsp;&nbsp;&nbsp; Series 2022-K142, Class A1 | 2.40% | 12/25/31 | 249615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486023 | &nbsp;&nbsp;&nbsp; Series 2022-K152, Class A1 | 3.78% | 01/25/32 | 481227 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** |  |
|  | &nbsp;&nbsp; Federal Home Loan Mortgage Corporation Multifamily Structured <br> Pass Through Certificates (Continued) |  |  |  |
| $116788000 | &nbsp;&nbsp;&nbsp; Series 2024-K164, Class XAM, IO (g) | 0.46% | 06/25/34 | $2637704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4437000 | &nbsp;&nbsp;&nbsp; Series 2024-K165, Class XAM, IO (g) | 1.09% | 09/25/34 | 298601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 22349000 | &nbsp;&nbsp;&nbsp; Series 2024-K167, Class XAM, IO (g) | 0.55% | 11/25/34 | 642758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 919000 | &nbsp;&nbsp;&nbsp; Series 2024-K757, Class XAM, IO (g) | 1.18% | 08/25/31 | 42996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp; Series 2024-KJ51, Class A2 | 4.70% | 01/25/32 | 326174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 71353401 | &nbsp;&nbsp;&nbsp; Series 2025-K541, Class X1, IO (g) | 0.81% | 02/25/30 | 1595548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 71830863 | &nbsp;&nbsp;&nbsp; Series 2025-K546, Class X1, IO (g) | 1.06% | 05/25/30 | 2300470 |
|  | &nbsp;&nbsp; Federal National Mortgage Association Alternative Credit <br> Enhancement Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357511 | &nbsp;&nbsp;&nbsp; Series 2024-M3, Class Z (g) | 4.66% | 04/25/53 | 303531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8952605 | &nbsp;&nbsp;&nbsp; Series 2026-M4, Class Z (g) | 2.98% | 04/25/52 | 5474372 |
|  | Government National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10873549 | &nbsp;&nbsp;&nbsp; Series 2021-31, Class IO, IO (g) | 0.94% | 01/16/61 | 741298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 29829098 | &nbsp;&nbsp;&nbsp; Series 2024-32, Class IO, IO (g) | 0.70% | 06/16/63 | 1566174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13014597 | &nbsp;&nbsp;&nbsp; Series 2025-21, Class IO, IO (g) | 0.95% | 04/16/65 | 915842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 24156798 | &nbsp;&nbsp;&nbsp; Series 2025-153, Class IO, IO (g) | 0.85% | 09/16/67 | 1812417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 68672551 | &nbsp;&nbsp;&nbsp; Series 2025-206, Class IO, IO (g) | 0.80% | 04/16/64 | 4149278 |
|  |  |  |  | 39137879 |
|  | **Pass-Through Securities — 12.9%** | **Pass-Through Securities — 12.9%** | **Pass-Through Securities — 12.9%** |  |
|  | Federal Home Loan Mortgage Corporation | Federal Home Loan Mortgage Corporation | Federal Home Loan Mortgage Corporation | Federal Home Loan Mortgage Corporation |
| &nbsp;&nbsp;&nbsp;&nbsp; 1948178 | &nbsp;&nbsp;&nbsp; Pool Q43173  | 3.00% | 09/01/46 | 1751671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 748854 | &nbsp;&nbsp;&nbsp; Pool RB5112  | 2.50% | 05/01/41 | 675475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5360025 | &nbsp;&nbsp;&nbsp; Pool RB5126  | 2.50% | 09/01/41 | 4823252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1652123 | &nbsp;&nbsp;&nbsp; Pool RE6076  | 2.00% | 12/01/50 | 1300314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2158534 | &nbsp;&nbsp;&nbsp; Pool SD0257  | 3.00% | 01/01/50 | 1892900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3200396 | &nbsp;&nbsp;&nbsp; Pool SD7309  | 4.00% | 02/01/45 | 3065341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555178 | &nbsp;&nbsp;&nbsp; Pool SD7550  | 3.00% | 02/01/52 | 495509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5103001 | &nbsp;&nbsp;&nbsp; Pool SL0847  | 3.50% | 04/01/49 | 4711777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 885403 | &nbsp;&nbsp;&nbsp; Pool ZS9776  | 3.50% | 08/01/46 | 824445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3815302 | &nbsp;&nbsp;&nbsp; Pool ZT0794  | 4.50% | 10/01/48 | 3743470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 16130523 | &nbsp;&nbsp;&nbsp; Pool ZT2264  | 4.00% | 03/01/44 | 15607174 |
|  | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445623 | &nbsp;&nbsp;&nbsp; Pool 310208  | 3.00% | 03/01/48 | 393003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437382 | &nbsp;&nbsp;&nbsp; Pool 310211  | 3.50% | 07/01/48 | 402791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3573692 | &nbsp;&nbsp;&nbsp; Pool AL8400  | 3.00% | 08/01/43 | 3270428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5245584 | &nbsp;&nbsp;&nbsp; Pool AL9394  | 3.00% | 11/01/46 | 4672668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3421532 | &nbsp;&nbsp;&nbsp; Pool AS5843  | 4.00% | 09/01/45 | 3266824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227173 | &nbsp;&nbsp;&nbsp; Pool BF0207  | 4.50% | 04/01/47 | 224091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2179528 | &nbsp;&nbsp;&nbsp; Pool BM4629  | 4.00% | 10/01/48 | 2055944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4285772 | &nbsp;&nbsp;&nbsp; Pool BM6210  | 3.50% | 12/01/47 | 3947289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8776677 | &nbsp;&nbsp;&nbsp; Pool BM6429  | 3.00% | 09/01/48 | 7740667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1593598 | &nbsp;&nbsp;&nbsp; Pool BM7345  | 4.50% | 03/01/50 | 1510213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316944 | &nbsp;&nbsp;&nbsp; Pool BM7521  | 3.50% | 10/01/48 | 293904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3543340 | &nbsp;&nbsp;&nbsp; Pool BM7687  | 3.00% | 11/01/46 | 3206579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4460341 | &nbsp;&nbsp;&nbsp; Pool BM7699  | 3.50% | 02/01/47 | 4183023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3479312 | &nbsp;&nbsp;&nbsp; Pool BM7914  | 2.00% | 03/01/52 | 2738428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6772643 | &nbsp;&nbsp;&nbsp; Pool CA7695  | 1.50% | 11/01/50 | 5197712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4728898 | &nbsp;&nbsp;&nbsp; Pool FA0606  | 3.50% | 09/01/47 | 4449112 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Pass-Through Securities (Continued)** | **Pass-Through Securities (Continued)** | **Pass-Through Securities (Continued)** |  |
|  | Federal National Mortgage Association (Continued) | Federal National Mortgage Association (Continued) | Federal National Mortgage Association (Continued) | Federal National Mortgage Association (Continued) |
| $2713402 | &nbsp;&nbsp;&nbsp; Pool FA0983  | 4.00% | 11/01/50 | $2576378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9238733 | &nbsp;&nbsp;&nbsp; Pool FA1024  | 2.50% | 05/01/51 | 7774807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9528059 | &nbsp;&nbsp;&nbsp; Pool FA1265  | 4.50% | 12/01/50 | 9347754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1996989 | &nbsp;&nbsp;&nbsp; Pool FM9416  | 3.50% | 07/01/45 | 1863500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8177929 | &nbsp;&nbsp;&nbsp; Pool FM9645  | 4.50% | 11/01/49 | 8024868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337524 | &nbsp;&nbsp;&nbsp; Pool FM9712  | 3.50% | 11/01/50 | 313886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2562688 | &nbsp;&nbsp;&nbsp; Pool FP0122  | 4.50% | 07/01/51 | 2499513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5565456 | &nbsp;&nbsp;&nbsp; Pool FS0704  | 4.00% | 03/01/47 | 5322457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4219827 | &nbsp;&nbsp;&nbsp; Pool FS1046  | 4.50% | 11/01/49 | 4143171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4025049 | &nbsp;&nbsp;&nbsp; Pool FS6440  | 4.00% | 10/01/48 | 3834200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11247831 | &nbsp;&nbsp;&nbsp; Pool FS8780  | 3.00% | 07/01/50 | 10106836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13233348 | &nbsp;&nbsp;&nbsp; Pool FS8862  | 3.50% | 05/01/48 | 12340054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5289205 | &nbsp;&nbsp;&nbsp; Pool FS9392  | 3.50% | 05/01/49 | 4894029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1071304 | &nbsp;&nbsp;&nbsp; Pool MA1582  | 3.50% | 09/01/43 | 1004543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2180060 | &nbsp;&nbsp;&nbsp; Pool MA4025  | 2.50% | 05/01/50 | 1814189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374547 | &nbsp;&nbsp;&nbsp; Pool MA4319  | 2.00% | 04/01/51 | 294791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6335631 | &nbsp;&nbsp;&nbsp; Pool MA4320  | 2.50% | 04/01/51 | 5225165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1269000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 4.00% | 06/15/41 | 1235878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7845000 | &nbsp;&nbsp;&nbsp; Pool TBA (h) | 4.00% | 05/01/56 | 7358059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 33487000 | &nbsp;&nbsp;&nbsp; Pool TBA (h) | 4.50% | 05/01/56 | 32215835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5115000 | &nbsp;&nbsp;&nbsp; Pool TBA (h) | 3.50% | 05/15/56 | 4656546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4933000 | &nbsp;&nbsp;&nbsp; Pool TBA (h) | 5.50% | 05/15/56 | 4958309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36000 | &nbsp;&nbsp;&nbsp; Pool TBA (h) | 2.50% | 06/15/56 | 30138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9630000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 3.50% | 06/15/56 | 8760851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11799000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 5.50% | 06/15/56 | 11845709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6610000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 4.00% | 07/15/56 | 6186806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 28550000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 5.50% | 07/15/56 | 28634025 |
|  | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp;&nbsp;&nbsp; 22725868 | &nbsp;&nbsp;&nbsp; Pool MA7192  | 2.00% | 02/20/51 | 18721883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2511000 | &nbsp;&nbsp;&nbsp; Pool TBA (h) | 4.00% | 05/15/56 | 2343324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8653000 | &nbsp;&nbsp;&nbsp; Pool TBA (h) | 3.50% | 06/15/56 | 7814741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2501000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 4.50% | 06/15/56 | 2409753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1257000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 4.00% | 07/15/56 | 1171932 |
|  |  |  |  | 306167934 |
|  | **Total U.S. Government Agency Mortgage-Backed Securities** | **Total U.S. Government Agency Mortgage-Backed Securities** | **Total U.S. Government Agency Mortgage-Backed Securities** | 764781575 |
|  | (Cost $761,347,642) | (Cost $761,347,642) | (Cost $761,347,642) |  |
| **MORTGAGE-BACKED SECURITIES — 20.1%** | **MORTGAGE-BACKED SECURITIES — 20.1%** | **MORTGAGE-BACKED SECURITIES — 20.1%** | **MORTGAGE-BACKED SECURITIES — 20.1%** | **MORTGAGE-BACKED SECURITIES — 20.1%** |
|  | **Collateralized Mortgage Obligations — 15.1%** | **Collateralized Mortgage Obligations — 15.1%** | **Collateralized Mortgage Obligations — 15.1%** |  |
|  | Arroyo Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81605 | &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1A (e) | 1.66% | 03/25/55 | 79764 |
|  | BRAVO Residential Funding Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2019-1, Class A3 (e) | 3.50% | 03/25/58 | 427984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142340 | &nbsp;&nbsp;&nbsp; Series 2019-2, Class A3 (e) | 3.50% | 10/25/44 | 136747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 982330 | &nbsp;&nbsp;&nbsp; Series 2022-NQM1, Class A1 (e) | 4.63% | 09/25/61 | 968386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1114979 | &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class A1 (a) (e) | 5.57% | 03/25/65 | 1121944 |
|  | Chase Home Lending Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575056 | &nbsp;&nbsp;&nbsp; Series 2019-ATR2, Class B1 (e) (g) | 3.99% | 07/25/49 | 535817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367040 | &nbsp;&nbsp;&nbsp; Series 2019-ATR2, Class B2 (e) (g) | 3.99% | 07/25/49 | 341122 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | Chase Home Lending Mortgage Trust (Continued) |  |  |  |
| $1378896 | &nbsp;&nbsp;&nbsp; Series 2025-8, Class A11, 30 Day Average SOFR + 1.30% (b) (e) | 4.95% | 06/25/56 | $1383807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2464296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-10, Class A11, 30 Day Average SOFR + <br> 1.30% (b) (e) | 4.95% | 07/25/56 | 2471128 |
|  | Chase Mortgage Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5008672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-CINV1, Class A11, 30 Day Average SOFR + <br> 1.20% (b) (e) | 4.85% | 01/25/57 | 5016451 |
|  | CIM Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3330625 | &nbsp;&nbsp;&nbsp; Series 2019-INV3, Class B1A (e) | 4.64% | 08/25/49 | 3231736 |
|  | Citigroup Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313796 | &nbsp;&nbsp;&nbsp; Series 2014-A, Class B3 (e) (g) | 5.48% | 01/25/35 | 312532 |
|  | COLT Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593113 | &nbsp;&nbsp;&nbsp; Series 2021-6, Class A1 (e) | 1.91% | 12/25/66 | 545720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1508064 | &nbsp;&nbsp;&nbsp; Series 2025-4, Class A1, steps up to 6.79% on 05/01/2029 (a) (e) | 5.79% | 04/25/70 | 1522370 |
|  | Connecticut Avenue Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2255354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R05, Class 2A1, 30 Day Average SOFR + <br> 1.00% (b) (e) | 4.65% | 07/25/44 | 2259217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1904788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R01, Class 1A1, 30 Day Average SOFR + <br> 0.95% (b) (e) | 4.60% | 01/25/45 | 1906739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1911828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1A1, 30 Day Average SOFR + <br> 1.00% (b) (e) | 4.65% | 02/25/45 | 1915593 |
|  | Credit Suisse Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635854 | &nbsp;&nbsp;&nbsp; Series 2018-RPL9, Class A (e) | 3.85% | 09/25/57 | 611544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189241 | &nbsp;&nbsp;&nbsp; Series 2019-AFC1, Class A1 (a) (e) | 3.57% | 07/25/49 | 184475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1538227 | &nbsp;&nbsp;&nbsp; Series 2021-RPL6, Class A1 (e) | 2.00% | 10/25/60 | 1392307 |
|  | Cross Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1492940 | &nbsp;&nbsp;&nbsp; Series 2025-H3, Class A1 (e) | 5.88% | 04/25/70 | 1508007 |
|  | CSMC Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2497717 | &nbsp;&nbsp;&nbsp; Series 2018-J1, Class A2 (e) | 3.50% | 02/25/48 | 2264259 |
|  | Ellington Financial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289000 | &nbsp;&nbsp;&nbsp; Series 2019-2, Class M1 (e) | 3.47% | 11/25/59 | 279005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1622323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-INV2, Class A1, steps up to 6.04% <br> on 09/01/2028 (a) (e) | 5.04% | 10/25/69 | 1619350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3843876 | &nbsp;&nbsp;&nbsp; Series 2025-NQM6, Class A1 (e) (f) | 5.00% | 12/25/70 | 3834567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2678483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-AE1, Class A29, 30 Day Average SOFR + <br> 1.15% (b) (e) | 4.80% | 11/25/60 | 2680398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3483418 | &nbsp;&nbsp;&nbsp; Series 2026-NQM3, Class A1 (e) (f) | 5.03% | 03/25/71 | 3475836 |
|  | FARM Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2594211 | &nbsp;&nbsp;&nbsp; Series 2024-1, Class A (e) (g) | 4.68% | 10/01/53 | 2510341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293284 | &nbsp;&nbsp;&nbsp; Series 2024-2, Class A (e) (g) | 5.16% | 08/01/54 | 286433 |
|  | Flagstar Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2041324 | &nbsp;&nbsp;&nbsp; Series 2018-2, Class B1 (e) (g) | 4.00% | 04/25/48 | 1888145 |
|  | GCAT Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358676 | &nbsp;&nbsp;&nbsp; Series 2019-RPL1, Class A1 (e) | 2.65% | 10/25/68 | 351106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9634256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-INV5, Class A28, 30 Day Average SOFR + <br> 1.50% (b) (e) | 5.15% | 12/25/55 | 9685063 |
|  | GS Mortgage-Backed Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142036 | &nbsp;&nbsp;&nbsp; Series 2020-NQM1, Class A3 (e) | 2.35% | 09/27/60 | 136262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp; Series 2022-LTV1, Class A14 (e) | 3.00% | 06/25/52 | 6501235 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | GS Mortgage-Backed Securities Trust (Continued) |  |  |  |
| $4324817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-PJ11, Class A27, 30 Day Average SOFR + <br> 1.35% (b) (e) | 5.00% | 05/25/56 | $4331316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1405358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-PJ1, Class A27, 30 Day Average SOFR + <br> 1.25% (b) (e) | 4.90% | 06/25/56 | 1404141 |
|  | HOMES Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5310487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-AFC1, Class A1, steps up to 6.22% <br> on 09/01/2028 (a) (e) | 5.22% | 08/25/59 | 5323180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2304941 | &nbsp;&nbsp;&nbsp; Series 2024-AFC2, Class A1 (e) | 5.58% | 10/25/59 | 2316559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1778287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-AFC2, Class A1A, steps up to 6.47% <br> on 06/01/2029 (a) (e) | 5.47% | 06/25/60 | 1787285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3652660 | &nbsp;&nbsp;&nbsp; Series 2025-AFC4, Class A1 (e) (f) | 5.15% | 11/25/60 | 3652580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8119499 | &nbsp;&nbsp;&nbsp; Series 2026-AFC1, Class A1 (e) (f) | 4.85% | 02/25/61 | 8076909 |
|  | JP Morgan Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 676046 | &nbsp;&nbsp;&nbsp; Series 2017-6, Class A7 (e) | 3.50% | 12/25/48 | 614670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1077168 | &nbsp;&nbsp;&nbsp; Series 2019-6, Class B1 (e) (g) | 4.26% | 12/25/49 | 1012788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-INV1, Class A11, 1 Mo. CME Term SOFR + CSA + <br> 0.95% (b) (e) | 4.72% | 09/25/49 | 281803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1582868 | &nbsp;&nbsp;&nbsp; Series 2019-INV1, Class B1 (e) (g) | 4.93% | 09/25/49 | 1543799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 805268 | &nbsp;&nbsp;&nbsp; Series 2019-INV3, Class A13 (e) | 3.50% | 05/25/50 | 730854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474455 | &nbsp;&nbsp;&nbsp; Series 2019-INV3, Class A3 (e) | 3.50% | 05/25/50 | 430611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471092 | &nbsp;&nbsp;&nbsp; Series 2020-LTV2, Class B1 (e) (g) | 4.00% | 11/25/50 | 429639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-3, Class A1C, steps up to 6.64% <br> on 04/01/2029 (a) (e) | 5.64% | 09/25/55 | 5127367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5MPR, Class A1C, steps up to 6.82% <br> on 05/01/2029 (a) (e) | 5.82% | 11/25/55 | 4996296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7460373 | &nbsp;&nbsp;&nbsp; Series 2026-1, Class A11, 30 Day Average SOFR + 1.10% (b) (e) | 4.75% | 07/25/56 | 7416933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp; Series 2026-LTV1, Class A1 (e) (f) | 5.42% | 09/25/56 | 5005899 |
|  | MetLife Securitization Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307125 | &nbsp;&nbsp;&nbsp; Series 2018-1A, Class A (e) | 3.75% | 03/25/57 | 298054 |
|  | MFRA Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1501922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-INV2, Class A1, steps up to 7.78% <br> on 09/01/2027 (a) (e) | 6.78% | 10/25/58 | 1509723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4313440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-NQM3, Class A1, steps up to 6.72% <br> on 12/01/2028 (a) (e) | 5.72% | 12/25/69 | 4343393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1559114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class A1, steps up to 6.44% <br> on 02/01/2029 (a) (e) | 5.44% | 03/25/70 | 1563881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3706900 | &nbsp;&nbsp;&nbsp; Series 2025-NQM5, Class A1 (e) (f) | 5.19% | 11/25/70 | 3711057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5874362 | &nbsp;&nbsp;&nbsp; Series 2026-NQM1, Class A1 (e) (f) | 5.05% | 02/25/71 | 5861091 |
|  | Morgan Stanley Residential Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 905665 | &nbsp;&nbsp;&nbsp; Series 2025-SPL1, Class A1 (e) (f) | 4.25% | 02/25/65 | 882849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4786290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-INV1, Class A9, 30 Day Average SOFR + <br> 1.15% (b) (e) | 4.80% | 02/25/61 | 4793513 |
|  | New Residential Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1741912 | &nbsp;&nbsp;&nbsp; Series 2016-3A, Class B1 (e) | 4.00% | 09/25/56 | 1705373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5849475 | &nbsp;&nbsp;&nbsp; Series 2018-3A, Class A1 (e) | 4.50% | 05/25/58 | 5700301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2785436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-4A, Class A1S, 1 Mo. CME Term SOFR + CSA + <br> 0.75% (b) (e) | 4.52% | 01/25/48 | 2751696 |
|  | OBX Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4163761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-1, Class A2, 1 Mo. CME Term SOFR + <br> 0.76% (b) (e) | 4.42% | 06/25/57 | 4133969 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | OBX Trust (Continued) |  |  |  |
| $508306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-EXP3, Class 2A1B, 1 Mo. CME Term SOFR + CSA <br> + 0.90% (b) (e) | 4.67% | 10/25/59 | $508514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp; Series 2022-NQM2, Class A1B (a) (e) | 4.38% | 01/25/62 | 1862677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1507015 | &nbsp;&nbsp;&nbsp; Series 2025-NQM13, Class A1 (e) (f) | 5.44% | 05/25/65 | 1515366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4867209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-INV1, Class AF, 30 Day Average SOFR + <br> 1.35% (b) (e) | 5.00% | 02/25/56 | 4874696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 14453649 | &nbsp;&nbsp;&nbsp; Series 2026-J1, Class AF, 30 Day Average SOFR + 1.35% (b) (e) | 5.00% | 02/25/56 | 14474992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-NQM4, Class A1LC, steps up to 6.23% <br> on 03/01/2030 (a) (e) | 5.23% | 02/25/66 | 4602639 |
|  | Onslow Bay Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264032 | &nbsp;&nbsp;&nbsp; Series 2021-NQM4, Class A1 (e) | 1.96% | 10/25/61 | 226803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1799274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM6, Class A1, steps up to 6.60% <br> on 03/01/2029 (a) (e) | 5.60% | 03/25/65 | 1813739 |
|  | PMT Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 16452339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-CNF1, Class A35, 30 Day Average SOFR + <br> 1.35% (b) (e) | 5.00% | 10/25/56 | 16491265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4005510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-CNF2, Class A26, 30 Day Average SOFR + <br> 1.40% (b) (e) | 5.05% | 01/25/57 | 4023591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5025660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-INV9, Class A34, 30 Day Average SOFR + <br> 1.30% (b) (e) | 4.95% | 09/01/56 | 5054231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1982891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-CNF3, Class A23, 30 Day Average SOFR + <br> 1.45% (b) (e) | 5.10% | 04/25/57 | 1984060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-CNF4, Class A23, 30 Day Average SOFR + <br> 1.35% (b) (e) | 4.99% | 05/25/57 | 3007232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9833559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-INV1, Class A36, 30 Day Average SOFR + <br> 1.30% (b) (e) | 4.95% | 01/25/57 | 9844716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10834233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-INV2, Class A35, 30 Day Average SOFR + <br> 1.15% (b) (e) | 4.80% | 01/25/57 | 10877293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4933628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-INV3, Class A36, 30 Day Average SOFR + <br> 1.35% (b) (e) | 5.00% | 02/25/57 | 4937280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4770448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-J1, Class A25, 30 Day Average SOFR + <br> 1.15% (b) (e) | 4.80% | 01/25/57 | 4745621 |
|  | PRKCM Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3451455 | &nbsp;&nbsp;&nbsp; Series 2022-AFC2, Class A1 (e) | 5.34% | 08/25/57 | 3445922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2918597 | &nbsp;&nbsp;&nbsp; Series 2025-AFC2, Class A1 (e) (f) | 5.02% | 12/25/60 | 2909429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1877543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HOME1, Class A1A, steps up to 6.55% <br> on 03/01/2029 (a) (e) | 5.55% | 02/25/60 | 1886995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 797258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HOME1, Class A1B, steps up to 6.65% <br> on 03/01/2029 (a) (e) | 5.65% | 02/25/60 | 801043 |
|  | PRPM LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RCF1, Class A2, steps up to 5.00% <br> on 01/25/2028 (a) (e) | 4.00% | 01/25/54 | 3281200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RCF1, Class A3, steps up to 5.00% <br> on 01/25/2028 (a) (e) | 4.00% | 01/25/54 | 2872582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RCF2, Class A2, steps up to 4.75% <br> on 03/25/2028 (a) (e) | 3.75% | 03/25/54 | 2824684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3039000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RCF4, Class A2, steps up to 5.00% <br> on 07/25/2028 (a) (e) | 4.00% | 07/25/54 | 2961522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2096000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RCF5, Class A2, steps up to 5.00% <br> on 08/25/2028 (a) (e) | 4.00% | 08/25/54 | 2040558 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | PRPM LLC (Continued) |  |  |  |
| $694574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RPL2, Class A1, steps up to 4.50% <br> on 05/25/2028 (a) (e) | 3.50% | 05/25/54 | $678811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RPL3, Class A1, steps up to 5.00% <br> on 11/25/2028 (a) (e) | 4.00% | 11/25/54 | 219395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RPL4, Class A1, steps up to 5.00% <br> on 12/25/2028 (a) (e) | 4.00% | 12/25/54 | 506827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1228141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-RCF4, Class A1, steps up to 5.50% <br> on 08/01/2029 (a) (e) | 4.50% | 08/25/55 | 1209490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1371125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-RCF5, Class A1, steps up to 5.84% <br> on 10/01/2029 (a) (e) | 4.84% | 10/25/55 | 1360554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3571857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-RCF6, Class A1, steps up to 5.94% <br> on 12/01/2029 (a) (e) | 4.94% | 12/25/55 | 3543060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1167220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-RPL3, Class A1, steps up to 4.25% <br> on 04/01/2028 (a) (e) | 3.25% | 04/25/55 | 1131507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1967607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-RPL4, Class A1, steps up to 4.00% <br> on 05/01/2029 (a) (e) | 3.00% | 05/25/55 | 1872139 |
|  | PRPM Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-NQM3, Class A1, steps up to 7.22% <br> on 01/01/2028 (a) (e) | 6.22% | 11/25/68 | 570792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2429909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1, steps up to 6.69% <br> on 05/01/2029 (a) (e) | 5.69% | 04/25/70 | 2444940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2177388 | &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class A1 (e) (f) |  | 05/25/70 | 2188402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4467301 | &nbsp;&nbsp;&nbsp; Series 2025-NQM6, Class A1 (e) (f) | 4.99% | 12/25/70 | 4447487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6087536 | &nbsp;&nbsp;&nbsp; Series 2026-NQM1, Class A1 (e) (f) | 5.13% | 02/25/71 | 6077931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1666650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-NQM2, Class A1LC, steps up to 6.264% <br> on 05/01/2030 (a) (e) | 5.26% | 04/25/71 | 1665931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10873774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-RCF1, Class A1, steps up to 5.85% <br> on 01/01/2030 (a) (e) | 4.85% | 01/25/56 | 10822755 |
|  | Rate Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8345349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-J3, Class A27, 30 Day Average SOFR + <br> 1.55% (b) (e) | 5.20% | 11/25/55 | 8402017 |
|  | RUN Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3519551 | &nbsp;&nbsp;&nbsp; Series 2022-NQM1, Class A1 (e) | 5.00% | 03/25/67 | 3450408 |
|  | Santander Mortgage Asset Receivable Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2858351 | &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1 (a) (e) | 5.73% | 02/25/65 | 2880681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-NQM3, Class A1LC, steps up to 6.23% <br> on 03/01/2030 (a) (e) | 5.23% | 03/25/66 | 2111166 |
|  | Sequoia Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4574580 | &nbsp;&nbsp;&nbsp; Series 2026-HYB1, Class A1B (e) | 4.67% | 04/25/56 | 4478687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5970174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-INV2, Class A26F, 30 Day Average SOFR + <br> 1.50% (b) (e) | 5.15% | 04/25/56 | 5973371 |
|  | Starwood Mortgage Residential Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1690316 | &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1 (e) | 5.16% | 03/25/67 | 1686216 |
|  | Towd Point Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1480086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-HY2, Class A1, 1 Mo. CME Term SOFR + CSA + <br> 1.00% (b) (e) | 4.77% | 05/25/58 | 1507832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1973236 | &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1 (e) | 3.75% | 07/25/62 | 1874936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1705976 | &nbsp;&nbsp;&nbsp; Series 2022-2, Class A1 (e) | 3.75% | 07/01/62 | 1609038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3413068 | &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1 (e) | 3.75% | 08/01/62 | 3229451 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | TRK Trust |  |  |  |
| $2748616 | &nbsp;&nbsp;&nbsp; Series 2021-INV1, Class A1 (e) | 1.15% | 07/25/56 | $2489048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2103702 | &nbsp;&nbsp;&nbsp; Series 2022-INV1, Class A1 (e) | 2.58% | 02/25/57 | 1971564 |
|  | Verus Securitization Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2282260 | &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1 (e) | 3.72% | 01/25/67 | 2158838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2304839 | &nbsp;&nbsp;&nbsp; Series 2022-2, Class A1 (a) (e) | 4.26% | 02/25/67 | 2225322 |
|  | Vista Point Securitization Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1609911 | &nbsp;&nbsp;&nbsp; Series 2020-1, Class M1 (e) | 4.15% | 03/25/65 | 1603167 |
|  | Wells Fargo Mortgage Backed Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2111024 | &nbsp;&nbsp;&nbsp; Series 2018-1, Class B1 (e) (g) | 3.64% | 07/25/47 | 2005658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113677 | &nbsp;&nbsp;&nbsp; Series 2019-1, Class A1 (e) | 3.92% | 11/25/48 | 107647 |
|  |  |  |  | 357496637 |
|  | **Commercial Mortgage-Backed Securities — 5.0%** | **Commercial Mortgage-Backed Securities — 5.0%** | **Commercial Mortgage-Backed Securities — 5.0%** |  |
|  | 2023-MIC Trust (The) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2330000 | &nbsp;&nbsp;&nbsp; Series 2023-MIC, Class A (e) (g) | 8.73% | 12/05/38 | 2483036 |
|  | Arbor Multifamily Mortgage Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp; Series 2020-MF1, Class A4 (e) | 2.50% | 05/15/53 | 5595272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp; Series 2020-MF1, Class AS (e) | 3.06% | 05/15/53 | 116474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3130637 | &nbsp;&nbsp;&nbsp; Series 2020-MF1, Class XA, IO (e) (g) | 1.04% | 05/15/53 | 92590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1860000 | &nbsp;&nbsp;&nbsp; Series 2021-MF2, Class A4 (e) | 2.25% | 06/15/54 | 1665921 |
|  | BANK |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 28396729 | &nbsp;&nbsp;&nbsp; Series 2019-BN19, Class XA, IO (g) | 1.07% | 08/15/61 | 711719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp; Series 2020-BN26, Class A3 | 2.16% | 03/15/63 | 300488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4771694 | &nbsp;&nbsp;&nbsp; Series 2020-BN26, Class XA, IO (g) | 1.31% | 03/15/63 | 158556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1486830 | &nbsp;&nbsp;&nbsp; Series 2020-BN29, Class A4 | 2.00% | 11/15/53 | 1313933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6853467 | &nbsp;&nbsp;&nbsp; Series 2020-BN29, Class XA, IO (g) | 1.40% | 11/15/53 | 323181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 53373157 | &nbsp;&nbsp;&nbsp; Series 2025-BNK49, Class XA, IO (g) | 0.83% | 03/15/58 | 2433757 |
|  | BBCMS Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3772000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-TALL, Class A, 1 Mo. CME Term SOFR + CSA + <br> 0.87% (b) (e) | 4.57% | 03/15/37 | 3570647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2800000 | &nbsp;&nbsp;&nbsp; Series 2020-C8, Class A5 | 2.04% | 10/15/53 | 2505611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 51801963 | &nbsp;&nbsp;&nbsp; Series 2025-C35, Class XA, IO (g) | 0.86% | 07/15/58 | 2543290 |
|  | Benchmark Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8610797 | &nbsp;&nbsp;&nbsp; Series 2020-B21, Class XA, IO (g) | 1.51% | 12/17/53 | 429543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2700000 | &nbsp;&nbsp;&nbsp; Series 2021-B25, Class A4 | 2.27% | 04/15/54 | 2467633 |
|  | BMO Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115000 | &nbsp;&nbsp;&nbsp; Series 2023-C6, Class ASB | 6.21% | 09/15/56 | 121741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2250000 | &nbsp;&nbsp;&nbsp; Series 2023-C7, Class A5 | 6.16% | 12/15/56 | 2384471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5823886 | &nbsp;&nbsp;&nbsp; Series 2024-5C3, Class XA, IO (g) | 1.35% | 02/15/57 | 151781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 665000 | &nbsp;&nbsp;&nbsp; Series 2025-C11, Class ASB | 5.68% | 02/15/58 | 696230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3091000 | &nbsp;&nbsp;&nbsp; Series 2025-C12, Class ASB | 5.76% | 06/15/58 | 3235367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 35988476 | &nbsp;&nbsp;&nbsp; Series 2025-C13, Class XA, IO (g) | 1.22% | 10/15/58 | 2723946 |
|  | BOCA Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-BOCA, Class A, 1 Mo. CME Term SOFR + <br> 1.60% (b) (e) | 5.25% | 12/15/42 | 1353844 |
|  | BSTN Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1749000 | &nbsp;&nbsp;&nbsp; Series 2025-1C, Class A (e) (g) | 5.55% | 06/15/44 | 1784683 |
|  | BWAY Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2190000 | &nbsp;&nbsp;&nbsp; Series 2025-1535, Class A (e) (g) | 6.52% | 05/05/42 | 2216819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 765000 | &nbsp;&nbsp;&nbsp; Series 2025-1535, Class B (e) (g) | 7.71% | 05/05/42 | 795499 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** |  |
|  | BX Commercial Mortgage Trust |  |  |  |
| $3081000 | &nbsp;&nbsp;&nbsp; Series 2020-VIV4, Class A (e) | 2.84% | 03/09/44 | $2865226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-CSMO, Class A, 1 Mo. CME Term SOFR + <br> 1.40% (b) (e) | 5.05% | 02/15/43 | 1217536 |
|  | BX Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DELC, Class A, 1 Mo. CME Term SOFR + <br> 1.55% (b) (e) | 5.20% | 12/15/42 | 4009975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-GW, Class A, 1 Mo. CME Term SOFR + <br> 1.60% (b) (e) | 5.26% | 07/15/42 | 2004210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2438000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class A, 1 Mo. CME Term SOFR + <br> 1.70% (b) (e) | 5.35% | 12/15/44 | 2440717 |
|  | Cantor Commercial Real Estate Lending |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1449083 | &nbsp;&nbsp;&nbsp; Series 2019-CF1, Class A2 | 3.62% | 05/15/52 | 1431695 |
|  | CFCRE Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33679 | &nbsp;&nbsp;&nbsp; Series 2017-C8, Class ASB | 3.37% | 06/15/50 | 33605 |
|  | CHI Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2230000 | &nbsp;&nbsp;&nbsp; Series 2025-SFT, Class A (e) (g) | 5.66% | 04/15/42 | 2263702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 62200000 | &nbsp;&nbsp;&nbsp; Series 2025-SFT, Class XA, IO (e) (g) | 0.31% | 04/15/42 | 508311 |
|  | Citigroup Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 573971 | &nbsp;&nbsp;&nbsp; Series 2018-C5, Class A3 | 3.96% | 06/10/51 | 569599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 563004 | &nbsp;&nbsp;&nbsp; Series 2019-GC43, Class AAB | 2.96% | 11/10/52 | 548026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1310000 | &nbsp;&nbsp;&nbsp; Series 2020-420K, Class A (e) | 2.46% | 11/10/42 | 1175917 |
|  | COMM Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7850000 | &nbsp;&nbsp;&nbsp; Series 2024-277P, Class X, IO (e) (g) | 0.89% | 08/10/44 | 169821 |
|  | Credit Suisse Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1420000 | &nbsp;&nbsp;&nbsp; Series 2019-UVIL, Class A (e) | 3.16% | 12/15/41 | 1335421 |
|  | Deutsche Bank Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; Series 2020-C9, Class A5 | 1.93% | 08/15/53 | 358452 |
|  | Fashion Show Mall LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1400000 | &nbsp;&nbsp;&nbsp; Series 2024-SHOW, Class A (e) (g) | 5.27% | 10/10/41 | 1411576 |
|  | FREMF Mortgage Trust |  |  |  |
| &nbsp;&nbsp; 319506507 | &nbsp;&nbsp;&nbsp; Series 2018-K156, Class X2A, IO (e) | 0.10% | 07/25/36 | 1474874 |
|  | GGP Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4250000 | &nbsp;&nbsp;&nbsp; Series 2026-2PAK, Class A (g) (i) | 6.03% | 04/10/43 | 4239260 |
|  | GS Mortgage Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172925 | &nbsp;&nbsp;&nbsp; Series 2017-GS5, Class AAB | 3.47% | 03/10/50 | 172503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1747643 | &nbsp;&nbsp;&nbsp; Series 2019-GC39, Class XA, IO (g) | 1.22% | 05/10/52 | 47748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975000 | &nbsp;&nbsp;&nbsp; Series 2024-FAIR, Class A (e) (g) | 6.07% | 07/15/29 | 993189 |
|  | Hilton USA Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1395000 | &nbsp;&nbsp;&nbsp; Series 2016-HHV, Class A (e) | 3.72% | 11/05/38 | 1389395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NVIL, Class A, 1 Mo. CME Term SOFR + <br> 1.74% (b) (e) | 5.40% | 07/15/42 | 1705358 |
|  | Houston Galleria Mall Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2750000 | &nbsp;&nbsp;&nbsp; Series 2025-HGLR, Class A (e) (g) | 5.64% | 02/05/45 | 2817532 |
|  | INT Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp; Series 2025-PLAZA, Class A (e) (g) | 5.04% | 11/05/37 | 1500006 |
|  | JP Morgan Chase Commercial Mortgage Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3085000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-PHNY, Class A, 1 Mo. CME Term SOFR + <br> 1.64% (b) (e) | 5.30% | 01/15/41 | 3091176 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** |  |
|  | JW Trust |  |  |  |
| $1240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-BERY, Class A, 1 Mo. CME Term SOFR + <br> 1.59% (b) (e) | 5.25% | 11/15/39 | $1243854 |
|  | KRE Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3330250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-ICNA, Class A, 1 Mo. CME Term SOFR + <br> 1.85% (b) (e) | 5.50% | 05/15/43 | 3345013 |
|  | Morgan Stanley Capital I Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5588349 | &nbsp;&nbsp;&nbsp; Series 2019-L2, Class XA, IO (g) | 1.16% | 03/15/52 | 128870 |
|  | MSWF Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 40300101 | &nbsp;&nbsp;&nbsp; Series 2023-1, Class XA, IO (g) | 1.09% | 05/15/56 | 1887044 |
|  | NRTH Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1313500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-PARK, Class A, 1 Mo. CME Term SOFR + <br> 1.39% (b) (e) | 5.05% | 10/15/40 | 1314512 |
|  | NY Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1520000 | &nbsp;&nbsp;&nbsp; Series 2025-299P, Class A (e) (g) | 5.85% | 02/10/47 | 1579014 |
|  | NYO Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1290, Class A, 1 Mo. CME Term SOFR + CSA + <br> 1.10% (b) (e) | 4.86% | 11/15/38 | 3098961 |
|  | SFO Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3288100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-555, Class A, 1 Mo. CME Term SOFR + CSA + <br> 1.15% (b) (e) | 4.92% | 05/15/38 | 3288665 |
|  | SHOPS Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2700000 | &nbsp;&nbsp;&nbsp; Series 2026-CSTL, Class A (e) (g) (i) | 4.97% | 05/15/39 | 2689311 |
|  | SKY Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3691315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-LINE, Class A, 1 Mo. CME Term SOFR + <br> 2.59% (b) (e) | 6.24% | 04/15/42 | 3707853 |
|  | SWCH Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DATA, Class A, 1 Mo. CME Term SOFR + <br> 1.44% (b) (e) | 5.10% | 02/15/42 | 2724918 |
|  | UBS Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 22062029 | &nbsp;&nbsp;&nbsp; Series 2019-C17, Class XA, IO (g) | 1.58% | 10/15/52 | 877866 |
|  | Wells Fargo Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 12399885 | &nbsp;&nbsp;&nbsp; Series 2017-C41, Class XA, IO (g) | 1.29% | 11/15/50 | 148719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2737274 | &nbsp;&nbsp;&nbsp; Series 2018-C47, Class AS | 4.67% | 09/15/61 | 2714445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 22902866 | &nbsp;&nbsp;&nbsp; Series 2019-C49, Class XA, IO (g) | 1.38% | 03/15/52 | 646612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420196 | &nbsp;&nbsp;&nbsp; Series 2020-C58, Class A3 | 1.81% | 07/15/53 | 378553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2950000 | &nbsp;&nbsp;&nbsp; Series 2022-C62, Class A4 | 4.00% | 04/15/55 | 2812693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-B33RP, Class A, 1 Mo. CME Term SOFR + <br> 1.35% (b) (e) | 5.00% | 08/15/42 | 2551350 |
|  | WHARF Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2175000 | &nbsp;&nbsp;&nbsp; Series 2025-DC, Class A (e) (g) | 5.53% | 07/15/40 | 2215271 |
|  |  |  |  | 119304386 |
|  | **Total Mortgage-Backed Securities** | **Total Mortgage-Backed Securities** | **Total Mortgage-Backed Securities** | 476801023 |
|  | (Cost $474,491,630) | (Cost $474,491,630) | (Cost $474,491,630) |  |
| **CORPORATE BONDS AND NOTES — 19.5%** | **CORPORATE BONDS AND NOTES — 19.5%** | **CORPORATE BONDS AND NOTES — 19.5%** | **CORPORATE BONDS AND NOTES — 19.5%** | **CORPORATE BONDS AND NOTES — 19.5%** |
|  | **Aerospace/Defense — 0.3%** | **Aerospace/Defense — 0.3%** | **Aerospace/Defense — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | Boeing (The) Co. | 6.63% | 02/15/38 | 1643977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1750000 | Boeing (The) Co. | 3.55% | 03/01/38 | 1450965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Boeing (The) Co. | 5.81% | 05/01/50 | 2925219 |
|  |  |  |  | 6020161 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** |
|  | **Banks — 2.9%** | **Banks — 2.9%** | **Banks — 2.9%** |  |
| $3170000 | Bank of America Corp. (j) | 4.57% | 04/27/33 | $3120394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Bank of America Corp. (j) | 4.08% | 03/20/51 | 2341076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Citigroup, Inc. (j) | 4.91% | 05/24/33 | 2993307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Fifth Third Bancorp (j) | 4.34% | 04/25/33 | 4828581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Fifth Third Bancorp (j) | 5.14% | 01/29/37 | 4884540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Goldman Sachs Group (The), Inc. (j) | 4.52% | 01/21/32 | 2464152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Goldman Sachs Group (The), Inc. (j) | 3.10% | 02/24/33 | 2264204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Goldman Sachs Group (The), Inc. (j) | 5.33% | 07/23/35 | 5020388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4500000 | Huntington Bancshares, Inc. (j) | 5.02% | 05/17/33 | 4487381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6500000 | Huntington Bancshares, Inc. (j) | 5.71% | 02/02/35 | 6654205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2940000 | JPMorgan Chase & Co. (j) | 4.91% | 07/25/33 | 2949358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | JPMorgan Chase & Co. (j) | 5.53% | 11/29/45 | 2465275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2450000 | Morgan Stanley (j) | 6.34% | 10/18/33 | 2626521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Morgan Stanley (j) | 5.25% | 04/21/34 | 10103053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Wells Fargo & Co. (j) | 4.90% | 07/25/33 | 2495594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Zions Bancorp N.A. (j) | 4.70% | 08/18/28 | 3499947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4500000 | Zions Bancorp N.A. (j) | 4.48% | 02/09/29 | 4477902 |
|  |  |  |  | 67675878 |
|  | **Beverages — 0.2%** | **Beverages — 0.2%** | **Beverages — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Constellation Brands, Inc. | 4.95% | 11/01/35 | 2429227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 425000 | Constellation Brands, Inc. | 4.50% | 05/09/47 | 350869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 820000 | Constellation Brands, Inc. | 5.25% | 11/15/48 | 745440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1145000 | Molson Coors Beverage Co. | 4.20% | 07/15/46 | 899268 |
|  |  |  |  | 4424804 |
|  | **Biotechnology — 0.6%** | **Biotechnology — 0.6%** | **Biotechnology — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 11000000 | Biogen, Inc. | 5.75% | 05/15/35 | 11460263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Illumina, Inc. | 4.75% | 12/12/30 | 3487813 |
|  |  |  |  | 14948076 |
|  | **Building Materials — 0.1%** | **Building Materials — 0.1%** | **Building Materials — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | JH North America Holdings, Inc. (e) | 6.13% | 07/31/32 | 2507223 |
|  | **Commercial Services — 1.4%** | **Commercial Services — 1.4%** | **Commercial Services — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Ashtead Capital, Inc. (e) | 5.50% | 08/11/32 | 2043988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 14605000 | Ashtead Capital, Inc. (e) | 5.80% | 04/15/34 | 14990851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Global Payments, Inc. | 5.20% | 11/15/32 | 4887319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Global Payments, Inc. | 5.55% | 11/15/35 | 4825301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4765000 | United Rentals North America, Inc. (e) | 6.00% | 12/15/29 | 4849565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Verisk Analytics, Inc. | 5.25% | 03/15/35 | 1983932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 510000 | Verisk Analytics, Inc. | 5.50% | 06/15/45 | 477859 |
|  |  |  |  | 34058815 |
|  | **Computers — 0.4%** | **Computers — 0.4%** | **Computers — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4550000 | Crowdstrike Holdings, Inc. | 3.00% | 02/15/29 | 4338239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Dell International LLC / EMC Corp. | 5.30% | 04/01/32 | 2549405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Dell International LLC / EMC Corp. | 4.75% | 10/06/32 | 2473098 |
|  |  |  |  | 9360742 |
|  | **Diversified Financial Services — 1.5%** | **Diversified Financial Services — 1.5%** | **Diversified Financial Services — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | Citadel Securities Global Holdings LLC (e) | 5.50% | 06/18/30 | 4071554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | LPL Holdings, Inc. | 5.15% | 06/15/30 | 2015521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | LSEG U.S. Fin Corp. (e) | 4.50% | 03/23/31 | 4958117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6833000 | LSEG U.S. Fin Corp. (e) | 5.25% | 03/23/36 | 6811813 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** |
|  | **Diversified Financial Services (Continued)** | **Diversified Financial Services (Continued)** | **Diversified Financial Services (Continued)** |  |
| $9750000 | Rocket Cos., Inc. (e) | 6.38% | 08/01/33 | $9881089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc. (e) | 3.88% | 03/01/31 | 3251408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5586000 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc. (e) | 4.00% | 10/15/33 | 5037187 |
|  |  |  |  | 36026689 |
|  | **Electric — 1.9%** | **Electric — 1.9%** | **Electric — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | DTE Electric Co. | 5.85% | 05/15/55 | 499685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2340000 | Duke Energy Carolinas LLC | 5.30% | 02/15/40 | 2322601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Duke Energy Progress LLC | 5.55% | 03/15/55 | 958484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3155000 | Florida Power & Light Co. | 5.30% | 04/01/53 | 2960260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Indiana Michigan Power Co. | 5.60% | 03/15/56 | 4843686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5963000 | MidAmerican Energy Co. | 5.50% | 11/15/56 | 5706355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Northern States Power Co. | 5.65% | 05/15/55 | 2949307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | NRG Energy, Inc. (e) | 4.73% | 10/15/30 | 3464468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | NRG Energy, Inc. (e) | 5.41% | 10/15/35 | 4906737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | Virginia Electric and Power Co. | 5.70% | 03/15/56 | 3858989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Virginia Electric and Power Co., Series D | 5.60% | 09/15/55 | 3324520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750000 | Vistra Operations Co. LLC (e) | 4.60% | 10/15/30 | 736579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8500000 | Vistra Operations Co. LLC (e) | 5.70% | 12/30/34 | 8588774 |
|  |  |  |  | 45120445 |
|  | **Electrical Components & Equipments — 0.2%** | **Electrical Components & Equipments — 0.2%** | **Electrical Components & Equipments — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4500000 | Molex Electronic Technologies LLC (e) | 5.25% | 04/30/32 | 4583809 |
|  | **Engineering & Construction — 0.4%** | **Engineering & Construction — 0.4%** | **Engineering & Construction — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Jacobs Solutions, Inc. | 4.75% | 03/03/31 | 4949230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Jacobs Solutions, Inc. | 5.38% | 03/03/36 | 4857329 |
|  |  |  |  | 9806559 |
|  | **Environmental Control — 0.0%** | **Environmental Control — 0.0%** | **Environmental Control — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Waste Management, Inc. | 5.35% | 10/15/54 | 953626 |
|  | **Food — 0.7%** | **Food — 0.7%** | **Food — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1470000 | Campbell's (The) Co. | 5.40% | 03/21/34 | 1429912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4143000 | Conagra Brands, Inc. | 5.75% | 08/01/35 | 4169485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 970000 | Conagra Brands, Inc. | 5.30% | 11/01/38 | 904357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4500000 | Conagra Brands, Inc. | 5.40% | 11/01/48 | 3853034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Kraft Heinz Foods Co. | 5.20% | 03/15/32 | 1013822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3335000 | Kraft Heinz Foods Co. | 5.00% | 06/04/42 | 2950364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Mars, Inc. (e) | 5.70% | 05/01/55 | 3407998 |
|  |  |  |  | 17728972 |
|  | **Food Service — 0.2%** | **Food Service — 0.2%** | **Food Service — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5375000 | Sodexo, Inc. (e) | 5.80% | 08/15/35 | 5483497 |
|  | **Healthcare-Products — 1.6%** | **Healthcare-Products — 1.6%** | **Healthcare-Products — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | 180 Medical, Inc. (e) | 5.30% | 10/08/35 | 4898031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2265000 | Alcon Finance Corp. (e) | 5.75% | 12/06/52 | 2230470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Augusta SpinCo Corp. | 4.66% | 03/23/31 | 4990245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Augusta SpinCo Corp. | 4.95% | 03/23/33 | 4977122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13000000 | Medline Borrower, L.P. (e) | 3.88% | 04/01/29 | 12636811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4555000 | Solventum Corp. | 5.60% | 03/23/34 | 4658014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2962000 | Solventum Corp. | 5.90% | 04/30/54 | 2875010 |
|  |  |  |  | 37265703 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** |
|  | **Healthcare-Services — 1.9%** | **Healthcare-Services — 1.9%** | **Healthcare-Services — 1.9%** |  |
| $2360000 | Centene Corp. | 4.25% | 12/15/27 | $2347220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2250000 | Centene Corp. | 3.00% | 10/15/30 | 2024005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975000 | Charles River Laboratories International, Inc. (e) | 3.75% | 03/15/29 | 932951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | Cigna Group (The) | 4.80% | 08/15/38 | 3763451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1750000 | Cigna Group (The) | 4.80% | 07/15/46 | 1520121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Cigna Group (The) | 6.00% | 01/15/56 | 3501715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1475000 | Elevance Health, Inc. | 4.65% | 01/15/43 | 1292729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525000 | Elevance Health, Inc. | 5.13% | 02/15/53 | 462713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Elevance Health, Inc. | 5.70% | 09/15/55 | 3362969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4864000 | HCA, Inc. | 4.90% | 11/15/35 | 4710048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3585000 | HCA, Inc. | 4.63% | 03/15/52 | 2853373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65000 | IQVIA, Inc. (e) | 5.70% | 05/15/28 | 66221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | IQVIA, Inc. | 5.70% | 05/15/28 | 3056370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365000 | UnitedHealth Group, Inc. | 5.88% | 02/15/53 | 362077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | UnitedHealth Group, Inc. | 5.95% | 06/15/55 | 3039907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Universal Health Services, Inc. | 4.63% | 10/15/29 | 1987841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4710000 | Universal Health Services, Inc. | 2.65% | 10/15/30 | 4256771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Universal Health Services, Inc. | 5.05% | 10/15/34 | 4816024 |
|  |  |  |  | 44356506 |
|  | **Insurance — 1.6%** | **Insurance — 1.6%** | **Insurance — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395000 | Arthur J. Gallagher & Co. | 6.50% | 02/15/34 | 426755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1330000 | Arthur J. Gallagher & Co. | 5.15% | 02/15/35 | 1318280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380000 | Arthur J. Gallagher & Co. | 6.75% | 02/15/54 | 409980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3805000 | Arthur J. Gallagher & Co. | 5.55% | 02/15/55 | 3540792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7115000 | Brown & Brown, Inc. | 4.20% | 03/17/32 | 6752845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3245000 | Brown & Brown, Inc. | 5.65% | 06/11/34 | 3280309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Brown & Brown, Inc. | 4.95% | 03/17/52 | 829423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Brown & Brown, Inc. | 6.25% | 06/23/55 | 4975584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Ryan Specialty LLC (e) | 4.38% | 02/01/30 | 4858450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11053000 | Ryan Specialty LLC (e) | 5.88% | 08/01/32 | 11057273 |
|  |  |  |  | 37449691 |
|  | **Internet — 0.2%** | **Internet — 0.2%** | **Internet — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3855000 | AppLovin Corp. | 5.38% | 12/01/31 | 3894123 |
|  | **Lodging — 0.1%** | **Lodging — 0.1%** | **Lodging — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3250000 | Hyatt Hotels Corp. | 5.75% | 03/30/32 | 3365458 |
|  | **Media — 0.6%** | **Media — 0.6%** | **Media — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6500000 | &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC / Charter Communications <br> Operating Capital | 5.85% | 12/01/35 | 6345841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8500000 | FactSet Research Systems, Inc. | 3.45% | 03/01/32 | 7708152 |
|  |  |  |  | 14053993 |
|  | **Packaging & Containers — 0.2%** | **Packaging & Containers — 0.2%** | **Packaging & Containers — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Amcor Flexibles North America, Inc. | 5.10% | 03/17/30 | 2024497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Amcor Flexibles North America, Inc. | 5.50% | 03/17/35 | 3046381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45000 | Berry Global, Inc. (e) | 5.50% | 04/15/28 | 45848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | Berry Global, Inc. | 5.65% | 01/15/34 | 307643 |
|  |  |  |  | 5424369 |
|  | **Pharmaceuticals — 0.2%** | **Pharmaceuticals — 0.2%** | **Pharmaceuticals — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | CVS Health Corp. | 6.20% | 09/15/55 | 4979519 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** |
|  | **Real Estate — 0.2%** | **Real Estate — 0.2%** | **Real Estate — 0.2%** |  |
| $4000000 | CoStar Group, Inc. (e) | 2.80% | 07/15/30 | $3634630 |
|  | **Real Estate Investment Trusts — 0.4%** | **Real Estate Investment Trusts — 0.4%** | **Real Estate Investment Trusts — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1295000 | VICI Properties, L.P. | 4.95% | 02/15/30 | 1295477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8500000 | VICI Properties, L.P. | 5.13% | 05/15/32 | 8430135 |
|  |  |  |  | 9725612 |
|  | **Software — 0.9%** | **Software — 0.9%** | **Software — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850000 | Atlassian Corp. | 5.50% | 05/15/34 | 829908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 905000 | Fidelity National Information Services, Inc. | 3.10% | 03/01/41 | 654430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550000 | MSCI, Inc. (e) | 4.00% | 11/15/29 | 534394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8065000 | MSCI, Inc. (e) | 3.88% | 02/15/31 | 7660355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2667000 | MSCI, Inc. | 5.25% | 09/01/35 | 2626593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | MSCI, Inc. | 5.15% | 03/15/36 | 3392692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Salesforce, Inc. | 4.90% | 09/15/31 | 2493239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Salesforce, Inc. | 5.55% | 03/15/36 | 2494032 |
|  |  |  |  | 20685643 |
|  | **Telecommunications — 0.4%** | **Telecommunications — 0.4%** | **Telecommunications — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | AT&T, Inc. | 5.55% | 11/01/45 | 1878887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405000 | AT&T, Inc. | 4.75% | 05/15/46 | 340074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | AT&T, Inc. | 5.70% | 11/01/54 | 1856570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000 | AT&T, Inc. | 3.65% | 09/15/59 | 3200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6667000 | &nbsp;&nbsp;&nbsp; QTS Fayetteville I DC1-2 LLC / QTS TRS Fayetteville I DC1-<br> 2 LLC (e) | 5.70% | 04/15/36 | 6486885 |
|  |  |  |  | 10565616 |
|  | **Transportation — 0.2%** | **Transportation — 0.2%** | **Transportation — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5500000 | FedEx Corp. | 4.55% | 04/01/46 | 4578768 |
|  | **Water — 0.2%** | **Water — 0.2%** | **Water — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4333000 | American Water Capital Corp. | 5.70% | 09/01/55 | 4240749 |
|  | **Total Corporate Bonds and Notes** | **Total Corporate Bonds and Notes** | **Total Corporate Bonds and Notes** | 462919676 |
|  | (Cost $467,482,993) | (Cost $467,482,993) | (Cost $467,482,993) |  |
| **U.S. GOVERNMENT BONDS AND NOTES — 18.4%** | **U.S. GOVERNMENT BONDS AND NOTES — 18.4%** | **U.S. GOVERNMENT BONDS AND NOTES — 18.4%** | **U.S. GOVERNMENT BONDS AND NOTES — 18.4%** | **U.S. GOVERNMENT BONDS AND NOTES — 18.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | U.S. Treasury Bond  | 3.00% | 11/15/45 | 1123828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1136000 | U.S. Treasury Bond  | 3.25% | 05/15/42 | 930300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3900000 | U.S. Treasury Bond  | 4.63% | 11/15/44 | 3741029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2564000 | U.S. Treasury Bond  | 2.50% | 02/15/46 | 1751833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1800000 | U.S. Treasury Bond  | 4.63% | 02/15/46 | 1719141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1938000 | U.S. Treasury Bond  | 2.25% | 08/15/46 | 1251600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1282000 | U.S. Treasury Bond  | 2.88% | 11/15/46 | 928398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | U.S. Treasury Bond  | 3.00% | 02/15/48 | 1459375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | U.S. Treasury Bond  | 3.13% | 05/15/48 | 2978750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | U.S. Treasury Bond  | 3.00% | 08/15/48 | 2176992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2076000 | U.S. Treasury Bond  | 2.00% | 02/15/50 | 1194997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 14600000 | U.S. Treasury Bond  | 1.38% | 08/15/50 | 7055906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13300000 | U.S. Treasury Bond  | 1.63% | 11/15/50 | 6856773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | U.S. Treasury Bond  | 4.00% | 11/15/52 | 254678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3100000 | U.S. Treasury Bond  | 4.25% | 02/15/54 | 2742471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3100000 | U.S. Treasury Bond  | 4.63% | 05/15/54 | 2919268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6700000 | U.S. Treasury Bond  | 4.50% | 11/15/54 | 6182059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | U.S. Treasury Bond  | 4.63% | 02/15/55 | 1884102 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **U.S. GOVERNMENT BONDS AND NOTES (Continued)** | **U.S. GOVERNMENT BONDS AND NOTES (Continued)** | **U.S. GOVERNMENT BONDS AND NOTES (Continued)** | **U.S. GOVERNMENT BONDS AND NOTES (Continued)** | **U.S. GOVERNMENT BONDS AND NOTES (Continued)** |
| $24500000 | U.S. Treasury Bond, STRIPS  | (d) | 11/15/33 | $17776012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9800000 | U.S. Treasury Bond, STRIPS  | (d) | 02/15/34 | 7017450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15100000 | U.S. Treasury Bond, STRIPS  | (d) | 05/15/34 | 10682324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 24800000 | U.S. Treasury Bond, STRIPS  | (d) | 08/15/34 | 17317852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 30455000 | U.S. Treasury Bond, STRIPS  | (d) | 11/15/34 | 20996352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 21100000 | U.S. Treasury Bond, STRIPS  | (d) | 02/15/35 | 14366532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 21500000 | U.S. Treasury Bond, STRIPS  | (d) | 05/15/35 | 14456021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 22750000 | U.S. Treasury Bond, STRIPS  | (d) | 08/15/35 | 15099421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10500000 | U.S. Treasury Bond, STRIPS  | (d) | 11/15/35 | 6875248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4280000 | U.S. Treasury Bond, STRIPS  | (d) | 02/15/36 | 2764483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 16100000 | U.S. Treasury Bond, STRIPS  | (d) | 05/15/36 | 10255467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 18600000 | U.S. Treasury Bond, STRIPS  | (d) | 08/15/36 | 11681957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | U.S. Treasury Bond, STRIPS  | (d) | 11/15/36 | 2479546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6500000 | U.S. Treasury Bond, STRIPS  | (d) | 02/15/37 | 3970769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11700000 | U.S. Treasury Bond, STRIPS  | (d) | 05/15/37 | 7049019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 27400000 | U.S. Treasury Bond, STRIPS  | (d) | 05/15/38 | 15557311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 26800000 | U.S. Treasury Bond, STRIPS  | (d) | 08/15/38 | 14996728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 30000000 | U.S. Treasury Bond, STRIPS  | (d) | 02/15/39 | 16299818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 30575000 | U.S. Treasury Bond, STRIPS  | (d) | 05/15/39 | 16361854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | U.S. Treasury Bond, STRIPS  | (d) | 08/15/39 | 3160127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10000000 | U.S. Treasury Bond, STRIPS  | (d) | 11/15/39 | 5188199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 25700000 | U.S. Treasury Bond, STRIPS  | (d) | 02/15/40 | 13115947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 27071000 | U.S. Treasury Bond, STRIPS  | (d) | 05/15/40 | 13616291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11000000 | U.S. Treasury Bond, STRIPS  | (d) | 08/15/40 | 5443292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8000000 | U.S. Treasury Bond, STRIPS  | (d) | 11/15/40 | 3896957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | U.S. Treasury Bond, STRIPS  | (d) | 02/15/41 | 479679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 14600000 | U.S. Treasury Bond, STRIPS  | (d) | 11/15/41 | 6693043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7000000 | U.S. Treasury Bond, STRIPS  | (d) | 08/15/42 | 3122513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8000000 | U.S. Treasury Bond, STRIPS  | (d) | 11/15/42 | 3512354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | U.S. Treasury Bond, STRIPS  | (d) | 11/15/43 | 812302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2100000 | U.S. Treasury Bond, STRIPS  | (d) | 08/15/44 | 815750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1900000 | U.S. Treasury Bond, STRIPS  | (d) | 11/15/44 | 728095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10800000 | U.S. Treasury Inflation Indexed Bond  | 2.13% | 04/15/29 | 11763942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11300000 | U.S. Treasury Inflation Indexed Bond  | 1.63% | 10/15/29 | 11985694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 41000000 | U.S. Treasury Note  | 3.50% | 02/15/29 | 40561172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 28000000 | U.S. Treasury Note  | 3.50% | 03/15/29 | 27694844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10000000 | U.S. Treasury Note  | 3.88% | 04/15/29 | 9990234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | U.S. Treasury Note  | 4.00% | 06/30/32 | 992266 |
|  | **Total U.S. Government Bonds and Notes** | **Total U.S. Government Bonds and Notes** | **Total U.S. Government Bonds and Notes** | 436728365 |
|  | (Cost $443,002,721) | (Cost $443,002,721) | (Cost $443,002,721) |  |
| **ASSET-BACKED SECURITIES — 6.2%** | **ASSET-BACKED SECURITIES — 6.2%** | **ASSET-BACKED SECURITIES — 6.2%** | **ASSET-BACKED SECURITIES — 6.2%** | **ASSET-BACKED SECURITIES — 6.2%** |
|  | AGL CLO 32 Ltd. | AGL CLO 32 Ltd. | AGL CLO 32 Ltd. | AGL CLO 32 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-32A, Class A1, 3 Mo. CME Term SOFR + <br> 1.38% (b) (e) | 5.05% | 07/21/37 | 401062 |
|  | AIMCO CLO 17 Ltd. | AIMCO CLO 17 Ltd. | AIMCO CLO 17 Ltd. | AIMCO CLO 17 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-17A, Class A1R, 3 Mo. CME Term SOFR + <br> 1.35% (b) (e) | 5.01% | 07/20/37 | 591559 |
|  | Allegro CLO X Ltd. | Allegro CLO X Ltd. | Allegro CLO X Ltd. | Allegro CLO X Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class BRR, 3 Mo. CME Term SOFR + <br> 1.60% (b) (e) | 5.28% | 04/20/32 | 300597 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** |
|  | American Heritage Auto Receivables Trust | American Heritage Auto Receivables Trust | American Heritage Auto Receivables Trust | American Heritage Auto Receivables Trust |
| $640000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A3 (e) | 4.90% | 09/17/29 | $643731 |
|  | Battalion CLO XXIV Ltd. | Battalion CLO XXIV Ltd. | Battalion CLO XXIV Ltd. | Battalion CLO XXIV Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-24A, Class AR, 3 Mo. CME Term SOFR + <br> 1.33% (b) (e) | 5.00% | 07/14/36 | 2003518 |
|  | BlueMountain CLO Ltd. | BlueMountain CLO Ltd. | BlueMountain CLO Ltd. | BlueMountain CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-3A, Class A2R, 3 Mo. CME Term SOFR + <br> 1.60% (b) (e) | 5.27% | 10/25/30 | 500563 |
|  | Capital Street Master Trust | Capital Street Master Trust | Capital Street Master Trust | Capital Street Master Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class A, 30 Day Average SOFR + 1.10% (b) (e) | 4.74% | 08/16/29 | 2497683 |
|  | CARLYLE US CLO Ltd. | CARLYLE US CLO Ltd. | CARLYLE US CLO Ltd. | CARLYLE US CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class A1B2, 3 Mo. CME Term SOFR + <br> 1.30% (b) (e) | 4.98% | 04/20/31 | 950983 |
|  | Cbam Ltd. | Cbam Ltd. | Cbam Ltd. | Cbam Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-7A, Class B1, 3 Mo. CME Term SOFR + CSA + <br> 1.60% (b) (e) | 5.54% | 07/20/31 | 1498114 |
|  | Cedar Funding X CLO Ltd. | Cedar Funding X CLO Ltd. | Cedar Funding X CLO Ltd. | Cedar Funding X CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-10A, Class AR2, 3 Mo. CME Term SOFR + <br> 1.36% (b) (e) | 5.04% | 10/20/37 | 1002715 |
|  | Chase Auto Owner Trust | Chase Auto Owner Trust | Chase Auto Owner Trust | Chase Auto Owner Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511252 | &nbsp;&nbsp;&nbsp; Series 2022-AA, Class A4 (e) | 3.99% | 03/27/28 | 511182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A4 (e) | 5.05% | 10/25/29 | 96270 |
|  | CIFC Funding Ltd. | CIFC Funding Ltd. | CIFC Funding Ltd. | CIFC Funding Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-3A, Class A1, 3 Mo. CME Term SOFR + <br> 1.48% (b) (e) | 5.15% | 07/21/37 | 2006123 |
|  | CoreVest American Finance Trust | CoreVest American Finance Trust | CoreVest American Finance Trust | CoreVest American Finance Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255439 | &nbsp;&nbsp;&nbsp; Series 2019-3, Class A (e) | 2.71% | 10/15/52 | 254993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166157 | &nbsp;&nbsp;&nbsp; Series 2020-1, Class A2 (e) | 2.30% | 03/15/50 | 157959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408040 | &nbsp;&nbsp;&nbsp; Series 2020-2, Class B (e) | 4.24% | 05/15/52 | 406053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203860 | &nbsp;&nbsp;&nbsp; Series 2020-3, Class A (e) | 1.36% | 08/15/53 | 202840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 651892 | &nbsp;&nbsp;&nbsp; Series 2021-1, Class A (e) | 1.57% | 04/15/53 | 641116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611649 | &nbsp;&nbsp;&nbsp; Series 2021-2, Class A (e) | 1.41% | 07/15/54 | 597088 |
|  | Dryden 85 CLO Ltd. | Dryden 85 CLO Ltd. | Dryden 85 CLO Ltd. | Dryden 85 CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-85A, Class A1R2, 3 Mo. CME Term SOFR + <br> 1.38% (b) (e) | 5.05% | 07/15/37 | 500126 |
|  | Elmwood CLO X Ltd. | Elmwood CLO X Ltd. | Elmwood CLO X Ltd. | Elmwood CLO X Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class AR2, 3 Mo. CME Term SOFR + <br> 1.30% (b) (e) | 4.98% | 07/20/38 | 2004832 |
|  | Empower CLO Ltd. | Empower CLO Ltd. | Empower CLO Ltd. | Empower CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-3A, Class AR, 3 Mo. CME Term SOFR + <br> 1.24% (b) (e) | 4.91% | 01/20/39 | 2001494 |
|  | FIGRE Trust | FIGRE Trust | FIGRE Trust | FIGRE Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 1447176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-FL1, Class A1FC, steps up to 6.49% <br> on 03/01/2030 (a) (e) | 5.49% | 03/25/56 | 1453129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-FL1, Class A1LC, steps up to 6.49% <br> on 03/01/2030 (a) (e) | 5.49% | 03/25/56 | 1999557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10747859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-HF3, Class A1A, 30 Day Average SOFR + <br> 1.40% (b) (e) | 5.05% | 03/25/56 | 10739498 |
|  | FNA VI LLC | FNA VI LLC | FNA VI LLC | FNA VI LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493443 | &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A (e) | 1.35% | 01/10/32 | 459362 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** |
|  | Fortress Credit Bsl XI Ltd. | Fortress Credit Bsl XI Ltd. | Fortress Credit Bsl XI Ltd. | Fortress Credit Bsl XI Ltd. |
| $4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class A, 3 Mo. CME Term SOFR + CSA + <br> 1.25% (b) (e) | 5.19% | 07/20/34 | $4007777 |
|  | Garnet CLO 2 Ltd. | Garnet CLO 2 Ltd. | Garnet CLO 2 Ltd. | Garnet CLO 2 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, 3 Mo. CME Term SOFR + <br> 1.35% (b) (e) | 5.03% | 10/20/38 | 2003921 |
|  | GLS Auto Receivables Issuer Trust | GLS Auto Receivables Issuer Trust | GLS Auto Receivables Issuer Trust | GLS Auto Receivables Issuer Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158014 | &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A3 (e) | 5.02% | 04/17/28 | 158072 |
|  | GLS Auto Select Receivables Trust | GLS Auto Select Receivables Trust | GLS Auto Select Receivables Trust | GLS Auto Select Receivables Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581498 | &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A3 (e) | 5.96% | 10/16/28 | 584685 |
|  | Gracie Point International Funding LLC | Gracie Point International Funding LLC | Gracie Point International Funding LLC | Gracie Point International Funding LLC |
| &nbsp;&nbsp;&nbsp;&nbsp; 4296000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, 30 Day Average SOFR + 1.50% (b) (e) | 5.15% | 08/15/28 | 4303130 |
|  | HalseyPoint CLO 4 Ltd. | HalseyPoint CLO 4 Ltd. | HalseyPoint CLO 4 Ltd. | HalseyPoint CLO 4 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-4A, Class A, 3 Mo. CME Term SOFR + CSA + <br> 1.22% (b) (e) | 5.16% | 04/20/34 | 2504455 |
|  | Harriman Park CLO Ltd. | Harriman Park CLO Ltd. | Harriman Park CLO Ltd. | Harriman Park CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1A, Class ARR, 3 Mo. CME Term SOFR + <br> 1.30% (b) (e) | 4.98% | 07/20/38 | 2003879 |
|  | Home Partners of America Trust | Home Partners of America Trust | Home Partners of America Trust | Home Partners of America Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 918272 | &nbsp;&nbsp;&nbsp; Series 2020-2, Class A (e) | 1.53% | 01/17/41 | 846667 |
|  | Invesco US CLO Ltd. | Invesco US CLO Ltd. | Invesco US CLO Ltd. | Invesco US CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-4A, Class A1R, 3 Mo. CME Term SOFR + <br> 1.22% (b) (e) | 4.90% | 01/18/39 | 2626845 |
|  | Kennedy Lewis CLO 16 Ltd. | Kennedy Lewis CLO 16 Ltd. | Kennedy Lewis CLO 16 Ltd. | Kennedy Lewis CLO 16 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-16A, Class A1, 3 Mo. CME Term SOFR + <br> 1.54% (b) (e) | 5.22% | 07/20/37 | 1605506 |
|  | Kennedy Lewis CLO 9 Ltd. | Kennedy Lewis CLO 9 Ltd. | Kennedy Lewis CLO 9 Ltd. | Kennedy Lewis CLO 9 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-9A, Class AR, 3 Mo. CME Term SOFR + <br> 1.35% (b) (e) | 5.03% | 01/20/38 | 500934 |
|  | KKR CLO 18 Ltd. | KKR CLO 18 Ltd. | KKR CLO 18 Ltd. | KKR CLO 18 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-18, Class A2R2, 3 Mo. CME Term SOFR + <br> 1.40% (b) (e) | 5.08% | 10/18/35 | 1999295 |
|  | Luxury Lease Partners Auto Lease Trust | Luxury Lease Partners Auto Lease Trust | Luxury Lease Partners Auto Lease Trust | Luxury Lease Partners Auto Lease Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 4096057 | &nbsp;&nbsp;&nbsp; Series 2025-A, Class A (e) | 5.51% | 03/15/32 | 4096223 |
|  | Madison Park Funding LXIII Ltd. | Madison Park Funding LXIII Ltd. | Madison Park Funding LXIII Ltd. | Madison Park Funding LXIII Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-63A, Class A1R, 3 Mo. CME Term SOFR + <br> 1.40% (b) (e) | 5.07% | 07/21/38 | 2004958 |
|  | Magnetite XL Ltd. | Magnetite XL Ltd. | Magnetite XL Ltd. | Magnetite XL Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-40A, Class A1, 3 Mo. CME Term SOFR + <br> 1.45% (b) (e) | 5.12% | 07/15/37 | 2006080 |
|  | Neuberger Berman CLO XVII Ltd. | Neuberger Berman CLO XVII Ltd. | Neuberger Berman CLO XVII Ltd. | Neuberger Berman CLO XVII Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-17A, Class AR3, 3 Mo. CME Term SOFR + <br> 1.40% (b) (e) | 5.06% | 07/22/38 | 2006136 |
|  | Neuberger Berman CLO XVI-S Ltd. | Neuberger Berman CLO XVI-S Ltd. | Neuberger Berman CLO XVI-S Ltd. | Neuberger Berman CLO XVI-S Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-16SA, Class A1R2, 3 Mo. CME Term SOFR + <br> 1.18% (b) (e) | 4.85% | 04/15/39 | 1000250 |
|  | OCP CLO Ltd. | OCP CLO Ltd. | OCP CLO Ltd. | OCP CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-5A, Class BR, 3 Mo. CME Term SOFR + CSA + <br> 1.80% (b) (e) | 5.73% | 04/26/31 | 391668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-15A, Class AR, 3 Mo. CME Term SOFR + <br> 1.25% (b) (e) | 4.93% | 01/20/38 | 300229 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** |
|  | OHA Credit Funding 15-R Ltd. | OHA Credit Funding 15-R Ltd. | OHA Credit Funding 15-R Ltd. | OHA Credit Funding 15-R Ltd. |
| $2200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-15RA, Class A, 3 Mo. CME Term SOFR + <br> 1.29% (b) (e) | 4.97% | 07/20/38 | $2204225 |
|  | Oscar US Funding XV LLC | Oscar US Funding XV LLC | Oscar US Funding XV LLC | Oscar US Funding XV LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275520 | &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A3 (e) | 5.81% | 12/10/27 | 276723 |
|  | Oscar US Funding XVII LLC | Oscar US Funding XVII LLC | Oscar US Funding XVII LLC | Oscar US Funding XVII LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A3 (e) | 4.47% | 03/12/29 | 99971 |
|  | OZLM XXIV Ltd. | OZLM XXIV Ltd. | OZLM XXIV Ltd. | OZLM XXIV Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-24A, Class A1AR, 3 Mo. CME Term SOFR + CSA <br> + 1.16% (b) (e) | 5.10% | 07/20/32 | 102863 |
|  | Pagaya AI Debt Grantor Trust | Pagaya AI Debt Grantor Trust | Pagaya AI Debt Grantor Trust | Pagaya AI Debt Grantor Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116407 | &nbsp;&nbsp;&nbsp; Series 2024-8, Class A (e) | 5.33% | 01/15/32 | 116674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163233 | &nbsp;&nbsp;&nbsp; Series 2024-9, Class A (e) | 5.07% | 03/15/32 | 163547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575367 | &nbsp;&nbsp;&nbsp; Series 2024-10, Class A (e) | 5.18% | 06/15/32 | 577107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 674563 | &nbsp;&nbsp;&nbsp; Series 2024-11, Class A (e) | 5.09% | 07/15/32 | 676774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3364214 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class A2 (e) | 5.16% | 07/15/32 | 3376405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428471 | &nbsp;&nbsp;&nbsp; Series 2025-2, Class A (e) (f) | 4.96% | 10/15/32 | 429903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 645801 | &nbsp;&nbsp;&nbsp; Series 2025-4, Class A2 (e) | 5.37% | 01/17/33 | 649770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2295557 | &nbsp;&nbsp;&nbsp; Series 2025-5, Class A2 (e) | 5.11% | 03/15/33 | 2302121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1472398 | &nbsp;&nbsp;&nbsp; Series 2025-R3, Class A (e) | 4.84% | 01/18/33 | 1471419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Series 2026-1, Class A1 (e) | 4.23% | 02/15/27 | 999964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2026-1, Class A2 (e) | 4.74% | 09/15/33 | 499377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3132619 | &nbsp;&nbsp;&nbsp; Series 2026-R1, Class A (e) | 4.71% | 12/15/33 | 3124766 |
|  | Pagaya AI Debt Trust | Pagaya AI Debt Trust | Pagaya AI Debt Trust | Pagaya AI Debt Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 1756539 | &nbsp;&nbsp;&nbsp; Series 2025-R1, Class A2 (e) | 5.34% | 06/15/32 | 1763866 |
|  | Palmer Square Loan Funding Ltd. | Palmer Square Loan Funding Ltd. | Palmer Square Loan Funding Ltd. | Palmer Square Loan Funding Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-2A, Class A2R, 3 Mo. CME Term SOFR + <br> 1.50% (b) (e) | 5.17% | 01/25/32 | 1754352 |
|  | Parallel Ltd. | Parallel Ltd. | Parallel Ltd. | Parallel Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1A, Class A1R, 3 Mo. CME Term SOFR + <br> 1.39% (b) (e) | 5.07% | 07/20/36 | 2224422 |
|  | PFS Financing Corp. | PFS Financing Corp. | PFS Financing Corp. | PFS Financing Corp. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Series 2025-C, Class A, 30 Day Average SOFR + 0.95% (b) (e) | 4.59% | 04/15/29 | 1003797 |
|  | Progress Residential Trust | Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 5472158 | &nbsp;&nbsp;&nbsp; Series 2025-SFR1, Class A (e) | 3.40% | 02/17/42 | 5199344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2600000 | &nbsp;&nbsp;&nbsp; Series 2025-SFR3, Class A (e) | 3.39% | 07/17/42 | 2458409 |
|  | Research-Driven Pagaya Motor Asset Trust | Research-Driven Pagaya Motor Asset Trust | Research-Driven Pagaya Motor Asset Trust | Research-Driven Pagaya Motor Asset Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 2447129 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A (e) | 5.04% | 06/27/33 | 2452016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2200000 | &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A2 (e) | 5.15% | 02/27/34 | 2213040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4274262 | &nbsp;&nbsp;&nbsp; Series 2026-R1A, Class A (e) | 5.66% | 07/25/34 | 4280136 |
|  | Research-Driven Pagaya Motor Trust | Research-Driven Pagaya Motor Trust | Research-Driven Pagaya Motor Trust | Research-Driven Pagaya Motor Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 2825000 | &nbsp;&nbsp;&nbsp; Series 2025-5A, Class A3 (e) | 4.84% | 06/26/34 | 2828945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4100000 | &nbsp;&nbsp;&nbsp; Series 2025-6A, Class A3 (e) | 5.01% | 08/25/34 | 4093818 |
|  | Rockford Tower CLO Ltd. | Rockford Tower CLO Ltd. | Rockford Tower CLO Ltd. | Rockford Tower CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2A, Class BR2, 3 Mo. CME Term SOFR + <br> 1.65% (b) (e) | 5.31% | 08/20/32 | 300581 |
|  | Rockland Park CLO Ltd. | Rockland Park CLO Ltd. | Rockland Park CLO Ltd. | Rockland Park CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class A1R, 3 Mo. CME Term SOFR + <br> 1.30% (b) (e) | 4.98% | 07/20/38 | 2003866 |
|  | Sandstone Peak III Ltd. | Sandstone Peak III Ltd. | Sandstone Peak III Ltd. | Sandstone Peak III Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, Class A1R, 3 Mo. CME Term SOFR + <br> 1.30% (b) (e) (i) | 0.00% | 04/25/37 | 2000510 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** |
|  | SBNA Auto Receivables Trust | SBNA Auto Receivables Trust | SBNA Auto Receivables Trust | SBNA Auto Receivables Trust |
| $3750000 | &nbsp;&nbsp;&nbsp; Series 2024-A, Class B (e) | 5.29% | 09/17/29 | $3785593 |
|  | Silver Point CLO 16 Ltd. | Silver Point CLO 16 Ltd. | Silver Point CLO 16 Ltd. | Silver Point CLO 16 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-16A, Class A1, 3 Mo. CME Term SOFR + <br> 1.23% (b) (e) | 4.89% | 04/18/39 | 3992219 |
|  | Silver Point CLO 7 Ltd. | Silver Point CLO 7 Ltd. | Silver Point CLO 7 Ltd. | Silver Point CLO 7 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-7A, Class A1, 3 Mo. CME Term SOFR + <br> 1.36% (b) (e) | 5.03% | 01/15/38 | 500936 |
|  | Silver Point CLO 9 Ltd. | Silver Point CLO 9 Ltd. | Silver Point CLO 9 Ltd. | Silver Point CLO 9 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-9A, Class A1, 3 Mo. CME Term SOFR + <br> 1.52% (b) (e) | 5.19% | 03/31/38 | 1504292 |
|  | Sixth Street CLO XX Ltd. | Sixth Street CLO XX Ltd. | Sixth Street CLO XX Ltd. | Sixth Street CLO XX Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-20A, Class A1R, 3 Mo. CME Term SOFR + <br> 1.32% (b) (e) | 5.00% | 07/17/38 | 2003841 |
|  | SOUND POINT CLO XXII Ltd. | SOUND POINT CLO XXII Ltd. | SOUND POINT CLO XXII Ltd. | SOUND POINT CLO XXII Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class BRR, 3 Mo. CME Term SOFR + <br> 1.65% (b) (e) | 5.33% | 01/20/32 | 250498 |
|  | Sound Point CLO XXVIII Ltd. | Sound Point CLO XXVIII Ltd. | Sound Point CLO XXVIII Ltd. | Sound Point CLO XXVIII Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 512968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-3A, Class A1R, 3 Mo. CME Term SOFR + <br> 1.28% (b) (e) | 4.95% | 01/25/32 | 512891 |
|  | STAR Trust | STAR Trust | STAR Trust | STAR Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 4993410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-SFR5, Class A, 1 Mo. CME Term SOFR + <br> 1.45% (b) (e) | 5.11% | 02/17/42 | 4994819 |
|  | Steele Creek CLO Ltd. | Steele Creek CLO Ltd. | Steele Creek CLO Ltd. | Steele Creek CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-1A, Class B, 3 Mo. CME Term SOFR + CSA + <br> 1.48% (b) (e) | 5.41% | 04/15/31 | 168019 |
|  | Stratus Funding CLO Ltd. | Stratus Funding CLO Ltd. | Stratus Funding CLO Ltd. | Stratus Funding CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, 3 Mo. CME Term SOFR + <br> 1.33% (b) (e) | 5.00% | 07/15/33 | 2255305 |
|  | TCI-Symphony CLO Ltd. | TCI-Symphony CLO Ltd. | TCI-Symphony CLO Ltd. | TCI-Symphony CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-1A, Class BR, 3 Mo. CME Term SOFR + CSA + <br> 1.55% (b) (e) | 5.48% | 07/15/30 | 199728 |
|  | Venture 42 CLO Ltd. | Venture 42 CLO Ltd. | Venture 42 CLO Ltd. | Venture 42 CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-42A, Class A1A, 3 Mo. CME Term SOFR + CSA + <br> 1.13% (b) (e) | 5.06% | 04/15/34 | 5007898 |
|  | Venture XIX CLO Ltd. | Venture XIX CLO Ltd. | Venture XIX CLO Ltd. | Venture XIX CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-19A, Class ARR, 3 Mo. CME Term SOFR + CSA + <br> 1.26% (b) (e) | 5.19% | 01/15/32 | 84192 |
|  | Whitebox CLO III Ltd. | Whitebox CLO III Ltd. | Whitebox CLO III Ltd. | Whitebox CLO III Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class A1R, 3 Mo. CME Term SOFR + <br> 1.27% (b) (e) | 4.94% | 10/15/35 | 2003062 |
|  | **Total Asset-Backed Securities** | **Total Asset-Backed Securities** | **Total Asset-Backed Securities** | 148284861 |
|  | (Cost $147,890,810) | (Cost $147,890,810) | (Cost $147,890,810) |  |
| **FOREIGN CORPORATE BONDS AND NOTES — 4.3%** | **FOREIGN CORPORATE BONDS AND NOTES — 4.3%** | **FOREIGN CORPORATE BONDS AND NOTES — 4.3%** | **FOREIGN CORPORATE BONDS AND NOTES — 4.3%** | **FOREIGN CORPORATE BONDS AND NOTES — 4.3%** |
|  | **Apparel — 1.0%** | **Apparel — 1.0%** | **Apparel — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 12500000 | Gildan Activewear, Inc. (e) | 4.70% | 10/07/30 | 12376814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12000000 | Gildan Activewear, Inc. (e) | 5.40% | 10/07/35 | 11754164 |
|  |  |  |  | 24130978 |
|  | **Banks — 1.7%** | **Banks — 1.7%** | **Banks — 1.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Banco Santander S.A. | 5.13% | 11/06/35 | 1955990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3182000 | Barclays PLC (j) | 4.52% | 02/24/32 | 3116699 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **FOREIGN CORPORATE BONDS AND NOTES (Continued)** | **FOREIGN CORPORATE BONDS AND NOTES (Continued)** | **FOREIGN CORPORATE BONDS AND NOTES (Continued)** | **FOREIGN CORPORATE BONDS AND NOTES (Continued)** | **FOREIGN CORPORATE BONDS AND NOTES (Continued)** |
|  | **Banks (Continued)** | **Banks (Continued)** | **Banks (Continued)** |  |
| $3500000 | Barclays PLC (j) | 5.75% | 08/09/33 | $3607837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Cooperatieve Rabobank U.A. (e) (j) | 5.71% | 01/21/33 | 3638682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8500000 | Credit Agricole S.A. (e) (j) | 4.82% | 09/25/33 | 8339614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | ING Groep N.V. (j) | 4.80% | 03/23/32 | 4979835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Lloyds Banking Group PLC (j) | 4.94% | 11/04/36 | 3379847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2710000 | UBS Group AG (e) (j) | 4.19% | 04/01/31 | 2648091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | UBS Group AG (e) (j) | 4.84% | 11/06/33 | 5913436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | UBS Group AG (e) (j) | 5.58% | 05/09/36 | 2543828 |
|  |  |  |  | 40123859 |
|  | **Building Materials — 0.3%** | **Building Materials — 0.3%** | **Building Materials — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Cemex S.A.B. de C.V. (e) | 5.45% | 11/19/29 | 3030419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Cemex S.A.B. de C.V. (e) | 3.88% | 07/11/31 | 2840675 |
|  |  |  |  | 5871094 |
|  | **Entertainment — 0.3%** | **Entertainment — 0.3%** | **Entertainment — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1105000 | Flutter Treasury DAC (e) | 6.38% | 04/29/29 | 1124540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6378000 | Flutter Treasury DAC (e) | 5.88% | 06/04/31 | 6359121 |
|  |  |  |  | 7483661 |
|  | **Healthcare-Services — 0.4%** | **Healthcare-Services — 0.4%** | **Healthcare-Services — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3800000 | Icon Investments Six DAC | 5.85% | 05/08/29 | 3872718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4915000 | Icon Investments Six DAC | 6.00% | 05/08/34 | 5024993 |
|  |  |  |  | 8897711 |
|  | **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1530000 | Aon Global Ltd.  | 4.75% | 05/15/45 | 1331679 |
|  | **Leisure Time — 0.1%** | **Leisure Time — 0.1%** | **Leisure Time — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Royal Caribbean Cruises Ltd.  | 4.75% | 05/15/33 | 2425697 |
|  | **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | CCL Industries, Inc. (e) | 3.05% | 06/01/30 | 3283098 |
|  | **Software — 0.1%** | **Software — 0.1%** | **Software — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2670000 | Constellation Software, Inc. (e) | 5.46% | 02/16/34 | 2616639 |
|  | **Transportation — 0.2%** | **Transportation — 0.2%** | **Transportation — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5500000 | Canadian Pacific Railway Co.  | 5.50% | 03/15/56 | 5272823 |
|  | **Total Foreign Corporate Bonds and Notes** | **Total Foreign Corporate Bonds and Notes** | **Total Foreign Corporate Bonds and Notes** | 101437239 |
|  | (Cost $102,463,013) | (Cost $102,463,013) | (Cost $102,463,013) |  |
| **MUNICIPAL BONDS — 1.6%** | **MUNICIPAL BONDS — 1.6%** | **MUNICIPAL BONDS — 1.6%** | **MUNICIPAL BONDS — 1.6%** | **MUNICIPAL BONDS — 1.6%** |
|  | **New Jersey — 0.3%** | **New Jersey — 0.3%** | **New Jersey — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | NJ Transprtn Trust Fund Auth, Ser AA | 5.00% | 06/15/50 | 6233408 |
|  | **New York — 0.7%** | **New York — 0.7%** | **New York — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | City of NY, Ser G-1 | 5.25% | 02/01/50 | 4207088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9140000 | NY City Transitional Fin Auth, Ser A | 5.50% | 05/01/50 | 9908761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | NY St Dorm Auth, Ser C | 5.50% | 03/15/53 | 3231245 |
|  |  |  |  | 17347094 |

