# EDGAR Filing Document

**Accession Number:** 0001329377
**File Stem:** 0000940400-26-021500
**Filing Date:** 2026-5
**Character Count:** 15349
**Document Hash:** ab7fadb327e3ab4e3a9baaf267a08550
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021500.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000940400-26-021500

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND
- **CENTRAL INDEX KEY:** 0001329377

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21774
- **FILM NUMBER:** 261031537

**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

### FT Vest Gold Strategy Quarterly Buffer ETF (Series ID: S000070088)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000222997 | FT Vest Gold Strategy Quarterly Buffer ETF | BGLD            |

## Nport-Ex

**FT Vest Gold Strategy Quarterly Buffer ETF (BGLD)**

**Consolidated Portfolio of Investments**

**March 31, 2026 (Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal** <br>**Value**<br>| **Description** | **Stated** <br>**Maturity**<br>| **Value** |
| **U.S. TREASURY BILLS — 100.1%** | **U.S. TREASURY BILLS — 100.1%** | **U.S. TREASURY BILLS — 100.1%** | **U.S. TREASURY BILLS — 100.1%** |
| $51894000 | U.S. Treasury Bill (a)<br> (b) | 05/28/26 | $51595551 |
|  | (Cost $51,599,829) |  |  |

---

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

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **MONEY MARKET FUNDS — 0.6%** | **MONEY MARKET FUNDS — 0.6%** | **MONEY MARKET FUNDS — 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309228 | Dreyfus Government Cash Management Fund, Institutional Shares - 3.53% (c) | 309228 |
|  | (Cost $309,228) |  |
|  | **Total Investments — 100.7%** | 51904779 |
|  | (Cost $51,909,057) |  |

---

&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 — 2.8%** | **PURCHASED OPTIONS — 2.8%** | **PURCHASED OPTIONS — 2.8%** | **PURCHASED OPTIONS — 2.8%** | **PURCHASED OPTIONS — 2.8%** | **PURCHASED OPTIONS — 2.8%** |
|  | **Call Options Purchased — 2.8%** | **Call Options Purchased — 2.8%** | **Call Options Purchased — 2.8%** | **Call Options Purchased — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1136 | SPDR<sup>®</sup> Gold Shares | $48880944 | $459.56 | 05/29/26 | 1456613 |
|  | (Cost $4,665,264) |  |  |  |  |
| **WRITTEN OPTIONS — (3.5)%** | **WRITTEN OPTIONS — (3.5)%** | **WRITTEN OPTIONS — (3.5)%** | **WRITTEN OPTIONS — (3.5)%** | **WRITTEN OPTIONS — (3.5)%** | **WRITTEN OPTIONS — (3.5)%** |
|  | **Call Options Written — (0.5)%** | **Call Options Written — (0.5)%** | **Call Options Written — (0.5)%** | **Call Options Written — (0.5)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1136) | SPDR<sup>®</sup> Gold Shares | (48880944)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 539.43 | 05/29/26 | (245206)<br>|
|  | (Premiums received $1,184,370) |  |  |  |  |
|  | **Put Options Written — (3.0)%** | **Put Options Written — (3.0)%** | **Put Options Written — (3.0)%** | **Put Options Written — (3.0)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1136) | SPDR<sup>®</sup> Gold Shares | (48880944)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411.19 | 05/29/26 | (1571883)<br>|
|  | (Premiums received $506,729) |  |  |  |  |
|  | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | (1817089)<br>|
|  | (Premiums received $1,691,099) | (Premiums received $1,691,099) | (Premiums received $1,691,099) | (Premiums received $1,691,099) |  |
|  | **Net Other Assets and Liabilities — 0.0%** | **Net Other Assets and Liabilities — 0.0%** | **Net Other Assets and Liabilities — 0.0%** | **Net Other Assets and Liabilities — 0.0%** | 12851 |
|  | **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | $51557154 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) All or a portion of this security is segregated as collateral for the options written.
 At March 31, 2026, the segregated value of this security amounts to $9,807,668.

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

&nbsp;&nbsp;&nbsp;&nbsp;(c) Rate shown reflects yield as of March 31, 2026.

------

**FT Vest Gold Strategy Quarterly Buffer ETF (BGLD)**

**Consolidated Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

------

**Valuation Inputs**

The Fund is subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:

&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.

A summary of the inputs used to value the Fund's investments as of March 31, 2026 is as follows:

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** |
|  | **Total** <br>**Value at** <br>**3/31/2026**<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>|
| U.S. Treasury Bills | &nbsp;&nbsp; $51595551 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $51595551 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| Money Market Funds | &nbsp;&nbsp; 309228 | &nbsp;&nbsp;&nbsp;&nbsp; 309228 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp; 51904779 | &nbsp;&nbsp;&nbsp;&nbsp; 309228 | &nbsp;&nbsp;&nbsp;&nbsp; 51595551 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Purchased Options | &nbsp;&nbsp; 1456613 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1456613 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total | &nbsp;&nbsp; $53361392 | &nbsp;&nbsp;&nbsp;&nbsp; $309228 | &nbsp;&nbsp;&nbsp;&nbsp; $53052164 | &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>**3/31/2026**<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>|
| Written Options | &nbsp;&nbsp; $(1817089)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(1817089)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

- **a. Name of Series:** FT Vest Gold Strategy Quarterly Buffer ETF

- **b. EDGAR series identifier (if any):** S000070088

- **c. LEI of Series:** 5493008KCUP4E8Q0UK91

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $53412354.87

**Total Liabilities:** $1855200.73

**Net Assets:** $51557154.14

**Amount of Assets Invested in Other Investment Companies:** $9792031.61

**Cash Not Reported:** $46387.56

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222997 | 4.74%                | 2.35%                | -6.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $326.82                  | $-6818.34                                  |
| Month 2  | $-21.37                  | $-165.56                                   |
| Month 3  | $927.75                  | $-4481.74                                  |

**Designated Index Information**

- **Index Name:** S&P GSCI GOLD INDEX TR TOTAL RETURN

- **Index Identifier:** SPGSGCTR Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBOE GLOBAL MARKETS, INC.                | SPDR GOLD SHARES                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       984 | NC      | $1261714.32   | 2.45%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | SPDR GOLD SHARES                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -38 | NC      | $-52580.60    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | SPDR GOLD SHARES                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -984 | NC      | $-1361560.80  | -2.64%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | SPDR GOLD SHARES                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -114 | NC      | $-24606.90    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | SPDR GOLD SHARES                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        38 | NC      | $48724.74     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management Funds | Dreyfus Government Cash Management Funds SH BEN INT | CUSIP: 262006208<br>LEI: 549300F7IDB6WRO7VJ11 | Long             | STIV             | RF                | US        |    309228 | NS      | $309228.08    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | SPDR GOLD SHARES                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       114 | NC      | $146174.22    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | SPDR GOLD SHARES                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -38 | NC      | $-8202.30     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills             | B 0 05/28/26                                        | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51894000 | PA      | $51595550.34  | 100.07%           | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | SPDR GOLD SHARES                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -114 | NC      | $-157741.80   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | SPDR GOLD SHARES                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -984 | NC      | $-212396.40   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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