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MUNICIPAL BONDS (Continued)** | **MUNICIPAL BONDS (Continued)** | **MUNICIPAL BONDS (Continued)** | **MUNICIPAL BONDS (Continued)** | **MUNICIPAL BONDS (Continued)** |
|  | **Texas — 0.6%** | **Texas — 0.6%** | **Texas — 0.6%** |  |
| $7000000 | Dallas Fort Worth Intl Arpts, Ser A-1, AMT | 5.25% | 11/01/46 | $7373503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6700000 | &nbsp;&nbsp;&nbsp; New Hope Cultural Edu Facs Fin Corp TX Hosp Rev Childrens <br> Hlth Sys of TX, Ser A | 5.50% | 08/15/49 | 7265795 |
|  |  |  |  | 14639298 |
|  | **Total Municipal Bonds** | **Total Municipal Bonds** | **Total Municipal Bonds** | 38219800 |
|  | (Cost $37,355,497) | (Cost $37,355,497) | (Cost $37,355,497) |  |
| **U.S. GOVERNMENT AGENCY SECURITIES — 0.2%** | **U.S. GOVERNMENT AGENCY SECURITIES — 0.2%** | **U.S. GOVERNMENT AGENCY SECURITIES — 0.2%** | **U.S. GOVERNMENT AGENCY SECURITIES — 0.2%** | **U.S. GOVERNMENT AGENCY SECURITIES — 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | Tennessee Valley Authority  | 5.25% | 02/01/55 | 3901348 |
|  | (Cost $3,917,442) |  |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **EXCHANGE-TRADED FUNDS — 0.0%** | **EXCHANGE-TRADED FUNDS — 0.0%** | **EXCHANGE-TRADED FUNDS — 0.0%** |
|  | **Capital Markets — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20000 | First Trust AAA CMBS ETF (k) | 406442 |
|  | (Cost $407,187) |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Principal** <br>**Value**<br>| **Description** | **Stated** <br>**Maturity**<br>| **Value** |
| **U.S. TREASURY BILLS — 1.3%** | **U.S. TREASURY BILLS — 1.3%** | **U.S. TREASURY BILLS — 1.3%** | **U.S. TREASURY BILLS — 1.3%** |
| $10000000 | U.S. Treasury Bill <br> (d) | 05/12/26 | 9989094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | U.S. Treasury Bill <br> (d) | 05/19/26 | 4991036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | U.S. Treasury Bill <br> (d) | 05/26/26 | 4987569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | U.S. Treasury Bill <br> (d) | 06/04/26 | 4983041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | U.S. Treasury Bill <br> (d) | 06/09/26 | 4980554 |
|  | **Total U.S. Treasury Bills** | **Total U.S. Treasury Bills** | 29931294 |
|  | (Cost $29,931,205) | (Cost $29,931,205) |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **MONEY MARKET FUNDS — 1.1%** | **MONEY MARKET FUNDS — 1.1%** | **MONEY MARKET FUNDS — 1.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 25679040 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 3.52% (l) | 25679040 |
|  | (Cost $25,679,040) |  |
|  | **Total Investments — 105.0%** | 2489090663 |
|  | (Cost $2,493,969,180) |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal** <br>**Value**<br>| **Description** | **Stated** <br>**Coupon**<br>| **Stated** <br>**Maturity**<br>| **Value** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT — (2.2)%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT — (2.2)%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT — (2.2)%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT — (2.2)%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT — (2.2)%** |
|  | **Pass-Through Securities — (1.8)%** | **Pass-Through Securities — (1.8)%** | **Pass-Through Securities — (1.8)%** |  |
|  | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |
| $(9755000) | &nbsp;&nbsp;&nbsp; Pool TBA (h) | 3.00% | 06/15/56 | (8536192)<br>|
| &nbsp;&nbsp;&nbsp; (4964000) | &nbsp;&nbsp;&nbsp; Pool TBA  | 4.50% | 06/15/56 | (4771301)<br>|
| (15179000) | &nbsp;&nbsp;&nbsp; Pool TBA (h) | 5.00% | 06/15/56 | (14939641)<br>|
| &nbsp;&nbsp;&nbsp; (4976000) | &nbsp;&nbsp;&nbsp; Pool TBA  | 3.50% | 07/15/56 | (4521841)<br>|
| &nbsp;&nbsp;&nbsp; (6470000) | &nbsp;&nbsp;&nbsp; Pool TBA  | 4.50% | 07/15/56 | (6214795)<br>|
|  | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |
| &nbsp;&nbsp;&nbsp; (3550000) | &nbsp;&nbsp;&nbsp; Pool TBA (h) | 3.00% | 06/15/56 | (3159845)<br>|

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT (Continued)** |
|  | **Pass-Through Securities (Continued)** | **Pass-Through Securities (Continued)** | **Pass-Through Securities (Continued)** |  |
|  | Government National Mortgage Association (Continued) | Government National Mortgage Association (Continued) | Government National Mortgage Association (Continued) |  |
|  |  |  |  | (42143615)<br>|
|  | **Mortgage-Backed Securities — (0.4)%** | **Mortgage-Backed Securities — (0.4)%** | **Mortgage-Backed Securities — (0.4)%** |  |
|  | Federal National Mortgage Association |  |  |  |
| $(5437000) | &nbsp;&nbsp;&nbsp; TBA | 3.00% | 07/15/56 | $(4754293)<br>|
|  | Government National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp; (3583000) | &nbsp;&nbsp;&nbsp; TBA | 3.00% | 05/20/56 | (3191597)<br>|
| &nbsp;&nbsp;&nbsp; (1800000) | &nbsp;&nbsp;&nbsp; TBA | 5.00% | 05/20/56 | (1784656)<br>|
|  |  |  |  | (9730546)<br>|
|  | **Total Investments Sold Short — (2.2)%** | **Total Investments Sold Short — (2.2)%** | **Total Investments Sold Short — (2.2)%** | (51874161)<br>|
|  | (Proceeds $52,313,273) | (Proceeds $52,313,273) | (Proceeds $52,313,273) |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of** <br>**Contracts**<br>| **Description** | **Notional** <br>**Amount**<br>| **Exercise** <br>**Price**<br>| **Expiration** <br>**Date**<br>| **Value** |
| **WRITTEN OPTIONS — (0.2)%** | **WRITTEN OPTIONS — (0.2)%** | **WRITTEN OPTIONS — (0.2)%** | **WRITTEN OPTIONS — (0.2)%** | **WRITTEN OPTIONS — (0.2)%** | **WRITTEN OPTIONS — (0.2)%** |
|  | **Call Options Written — (0.0)%** | **Call Options Written — (0.0)%** | **Call Options Written — (0.0)%** | **Call Options Written — (0.0)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (247) | 3 Month SOFR Futures, expiring December 2027 | $(59530087)<br>| $97.50 | 12/10/27 | (89537)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| (26304875)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105.00 | 05/22/26 | (1985)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring <br> September 2026<br>| (1242750)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104.75 | 08/21/26 | (844)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring June <br> 2026<br>| (5176125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.00 | 05/22/26 | (1875)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| (18537031)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.50 | 08/21/26 | (45688)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| (3987617)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110.00 | 08/21/26 | (7227)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| (5496445)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111.00 | 08/21/26 | (5578)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23) | &nbsp;&nbsp;&nbsp; U.S. 10-Year Treasury Note Futures, expiring June <br> 2026<br>| (2543656)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116.00 | 05/22/26 | (0)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24) | &nbsp;&nbsp;&nbsp; U.S. 10-Year Treasury Note Futures, expiring <br> September 2026<br>| (2649000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.00 | 08/21/26 | (51750)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58) | &nbsp;&nbsp;&nbsp; U.S. 10-Year Treasury Note Futures, expiring <br> September 2026<br>| (6401750)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113.00 | 08/21/26 | (22656)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39) | &nbsp;&nbsp;&nbsp; U.S. 10-Year Treasury Note Futures, expiring <br> September 2026<br>| (4304625)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114.00 | 08/21/26 | (9750)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32) | &nbsp;&nbsp;&nbsp; U.S. 10-Year Treasury Note Futures, expiring <br> September 2026<br>| (3532000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115.00 | 08/21/26 | (5500)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (7334844)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120.00 | 05/22/26 | (1016)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (6319250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121.00 | 05/22/26 | (875)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (314) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (35432938)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122.00 | 05/22/26 | (4906)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (7673375)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123.00 | 05/22/26 | (0)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (1918344)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128.00 | 05/22/26 | (0)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (6854875)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113.00 | 08/21/26 | (135344)<br>|

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of**<br> **Contracts**<br>| **Description** | **Notional**<br> **Amount**<br>| **Exercise**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Value** |
| **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** |
|  | **Call Options Written (Continued)** | **Call Options Written (Continued)** | **Call Options Written (Continued)** | **Call Options Written (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| $(7641500)<br>| $116.00 | 08/21/26 | $(74375)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (13934500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118.00 | 08/21/26 | (87187)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (27419500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119.00 | 08/21/26 | (137250)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (11462250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120.00 | 08/21/26 | (47812)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (360) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (40455000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121.00 | 08/21/26 | (140625)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> December 2026<br>| (6000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120.00 | 11/20/26 | (4594)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81) | &nbsp;&nbsp;&nbsp; Ultra 10-Year U.S. Treasury Note Futures, expiring <br> June 2026<br>| (81000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117.00 | 05/22/26 | (2531)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91) | &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Long Bond Futures, expiring <br> June 2026<br>| (91000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122.00 | 05/22/26 | (1422)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Long Bond Futures, expiring <br> June 2026<br>| (6000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124.00 | 05/22/26 | (0)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Long Bond Futures, expiring <br> June 2026<br>| (6000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125.00 | 05/22/26 | (0)<br>|
|  | **Total Call Options Written** | **Total Call Options Written** | **Total Call Options Written** | **Total Call Options Written** | (880327)<br>|
|  | (Premiums received $1,991,754) | (Premiums received $1,991,754) | (Premiums received $1,991,754) | (Premiums received $1,991,754) |  |
|  | **Put Options Written — (0.2)%** | **Put Options Written — (0.2)%** | **Put Options Written — (0.2)%** | **Put Options Written — (0.2)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118) | 3 Month SOFR Futures, expiring December 2027 | (28439475)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95.50 | 12/10/27 | (67112)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (275) | 3 Month SOFR Futures, expiring December 2027 | (66278437)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96.00 | 12/10/27 | (230312)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184) | 3 Month SOFR Futures, expiring December 2027 | (44346300)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96.38 | 12/10/27 | (212750)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| (32311500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.25 | 05/22/26 | (19500)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| (20712500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.50 | 05/22/26 | (26563)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| (23405125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.75 | 05/22/26 | (60031)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| (24647875)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.88 | 05/22/26 | (85531)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| (7663625)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104.00 | 05/22/26 | (34688)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| (5419094)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107.00 | 05/22/26 | (766)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring <br> September 2026<br>| (23612250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.00 | 08/21/26 | (42750)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring <br> September 2026<br>| (16362875)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.25 | 08/21/26 | (40734)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring <br> September 2026<br>| (18434125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.50 | 08/21/26 | (62578)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring <br> September 2026<br>| (1242750)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.75 | 08/21/26 | (5719)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (248) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring June <br> 2026<br>| (26743312)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108.75 | 05/22/26 | (242188)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (122) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring June <br> 2026<br>| (13155984)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.00 | 05/22/26 | (146781)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (155) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| (16704883)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107.00 | 08/21/26 | (92031)<br>|

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of**<br> **Contracts**<br>| **Description** | **Notional**<br> **Amount**<br>| **Exercise**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Value** |
| **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** |
|  | **Put Options Written (Continued)** | **Put Options Written (Continued)** | **Put Options Written (Continued)** | **Put Options Written (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (572) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| $(61646406)<br>| $107.50 | 08/21/26 | $(437937)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| (2909883)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108.00 | 08/21/26 | (26789)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (353) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| (38044023)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108.50 | 08/21/26 | (449524)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> December 2026<br>| (1293000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106.50 | 11/20/26 | (8344)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33) | &nbsp;&nbsp;&nbsp; U.S. 10-Year Treasury Note Futures, expiring <br> September 2026<br>| (3642375)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.00 | 08/21/26 | (26297)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (1354125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106.00 | 05/22/26 | (563)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (14105469)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.00 | 05/22/26 | (19531)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (677063)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110.00 | 05/22/26 | (1594)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (361) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (40736594)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112.00 | 05/22/26 | (253828)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (206) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (23245813)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114.00 | 05/22/26 | (344406)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (674250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106.00 | 08/21/26 | (4875)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (4045500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108.00 | 08/21/26 | (41625)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (222) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (24947250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.00 | 08/21/26 | (308719)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (98) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (11012750)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110.00 | 08/21/26 | (163844)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (228) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (25621500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111.00 | 08/21/26 | (456000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (5394000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112.00 | 08/21/26 | (114000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (61000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113.00 | 08/21/26 | (173469)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (217) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (217000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116.00 | 08/21/26 | (1017187)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> December 2026<br>| (6000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105.00 | 11/20/26 | (6375)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> December 2026<br>| (51000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110.00 | 11/20/26 | (121125)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30) | &nbsp;&nbsp;&nbsp; Ultra 10-Year U.S. Treasury Note Futures, expiring <br> June 2026<br>| (30000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111.00 | 05/22/26 | (8906)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8) | &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Long Bond Futures, expiring <br> June 2026<br>| (8000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112.00 | 05/22/26 | (2750)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26) | &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Long Bond Futures, expiring <br> June 2026<br>| (26000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113.00 | 05/22/26 | (13813)<br>|

---

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of**<br> **Contracts**<br>| **Description** | **Notional**<br> **Amount**<br>| **Exercise**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Value** |
| **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** |
|  | **Put Options Written (Continued)** | **Put Options Written (Continued)** | **Put Options Written (Continued)** | **Put Options Written (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49) | &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Long Bond Futures, expiring <br> June 2026<br>| $(49000)<br>| $115.00 | 05/22/26 | $(59719)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7) | &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Long Bond Futures, expiring <br> June 2026<br>| (7000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116.00 | 05/22/26 | (12031)<br>|
|  | **Total Put Options Written** | **Total Put Options Written** | **Total Put Options Written** | **Total Put Options Written** | (5443285)<br>|
|  | (Premiums received $4,859,282) | (Premiums received $4,859,282) | (Premiums received $4,859,282) | (Premiums received $4,859,282) |  |
|  | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | (6323612)<br>|
|  | (Premiums received $6,851,036) | (Premiums received $6,851,036) | (Premiums received $6,851,036) | (Premiums received $6,851,036) |  |
|  | **Net Other Assets and Liabilities — (2.6)%** | **Net Other Assets and Liabilities — (2.6)%** | **Net Other Assets and Liabilities — (2.6)%** | **Net Other Assets and Liabilities — (2.6)%** | (60908772)<br>|
|  | **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | $2369984118 |

---

**Futures Contracts at April 30, 2026:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Long** | **Number of** <br>**Contracts**<br>| **Expiration** <br>**Date**<br>| **Notional** <br>**Value**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)/** <br>**Value**<br>|
| U.S. 2-Year Treasury Notes | 1873 | Jun-2026 | &nbsp;&nbsp; $387945125 | &nbsp;&nbsp; $(2698433)<br>|
| U.S. 5-Year Treasury Notes | 1169 | Jun-2026 | &nbsp;&nbsp; 126060212 | &nbsp;&nbsp; (1280639)<br>|
| U.S. 10-Year Treasury Notes | 480 | Jun-2026 | &nbsp;&nbsp; 53085000 | &nbsp;&nbsp; (658493)<br>|
| U.S. Treasury Long-Term Bond Futures | 596 | Jun-2026 | &nbsp;&nbsp; 67254875 | &nbsp;&nbsp; (859985)<br>|
|  |  |  | &nbsp;&nbsp; $634345212 | &nbsp;&nbsp; $(5497550)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Short** |  |  |  |  |
| Ultra 10-Year U.S. Treasury Notes | 1770 | Jun-2026 | &nbsp;&nbsp; $(199761094)<br>| &nbsp;&nbsp; $3967880 |
| Ultra U.S. Treasury Bond Futures | 105 | Jun-2026 | &nbsp;&nbsp; (12078281)<br>| &nbsp;&nbsp; 126469 |
|  |  |  | &nbsp;&nbsp; $(211839375)<br>| &nbsp;&nbsp; $4094349 |
|  |  | &nbsp;&nbsp; Total | &nbsp;&nbsp; $422505837 | &nbsp;&nbsp; $(1403201)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Step-up security. A security where the coupon increases or steps up at a predetermined
 date.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Floating or variable rate security.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Inverse floating rate security.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Zero coupon security.

&nbsp;&nbsp;&nbsp;&nbsp;(e) This security, sold within the terms of a private placement memorandum, is exempt
 from registration upon resale under Rule 144A of the Securities Act of 1933, as amended, and may be resold in transactions
 exempt from registration, normally to qualified institutional buyers. Pursuant to procedures adopted by the Trust's Board of Trustees, this security has been determined to be liquid by First Trust Advisors L.P., the Fund's advisor. Although market instability can result in periods of increased overall market illiquidity, liquidity for each security is determined based on security specific
 factors and assumptions, which require subjective judgment. At April 30, 2026, securities noted as such amounted to $805,420,229
 or 34.0% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Weighted Average Coupon security. Coupon is based on the blended interest rate of
 the underlying holdings, which may have different coupons. The coupon may change in any period.

&nbsp;&nbsp;&nbsp;&nbsp;(g) Collateral Strip Rate security. Coupon is based on the weighted net interest rate of the investment's underlying collateral. The interest rate resets periodically.

&nbsp;&nbsp;&nbsp;&nbsp;(h) All or a portion of this security is part of a mortgage dollar roll agreement.

&nbsp;&nbsp;&nbsp;&nbsp;(i) When-issued security. The interest rate shown reflects the rate in effect at April
 30, 2026. Interest will begin accruing on the security's first settlement date.

&nbsp;&nbsp;&nbsp;&nbsp;(j) Fixed-to-floating or fixed-to-variable rate security. The interest rate shown reflects
 the fixed rate in effect at April 30, 2026. At a predetermined date, the fixed rate will change to a floating rate or a variable rate.

&nbsp;&nbsp;&nbsp;&nbsp;(k) Investment in an affiliated fund.

&nbsp;&nbsp;&nbsp;&nbsp;(l) Rate shown reflects yield as of April 30, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | |
|:---|:---|
| Abbreviations throughout the Portfolio of Investments: | Abbreviations throughout the Portfolio of Investments: |
| AMT | – Alternative Minimum Tax |
| CME | – Chicago Mercantile Exchange |
| CSA | – Credit Spread Adjustment |
| IO | – Interest-Only Security - Principal amount shown represents par value on which interest payments are based |
| PO | – Principal-Only Security |
| REMIC | – Real Estate Mortgage Investment Conduit |
| SOFR | – Secured Overnight Financing Rate |
| STACR | – Structured Agency Credit Risk |
| STRIPS | – Separate Trading of Registered Interest and Principal of Securities |
| TBA | – To-Be-Announced Security |

---

------

**Valuation Inputs**

A summary of the inputs used to value the Fund's investments as of April 30, 2026 is as follows (see Valuation Inputs in the Additional Information section):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** |
|  | **Total** <br>**Value at** <br>**4/30/2026**<br>| &nbsp;&nbsp;&nbsp; **Level 1** <br>**Quoted** <br>**Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| &nbsp;&nbsp; U.S. Government Agency Mortgage-Backed <br> Securities<br>| &nbsp;&nbsp; $764781575 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $764781575 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| Mortgage-Backed Securities | &nbsp;&nbsp; 476801023 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 476801023 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Corporate Bonds and Notes\* | &nbsp;&nbsp; 462919676 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 462919676 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Government Bonds and Notes | &nbsp;&nbsp; 436728365 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 436728365 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Asset-Backed Securities | &nbsp;&nbsp; 148284861 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 148284861 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Foreign Corporate Bonds and Notes\* | &nbsp;&nbsp; 101437239 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 101437239 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Municipal Bonds\*\* | &nbsp;&nbsp; 38219800 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 38219800 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Government Agency Securities | &nbsp;&nbsp; 3901348 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3901348 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Exchange-Traded Funds\* | &nbsp;&nbsp; 406442 | &nbsp;&nbsp;&nbsp;&nbsp; 406442 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Bills | &nbsp;&nbsp; 29931294 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 29931294 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Money Market Funds | &nbsp;&nbsp; 25679040 | &nbsp;&nbsp;&nbsp;&nbsp; 25679040 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp; 2489090663 | &nbsp;&nbsp;&nbsp;&nbsp; 26085482 | &nbsp;&nbsp;&nbsp;&nbsp; 2463005181 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Futures Contracts | &nbsp;&nbsp; 4094349 | &nbsp;&nbsp;&nbsp;&nbsp; 4094349 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total | &nbsp;&nbsp; $2493185012 | &nbsp;&nbsp;&nbsp;&nbsp; $30179831 | &nbsp;&nbsp;&nbsp;&nbsp; $2463005181 | &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** |
|  | **Total** <br>**Value at** <br>**4/30/2026**<br>| &nbsp;&nbsp;&nbsp; **Level 1** <br>**Quoted** <br>**Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| &nbsp;&nbsp; U.S. Government Agency Mortgage-Backed <br> Securities Sold Short<br>| &nbsp;&nbsp; $(51874161)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(51874161)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— |
| Written Options | &nbsp;&nbsp; (6323612)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (6323612)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Futures Contracts | &nbsp;&nbsp; (5497550)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (5497550)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total | &nbsp;&nbsp; $(63695323)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(11821162)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(51874161)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* See Portfolio of Investments for industry breakout. <br> \*\* See Portfolio of Investments for state breakout.

------

**First Trust Core Investment Grade ETF (FTCB)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

------

**Affiliated Transactions**

Amounts relating to investments in affiliated funds at April 30, 2026, and for the fiscal year-to-date period (August 1, 2025 to April 30, 2026) are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Security Name | Shares at <br>4/30/2026<br>| Value at <br>7/31/2025<br>| Purchases | Sales | Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Realized <br>Gain <br>(Loss)<br>| Value at <br>4/30/2026<br>| Dividend <br>Income<br>|
| First Trust AAA CMBS ETF | 20000 | $406700 | $— | $— | $(258)<br>| $— | $406442 | $16060 |

---

------

**First Trust AAA CMBS ETF (CAAA)**

**Portfolio of Investments**

**April 30, 2026 (Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal** <br>**Value**<br>| **Description** | **Stated** <br>**Coupon**<br>| **Stated** <br>**Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES — 88.6%** | **MORTGAGE-BACKED SECURITIES — 88.6%** | **MORTGAGE-BACKED SECURITIES — 88.6%** | **MORTGAGE-BACKED SECURITIES — 88.6%** | **MORTGAGE-BACKED SECURITIES — 88.6%** |
|  | **Commercial Mortgage-Backed Securities — 88.6%** | **Commercial Mortgage-Backed Securities — 88.6%** | **Commercial Mortgage-Backed Securities — 88.6%** |  |
|  | 2023-MIC Trust (The) |  |  |  |
| $530000 | &nbsp;&nbsp;&nbsp; Series 2023-MIC, Class A (a) (b) | 8.73% | 12/05/38 | $564811 |
|  | Arbor Multifamily Mortgage Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390000 | &nbsp;&nbsp;&nbsp; Series 2020-MF1, Class A4 (a) | 2.50% | 05/15/53 | 363693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; Series 2020-MF1, Class AS (a) | 3.06% | 05/15/53 | 139768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390000 | &nbsp;&nbsp;&nbsp; Series 2021-MF2, Class A4 (a) | 2.25% | 06/15/54 | 349306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3791000 | &nbsp;&nbsp;&nbsp; Series 2021-MF3, Class XB, IO (a) (b) | 0.60% | 10/15/54 | 93490 |
|  | BANK |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2854636 | &nbsp;&nbsp;&nbsp; Series 2018-BN10, Class XA, IO (b) | 0.83% | 02/15/61 | 27210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248766 | &nbsp;&nbsp;&nbsp; Series 2018-BN13, Class A4 | 3.95% | 08/15/61 | 246145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7452962 | &nbsp;&nbsp;&nbsp; Series 2019-BN19, Class XA, IO (b) | 1.07% | 08/15/61 | 186797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2995550 | &nbsp;&nbsp;&nbsp; Series 2019-BN21, Class XA, IO (b) | 0.93% | 10/17/52 | 68554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4091089 | &nbsp;&nbsp;&nbsp; Series 2019-BN23, Class XA, IO (b) | 0.80% | 12/15/52 | 83064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 542000 | &nbsp;&nbsp;&nbsp; Series 2020-BN25, Class A5 | 2.65% | 01/15/63 | 502690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp; Series 2020-BN26, Class A3 | 2.16% | 03/15/63 | 300488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2383519 | &nbsp;&nbsp;&nbsp; Series 2020-BN26, Class XA, IO (b) | 1.31% | 03/15/63 | 79201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500170 | &nbsp;&nbsp;&nbsp; Series 2020-BN29, Class A4 | 2.00% | 11/15/53 | 442008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414000 | &nbsp;&nbsp;&nbsp; Series 2020-BN30, Class A4 | 1.93% | 12/15/53 | 366200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7500000 | &nbsp;&nbsp;&nbsp; Series 2021-BN31, Class XB, IO (b) | 0.97% | 02/15/54 | 266535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318750 | &nbsp;&nbsp;&nbsp; Series 2021-BN33, Class A5 | 2.56% | 05/15/64 | 287891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8568111 | &nbsp;&nbsp;&nbsp; Series 2023-BNK46, Class XA, IO (b) | 0.75% | 08/15/56 | 271556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5164405 | &nbsp;&nbsp;&nbsp; Series 2025-BNK49, Class XA, IO (b) | 0.83% | 03/15/58 | 235491 |
|  | BBCMS Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; Series 2017-C1, Class A4 | 3.67% | 02/15/50 | 397234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-TALL, Class A, 1 Mo. CME Term SOFR + CSA + <br> 0.87% (a) (c) | 4.57% | 03/15/37 | 514014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; Series 2020-C8, Class A5 | 2.04% | 10/15/53 | 492174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; Series 2022-C16, Class A5 | 4.60% | 06/15/55 | 293257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; Series 2022-C18, Class A5 | 5.71% | 12/15/55 | 312382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5789044 | &nbsp;&nbsp;&nbsp; Series 2025-C35, Class XA, IO (b) | 0.86% | 07/15/58 | 284221 |
|  | Benchmark Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329000 | &nbsp;&nbsp;&nbsp; Series 2020-B18, Class A5 | 1.93% | 07/15/53 | 292303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2021-B25, Class A4 | 2.27% | 04/15/54 | 456969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 425000 | &nbsp;&nbsp;&nbsp; Series 2023-B40, Class ASB | 6.25% | 12/15/56 | 454500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2442291 | &nbsp;&nbsp;&nbsp; Series 2024-V6, Class XA, IO (b) | 1.58% | 03/15/57 | 80667 |
|  | BMO Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp; Series 2023-C5, Class ASB | 5.99% | 06/15/56 | 271265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235000 | &nbsp;&nbsp;&nbsp; Series 2023-C6, Class ASB | 6.21% | 09/15/56 | 248775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; Series 2023-C7, Class A5 | 6.16% | 12/15/56 | 264941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; Series 2024-C9, Class ASB | 5.77% | 07/15/57 | 313483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; Series 2025-C11, Class ASB | 5.68% | 02/15/58 | 261741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; Series 2025-C12, Class ASB | 5.76% | 06/15/58 | 366347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3668825 | &nbsp;&nbsp;&nbsp; Series 2025-C13, Class XA, IO (b) | 1.22% | 10/15/58 | 277691 |
|  | BPR Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; Series 2023-STON, Class A (a) | 7.50% | 12/05/39 | 257376 |
|  | BPR Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-WILL, Class A, 1 Mo. CME Term SOFR + CSA + <br> 1.75% (a) (c) | 5.52% | 06/15/38 | 67300 |
|  | BSTN Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 551000 | &nbsp;&nbsp;&nbsp; Series 2025-1C, Class A (a) (b) | 5.55% | 06/15/44 | 562242 |

---

------

**First Trust AAA CMBS ETF (CAAA)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** |  |
|  | BWAY Trust |  |  |  |
| $415000 | &nbsp;&nbsp;&nbsp; Series 2025-1535, Class A (a) (b) | 6.52% | 05/05/42 | $420082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131000 | &nbsp;&nbsp;&nbsp; Series 2025-1535, Class B (a) (b) | 7.71% | 05/05/42 | 136223 |
|  | BX Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489000 | &nbsp;&nbsp;&nbsp; Series 2020-VIV4, Class A (a) | 2.84% | 03/09/44 | 454753 |
|  | BX Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DELC, Class A, 1 Mo. CME Term SOFR + <br> 1.55% (a) (c) | 5.20% | 12/15/42 | 601496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-GW, Class A, 1 Mo. CME Term SOFR + <br> 1.60% (a) (c) | 5.26% | 07/15/42 | 260547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class A, 1 Mo. CME Term SOFR + <br> 1.70% (a) (c) | 5.35% | 12/15/44 | 255284 |
|  | Cali Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-SUN, Class A, 1 Mo. CME Term SOFR + <br> 1.89% (a) (c) | 5.55% | 07/15/41 | 134382 |
|  | Cantor Commercial Real Estate Lending |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359550 | &nbsp;&nbsp;&nbsp; Series 2019-CF1, Class A2 | 3.62% | 05/15/52 | 355236 |
|  | CENT |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; Series 2025-CITY, Class A (a) (b) | 5.09% | 07/10/40 | 553032 |
|  | CFCRE Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7284270 | &nbsp;&nbsp;&nbsp; Series 2017-C8, Class XA, IO (b) | 1.60% | 06/15/50 | 56189 |
|  | CHI Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520000 | &nbsp;&nbsp;&nbsp; Series 2025-SFT, Class A (a) (b) | 5.66% | 04/15/42 | 527859 |
|  | Citigroup Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351878 | &nbsp;&nbsp;&nbsp; Series 2019-GC43, Class AAB | 2.96% | 11/10/52 | 342516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2020-420K, Class A (a) | 2.46% | 11/10/42 | 448823 |
|  | Credit Suisse Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp; Series 2019-UVIL, Class A (a) | 3.16% | 12/15/41 | 611284 |
|  | Deutsche Bank Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; Series 2020-C9, Class A5 | 1.93% | 08/15/53 | 268839 |
|  | GGP Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2026-2PAK, Class A (b) (d) | 6.03% | 04/10/43 | 498736 |
|  | GS Mortgage Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304877 | &nbsp;&nbsp;&nbsp; Series 2017-GS6, Class A2 | 3.16% | 05/10/50 | 301988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8421797 | &nbsp;&nbsp;&nbsp; Series 2019-GC39, Class XA, IO (b) | 1.22% | 05/10/52 | 230094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; Series 2024-FAIR, Class A (a) (b) | 6.07% | 07/15/29 | 305597 |
|  | Hawaii Hotel Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-MAUI, Class A, 1 Mo. CME Term SOFR + <br> 1.39% (a) (c) | 5.05% | 03/15/42 | 257970 |
|  | Hilton USA Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; Series 2016-HHV, Class A (a) | 3.72% | 11/05/38 | 298795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NVIL, Class A, 1 Mo. CME Term SOFR + <br> 1.74% (a) (c) | 5.40% | 07/15/42 | 300945 |
|  | Houston Galleria Mall Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280000 | &nbsp;&nbsp;&nbsp; Series 2025-HGLR, Class A (a) (b) | 5.64% | 02/05/45 | 286876 |
|  | ILPT Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp; Series 2019-SURF, Class A (a) | 4.15% | 02/11/41 | 318511 |
|  | INT Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2025-PLAZA, Class A (a) (b) | 5.04% | 11/05/37 | 500002 |

---

------

**First Trust AAA CMBS ETF (CAAA)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** |  |
|  | IRV Trust |  |  |  |
| $100000 | &nbsp;&nbsp;&nbsp; Series 2025-200P, Class A (a) (b) | 5.47% | 03/14/47 | $101122 |
|  | JP Morgan Chase Commercial Mortgage Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7263253 | &nbsp;&nbsp;&nbsp; Series 2019-COR5, Class XA, IO (b) | 1.58% | 06/13/52 | 234939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-PHNY, Class A, 1 Mo. CME Term SOFR + <br> 1.64% (a) (c) | 5.30% | 01/15/41 | 501001 |
|  | JW Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-BERY, Class A, 1 Mo. CME Term SOFR + <br> 1.59% (a) (c) | 5.25% | 11/15/39 | 260808 |
|  | KRE Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-ICNA, Class A, 1 Mo. CME Term SOFR + <br> 1.85% (a) (c) | 5.50% | 05/15/43 | 301330 |
|  | Manhattan West Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287000 | &nbsp;&nbsp;&nbsp; Series 2020-1MW, Class A (a) | 2.13% | 09/10/39 | 277191 |
|  | Morgan Stanley Capital I Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245835 | &nbsp;&nbsp;&nbsp; Series 2018-L1, Class A3 | 4.14% | 10/15/51 | 244605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310015 | &nbsp;&nbsp;&nbsp; Series 2019-L2, Class A3 | 3.81% | 03/15/52 | 303861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12200170 | &nbsp;&nbsp;&nbsp; Series 2019-L2, Class XA, IO (b) | 1.16% | 03/15/52 | 281341 |
|  | MSWF Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5341758 | &nbsp;&nbsp;&nbsp; Series 2023-1, Class XA, IO (b) | 1.09% | 05/15/56 | 250127 |
|  | NRTH Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-PARK, Class A, 1 Mo. CME Term SOFR + <br> 1.39% (a) (c) | 5.05% | 10/15/40 | 275212 |
|  | NY Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2025-299P, Class A (a) (b) | 5.85% | 02/10/47 | 519413 |
|  | NYO Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1290, Class A, 1 Mo. CME Term SOFR + CSA + <br> 1.10% (a) (c) | 4.86% | 11/15/38 | 374874 |
|  | SFO Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-555, Class A, 1 Mo. CME Term SOFR + CSA + <br> 1.15% (a) (c) | 4.92% | 05/15/38 | 319255 |
|  | SHOPS Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; Series 2026-CSTL, Class A (a) (b) (d) | 4.97% | 05/15/39 | 298812 |
|  | SKY Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 452583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-LINE, Class A, 1 Mo. CME Term SOFR + <br> 2.59% (a) (c) | 6.24% | 04/15/42 | 454610 |
|  | SLG Office Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323000 | &nbsp;&nbsp;&nbsp; Series 2021-OVA, Class A (a) | 2.59% | 07/15/41 | 288501 |
|  | SWCH Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DATA, Class A, 1 Mo. CME Term SOFR + <br> 1.44% (a) (c) | 5.10% | 02/15/42 | 550940 |
|  | TEXAS Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-TWR, Class A, 1 Mo. CME Term SOFR + <br> 1.29% (a) (c) | 4.95% | 04/15/42 | 499039 |
|  | VRTX Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2025-HQ, Class A (a) (b) | 5.09% | 08/05/42 | 494985 |
|  | Wells Fargo Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375000 | &nbsp;&nbsp;&nbsp; Series 2018-C47, Class A4 | 4.44% | 09/15/61 | 374401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76100 | &nbsp;&nbsp;&nbsp; Series 2018-C47, Class AS | 4.67% | 09/15/61 | 75465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4044275 | &nbsp;&nbsp;&nbsp; Series 2021-C59, Class XA, IO (b) | 1.61% | 04/15/54 | 213799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3897425 | &nbsp;&nbsp;&nbsp; Series 2021-C60, Class XA, IO (b) | 1.61% | 08/15/54 | 218999 |

---

------

**First Trust AAA CMBS ETF (CAAA)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** |  |
|  | Wells Fargo Commercial Mortgage Trust (Continued) |  |  |  |
| $380000 | &nbsp;&nbsp;&nbsp; Series 2022-C62, Class A4 | 4.00% | 04/15/55 | $362313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-B33RP, Class A, 1 Mo. CME Term SOFR + <br> 1.35% (a) (c) | 5.00% | 08/15/42 | 350185 |
|  | WHARF Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp; Series 2025-DC, Class A (a) (b) | 5.53% | 07/15/40 | 331018 |
|  | **Total Mortgage-Backed Securities** | **Total Mortgage-Backed Securities** | **Total Mortgage-Backed Securities** | 28827985 |
|  | (Cost $28,634,135) | (Cost $28,634,135) | (Cost $28,634,135) |  |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 6.2%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 6.2%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 6.2%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 6.2%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 6.2%** |
|  | **Commercial Mortgage-Backed Securities — 5.3%** | **Commercial Mortgage-Backed Securities — 5.3%** | **Commercial Mortgage-Backed Securities — 5.3%** |  |
|  | Federal Home Loan Mortgage Corporation Multiclass Certificates |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160000 | &nbsp;&nbsp;&nbsp; Series 2020-RR05, Class X, IO | 2.01% | 01/27/29 | 7351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp; Series 2020-RR07, Class AX, IO (e) | 2.47% | 09/27/28 | 68031 |
|  | &nbsp;&nbsp; Federal Home Loan Mortgage Corporation Multifamily Structured <br> Pass Through Certificates |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8649748 | &nbsp;&nbsp;&nbsp; Series 2020-K104, Class X1, IO (b) | 1.23% | 01/25/30 | 305063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1599344 | &nbsp;&nbsp;&nbsp; Series 2020-K122, Class X1, IO (b) | 0.95% | 11/25/30 | 52565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1185472 | &nbsp;&nbsp;&nbsp; Series 2025-K546, Class X1, IO (b) | 1.06% | 05/25/30 | 37966 |
|  | Government National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3509782 | &nbsp;&nbsp;&nbsp; Series 2021-31, Class IO, IO (b) | 0.94% | 01/16/61 | 239277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4895992 | &nbsp;&nbsp;&nbsp; Series 2024-47, Class AI, IO | 0.75% | 06/16/64 | 256375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3530475 | &nbsp;&nbsp;&nbsp; Series 2025-21, Class IO, IO (b) | 0.95% | 04/16/65 | 248441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3244675 | &nbsp;&nbsp;&nbsp; Series 2025-153, Class IO, IO (b) | 0.85% | 09/16/67 | 243439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4103855 | &nbsp;&nbsp;&nbsp; Series 2025-206, Class IO, IO (b) | 0.80% | 04/16/64 | 247960 |
|  |  |  |  | 1706468 |
|  | **Pass-Through Securities — 0.9%** | **Pass-Through Securities — 0.9%** | **Pass-Through Securities — 0.9%** |  |
|  | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; Pool BZ0874  | 4.76% | 06/01/29 | 304019 |
|  | **Total U.S. Government Agency Mortgage-Backed Securities** | **Total U.S. Government Agency Mortgage-Backed Securities** | **Total U.S. Government Agency Mortgage-Backed Securities** | 2010487 |
|  | (Cost $2,018,190) | (Cost $2,018,190) | (Cost $2,018,190) |  |
| **U.S. TREASURY BILLS — 1.5%** | **U.S. TREASURY BILLS — 1.5%** | **U.S. TREASURY BILLS — 1.5%** | **U.S. TREASURY BILLS — 1.5%** | **U.S. TREASURY BILLS — 1.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | U.S. Treasury Bill  | (f) | 05/12/26 | 499455 |
|  | (Cost $499,452) |  |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **MONEY MARKET FUNDS — 2.0%** | **MONEY MARKET FUNDS — 2.0%** | **MONEY MARKET FUNDS — 2.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 650124 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 3.52% (g) | 650124 |
|  | (Cost $650,124) |  |
|  | **Total Investments — 98.3%** | 31988051 |
|  | (Cost $31,801,901) |  |
|  | **Net Other Assets and Liabilities — 1.7%** | 541303 |
|  | **Net Assets — 100.0%** | $32529354 |

---

------

**First Trust AAA CMBS ETF (CAAA)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

**Futures Contracts at April 30, 2026:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Long** | **Number of** <br>**Contracts**<br>| **Expiration** <br>**Date**<br>| **Notional** <br>**Value**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)/** <br>**Value**<br>|
| U.S. 2-Year Treasury Notes | 38 | Jun-2026 | &nbsp;&nbsp; $7870750 | &nbsp;&nbsp; $(44762)<br>|
| U.S. 5-Year Treasury Notes | 2 | Jun-2026 | &nbsp;&nbsp; 215672 | &nbsp;&nbsp; (46)<br>|
| U.S. 10-Year Treasury Notes | 18 | Jun-2026 | &nbsp;&nbsp; 1990687 | &nbsp;&nbsp; (42281)<br>|
| Ultra 10 Year U.S. Treasury Notes | 13 | Jun-2026 | &nbsp;&nbsp; 1467172 | &nbsp;&nbsp; (13270)<br>|
|  |  | &nbsp;&nbsp; Total | &nbsp;&nbsp; $11544281 | &nbsp;&nbsp; $(100359)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) This security, sold within the terms of a private placement memorandum, is exempt
 from registration upon resale under Rule 144A of the Securities Act of 1933, as amended, and may be resold in transactions
 exempt from registration, normally to qualified institutional buyers. Pursuant to procedures adopted by the Trust's Board of Trustees, this security has been determined to be liquid by First Trust Advisors L.P. (the "Advisor"). Although market instability can result in periods of increased overall market illiquidity, liquidity for each security is determined based on security specific
 factors and assumptions, which require subjective judgment. At April 30, 2026, securities noted as such amounted to $15,782,757
 or 48.5% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Collateral Strip Rate security. Coupon is based on the weighted net interest rate of the investment's underlying collateral. The interest rate resets periodically.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Floating or variable rate security.

&nbsp;&nbsp;&nbsp;&nbsp;(d) When-issued security. The interest rate shown reflects the rate in effect at April
 30, 2026. Interest will begin accruing on the security's first settlement date.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Weighted Average Coupon security. Coupon is based on the blended interest rate of
 the underlying holdings, which may have different coupons. The coupon may change in any period.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Zero coupon security.

&nbsp;&nbsp;&nbsp;&nbsp;(g) Rate shown reflects yield as of April 30, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Abbreviations throughout the Portfolio of Investments: | Abbreviations throughout the Portfolio of Investments: |
| CME | – Chicago Mercantile Exchange |
| CSA | – Credit Spread Adjustment |
| IO | – Interest-Only Security - Principal amount shown represents par value on which interest payments are based |
| SOFR | – Secured Overnight Financing Rate |

---

------

**Valuation Inputs**

A summary of the inputs used to value the Fund's investments as of April 30, 2026 is as follows (see Valuation Inputs in the Additional Information section):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** |
|  | **Total** <br>**Value at** <br>**4/30/2026**<br>| &nbsp;&nbsp;&nbsp; **Level 1** <br>**Quoted** <br>**Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| Mortgage-Backed Securities | &nbsp;&nbsp; $28827985 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $28827985 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp; 2010487 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2010487 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Bills | &nbsp;&nbsp; 499455 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 499455 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Money Market Funds | &nbsp;&nbsp; 650124 | &nbsp;&nbsp;&nbsp;&nbsp; 650124 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp; $31988051 | &nbsp;&nbsp;&nbsp;&nbsp; $650124 | &nbsp;&nbsp;&nbsp;&nbsp; $31337927 | &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** |
|  | **Total** <br>**Value at** <br>**4/30/2026**<br>| &nbsp;&nbsp;&nbsp; **Level 1** <br>**Quoted** <br>**Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| Futures Contracts | &nbsp;&nbsp; $(100359)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(100359)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments**

**April 30, 2026 (Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal** <br>**Value**<br>| **Description** | **Stated** <br>**Coupon**<br>| **Stated** <br>**Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES — 54.5%** | **MORTGAGE-BACKED SECURITIES — 54.5%** | **MORTGAGE-BACKED SECURITIES — 54.5%** | **MORTGAGE-BACKED SECURITIES — 54.5%** | **MORTGAGE-BACKED SECURITIES — 54.5%** |
|  | **Collateralized Mortgage Obligations — 44.2%** | **Collateralized Mortgage Obligations — 44.2%** | **Collateralized Mortgage Obligations — 44.2%** |  |
|  | Ajax Mortgage Loan Trust |  |  |  |
| $913000 | &nbsp;&nbsp;&nbsp; Series 2021-E, Class A2 (a) | 2.69% | 12/25/60 | $699200 |
|  | BRAVO Residential Funding Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380000 | &nbsp;&nbsp;&nbsp; Series 2024-NQM5, Class B1 (a) | 7.38% | 06/25/64 | 386416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255000 | &nbsp;&nbsp;&nbsp; Series 2024-NQM6, Class B1 (a) | 7.30% | 08/01/64 | 259177 |
|  | CIM Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp; Series 2019-R5, Class B2 (a) (b) | 5.00% | 09/25/59 | 1159179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2752185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NR1, Class A1, steps up to 8.00% <br> on 03/01/2028 (a) (c) | 5.00% | 06/25/64 | 2734716 |
|  | Citigroup Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3963100 | &nbsp;&nbsp;&nbsp; Series 2020-EXP1, Class M1 (a) (b) | 4.47% | 05/25/60 | 3635513 |
|  | COLT Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340000 | &nbsp;&nbsp;&nbsp; Series 2021-HX1, Class B3A (a) (b) | 4.12% | 10/25/66 | 255048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1485000 | &nbsp;&nbsp;&nbsp; Series 2021-5, Class B2 (a) (b) | 4.19% | 11/26/66 | 1249320 |
|  | Connecticut Avenue Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R02, Class 2B2, 30 Day Average SOFR + <br> 6.20% (a) (d) | 9.85% | 11/25/41 | 487097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R03, Class 1B2, 30 Day Average SOFR + <br> 5.50% (a) (d) | 9.15% | 12/25/41 | 491883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 769000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R03, Class 1B2, 30 Day Average SOFR + <br> 9.85% (a) (d) | 13.50% | 03/25/42 | 824038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R06, Class 1B2, 30 Day Average SOFR + <br> 10.60% (a) (d) | 14.25% | 05/25/42 | 485943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R06, Class 1B2, 30 Day Average SOFR + <br> 5.90% (a) (d) | 9.55% | 07/25/43 | 1622911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 743584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1A1, 30 Day Average SOFR + <br> 1.00% (a) (d) | 4.65% | 02/25/45 | 745048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1010438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R03, Class 2A1, 30 Day Average SOFR + <br> 1.45% (a) (d) | 5.10% | 03/25/45 | 1016373 |
|  | Credit Suisse Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 663000 | &nbsp;&nbsp;&nbsp; Series 2021-NQM6, Class B1 (a) | 3.29% | 07/25/66 | 483836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2300000 | &nbsp;&nbsp;&nbsp; Series 2021-NQM7, Class B2 (a) (b) | 4.37% | 10/25/66 | 1952078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2792899 | &nbsp;&nbsp;&nbsp; Series 2021-NQM8, Class B1 (a) | 4.21% | 10/25/66 | 2260032 |
|  | Cross Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; Series 2025-H6, Class B1B (a) | 7.55% | 07/25/70 | 448075 |
|  | Deephaven Residential Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 626000 | &nbsp;&nbsp;&nbsp; Series 2021-1, Class B1 (a) | 3.10% | 05/25/65 | 577017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1535000 | &nbsp;&nbsp;&nbsp; Series 2021-1, Class B2 (a) | 3.96% | 05/25/65 | 1395096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; Series 2021-2, Class M1 (a) | 2.22% | 04/25/66 | 543254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2022-1, Class B1 (a) | 4.26% | 01/25/67 | 418629 |
|  | Easy Street Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-RTL2, Class A1, steps up to 7.50% <br> on 12/25/2027 (a) (c) | 5.61% | 10/25/40 | 1953745 |
|  | Ellington Financial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289000 | &nbsp;&nbsp;&nbsp; Series 2019-2, Class M1 (a) | 3.47% | 11/25/59 | 279005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258000 | &nbsp;&nbsp;&nbsp; Series 2024-INV1, Class B2 (a) (b) | 7.39% | 03/25/69 | 256585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp; Series 2025-INV1, Class B2 (a) (b) | 7.30% | 03/25/70 | 2970641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 960969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM6, Class A3, steps up to 6.40% <br> on 12/01/2029 (a) (c) | 5.40% | 12/25/70 | 956318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1673000 | &nbsp;&nbsp;&nbsp; Series 2025-RTL1, Class M1 (a) | 6.39% | 11/25/40 | 1672040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 860000 | &nbsp;&nbsp;&nbsp; Series 2025-RTL1, Class M2 (a) | 8.33% | 11/25/40 | 864030 |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | FARM Mortgage Trust |  |  |  |
| $313026 | &nbsp;&nbsp;&nbsp; Series 2021-1, Class B (a) (b) | 3.22% | 07/25/51 | $250582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508547 | &nbsp;&nbsp;&nbsp; Series 2024-1, Class B (a) (b) | 5.08% | 10/01/53 | 447817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1084905 | &nbsp;&nbsp;&nbsp; Series 2025-2, Class B (a) (b) | 5.70% | 09/25/55 | 948805 |
|  | Fidelis Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1750000 | &nbsp;&nbsp;&nbsp; Series 2025-RTL1, Class A2 (a) | 6.22% | 02/27/40 | 1757388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-RTL2, Class A1, steps up to 6.57% <br> on 02/25/2028 (a) (c) | 5.57% | 07/25/40 | 1264370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-RTL2, Class A2, steps up to 7.06% <br> on 02/25/2028 (a) (c) | 6.06% | 07/25/40 | 2256433 |
|  | Flagstar Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1630483 | &nbsp;&nbsp;&nbsp; Series 2020-2, Class B3 (a) (b) | 3.65% | 08/25/50 | 1434737 |
|  | Galton Funding Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118855 | &nbsp;&nbsp;&nbsp; Series 2018-2, Class B2 (a) | 4.53% | 10/25/58 | 115246 |
|  | GCAT Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 911731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-INV5, Class A28, 30 Day Average SOFR + <br> 1.50% (a) (d) | 5.15% | 12/25/55 | 916539 |
|  | GS Mortgage-Backed Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1795000 | &nbsp;&nbsp;&nbsp; Series 2020-NQM1, Class B1 (a) | 5.14% | 09/27/60 | 1732439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp; Series 2022-LTV1, Class A14 (a) | 3.00% | 06/25/52 | 1083539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1002202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-PJ11, Class A27, 30 Day Average SOFR + <br> 1.35% (a) (d) | 5.00% | 05/25/56 | 1003708 |
|  | Homeward Opportunities Fund Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Series 2024-RRTL2, Class M1 (a) | 8.16% | 09/25/39 | 1002411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 654000 | &nbsp;&nbsp;&nbsp; Series 2024-RRTL2, Class M2 (a) (b) | 9.08% | 09/25/39 | 655465 |
|  | JP Morgan Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286516 | &nbsp;&nbsp;&nbsp; Series 2020-INV1, Class A15 (a) | 3.50% | 08/25/50 | 257546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267727 | &nbsp;&nbsp;&nbsp; Series 2020-INV1, Class B4 (a) (b) | 4.17% | 08/25/50 | 240829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82378 | &nbsp;&nbsp;&nbsp; Series 2020-INV1, Class B5 (a) (b) | 4.17% | 08/25/50 | 72758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297274 | &nbsp;&nbsp;&nbsp; Series 2020-INV1, Class B6Z (a) (e) | 7.03% | 08/25/50 | 272492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1515386 | &nbsp;&nbsp;&nbsp; Series 2021-12, Class B5 (a) (b) | 3.16% | 02/25/52 | 1228676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 658960 | &nbsp;&nbsp;&nbsp; Series 2026-1, Class A11, 30 Day Average SOFR + 1.10% (a) (d) | 4.75% | 07/25/56 | 655123 |
|  | LHOME Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RTL2, Class A2, steps up to 10.40% <br> on 10/25/2026 (a) (c) | 8.90% | 03/25/29 | 446175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RTL2, Class M, steps up to 13.08% <br> on 10/25/2026 (a) (c) | 11.58% | 03/25/29 | 256069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RTL3, Class M, steps up to 12.23% <br> on 12/25/2026 (a) (c) | 10.73% | 05/25/29 | 278740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp; Series 2024-RTL5, Class M2 (a) | 8.18% | 09/25/39 | 3515223 |
|  | MFA Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RTL3, Class A1, steps up to 6.91% <br> on 04/25/2027 (a) (c) | 5.91% | 11/25/39 | 1175092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RTL3, Class A2, steps up to 7.53% <br> on 04/25/2027 (a) (c) | 6.54% | 11/25/39 | 1006567 |
|  | Mill City Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1025000 | &nbsp;&nbsp;&nbsp; Series 2019-GS2, Class B2 (a) (b) | 3.25% | 08/25/59 | 781125 |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | Morgan Stanley Residential Mortgage Loan Trust |  |  |  |
| $290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-SPL1, Class B1, steps up to 5.25% <br> on 09/01/2029 (a) (c) | 4.25% | 02/25/65 | $259207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-SPL1, Class M1, steps up to 5.25% <br> on 09/01/2029 (a) (c) | 4.25% | 02/25/65 | 356096 |
|  | New Residential Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407981 | &nbsp;&nbsp;&nbsp; Series 2014-3A, Class B4 (a) (b) | 5.32% | 11/25/54 | 402124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1080000 | &nbsp;&nbsp;&nbsp; Series 2019-NQM4, Class B2 (a) (e) | 5.04% | 09/25/59 | 1015388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 930000 | &nbsp;&nbsp;&nbsp; Series 2021-NQ1R, Class B2 (a) | 4.33% | 07/25/55 | 829680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3545000 | &nbsp;&nbsp;&nbsp; Series 2023-NQM1, Class B2 (a) (b) | 7.47% | 10/25/63 | 3561818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785000 | &nbsp;&nbsp;&nbsp; Series 2024-NQM1, Class B2 (a) (b) | 7.91% | 03/25/64 | 793477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440000 | &nbsp;&nbsp;&nbsp; Series 2024-NQM3, Class B2 (a) (b) | 7.15% | 11/25/64 | 431575 |
|  | NLT Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334000 | &nbsp;&nbsp;&nbsp; Series 2021-INV2, Class B1 (a) | 3.32% | 08/25/56 | 259089 |
|  | OBX Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 620000 | &nbsp;&nbsp;&nbsp; Series 2022-NQM2, Class A1B (a) (c) | 4.38% | 01/25/62 | 577430 |
|  | PMT Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 954090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-J1, Class A25, 30 Day Average SOFR + <br> 1.15% (a) (d) | 4.80% | 01/25/57 | 949124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-CNF4, Class A23, 30 Day Average SOFR + <br> 1.35% (a) (d) | 4.99% | 05/25/57 | 1253013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1363068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-INV1, Class A36, 30 Day Average SOFR + <br> 1.30% (a) (d) | 4.95% | 01/25/57 | 1364614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1973451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-INV3, Class A36, 30 Day Average SOFR + <br> 1.35% (a) (d) | 5.00% | 02/25/57 | 1974912 |
|  | PRET LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NPL11, Class A2, steps up to 11.02% <br> on 09/25/2029 (a) (c) | 7.02% | 10/25/55 | 375676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 665576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NPL6, Class A1, steps up to 8.74% <br> on 06/25/2028 (a) (c) | 5.74% | 06/25/55 | 666920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NPL6, Class A2, steps up to 12.72% <br> on 06/25/2029 (a) (c) | 8.72% | 06/25/55 | 300982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NPL7, Class A1, steps up to 8.65% <br> on 07/25/2028 (a) (c) | 5.66% | 07/25/55 | 269036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NPL9, Class A2, steps up to 11.51% <br> on 08/25/2029 (a) (c) | 7.51% | 08/25/55 | 501497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-NPL1, Class A2, steps up to 10.53% <br> on 12/25/2029 (a) (c) | 6.54% | 01/25/56 | 1088938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1045412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-NPL2, Class A1, steps up to 8.15% <br> on 01/25/2029 (a) (c) | 5.15% | 02/25/56 | 1038666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-NPL4, Class A1, steps up to 8.51% <br> on 03/25/2029 (a) (c) | 5.51% | 04/25/56 | 2494260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-NPL4, Class A2, steps up to 10.14% <br> on 03/25/2030 (a) (c) | 7.14% | 04/25/56 | 1990643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-NPL5, Class A1, steps up to 8.66% <br> on 04/25/2029 (a) (c) | 5.71% | 04/25/56 | 1002490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-NPL5, Class A2, steps up to 11.38% <br> on 04/25/2030 (a) (c) | 7.05% | 04/25/56 | 2004980 |
|  | PRKCM Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Series 2022-AFC1, Class M1 (a) (b) | 4.16% | 04/25/57 | 937322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371000 | &nbsp;&nbsp;&nbsp; Series 2023-AFC1, Class M1 (a) (b) | 7.35% | 02/25/58 | 370567 |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | PRPM |  |  |  |
| $1500000 | &nbsp;&nbsp;&nbsp; Series 2024-NQM3, Class B1 (a) (b) | 7.34% | 08/25/69 | $1514860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947334 | &nbsp;&nbsp;&nbsp; Series 2025-3, Class A1, steps up to 9.25% on 05/01/2028 (a) (c) | 6.26% | 05/25/30 | 945033 |
|  | PRPM LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1426000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-RCF2, Class A3, steps up to 5.00% <br> on 11/25/2027 (a) (c) | 4.00% | 11/25/53 | 1400318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-8, Class A2, steps up to 11.83% <br> on 12/25/2027 (a) (c) | 8.84% | 12/25/29 | 401256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2066000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RCF1, Class A3, steps up to 5.00% <br> on 01/25/2028 (a) (c) | 4.00% | 01/25/54 | 2022752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RCF4, Class A2, steps up to 5.00% <br> on 07/25/2028 (a) (c) | 4.00% | 07/25/54 | 1510484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RCF4, Class M1, steps up to 5.00% <br> on 07/25/2028 (a) (c) | 4.00% | 07/25/54 | 1302310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RCF5, Class A2, steps up to 5.00% <br> on 08/25/2028 (a) (c) | 4.00% | 08/25/54 | 973549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RPL4, Class M2, steps up to 5.00% <br> on 12/25/2028 (a) (c) | 4.00% | 12/25/54 | 298129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211956 | &nbsp;&nbsp;&nbsp; Series 2025-2, Class A1, steps up to 9.47% on 05/01/2028 (a) (c) | 6.47% | 05/25/30 | 211418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5, Class A2, steps up to 11.56% <br> on 07/01/2028 (a) (c) | 8.57% | 07/25/30 | 1996985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Series 2025-6, Class M1 (a) | 10.56% | 08/25/28 | 998711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451095 | &nbsp;&nbsp;&nbsp; Series 2025-7, Class A1, steps up to 8.50% on 08/01/2028 (a) (c) | 5.50% | 08/25/30 | 451224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-8, Class A2, steps up to 10.19% <br> on 10/01/2028 (a) (c) | 7.20% | 10/25/30 | 498489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-RCF4, Class M2, steps up to 5.50% <br> on 08/01/2029 (a) (c) | 4.50% | 08/25/55 | 269755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-RCF5, Class A3, steps up to 6.46% <br> on 10/01/2029 (a) (c) | 5.46% | 10/25/55 | 1001795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-RCF6, Class M1, steps up to 6.50% <br> on 12/01/2029 (a) (c) | 5.50% | 12/25/55 | 592163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-RPL3, Class M1, steps up to 4.25% <br> on 04/01/2028 (a) (c) | 3.25% | 04/25/55 | 333419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2049000 | &nbsp;&nbsp;&nbsp; Series 2026-RCF2, Class M1 (a) | 5.50% | 03/25/56 | 2027866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1950000 | &nbsp;&nbsp;&nbsp; Series 2026-RCF2, Class M2 (a) | 5.50% | 03/25/56 | 1858227 |
|  | PRPM Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2150000 | &nbsp;&nbsp;&nbsp; Series 2023-NQM3, Class B2 (a) (b) | 7.34% | 11/25/68 | 2164042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-RCF1, Class M2, steps up to 6.50% <br> on 01/01/2030 (a) (c) | 5.50% | 01/25/56 | 942941 |
|  | Rate Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 927261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-J3, Class A27, 30 Day Average SOFR + <br> 1.55% (a) (d) | 5.20% | 11/25/55 | 933557 |
|  | RCO IX Mortgage LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 574200 | &nbsp;&nbsp;&nbsp; Series 2025-4, Class A1, steps up to 8.30% on 10/25/2028 (a) (c) | 5.31% | 10/25/30 | 574519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4, Class A2, steps up to 10.90% <br> on 10/25/2028 (a) (c) | 6.90% | 10/25/30 | 4131913 |
|  | Redwood Funding Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 465813 | &nbsp;&nbsp;&nbsp; Series 2025-2, Class A (a) (c) | 7.11% | 10/25/55 | 472012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1029167 | &nbsp;&nbsp;&nbsp; Series 2025-3, Class A (a) | 6.23% | 12/27/56 | 1038395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3505000 | &nbsp;&nbsp;&nbsp; Series 2025-3, Class B (a) | 7.75% | 12/27/56 | 3541768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2701082 | &nbsp;&nbsp;&nbsp; Series 2026-1, Class A, steps up to 9.00% on 02/27/2028 (a) (c) | 5.93% | 09/27/56 | 2704450 |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | Redwood Funding Trust (Continued) |  |  |  |
| $2500000 | &nbsp;&nbsp;&nbsp; Series 2026-2, Class A (a) (f) | 6.26% | 11/27/56 | $2499996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1785000 | &nbsp;&nbsp;&nbsp; Series 2026-2, Class B (a) (f) | 8.00% | 11/27/56 | 1784968 |
|  | Residential Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3340000 | &nbsp;&nbsp;&nbsp; Series 2021-1R, Class B2 (a) | 4.47% | 01/25/65 | 3090006 |
|  | Saluda Grade Alternative Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp; Series 2024-INV1, Class B1 (a) (b) | 7.10% | 08/25/59 | 325118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RTL4, Class A2, steps up to 8.50% <br> on 07/01/2026 (a) (c) | 7.50% | 02/25/30 | 253924 |
|  | Saluds Grade Alternative Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2025-RRTL1, Class M2 (a) | 8.42% | 10/25/40 | 492194 |
|  | Sequoia Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1668838 | &nbsp;&nbsp;&nbsp; Series 2026-HYB1, Class A1B (a) | 4.67% | 04/25/56 | 1633856 |
|  | SG Residential Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521000 | &nbsp;&nbsp;&nbsp; Series 2019-3, Class B2 (a) | 5.66% | 09/25/59 | 507600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 924443 | &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1 (a) | 3.17% | 03/27/62 | 875353 |
|  | Starwood Mortgage Residential Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 895000 | &nbsp;&nbsp;&nbsp; Series 2020-3, Class B2 (a) (b) | 4.75% | 04/25/65 | 797417 |
|  | Toorak Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2, Class A2, steps up to 10.15% <br> on 04/25/2027 (a) (c) | 8.65% | 10/25/31 | 756119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-RRTL1, Class A1, steps up to 7.59% <br> on 08/25/2026 (a) (c) | 6.60% | 02/25/39 | 195914 |
|  | Towd Point Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1250000 | &nbsp;&nbsp;&nbsp; Series 2017-4, Class B4 (a) | 3.63% | 06/25/57 | 978806 |
|  | VCAT LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2767415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-NPL2, Class A1, steps up to 8.06% <br> on 02/25/2029 (a) (c) | 5.06% | 02/25/56 | 2760253 |
|  | Verus Securitization Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375000 | &nbsp;&nbsp;&nbsp; Series 2021-R2, Class B2 (a) | 4.26% | 02/25/64 | 315428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Series 2021-4, Class B2 (a) | 3.81% | 07/25/66 | 727660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367000 | &nbsp;&nbsp;&nbsp; Series 2021-5, Class B2 (a) | 3.94% | 09/25/66 | 282204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; Series 2021-6, Class B2 (a) | 4.53% | 10/25/66 | 447180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp; Series 2021-8, Class B2 (a) | 4.33% | 11/25/66 | 1193346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 735000 | &nbsp;&nbsp;&nbsp; Series 2022-1, Class B1 (a) | 4.01% | 01/25/67 | 583518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3305000 | &nbsp;&nbsp;&nbsp; Series 2022-1, Class B2 (a) (b) | 3.97% | 01/25/67 | 2508020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3952026 | &nbsp;&nbsp;&nbsp; Series 2022-3, Class A3 (a) | 4.13% | 02/25/67 | 3749492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265000 | &nbsp;&nbsp;&nbsp; Series 2024-2, Class B1 (a) | 7.86% | 02/25/69 | 268853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp; Series 2024-2, Class B2 (a) (b) | 8.67% | 02/25/69 | 4051462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 385000 | &nbsp;&nbsp;&nbsp; Series 2024-3, Class B1 (a) | 8.03% | 04/25/69 | 392347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp; Series 2024-5, Class B1 (a) | 7.79% | 06/25/69 | 127454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248000 | &nbsp;&nbsp;&nbsp; Series 2024-6, Class B1 (a) (b) | 7.22% | 07/25/69 | 251467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp; Series 2024-7, Class B2 (a) (b) | 7.80% | 09/25/69 | 1514207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 510000 | &nbsp;&nbsp;&nbsp; Series 2024-INV2, Class B2 (a) (b) | 7.91% | 08/26/69 | 510494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315000 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class B1 (a) | 7.01% | 01/25/70 | 318502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; Series 2025-INV1, Class B1 (a) | 6.95% | 02/25/70 | 152040 |
|  | Visio Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330000 | &nbsp;&nbsp;&nbsp; Series 2023-2, Class M1 (a) (b) | 7.71% | 10/25/58 | 331058 |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | Wells Fargo Mortgage Backed Securities Trust |  |  |  |
| $852929 | &nbsp;&nbsp;&nbsp; Series 2020-1, Class B2 (a) (b) | 3.36% | 12/25/49 | $757971 |
|  |  |  |  | 157754228 |
|  | **Commercial Mortgage-Backed Securities — 10.3%** | **Commercial Mortgage-Backed Securities — 10.3%** | **Commercial Mortgage-Backed Securities — 10.3%** |  |
|  | BANK |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2054559 | &nbsp;&nbsp;&nbsp; Series 2019-BN16, Class XA, IO (b) | 1.09% | 02/15/52 | 40039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2718444 | &nbsp;&nbsp;&nbsp; Series 2019-BN21, Class XA, IO (b) | 0.93% | 10/17/52 | 62212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1046542 | &nbsp;&nbsp;&nbsp; Series 2019-BN22, Class XA, IO (b) | 0.69% | 11/15/62 | 18788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 478000 | &nbsp;&nbsp;&nbsp; Series 2020-BN25, Class A5 | 2.65% | 01/15/63 | 443332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7500000 | &nbsp;&nbsp;&nbsp; Series 2021-BN31, Class XB, IO (b) | 0.97% | 02/15/54 | 266535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9999286 | &nbsp;&nbsp;&nbsp; Series 2023-BNK46, Class XA, IO (b) | 0.75% | 08/15/56 | 316915 |
|  | BBCMS Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3368000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-TALL, Class A, 1 Mo. CME Term SOFR + CSA + <br> 0.87% (a) (d) | 4.57% | 03/15/37 | 3188213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3290853 | &nbsp;&nbsp;&nbsp; Series 2020-C6, Class XA, IO (b) | 1.13% | 02/15/53 | 100815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1233290 | &nbsp;&nbsp;&nbsp; Series 2020-C7, Class XA, IO (b) | 1.70% | 04/15/53 | 48799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4998735 | &nbsp;&nbsp;&nbsp; Series 2024-5C25, Class XA, IO (b) | 1.43% | 03/15/57 | 147737 |
|  | Benchmark Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4926211 | &nbsp;&nbsp;&nbsp; Series 2019-B13, Class XA, IO (b) | 1.21% | 08/15/57 | 141883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1264587 | &nbsp;&nbsp;&nbsp; Series 2020-B20, Class XA, IO (b) | 1.62% | 10/15/53 | 56761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4150791 | &nbsp;&nbsp;&nbsp; Series 2021-B29, Class XA, IO (b) | 1.10% | 09/15/54 | 135438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4435998 | &nbsp;&nbsp;&nbsp; Series 2024-V6, Class XA, IO (b) | 1.58% | 03/15/57 | 146517 |
|  | BMO Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9496959 | &nbsp;&nbsp;&nbsp; Series 2025-C13, Class XA, IO (b) | 1.22% | 10/15/58 | 718819 |
|  | BWAY Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415000 | &nbsp;&nbsp;&nbsp; Series 2025-1535, Class A (a) (b) | 6.52% | 05/05/42 | 420082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Series 2025-1535, Class B (a) (b) | 7.71% | 05/05/42 | 1039868 |
|  | BX Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1382973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-IMC, Class A, 1 Mo. CME Term SOFR + CSA + <br> 1.00% (a) (d) | 4.70% | 04/15/34 | 1376670 |
|  | BX Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class A, 1 Mo. CME Term SOFR + <br> 1.70% (a) (d) | 5.35% | 12/15/44 | 2502786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DELC, Class D, 1 Mo. CME Term SOFR + <br> 2.60% (a) (d) | 6.25% | 12/15/42 | 2007510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DELC, Class E, 1 Mo. CME Term SOFR + <br> 3.05% (a) (d) | 6.70% | 12/15/42 | 603214 |
|  | CALI |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-SUN, Class D, 1 Mo. CME Term SOFR + <br> 3.63% (a) (d) | 7.29% | 07/15/41 | 301845 |
|  | CFCRE Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7284270 | &nbsp;&nbsp;&nbsp; Series 2017-C8, Class XA, IO (b) | 1.60% | 06/15/50 | 56189 |
|  | COMM Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; Series 2024-CBM, Class G (a) (b) | 8.19% | 12/10/41 | 545298 |
|  | GGP Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp; Series 2026-2PAK, Class A (b) (g) | 6.03% | 04/10/43 | 3491155 |
|  | Great Wolf Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-WOLF, Class A, 1 Mo. CME Term SOFR + <br> 1.54% (a) (d) | 5.20% | 03/15/39 | 2005122 |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** | **MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** |  |
|  | GS Mortgage Securities Trust |  |  |  |
| $922179 | &nbsp;&nbsp;&nbsp; Series 2020-GC45, Class XA, IO (b) | 0.73% | 02/13/53 | $16982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1642493 | &nbsp;&nbsp;&nbsp; Series 2020-GC47, Class XA, IO (b) | 1.24% | 05/12/53 | 58758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1830000 | &nbsp;&nbsp;&nbsp; Series 2024-FAIR, Class E (a) (b) | 9.45% | 07/15/29 | 1822553 |
|  | JP Morgan Chase Commercial Mortgage Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4026514 | &nbsp;&nbsp;&nbsp; Series 2019-COR5, Class XA, IO (b) | 1.58% | 06/13/52 | 130242 |
|  | KRE Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2109750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-ICNA, Class A, 1 Mo. CME Term SOFR + <br> 1.85% (a) (d) | 5.50% | 05/15/43 | 2119102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-ICNA, Class D, 1 Mo. CME Term SOFR + <br> 4.00% (a) (d) | 7.65% | 05/15/43 | 1006373 |
|  | MCR Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; Series 2024-TWA, Class E (a) | 8.73% | 06/12/39 | 301084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1715000 | &nbsp;&nbsp;&nbsp; Series 2024-TWA, Class F (a) | 10.38% | 06/12/39 | 1733264 |
|  | Morgan Stanley Capital I Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 11192816 | &nbsp;&nbsp;&nbsp; Series 2019-L2, Class XA, IO (b) | 1.16% | 03/15/52 | 258111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5609722 | &nbsp;&nbsp;&nbsp; Series 2019-L3, Class XA, IO (b) | 0.72% | 11/15/52 | 101952 |
|  | NRTH Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-PARK, Class A, 1 Mo. CME Term SOFR + <br> 1.39% (a) (d) | 5.05% | 10/15/40 | 400308 |
|  | NYO Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1290, Class D, 1 Mo. CME Term SOFR + CSA + <br> 2.54% (a) (d) | 6.31% | 11/15/38 | 318287 |
|  | SFO Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-555, Class A, 1 Mo. CME Term SOFR + CSA + <br> 1.15% (a) (d) | 4.92% | 05/15/38 | 500086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-555, Class D, 1 Mo. CME Term SOFR + CSA + <br> 2.40% (a) (d) | 6.17% | 05/15/38 | 994048 |
|  | SHR Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-LXRY, Class E, 1 Mo. CME Term SOFR + <br> 4.45% (a) (d) | 8.10% | 10/15/41 | 251865 |
|  | SKY Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 982451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-LINE, Class A, 1 Mo. CME Term SOFR + <br> 2.59% (a) (d) | 6.24% | 04/15/42 | 986853 |
|  | SWCH Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DATA, Class A, 1 Mo. CME Term SOFR + <br> 1.44% (a) (d) | 5.10% | 02/15/42 | 2978053 |
|  | VCC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-MC1, Class A2, steps up to 11.66% <br> on 01/01/2029 (a) (c) | 8.67% | 01/27/31 | 1990657 |
|  | Wells Fargo Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3325884 | &nbsp;&nbsp;&nbsp; Series 2021-C59, Class XA, IO (b) | 1.61% | 04/15/54 | 175822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10842101 | &nbsp;&nbsp;&nbsp; Series 2021-C60, Class XA, IO (b) | 1.61% | 08/15/54 | 609224 |
|  |  |  |  | 36936166 |
|  | **Total Mortgage-Backed Securities** | **Total Mortgage-Backed Securities** | **Total Mortgage-Backed Securities** | 194690394 |
|  | (Cost $195,099,415) | (Cost $195,099,415) | (Cost $195,099,415) |  |
| **ASSET-BACKED SECURITIES — 28.7%** | **ASSET-BACKED SECURITIES — 28.7%** | **ASSET-BACKED SECURITIES — 28.7%** | **ASSET-BACKED SECURITIES — 28.7%** | **ASSET-BACKED SECURITIES — 28.7%** |
|  | AB BSL CLO 1 Ltd. | AB BSL CLO 1 Ltd. | AB BSL CLO 1 Ltd. | AB BSL CLO 1 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1A, Class D2R2, 3 Mo. CME Term SOFR + <br> 4.55% (a) (d) | 8.22% | 10/15/38 | 1965765 |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** |
|  | AGL CLO 17 Ltd. | AGL CLO 17 Ltd. | AGL CLO 17 Ltd. | AGL CLO 17 Ltd. |
| $2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-17A, Class DR, 3 Mo. CME Term SOFR + <br> 2.45% (a) (d) | 6.12% | 01/21/35 | $1962513 |
|  | AGL CLO 23 Ltd. | AGL CLO 23 Ltd. | AGL CLO 23 Ltd. | AGL CLO 23 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-23A, Class D1R, 3 Mo. CME Term SOFR + <br> 2.45% (a) (d) | 6.13% | 04/20/38 | 944124 |
|  | Apidos CLO XXIX | Apidos CLO XXIX | Apidos CLO XXIX | Apidos CLO XXIX |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-29A, Class D2R, 3 Mo. CME Term SOFR + <br> 4.65% (a) (d) | 8.32% | 07/25/38 | 259697 |
|  | Benefit Street Partners CLO XXIV Ltd. | Benefit Street Partners CLO XXIV Ltd. | Benefit Street Partners CLO XXIV Ltd. | Benefit Street Partners CLO XXIV Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-24A, Class DR, 3 Mo. CME Term SOFR + <br> 2.40% (a) (d) | 6.08% | 10/20/34 | 370160 |
|  | Birch Grove CLO 8 Ltd. | Birch Grove CLO 8 Ltd. | Birch Grove CLO 8 Ltd. | Birch Grove CLO 8 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-8A, Class D2R, 3 Mo. CME Term SOFR + <br> 4.80% (a) (d) | 8.48% | 04/20/39 | 999804 |
|  | BlueMountain CLO XXIX Ltd. | BlueMountain CLO XXIX Ltd. | BlueMountain CLO XXIX Ltd. | BlueMountain CLO XXIX Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 895439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-29A, Class D1R, 3 Mo. CME Term SOFR + CSA + <br> 3.15% (a) (d) | 7.08% | 07/25/34 | 890590 |
|  | Carmax Select Receivables Trust | Carmax Select Receivables Trust | Carmax Select Receivables Trust | Carmax Select Receivables Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 2350000 | &nbsp;&nbsp;&nbsp; Series 2025-B, Class E (a) | 6.89% | 09/15/32 | 2355020 |
|  | CarMax Select Receivables Trust | CarMax Select Receivables Trust | CarMax Select Receivables Trust | CarMax Select Receivables Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 3800000 | &nbsp;&nbsp;&nbsp; Series 2026-A, Class D | 4.90% | 05/17/32 | 3766560 |
|  | CBAMR Ltd. | CBAMR Ltd. | CBAMR Ltd. | CBAMR Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-13A, Class D2R, 3 Mo. CME Term SOFR + <br> 5.35% (a) (d) | 9.02% | 04/20/39 | 1019450 |
|  | CoreVest American Finance Trust | CoreVest American Finance Trust | CoreVest American Finance Trust | CoreVest American Finance Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112261 | &nbsp;&nbsp;&nbsp; Series 2021-1, Class A (a) | 1.57% | 04/15/53 | 110405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 412546 | &nbsp;&nbsp;&nbsp; Series 2021-2, Class A (a) | 1.41% | 07/15/54 | 402725 |
|  | Diameter Capital CLO 4 Ltd. | Diameter Capital CLO 4 Ltd. | Diameter Capital CLO 4 Ltd. | Diameter Capital CLO 4 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-4A, Class ERR, 3 Mo. CME Term SOFR + <br> 4.55% (a) (d) | 8.22% | 01/15/39 | 983079 |
|  | Diameter Capital CLO 5 Ltd. | Diameter Capital CLO 5 Ltd. | Diameter Capital CLO 5 Ltd. | Diameter Capital CLO 5 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-5A, Class C2R, 3 Mo. CME Term SOFR + <br> 3.60% (a) (d) | 7.27% | 01/15/39 | 248746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-5A, Class DR, 3 Mo. CME Term SOFR + <br> 4.85% (a) (d) | 8.52% | 01/15/39 | 493853 |
|  | Elmwood CLO 27 Ltd. | Elmwood CLO 27 Ltd. | Elmwood CLO 27 Ltd. | Elmwood CLO 27 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-3A, Class D2R, 3 Mo. CME Term SOFR + <br> 4.60% (a) (d) (g) |  | 04/18/39 | 1001965 |
|  | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 994000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class E (a) | 7.89% | 08/15/31 | 1028281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1154000 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class E (a) | 7.98% | 10/15/31 | 1196023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class E (a) | 7.81% | 10/15/32 | 774688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Series 2025-3A, Class E (a) | 7.52% | 12/15/32 | 1022476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Series 2025-5A, Class D | 5.16% | 03/15/32 | 1003860 |
|  | Exeter Select Automobile Receivables Trust | Exeter Select Automobile Receivables Trust | Exeter Select Automobile Receivables Trust | Exeter Select Automobile Receivables Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class D | 6.14% | 09/15/31 | 768702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337000 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class E (a) | 8.44% | 12/15/32 | 351611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; Series 2025-2, Class E (a) | 6.87% | 02/15/33 | 345562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2025-3, Class C | 5.00% | 03/15/32 | 502829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2363000 | &nbsp;&nbsp;&nbsp; Series 2025-3, Class D | 5.54% | 05/17/32 | 2380631 |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** |
|  | FIGRE Trust | FIGRE Trust | FIGRE Trust | FIGRE Trust |
| $1221348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-HF3, Class C, 30 Day Average SOFR + <br> 2.00% (a) (d) | 5.65% | 03/25/56 | $1220424 |
|  | FNA VI LLC | FNA VI LLC | FNA VI LLC | FNA VI LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29228 | &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A (a) | 1.35% | 01/10/32 | 27210 |
|  | GLS Auto Receivables Issuer Trust | GLS Auto Receivables Issuer Trust | GLS Auto Receivables Issuer Trust | GLS Auto Receivables Issuer Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 1005000 | &nbsp;&nbsp;&nbsp; Series 2024-4A, Class E (a) | 7.51% | 08/15/31 | 1039304 |
|  | GLS Auto Select Receivables Issuer Trust | GLS Auto Select Receivables Issuer Trust | GLS Auto Select Receivables Issuer Trust | GLS Auto Select Receivables Issuer Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Series 2026-1A, Class D (a) | 5.25% | 04/18/33 | 993573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2025-4A, Class C (a) | 5.14% | 12/15/31 | 503481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2700000 | &nbsp;&nbsp;&nbsp; Series 2025-4A, Class D (a) | 5.61% | 01/18/33 | 2725184 |
|  | Golub Capital Partners CLO 60B Ltd. | Golub Capital Partners CLO 60B Ltd. | Golub Capital Partners CLO 60B Ltd. | Golub Capital Partners CLO 60B Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-60A, Class ER, 3 Mo. CME Term SOFR + <br> 6.00% (a) (d) | 9.67% | 10/25/34 | 2790626 |
|  | Golub Capital Partners CLO 74 B Ltd. | Golub Capital Partners CLO 74 B Ltd. | Golub Capital Partners CLO 74 B Ltd. | Golub Capital Partners CLO 74 B Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-74A, Class D2, 3 Mo. CME Term SOFR + <br> 4.50% (a) (d) | 8.17% | 07/25/37 | 1621201 |
|  | Gracie Point International Funding LLC | Gracie Point International Funding LLC | Gracie Point International Funding LLC | Gracie Point International Funding LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 920000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, 30 Day Average SOFR + 1.50% (a) (d) | 5.15% | 08/15/28 | 921527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class D, 30 Day Average SOFR + 4.50% (a) (d) | 8.15% | 08/15/28 | 1200280 |
|  | Invesco U.S. CLO Ltd. | Invesco U.S. CLO Ltd. | Invesco U.S. CLO Ltd. | Invesco U.S. CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1RA, Class D1R, 3 Mo. CME Term SOFR + <br> 3.75% (a) (d) | 7.42% | 04/15/37 | 740703 |
|  | Island Finance Trust | Island Finance Trust | Island Finance Trust | Island Finance Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A (a) | 6.54% | 03/19/35 | 2014197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class B (a) | 7.95% | 03/19/35 | 656111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C (a) | 10.00% | 03/19/35 | 303041 |
|  | Kinetic ABS Issuer LLC | Kinetic ABS Issuer LLC | Kinetic ABS Issuer LLC | Kinetic ABS Issuer LLC |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp; Series 2026-1A, Class C (a) | 7.65% | 02/25/56 | 3577954 |
|  | LMRK Issuer Co. 2 LLC | LMRK Issuer Co. 2 LLC | LMRK Issuer Co. 2 LLC | LMRK Issuer Co. 2 LLC |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A (a) | 5.52% | 09/15/55 | 997025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C (a) | 8.12% | 09/15/55 | 506328 |
|  | Luxury Lease Partners Auto Lease Trust | Luxury Lease Partners Auto Lease Trust | Luxury Lease Partners Auto Lease Trust | Luxury Lease Partners Auto Lease Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 819212 | &nbsp;&nbsp;&nbsp; Series 2025-A, Class A (a) | 5.51% | 03/15/32 | 819245 |
|  | Magnetite XLVII Ltd. | Magnetite XLVII Ltd. | Magnetite XLVII Ltd. | Magnetite XLVII Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-47A, Class F, 3 Mo. CME Term SOFR + <br> 7.22% (a) (d) | 10.89% | 01/25/38 | 974483 |
|  | Magnetite XXIII Ltd. | Magnetite XXIII Ltd. | Magnetite XXIII Ltd. | Magnetite XXIII Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-23A, Class ER2, 3 Mo. CME Term SOFR + <br> 4.60% (a) (d) | 8.27% | 01/25/35 | 969214 |
|  | Magnetite XXVII Ltd. | Magnetite XXVII Ltd. | Magnetite XXVII Ltd. | Magnetite XXVII Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-27A, Class FRR, 3 Mo. CME Term SOFR + <br> 6.84% (a) (d) | 10.52% | 10/20/38 | 251546 |
|  | Magnetite XXVIII Ltd. | Magnetite XXVIII Ltd. | Magnetite XXVIII Ltd. | Magnetite XXVIII Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-28A, Class D2RR, 3 Mo. CME Term SOFR + <br> 3.75% (a) (d) | 7.42% | 01/15/38 | 990549 |
|  | MetroNet Infrastructure Issuer LLC | MetroNet Infrastructure Issuer LLC | MetroNet Infrastructure Issuer LLC | MetroNet Infrastructure Issuer LLC |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp; Series 2026-1A, Class C (a) | 7.10% | 04/20/56 | 3023704 |
|  | Neuberger Berman CLO XXII Ltd. | Neuberger Berman CLO XXII Ltd. | Neuberger Berman CLO XXII Ltd. | Neuberger Berman CLO XXII Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-22A, Class ER3, 3 Mo. CME Term SOFR + <br> 6.25% (a) (d) | 9.93% | 04/17/40 | 1024890 |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** |
|  | Neuberger Berman Loan Advisers CLO 39 Ltd. | Neuberger Berman Loan Advisers CLO 39 Ltd. | Neuberger Berman Loan Advisers CLO 39 Ltd. | Neuberger Berman Loan Advisers CLO 39 Ltd. |
| $250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-39A, Class ER, 3 Mo. CME Term SOFR + <br> 7.20% (a) (d) | 10.88% | 04/20/38 | $234022 |
|  | Neuberger Berman Loan Advisers CLO 47 Ltd. | Neuberger Berman Loan Advisers CLO 47 Ltd. | Neuberger Berman Loan Advisers CLO 47 Ltd. | Neuberger Berman Loan Advisers CLO 47 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-47A, Class DR, 3 Mo. CME Term SOFR + <br> 2.80% (a) (d) | 6.47% | 04/16/35 | 247109 |
|  | OCP CLO 2020-20 Ltd. | OCP CLO 2020-20 Ltd. | OCP CLO 2020-20 Ltd. | OCP CLO 2020-20 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-20A, Class D1R2, 3 Mo. CME Term SOFR + <br> 3.00% (a) (d) | 6.68% | 04/18/37 | 1006000 |
|  | OHA Credit Partners XV Ltd. | OHA Credit Partners XV Ltd. | OHA Credit Partners XV Ltd. | OHA Credit Partners XV Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-15A, Class D2R2, 3 Mo. CME Term SOFR + <br> 4.50% (a) (d) (g) |  | 04/20/39 | 1030150 |
|  | OHA Credit Partners XVII Ltd. | OHA Credit Partners XVII Ltd. | OHA Credit Partners XVII Ltd. | OHA Credit Partners XVII Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-17A, Class D2, 3 Mo. CME Term SOFR + <br> 3.95% (a) (d) | 7.63% | 01/18/38 | 996172 |
|  | Pagaya AI Debt Grantor Trust | Pagaya AI Debt Grantor Trust | Pagaya AI Debt Grantor Trust | Pagaya AI Debt Grantor Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145017 | &nbsp;&nbsp;&nbsp; Series 2024-8, Class D (a) | 6.53% | 01/15/32 | 145502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183332 | &nbsp;&nbsp;&nbsp; Series 2024-10, Class E (a) | 10.41% | 06/15/32 | 187026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399985 | &nbsp;&nbsp;&nbsp; Series 2025-5, Class C (a) | 5.64% | 03/15/33 | 401262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1499733 | &nbsp;&nbsp;&nbsp; Series 2025-7, Class E (a) | 8.89% | 05/15/33 | 1489711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp; Series 2026-1, Class E (a) | 9.23% | 09/15/33 | 1985779 |
|  | Palmer Square CLO Ltd. | Palmer Square CLO Ltd. | Palmer Square CLO Ltd. | Palmer Square CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-4A, Class D2R, 3 Mo. CME Term SOFR + <br> 4.10% (a) (d) | 7.78% | 10/20/37 | 984284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2A, Class D2, 3 Mo. CME Term SOFR + <br> 4.35% (a) (d) | 8.03% | 07/20/37 | 994947 |
|  | Regatta 36 Funding Ltd. | Regatta 36 Funding Ltd. | Regatta 36 Funding Ltd. | Regatta 36 Funding Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-1A, Class E, 3 Mo. CME Term SOFR + <br> 6.05% (a) (d) | 9.72% | 04/15/39 | 1018400 |
|  | Regatta XVIII Funding Ltd. | Regatta XVIII Funding Ltd. | Regatta XVIII Funding Ltd. | Regatta XVIII Funding Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class D1R, 3 Mo. CME Term SOFR + <br> 2.60% (a) (d) | 6.27% | 04/15/38 | 1988957 |
|  | Research-Driven Pagaya Motor Asset Trust | Research-Driven Pagaya Motor Asset Trust | Research-Driven Pagaya Motor Asset Trust | Research-Driven Pagaya Motor Asset Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 1084934 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A (a) | 5.04% | 06/27/33 | 1087101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275000 | &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A2 (a) | 5.15% | 02/27/34 | 276630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp; Series 2026-1A, Class E (a) | 11.07% | 01/25/35 | 3484365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3633123 | &nbsp;&nbsp;&nbsp; Series 2026-R1A, Class A (a) | 5.66% | 07/25/34 | 3638115 |
|  | Research-Driven Pagaya Motor Trust | Research-Driven Pagaya Motor Trust | Research-Driven Pagaya Motor Trust | Research-Driven Pagaya Motor Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; Series 2025-5A, Class C (a) | 5.47% | 06/26/34 | 246986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; Series 2025-5A, Class D (a) | 6.01% | 06/26/34 | 246185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp; Series 2025-5A, Class E (a) | 9.22% | 06/26/34 | 749721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 725000 | &nbsp;&nbsp;&nbsp; Series 2025-6A, Class C (a) | 5.53% | 08/25/34 | 715182 |
|  | Rockland Park CLO Ltd. | Rockland Park CLO Ltd. | Rockland Park CLO Ltd. | Rockland Park CLO Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class FR, 3 Mo. CME Term SOFR + <br> 7.82% (a) (d) | 11.50% | 07/20/38 | 230752 |
|  | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 3220000 | &nbsp;&nbsp;&nbsp; Series 2026-1, Class D | 4.75% | 04/15/32 | 3176129 |
|  | Silver Point CLO 11 Ltd. | Silver Point CLO 11 Ltd. | Silver Point CLO 11 Ltd. | Silver Point CLO 11 Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-11A, Class F, 3 Mo. CME Term SOFR + <br> 6.93% (a) (d) | 10.60% | 07/15/38 | 266458 |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** | **ASSET-BACKED SECURITIES (Continued)** |
|  | Sixth Street CLO XVIII Ltd. | Sixth Street CLO XVIII Ltd. | Sixth Street CLO XVIII Ltd. | Sixth Street CLO XVIII Ltd. |
| $400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-18A, Class FR, 3 Mo. CME Term SOFR + <br> 8.02% (a) (d) | 11.70% | 10/17/38 | $394880 |
|  | Trinitas CLO XIX Ltd. | Trinitas CLO XIX Ltd. | Trinitas CLO XIX Ltd. | Trinitas CLO XIX Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-19A, Class D2R, 3 Mo. CME Term SOFR + <br> 3.80% (a) (d) | 7.48% | 10/20/33 | 2470548 |
|  | Vertical Bridge CC LLC | Vertical Bridge CC LLC | Vertical Bridge CC LLC | Vertical Bridge CC LLC |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class B (a) | 5.60% | 08/16/55 | 1982720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C (a) | 7.45% | 08/16/55 | 557368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class D (a) | 9.38% | 08/16/55 | 2561601 |
|  | Westlake Automobile Receivables Trust | Westlake Automobile Receivables Trust | Westlake Automobile Receivables Trust | Westlake Automobile Receivables Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; 3720000 | &nbsp;&nbsp;&nbsp; Series 2026-1A, Class D (a) | 4.75% | 07/15/31 | 3690103 |
|  | Whitebox CLO V Ltd. | Whitebox CLO V Ltd. | Whitebox CLO V Ltd. | Whitebox CLO V Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5A, Class D2, 3 Mo. CME Term SOFR + <br> 4.10% (a) (d) | 7.78% | 07/20/38 | 501205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5A, Class E, 3 Mo. CME Term SOFR + <br> 5.25% (a) (d) | 8.93% | 07/20/38 | 1000840 |
|  | Zayo Issuer LLC | Zayo Issuer LLC | Zayo Issuer LLC | Zayo Issuer LLC |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C (a) | 9.49% | 06/20/55 | 2650543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp; Series 2026-1A, Class C (a) | 7.78% | 04/20/56 | 3021397 |
|  | **Total Asset-Backed Securities** | **Total Asset-Backed Securities** | **Total Asset-Backed Securities** | 102699069 |
|  | (Cost $102,819,972) | (Cost $102,819,972) | (Cost $102,819,972) |  |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 16.1%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 16.1%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 16.1%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 16.1%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 16.1%** |
|  | **Collateralized Mortgage Obligations — 7.0%** | **Collateralized Mortgage Obligations — 7.0%** | **Collateralized Mortgage Obligations — 7.0%** |  |
|  | Federal Home Loan Mortgage Corporation |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1253341 | &nbsp;&nbsp;&nbsp; Series 2022-5266, Class FA, 30 Day Average SOFR + 0.82% (d) | 4.47% | 09/25/52 | 1244472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1978977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-5325, Class SA, (30 Day Average SOFR) ×-2+ <br> 11.40% (h) | 4.11% | 11/25/52 | 1801228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 695658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-5435, Class BS, (30 Day Average SOFR) ×-2+ <br> 11.93% (h) | 4.63% | 07/25/54 | 629954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286769 | &nbsp;&nbsp;&nbsp; Series 2024-5460, Class FN, 30 Day Average SOFR + 1.10% (d) | 4.75% | 10/25/54 | 289093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1249546 | &nbsp;&nbsp;&nbsp; Series 2025-5508, Class FE, 30 Day Average SOFR + 1.60% (d) | 5.25% | 02/25/55 | 1268529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4835071 | &nbsp;&nbsp;&nbsp; Series 2026-5642, Class FN, 30 Day Average SOFR + 0.90% (d) | 4.55% | 03/25/56 | 4835737 |
|  | &nbsp;&nbsp; Federal Home Loan Mortgage Corporation Seasoned Credit Risk <br> Transfer Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1081613 | &nbsp;&nbsp;&nbsp; Series 2017-4, Class M (a) | 4.75% | 06/25/57 | 1074061 |
|  | Federal Home Loan Mortgage Corporation STACR REMIC Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA1, Class B2, 30 Day Average SOFR + <br> 5.00% (a) (d) | 8.65% | 08/25/33 | 2174156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-HQA1, Class B2, 30 Day Average SOFR + <br> 11.00% (a) (d) | 14.65% | 03/25/42 | 2703307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA2, Class M2, 30 Day Average SOFR + <br> 1.70% (a) (d) | 5.35% | 05/25/44 | 502973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 887125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DNA2, Class A1, 30 Day Average SOFR + <br> 1.10% (a) (d) | 4.75% | 05/25/45 | 890463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DNA4, Class M2, 30 Day Average SOFR + <br> 1.55% (a) (d) | 5.20% | 10/25/45 | 602649 |
|  | Federal National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-63, Class AF, 30 Day Average SOFR + CSA + <br> 0.50% (d) | 4.26% | 09/25/46 | 76799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 793498 | &nbsp;&nbsp;&nbsp; Series 2023-51, Class PO, PO | (i) | 11/25/53 | 678613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1022017 | &nbsp;&nbsp;&nbsp; Series 2023-54, Class PO, PO | (i) | 11/25/53 | 862780 |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Continued)** |
|  | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** | **Collateralized Mortgage Obligations (Continued)** |  |
|  | Federal National Mortgage Association (Continued) |  |  |  |
| $795776 | &nbsp;&nbsp;&nbsp; Series 2025-6, Class LF, 30 Day Average SOFR + 1.80% (d) | 5.45% | 02/25/55 | $807694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 931642 | &nbsp;&nbsp;&nbsp; Series 2025-49, Class FA, 30 Day Average SOFR + 0.80% (d) | 4.45% | 06/25/55 | 927401 |
|  | Government National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1286855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-79, Class VB, (30 Day Average SOFR) ×-1.50+ <br> 10.95% (h) | 5.49% | 05/20/54 | 1229912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 755665 | &nbsp;&nbsp;&nbsp; Series 2025-4, Class FY, 30 Day Average SOFR + 1.60% (d) | 5.24% | 01/20/55 | 762231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 727101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-100, Class JS, (30 Day Average SOFR) ×-2.75+ <br> 15.95% (h) | 5.94% | 06/20/55 | 692847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1134641 | &nbsp;&nbsp;&nbsp; Series 2025-164, Class PO, PO | (i) | 08/20/54 | 898588 |
|  |  |  |  | 24953487 |
|  | **Commercial Mortgage-Backed Securities — 4.5%** | **Commercial Mortgage-Backed Securities — 4.5%** | **Commercial Mortgage-Backed Securities — 4.5%** |  |
|  | Federal Home Loan Mortgage Corporation Multiclass Certificates |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp; Series 2020-RR07, Class AX, IO (e) | 2.47% | 09/27/28 | 68031 |
|  | &nbsp;&nbsp; Federal Home Loan Mortgage Corporation Multifamily Structured <br> Pass-Through Certificates |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 48883236 | &nbsp;&nbsp;&nbsp; Series 2021-K124, Class X1, IO (b) | 0.80% | 12/25/30 | 1366218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 940000 | &nbsp;&nbsp;&nbsp; Series 2024-K755, Class X3, IO (b) | 5.84% | 02/25/31 | 214009 |
|  | &nbsp;&nbsp; Federal National Mortgage Association Alternative Credit <br> Enhancement Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3115180 | &nbsp;&nbsp;&nbsp; Series 2026-M4, Class Z (b) | 2.98% | 04/25/52 | 1904882 |
|  | Government National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 22021745 | &nbsp;&nbsp;&nbsp; Series 2021-31, Class IO, IO (b) | 0.94% | 01/16/61 | 1501319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1878643 | &nbsp;&nbsp;&nbsp; Series 2024-32, Class IO, IO (b) | 0.70% | 06/16/63 | 98638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 27096137 | &nbsp;&nbsp;&nbsp; Series 2024-47, Class AI, IO | 0.75% | 06/16/64 | 1418873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 20767611 | &nbsp;&nbsp;&nbsp; Series 2025-21, Class IO, IO (b) | 0.95% | 04/16/65 | 1461425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 48977800 | &nbsp;&nbsp;&nbsp; Series 2025-78, Class IO, IO (b) | 1.00% | 11/16/63 | 3588197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15907674 | &nbsp;&nbsp;&nbsp; Series 2025-153, Class IO, IO (b) | 0.85% | 09/16/67 | 1193508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 55774859 | &nbsp;&nbsp;&nbsp; Series 2025-206, Class IO, IO (b) | 0.80% | 04/16/64 | 3369984 |
|  |  |  |  | 16185084 |
|  | **Pass-Through Securities — 4.6%** | **Pass-Through Securities — 4.6%** | **Pass-Through Securities — 4.6%** |  |
|  | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734263 | &nbsp;&nbsp;&nbsp; Pool MA4271  | 1.50% | 02/01/51 | 549141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3082000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 4.50% | 05/01/56 | 2965007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3255000 | &nbsp;&nbsp;&nbsp; Pool TBA (j) | 3.50% | 05/15/56 | 2963257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1207000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 4.50% | 06/01/56 | 1160145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp; Pool TBA (j) | 2.50% | 06/15/56 | 272078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1588000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 5.50% | 06/15/56 | 1594286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 3.00% | 07/15/56 | 328787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4151000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 5.50% | 07/15/56 | 4163217 |
|  | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp;&nbsp;&nbsp; 1355000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 5.00% | 05/15/56 | 1343449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 3.00% | 05/20/56 | 117581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306000 | &nbsp;&nbsp;&nbsp; Pool TBA (j) | 3.50% | 06/15/56 | 276356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 4.50% | 06/15/56 | 306398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 5.00% | 06/15/56 | 139495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187000 | &nbsp;&nbsp;&nbsp; Pool TBA  | 4.00% | 07/15/56 | 174345 |
|  |  |  |  | 16353542 |
|  | **Total U.S. Government Agency Mortgage-Backed Securities** | **Total U.S. Government Agency Mortgage-Backed Securities** | **Total U.S. Government Agency Mortgage-Backed Securities** | 57492113 |
|  | (Cost $57,868,640) | (Cost $57,868,640) | (Cost $57,868,640) |  |

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Maturity**<br>| **Value** |
| **U.S. TREASURY BILLS — 4.5%** | **U.S. TREASURY BILLS — 4.5%** | **U.S. TREASURY BILLS — 4.5%** | **U.S. TREASURY BILLS — 4.5%** |
| $2000000 | U.S. Treasury Bill <br> (i) | 05/05/26 | $1999214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | U.S. Treasury Bill <br> (i) | 05/07/26 | 1998802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | U.S. Treasury Bill <br> (i) | 05/12/26 | 998909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | U.S. Treasury Bill <br> (i) | 05/14/26 | 1997416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | U.S. Treasury Bill <br> (i) | 05/26/26 | 1995028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | U.S. Treasury Bill <br> (i) | 05/28/26 | 997326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | U.S. Treasury Bill <br> (i) | 06/04/26 | 1993217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | U.S. Treasury Bill <br> (i) | 06/09/26 | 996111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | U.S. Treasury Bill <br> (i) | 06/16/26 | 995409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | U.S. Treasury Bill <br> (i) | 06/18/26 | 995196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | U.S. Treasury Bill <br> (i) | 06/23/26 | 994658 |
|  | **Total U.S. Treasury Bills** | **Total U.S. Treasury Bills** | 15961286 |
|  | (Cost $15,961,184) | (Cost $15,961,184) |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **MONEY MARKET FUNDS — 2.1%** | **MONEY MARKET FUNDS — 2.1%** | **MONEY MARKET FUNDS — 2.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7649792 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 3.52% (k) | 7649792 |
|  | (Cost $7,649,792) |  |
|  | **Total Investments — 105.9%** | 378492654 |
|  | (Cost $379,399,003) |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of** <br>**Contracts**<br>| **Description** | **Notional** <br>**Amount**<br>| **Exercise** <br>**Price**<br>| **Expiration** <br>**Date**<br>| **Value** |
| **PURCHASED OPTIONS — 0.0%** | **PURCHASED OPTIONS — 0.0%** | **PURCHASED OPTIONS — 0.0%** | **PURCHASED OPTIONS — 0.0%** | **PURCHASED OPTIONS — 0.0%** | **PURCHASED OPTIONS — 0.0%** |
|  | **Call Options Purchased — 0.0%** | **Call Options Purchased — 0.0%** | **Call Options Purchased — 0.0%** | **Call Options Purchased — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 | 3 Month SOFR Futures, expiring December 2026 | $240775 | $96.75 | 12/11/26 | 269 |
|  | (Cost $1,153) |  |  |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal** <br>**Value**<br>| **Description** | **Stated** <br>**Coupon**<br>| **Stated** <br>**Maturity**<br>| **Value** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT — (2.0)%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT — (2.0)%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT — (2.0)%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT — (2.0)%** | **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES SOLD SHORT — (2.0)%** |
|  | **Pass-Through Securities — (2.0)%** | **Pass-Through Securities — (2.0)%** | **Pass-Through Securities — (2.0)%** |  |
|  | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |
| $(274000) | &nbsp;&nbsp;&nbsp; Pool TBA  | 3.00% | 06/15/56 | (239765)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (646000) | &nbsp;&nbsp;&nbsp; Pool TBA  | 3.50% | 06/15/56 | (587696)<br>|
| &nbsp;&nbsp;&nbsp; (1579000) | &nbsp;&nbsp;&nbsp; Pool TBA (j) | 4.00% | 06/15/56 | (1479881)<br>|
| &nbsp;&nbsp;&nbsp; (3344000) | &nbsp;&nbsp;&nbsp; Pool TBA (j) | 5.00% | 06/15/56 | (3291268)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (712000) | &nbsp;&nbsp;&nbsp; Pool TBA  | 3.50% | 07/15/56 | (647016)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (958000) | &nbsp;&nbsp;&nbsp; Pool TBA  | 4.50% | 07/15/56 | (920212)<br>|
|  | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73000) | &nbsp;&nbsp;&nbsp; Pool TBA  | 4.00% | 05/20/56 | (68125)<br>|
|  | **Total Investments Sold Short — (2.0)%** | **Total Investments Sold Short — (2.0)%** | **Total Investments Sold Short — (2.0)%** | (7233963)<br>|
|  | (Proceeds $7,292,784) | (Proceeds $7,292,784) | (Proceeds $7,292,784) |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of** <br>**Contracts**<br>| **Description** | **Notional** <br>**Amount**<br>| **Exercise** <br>**Price**<br>| **Expiration** <br>**Date**<br>| **Value** |
| **WRITTEN OPTIONS — (0.3)%** | **WRITTEN OPTIONS — (0.3)%** | **WRITTEN OPTIONS — (0.3)%** | **WRITTEN OPTIONS — (0.3)%** | **WRITTEN OPTIONS — (0.3)%** | **WRITTEN OPTIONS — (0.3)%** |
|  | **Call Options Written — (0.1)%** | **Call Options Written — (0.1)%** | **Call Options Written — (0.1)%** | **Call Options Written — (0.1)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13) | 3 Month SOFR Futures, expiring December 2027 | $(3133163)<br>| $97.50 | 12/10/27 | (4712)<br>|

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of**<br> **Contracts**<br>| **Description** | **Notional**<br> **Amount**<br>| **Exercise**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Value** |
| **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** |
|  | **Call Options Written (Continued)** | **Call Options Written (Continued)** | **Call Options Written (Continued)** | **Call Options Written (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) | 3 Month SOFR Futures, expiring December 2026 | $(481550)<br>| $97.50 | 12/11/26 | $(237)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| (2278375)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105.00 | 05/22/26 | (172)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring <br> September 2026<br>| (2071250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104.50 | 08/21/26 | (1875)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring <br> September 2026<br>| (207125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104.75 | 08/21/26 | (141)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring June <br> 2026<br>| (647016)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.00 | 05/22/26 | (234)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| (3987617)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.50 | 08/21/26 | (9828)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| (969961)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110.00 | 08/21/26 | (1758)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4) | &nbsp;&nbsp;&nbsp; U.S. 10-Year Treasury Note Futures, expiring <br> September 2026<br>| (441500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.00 | 08/21/26 | (8625)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48) | &nbsp;&nbsp;&nbsp; U.S. 10-Year Treasury Note Futures, expiring <br> September 2026<br>| (5298000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113.00 | 08/21/26 | (18750)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (112844)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121.00 | 05/22/26 | (16)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (2369719)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122.00 | 05/22/26 | (328)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (1466969)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123.00 | 05/22/26 | (0)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (899000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113.00 | 08/21/26 | (17750)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (1460875)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116.00 | 08/21/26 | (14219)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (5955875)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118.00 | 08/21/26 | (37266)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (5056875)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119.00 | 08/21/26 | (25312)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (3820750)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120.00 | 08/21/26 | (15937)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (7866250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121.00 | 08/21/26 | (27344)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> December 2026<br>| (112000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120.00 | 11/20/26 | (766)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) | &nbsp;&nbsp;&nbsp; Ultra 10-Year U.S. Treasury Note Futures, expiring <br> June 2026<br>| (338531)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117.00 | 05/22/26 | (94)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16) | &nbsp;&nbsp;&nbsp; Ultra 10-Year U.S. Treasury Note Futures, expiring <br> June 2026<br>| (1805500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118.00 | 05/22/26 | (250)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Long Bond Futures, expiring <br> June 2026<br>| (690188)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122.00 | 05/22/26 | (94)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) | &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Long Bond Futures, expiring <br> June 2026<br>| (115031)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125.00 | 05/22/26 | (0)<br>|
|  | **Total Call Options Written** | **Total Call Options Written** | **Total Call Options Written** | **Total Call Options Written** | (185708)<br>|
|  | (Premiums received $318,105) | (Premiums received $318,105) | (Premiums received $318,105) | (Premiums received $318,105) |  |
|  | **Put Options Written — (0.2)%** | **Put Options Written — (0.2)%** | **Put Options Written — (0.2)%** | **Put Options Written — (0.2)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14) | 3 Month SOFR Futures, expiring December 2027 | (3374175)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96.00 | 12/10/27 | (11725)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16) | 3 Month SOFR Futures, expiring December 2027 | (3856200)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96.38 | 12/10/27 | (18500)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| (3521125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.25 | 05/22/26 | (2125)<br>|

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of**<br> **Contracts**<br>| **Description** | **Notional**<br> **Amount**<br>| **Exercise**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Value** |
| **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** |
|  | **Put Options Written (Continued)** | **Put Options Written (Continued)** | **Put Options Written (Continued)** | **Put Options Written (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| $(1242750)<br>| $103.50 | 05/22/26 | $(1594)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| (2071250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.75 | 05/22/26 | (5312)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| (2692625)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.88 | 05/22/26 | (9344)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring June <br> 2026<br>| (774156)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107.00 | 05/22/26 | (109)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring <br> September 2026<br>| (3728250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.00 | 08/21/26 | (6750)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring <br> September 2026<br>| (2485500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.25 | 08/21/26 | (6188)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring <br> September 2026<br>| (1864125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.50 | 08/21/26 | (6328)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) | &nbsp;&nbsp;&nbsp; U.S. 2-Year Treasury Note Futures, expiring <br> September 2026<br>| (207125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103.75 | 08/21/26 | (953)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring June <br> 2026<br>| (539180)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108.25 | 05/22/26 | (2969)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring June <br> 2026<br>| (2264555)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108.75 | 05/22/26 | (20508)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring June <br> 2026<br>| (647016)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.00 | 05/22/26 | (7219)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| (3772070)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107.00 | 08/21/26 | (20781)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| (14441641)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107.50 | 08/21/26 | (102594)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| (215547)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108.00 | 08/21/26 | (1984)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> September 2026<br>| (2263242)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108.50 | 08/21/26 | (26742)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) | &nbsp;&nbsp;&nbsp; U.S. 5-Year Treasury Note Futures, expiring <br> December 2026<br>| (215500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106.50 | 11/20/26 | (1391)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12) | &nbsp;&nbsp;&nbsp; U.S. 10-Year Treasury Note Futures, expiring <br> September 2026<br>| (1324500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.00 | 08/21/26 | (9562)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35) | &nbsp;&nbsp;&nbsp; U.S. 10-Year Treasury Note Futures, expiring <br> September 2026<br>| (3863125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110.00 | 08/21/26 | (39375)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4) | &nbsp;&nbsp;&nbsp; U.S. 10-Year Treasury Note Futures, expiring June <br> 2026<br>| (442375)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110.50 | 05/22/26 | (1938)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5) | &nbsp;&nbsp;&nbsp; U.S. 10-Year Treasury Note Futures, expiring June <br> 2026<br>| (552969)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111.00 | 05/22/26 | (3672)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (225688)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106.00 | 05/22/26 | (94)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (677063)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109.00 | 05/22/26 | (938)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (451375)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110.00 | 05/22/26 | (1063)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (4062375)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112.00 | 05/22/26 | (25312)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (112375)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106.00 | 08/21/26 | (813)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (674250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108.00 | 08/21/26 | (6937)<br>|

---

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of**<br> **Contracts**<br>| **Description** | **Notional**<br> **Amount**<br>| **Exercise**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Value** |
| **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** | **WRITTEN OPTIONS (Continued)** |
|  | **Put Options Written (Continued)** | **Put Options Written (Continued)** | **Put Options Written (Continued)** | **Put Options Written (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| $(4045500)<br>| $109.00 | 08/21/26 | $(50062)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (899000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110.00 | 08/21/26 | (13375)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (8540500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111.00 | 08/21/26 | (152000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (3933125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112.00 | 08/21/26 | (83125)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (899000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113.00 | 08/21/26 | (22750)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> September 2026<br>| (1236125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116.00 | 08/21/26 | (51562)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> December 2026<br>| (112000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105.00 | 11/20/26 | (1063)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring <br> December 2026<br>| (896000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110.00 | 11/20/26 | (19000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13) | &nbsp;&nbsp;&nbsp; U.S. Treasury Long Bond Futures, expiring June <br> 2026<br>| (1466969)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111.00 | 05/22/26 | (5687)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) | &nbsp;&nbsp;&nbsp; Ultra 10-Year U.S. Treasury Note Futures, expiring <br> June 2026<br>| (338531)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111.00 | 05/22/26 | (891)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8) | &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Long Bond Futures, expiring <br> June 2026<br>| (920250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113.00 | 05/22/26 | (4250)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4) | &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Long Bond Futures, expiring <br> June 2026<br>| (460125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115.00 | 05/22/26 | (4875)<br>|
|  | **Total Put Options Written** | **Total Put Options Written** | **Total Put Options Written** | **Total Put Options Written** | (751460)<br>|
|  | (Premiums received $691,106) | (Premiums received $691,106) | (Premiums received $691,106) | (Premiums received $691,106) |  |
|  | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | (937168)<br>|
|  | (Premiums received $1,009,211) | (Premiums received $1,009,211) | (Premiums received $1,009,211) | (Premiums received $1,009,211) |  |
|  | **Net Other Assets and Liabilities — (3.6)%** | **Net Other Assets and Liabilities — (3.6)%** | **Net Other Assets and Liabilities — (3.6)%** | **Net Other Assets and Liabilities — (3.6)%** | (12881159)<br>|
|  | **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | $357440633 |

---

**Futures Contracts at April 30, 2026:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Long** | **Number of** <br>**Contracts**<br>| **Expiration** <br>**Date**<br>| **Notional** <br>**Value**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)/** <br>**Value**<br>|
| U.S. 2-Year Treasury Notes | 217 | Jun-2026 | &nbsp;&nbsp; $44946125 | &nbsp;&nbsp; $(81533)<br>|
| U.S. 5-Year Treasury Notes | 388 | Jun-2026 | &nbsp;&nbsp; 41840344 | &nbsp;&nbsp; (390664)<br>|
| U.S. 10-Year Treasury Notes | 240 | Jun-2026 | &nbsp;&nbsp; 26542500 | &nbsp;&nbsp; (359871)<br>|
| Ultra 10 Year U.S. Treasury Notes | 3 | Jun-2026 | &nbsp;&nbsp; 338578 | &nbsp;&nbsp; (3703)<br>|
|  |  |  | &nbsp;&nbsp; $113667547 | &nbsp;&nbsp; $(835771)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Short** |  |  |  |  |
| U.S. Treasury Long-Term Bond Futures | 82 | Jun-2026 | &nbsp;&nbsp; $(9253188)<br>| &nbsp;&nbsp; $102901 |
| Ultra U.S. Treasury Bond Futures | 53 | Jun-2026 | &nbsp;&nbsp; (6096656)<br>| &nbsp;&nbsp; 75787 |
|  |  |  | &nbsp;&nbsp; $(15349844)<br>| &nbsp;&nbsp; $178688 |
|  |  | &nbsp;&nbsp; Total | &nbsp;&nbsp; $98317703 | &nbsp;&nbsp; $(657083)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) This security, sold within the terms of a private placement memorandum, is exempt
 from registration upon resale under Rule 144A of the Securities Act of 1933, as amended, and may be resold in transactions
 exempt from registration, normally to qualified institutional buyers. Pursuant to procedures adopted by the Trust's Board of Trustees, this security has been determined to be liquid by First Trust Advisors L.P., the Fund's advisor. Although market instability can result in periods of increased overall market illiquidity, liquidity for each security is determined based on security specific
 factors and assumptions, which require subjective judgment. At April 30, 2026, securities noted as such amounted to $286,195,336
 or 80.1% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Collateral Strip Rate security. Coupon is based on the weighted net interest rate of the investment's underlying collateral. The interest rate resets periodically.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Step-up security. A security where the coupon increases or steps up at a predetermined
 date.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Floating or variable rate security.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Weighted Average Coupon security. Coupon is based on the blended interest rate of
 the underlying holdings, which may have different coupons. The coupon may change in any period.

&nbsp;&nbsp;&nbsp;&nbsp;(f) This security is fair valued by the Advisor's Pricing Committee in accordance with procedures approved by the Trust's Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940
 and rules thereunder, as amended. At April 30, 2026, securities noted as such are valued at $4,284,964 or 1.2% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(g) When-issued security. The interest rate shown reflects the rate in effect at April
 30, 2026. Interest will begin accruing on the security's first settlement date.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Inverse floating rate security.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Zero coupon security.

&nbsp;&nbsp;&nbsp;&nbsp;(j) All or a portion of this security is part of a mortgage dollar roll agreement.

&nbsp;&nbsp;&nbsp;&nbsp;(k) Rate shown reflects yield as of April 30, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Abbreviations throughout the Portfolio of Investments: | Abbreviations throughout the Portfolio of Investments: |
| CME | – Chicago Mercantile Exchange |
| CSA | – Credit Spread Adjustment |
| IO | – Interest-Only Security - Principal amount shown represents par value on which interest payments are based |
| PO | – Principal-Only Security |
| REMIC | – Real Estate Mortgage Investment Conduit |
| SOFR | – Secured Overnight Financing Rate |
| STACR | – Structured Agency Credit Risk |
| TBA | – To-Be-Announced Security |

---

------

**Valuation Inputs**

A summary of the inputs used to value the Fund's investments as of April 30, 2026 is as follows (see Valuation Inputs in the Additional Information section):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** |
|  | **Total** <br>**Value at** <br>**4/30/2026**<br>| &nbsp;&nbsp;&nbsp; **Level 1** <br>**Quoted** <br>**Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| Mortgage-Backed Securities | &nbsp;&nbsp; $194690394 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $194690394 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| Asset-Backed Securities | &nbsp;&nbsp; 102699069 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 102699069 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp; 57492113 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 57492113 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Bills | &nbsp;&nbsp; 15961286 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 15961286 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Money Market Funds | &nbsp;&nbsp; 7649792 | &nbsp;&nbsp;&nbsp;&nbsp; 7649792 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp; 378492654 | &nbsp;&nbsp;&nbsp;&nbsp; 7649792 | &nbsp;&nbsp;&nbsp;&nbsp; 370842862 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Purchased Options | &nbsp;&nbsp; 269 | &nbsp;&nbsp;&nbsp;&nbsp; 269 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Futures Contracts | &nbsp;&nbsp; 178688 | &nbsp;&nbsp;&nbsp;&nbsp; 178688 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total | &nbsp;&nbsp; $378671611 | &nbsp;&nbsp;&nbsp;&nbsp; $7828749 | &nbsp;&nbsp;&nbsp;&nbsp; $370842862 | &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**First Trust Structured Credit Income Opportunities ETF (SCIO)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** |
|  | **Total** <br>**Value at** <br>**4/30/2026**<br>| &nbsp;&nbsp;&nbsp; **Level 1** <br>**Quoted** <br>**Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| &nbsp;&nbsp; U.S. Government Agency Mortgage-Backed Securities <br> Sold Short<br>| &nbsp;&nbsp; $(7233963)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(7233963)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— |
| Written Options | &nbsp;&nbsp; (937168)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (937168)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Futures Contracts | &nbsp;&nbsp; (835771)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (835771)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total | &nbsp;&nbsp; $(9006902)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(1772939)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(7233963)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

------

**First Trust Exchange-Traded Fund IV**

**Additional Information**

**April 30, 2026 (Unaudited)**

**Valuation Inputs**

The Funds are 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:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Level 1 inputs are quoted prices in active markets for identical investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• 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.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• 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.

------

## 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 IV

- **b. Investment Company Act file number:** 811-22559

- **c. CIK number of Registrant:** 0001517936

- **d. LEI of Registrant:** 5493006CBTW7P2B31B80

- **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 AAA CMBS ETF

- **b. EDGAR series identifier (if any):** S000084026

- **c. LEI of Series:** 254900TMRGSMLWIAPA66

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $33337581.56

**Total Liabilities:** $808989.73

**Net Assets:** $32528591.83

**Cash Not Reported:** $219835.37

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 36.44522000 | **1-Year:** 2831.13916000 | **5-Year:** 6683.82238000 | **10-Year:** 416.76923000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 166.91352000 | **5-Year:** 210.34104000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248162 | 1.27%                | -1.38%               | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1078.12                 | $215397.66                                 |
| Month 2  | $19814.76                | $-425693.65                                |
| Month 3  | $349.33                  | $48366.61                                  |

**Designated Index Information**

- **Index Name:** The Fund's Designated Reference Portfolio is the Fund's Securities Portfolio.

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO BOARD OF TRADE                                                  | 5-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2 | NC      | $-46.12       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                | GNR 2025-21 IO                                              | CUSIP: 38381L5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3530475 | PA      | $248440.93    | 0.76%             | 2065-04-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                         | BANK 2020-BN29 A4                                           | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500170 | PA      | $442007.53    | 1.36%             | 2053-11-18      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                  | BX 2020-VIV4 A                                              | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    489000 | PA      | $454753.47    | 1.40%             | 2044-03-11      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C59                          | WFCM 2021-C59 XA                                            | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4044275 | PA      | $213799.38    | 0.66%             | 2054-04-17      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-B33RP                        | WFCM 2025-B33RP A                                           | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $350185.29    | 1.08%             | 2042-08-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                | GNR 2024-47 AI                                              | CUSIP: 38381LAV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4895992 | PA      | $256375.67    | 0.79%             | 2064-06-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VRTX TRUST 2025-HQ                                                      | VRTX 2025-HQ A                                              | CUSIP: 91835XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $494984.65    | 1.52%             | 2042-08-07      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-SFC MORTGAGE TRUST                                           | DBJPM 2020-C9 A5                                            | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $268839.39    | 0.83%             | 2053-08-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| SHOPS COMMERCIAL MORTGAGE TRUST 2026-CSTL                               | SHOPS 2026-CSTL A                                           | CUSIP: 82510YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $298812.36    | 0.92%             | 2039-05-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C15                                           | BBCMS 2022-C16 A5                                           | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $293257.44    | 0.90%             | 2055-06-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2025-GW A                                                | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $260547.35    | 0.80%             | 2042-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                    | CENT 2025-CITY A                                            | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $553031.82    | 1.70%             | 2040-07-12      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2025-VOLT A                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $255284.15    | 0.78%             | 2044-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-L1                                  | MSC 2018-L1 A3                                              | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245835 | PA      | $244604.56    | 0.75%             | 2051-10-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                         | BANK 2020-BN26 A3                                           | CUSIP: 06540JBB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $300487.62    | 0.92%             | 2063-03-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                         | BANK 2020-BN25 A5                                           | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542000 | PA      | $502689.82    | 1.55%             | 2063-01-18      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FHMS K122 X1                                                | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1599344 | PA      | $52564.68     | 0.16%             | 2030-11-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA                                | SWCH 2025-DATA A                                            | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $550939.73    | 1.69%             | 2042-02-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                         | BANK 2020-BN30 A4                                           | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414000 | PA      | $366199.52    | 1.13%             | 2053-12-17      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | 10-Year T-Note Futures, Jun-2026,ETH                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        18 | NC      | $-42280.99    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                | GNR 2025-153 IO                                             | CUSIP: 38383JCQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3244675 | PA      | $243438.92    | 0.75%             | 2067-09-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRUST                                        | BMARK 2024-V6 XA                                            | CUSIP: 081927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2442291 | PA      | $80666.67     | 0.25%             | 2057-03-16      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B40 MORTGAGE TRUST                                       | BMARK 2023-B40 ASB                                          | CUSIP: 08163WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $454499.85    | 1.40%             | 2056-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF3                    | AMMST 2021-MF3 XB                                           | CUSIP: 03882KAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3791000 | PA      | $93490.23     | 0.29%             | 2054-10-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60                          | WFCM 2021-C60 XA                                            | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3897425 | PA      | $218998.63    | 0.67%             | 2054-08-17      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                         | BANK 2023-BNK46 XA                                          | CUSIP: 06541DCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8568111 | PA      | $271556.00    | 0.83%             | 2056-08-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                         | BANK 2021-BN33 A5                                           | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318750 | PA      | $287891.21    | 0.89%             | 2064-05-16      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | B 0 05/12/26                                                | CUSIP: 912797TR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $499454.69    | 1.54%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN BZ0874                                                   | CUSIP: 3140NU6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $304018.74    | 0.93%             | 2029-06-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST 2025-DC                                 | WHARF 2025-DC A                                             | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $331017.54    | 1.02%             | 2040-07-17      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        13 | NC      | $-13269.82    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FHMS K546 X1                                                | CUSIP: 3137HN4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1185472 | PA      | $37966.17     | 0.12%             | 2030-05-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR5                    | JPMCC 2019-COR5 XA                                          | CUSIP: 46591EAY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7263253 | PA      | $234938.63    | 0.72%             | 2052-06-14      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                              | BMO 2023-C6 ASB                                             | CUSIP: 055985AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $248775.04    | 0.76%             | 2056-09-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS                            | MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS TREAS PTF INST | CUSIP: 61747C582<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |    650124 | NS      | $650124.06    | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILT 2025-NVIL                                                          | HILT 2025-NVIL A                                            | CUSIP: 432826AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300945.48    | 0.93%             | 2042-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GGP TRUST 2026-2PAK                                                     | GGP 2026-2PAK A                                             | CUSIP: 37441HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $498736.45    | 1.53%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C12 MORTGAGE TRUST                                             | BMO 2025-C12 ASB                                            | CUSIP: 05615DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $366346.93    | 1.13%             | 2058-06-17      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5                          | WFCM 2022-C62 A4                                            | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $362312.98    | 1.11%             | 2055-04-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C13 MORTGAGE TRUST                                             | BMO 2025-C13 XA                                             | CUSIP: 05592YAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3668825 | PA      | $277691.18    | 0.85%             | 2058-10-18      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1                    | AMMST 2020-MF1 A4                                           | CUSIP: 03881BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $363692.71    | 1.12%             | 2053-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | 2-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        38 | NC      | $-42981.13    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                  | BSTN 2025-1C A                                              | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551000 | PA      | $562241.61    | 1.73%             | 2044-06-17      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA                                | INT 2025-PLAZA A                                            | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500001.85    | 1.54%             | 2037-11-05      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 MORTGAGE TRUST                                              | BMO 2024-C9 ASB                                             | CUSIP: 05593MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $313482.63    | 0.96%             | 2057-07-17      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-L2                                  | MSC 2019-L2 XA                                              | CUSIP: 61768HAX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12200170 | PA      | $281340.80    | 0.86%             | 2052-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 MORTGAGE TRUST                                              | BMO 2023-C5 ASB                                             | CUSIP: 055988AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $271265.49    | 0.83%             | 2056-06-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CFCRE 2017-C8 MORTGAGE TRUST                                            | CFCRE 2017-C8 XA                                            | CUSIP: 12532CBE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7284270 | PA      | $56188.67     | 0.17%             | 2050-06-17      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B25 MORTGAGE TRUST                                       | BMARK 2021-B25 A4                                           | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $456969.10    | 1.40%             | 2054-04-17      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| ILPT TRUST 2019-SURF                                                    | ILPT 2019-SURF A                                            | CUSIP: 44965LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $318510.92    | 0.98%             | 2041-02-13      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| HAWAII HOTEL TRUST 2025-MAUI                                            | HHT 2025-MAUI A                                             | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257500 | PA      | $257970.25    | 0.79%             | 2042-03-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                         | BANK 2020-BN26 XA                                           | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2383519 | PA      | $79200.77     | 0.24%             | 2063-03-16      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 MORTGAGE TRUST                                              | BMO 2023-C7 A5                                              | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $264941.18    | 0.81%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| JW TRUST 2024-BERY                                                      | JW 2024-BERY A                                              | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $260808.03    | 0.80%             | 2039-11-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GSMS TRUST 2024-FAIR                                                    | GSMS 2024-FAIR A                                            | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305596.56    | 0.94%             | 2029-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DELC                                                      | BX 2025-DELC A                                              | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $601496.28    | 1.85%             | 2042-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                         | BANK 2018-BN13 A4                                           | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-O            | CORP              | US        |    248766 | PA      | $246145.49    | 0.76%             | 2061-08-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B18 MORTGAGE TRUST                                       | BMARK 2020-B18 A5                                           | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329000 | PA      | $292302.95    | 0.90%             | 2053-07-17      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C18                                           | BBCMS 2022-C18 A5                                           | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $312382.38    | 0.96%             | 2055-12-17      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2                    | AMMST 2021-MF2 A4                                           | CUSIP: 03881VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $349306.00    | 1.07%             | 2054-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C8                                            | BBCMS 2020-C8 A5                                            | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $492173.55    | 1.51%             | 2053-10-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                | GNR 2025-206 IO                                             | CUSIP: 38383JCS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4103855 | PA      | $247959.87    | 0.76%             | 2064-04-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C47                          | WFCM 2018-C47 AS                                            | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-O            | CORP              | US        |     76100 | PA      | $75465.33     | 0.23%             | 2061-09-16      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA | SLG 2021-OVA A                                              | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323000 | PA      | $288500.92    | 0.89%             | 2041-07-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BWAY TRUST 2025-1535                                                    | BWAY 2025-1535 B                                            | CUSIP: 12430BAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131000 | PA      | $136222.73    | 0.42%             | 2042-05-07      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST 2020-1MW MORTGAGE TRUST                                  | OMW 2020-1MW A                                              | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287000 | PA      | $277191.17    | 0.85%             | 2039-09-12      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| TEXAS COMMERCIAL MORTGAGE TRUST 2025-TWR                                | TEXAS 2025-TWR A                                            | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499039.50    | 1.53%             | 2042-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SKY1 TRUST 2025-LINE                                                    | SKY1 2025-LINE A                                            | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452583 | PA      | $454610.29    | 1.40%             | 2042-04-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                                 | NYO 2021-1290 A                                             | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $374874.34    | 1.15%             | 2038-11-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MSWF 2023-1                                                             | MSWF 2023-1 XA                                              | CUSIP: 55376CAP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5341758 | PA      | $250126.77    | 0.77%             | 2056-05-17      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| 2023-MIC TRUST/THE                                                      | THE 2023-MIC A                                              | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $564810.72    | 1.74%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FHMS K104 X1                                                | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   8649748 | PA      | $305062.78    | 0.94%             | 2030-01-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                         | BANK 2018-BN10 XA                                           | CUSIP: 065404BF1<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-O            | CORP              | US        |   2854636 | PA      | $27210.10     | 0.08%             | 2061-02-17      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF1                                                             | CF 2019-CF1 A2                                              | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359550 | PA      | $355235.75    | 1.09%             | 2052-05-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPR 2023-STON MORTGAGE TRUST                                            | BPR 2023-STON A                                             | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $257376.08    | 0.79%             | 2039-12-07      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                         | BANK 2025-BNK49 XA                                          | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5164405 | PA      | $235491.20    | 0.72%             | 2058-03-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1                    | AMMST 2020-MF1 AS                                           | CUSIP: 03881BAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $139768.26    | 0.43%             | 2053-05-16      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CALI COMMERCIAL MORTGAGE TRUST 2024-SUN                                 | CALI 2024-SUN A                                             | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134000 | PA      | $134382.26    | 0.41%             | 2041-07-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-420K                           | CGCMT 2020-420K A                                           | CUSIP: 17328QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $448823.30    | 1.38%             | 2042-11-13      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FHMR 2020-RR07 AX                                           | CUSIP: 3137FRVC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $68031.00     | 0.21%             | 2028-09-27      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK19                                                         | BANK 2019-BN19 XA                                           | CUSIP: 06540WBH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7452962 | PA      | $186796.57    | 0.57%             | 2061-08-17      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-L2                                  | MSC 2019-L2 A3                                              | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310015 | PA      | $303860.86    | 0.93%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL MORTGAGE TRUST                                          | BBCMS 2018-TALL A                                           | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543000 | PA      | $514014.17    | 1.58%             | 2037-03-16      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5                          | WFCM 2018-C47 A4                                            | CUSIP: 95002DBG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $374400.79    | 1.15%             | 2061-09-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST 2016-HHV                                               | HILT 2016-HHV A                                             | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $298794.63    | 0.92%             | 2038-11-05      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                            | BBCMS 2017-C1 A4                                            | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $397233.76    | 1.22%             | 2050-02-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| NRTH 2024-PARK MORTGAGE TRUST                                           | NRTH 2025-PARK A                                            | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $275211.92    | 0.85%             | 2040-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                         | BANK 2021-BN31 XB                                           | CUSIP: 06541ABN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $266534.55    | 0.82%             | 2054-02-18      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST 2025-SFT                                  | CHI 2025-SFT A                                              | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $527858.81    | 1.62%             | 2042-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| NY COMMERCIAL MORTGAGE TRUST 2025-299P                                  | NY 2025-299P A                                              | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $519412.55    | 1.60%             | 2047-02-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC43                           | CGCMT 2019-GC43 AAB                                         | CUSIP: 17328HBE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351878 | PA      | $342516.40    | 1.05%             | 2052-11-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                         | BANK 2019-BN23 XA                                           | CUSIP: 06541RBC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4091089 | PA      | $83064.24     | 0.26%             | 2052-12-17      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FHMR 2020-RR05 X                                            | CUSIP: 3137FRV24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    160000 | PA      | $7351.07      | 0.02%             | 2029-01-27      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| BWAY TRUST 2025-1535                                                    | BWAY 2025-1535 A                                            | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $420082.17    | 1.29%             | 2042-05-07      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                                  | SFO 2021-555 A                                              | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319200 | PA      | $319254.84    | 0.98%             | 2038-05-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                   | HGMT 2025-HGLR A                                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $286876.02    | 0.88%             | 2045-02-07      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                   | GSMS 2017-GS6 A2                                            | CUSIP: 36253PAB8<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    304877 | PA      | $301988.51    | 0.93%             | 2050-05-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                   | GSMS 2019-GC39 XA                                           | CUSIP: 36260JAF4<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |   8421797 | PA      | $230094.45    | 0.71%             | 2052-05-10      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-UVIL                                                          | CSMC 2019-UVIL A                                            | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $611284.25    | 1.88%             | 2041-12-17      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                | GNR 2021-31 IO                                              | CUSIP: 38380RVN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3509782 | PA      | $239277.31    | 0.74%             | 2061-01-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| KRE COMMERCIAL MORTGAGE TRUST 2026-ICNA                                 | KRE 2026-ICNA A                                             | CUSIP: 48275LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301329.87    | 0.93%             | 2043-05-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COMMERCIAL MORTGAG                                     | JPMCC 2025-PHNY A                                           | CUSIP: 46592UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501001.05    | 1.54%             | 2041-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| IRV TRUST 2025-200P                                                     | IRV 2025-200P A                                             | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101121.90    | 0.31%             | 2047-03-14      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C11 MORTGAGE TRUST                                             | BMO 2025-C11 ASB                                            | CUSIP: 05613XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $261740.55    | 0.80%             | 2058-02-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C35                                           | BBCMS 2025-C35 XA                                           | CUSIP: 07337DAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5789044 | PA      | $284221.22    | 0.87%             | 2058-07-17      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-WILL                                                     | BPR 2021-WILL A                                             | CUSIP: 05591VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67321 | PA      | $67300.33     | 0.21%             | 2038-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                         | BANK 2019-BN21 XA                                           | CUSIP: 06540BBE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2995550 | PA      | $68554.07     | 0.21%             | 2052-10-18      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-23

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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