# EDGAR Filing Document

**Accession Number:** 0001517936
**File Stem:** 0001145549-23-017794
**Filing Date:** 2023-3
**Character Count:** 83601
**Document Hash:** 1e8717532d7f92026159e2a114df3800
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017794.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017794

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND IV
- **CENTRAL INDEX KEY:** 0001517936
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22559
- **FILM NUMBER:** 23755625

**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 SSI Strategic Convertible Securities ETF (Series ID: S000050640)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000159952 | First Trust SSI Strategic Convertible Securities ETF | FCVT            |

## Nport-Ex

#### First Trust SSI Strategic Convertible Securities ETF (FCVT)<br>

#### Portfolio of Investments

#### January 31, 2023 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Value** | **Description** | **Stated<br> Coupon** | **Stated<br> Maturity** | **Value** |
| **CONVERTIBLE CORPORATE BONDS – 86.9%** | **CONVERTIBLE CORPORATE BONDS – 86.9%** | **CONVERTIBLE CORPORATE BONDS – 86.9%** | **CONVERTIBLE CORPORATE BONDS – 86.9%** | **CONVERTIBLE CORPORATE BONDS – 86.9%** |
|  | **Aerospace & Defense – 0.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$510000 | Axon Enterprise, Inc. (a)<br>| 0.50% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$550290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560000 | Parsons Corp.<br>| 0.25% | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615495 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165785 |
|  | **Air Freight & Logistics – 1.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437000 | Air Transport Services Group, Inc. <br>| 1.13% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730000 | ZTO Express Cayman, Inc. (a)<br>| 1.50% | 09/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810665 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274322 |
|  | **Airlines – 1.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528000 | American Airlines Group, Inc. <br>| 6.50% | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649440 |
| &nbsp;&nbsp;&nbsp;&nbsp;1336000 | Southwest Airlines Co.<br>| 1.25% | 05/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606874 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256314 |
|  | **Automobiles – 0.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990000 | Ford Motor Co.<br>| &nbsp;&nbsp;&nbsp;(b) | 03/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009800 |
|  | **Banks – 1.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | Barclays Bank PLC<br>| &nbsp;&nbsp;&nbsp;(b) | 02/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823556 |
| &nbsp;&nbsp;&nbsp;&nbsp;1275000 | Deutsche Bank AG, Series GMTN<br>| 1.00% | 05/01/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411514 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235070 |
|  | **Biotechnology – 8.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | Alnylam Pharmaceuticals, Inc. (a)<br>| 1.00% | 09/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678000 | Ascendis Pharma AS (a)<br>| 2.25% | 04/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708510 |
| &nbsp;&nbsp;&nbsp;&nbsp;1445000 | BioMarin Pharmaceutical, Inc. <br>| 0.60% | 08/01/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | Cytokinetics, Inc. (a)<br>| 3.50% | 07/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | Exact Sciences Corp. <br>| 1.00% | 01/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643918 |
| &nbsp;&nbsp;&nbsp;&nbsp;1525000 | Halozyme Therapeutics, Inc. (a)<br>| 1.00% | 08/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745000 | Insmed, Inc. <br>| 0.75% | 06/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660000 | Ionis Pharmaceuticals, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | Ironwood Pharmaceuticals, Inc.<br>| 1.50% | 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703000 | Neurocrine Biosciences, Inc. <br>| 2.25% | 05/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036573 |
| &nbsp;&nbsp;&nbsp;&nbsp;2165000 | Sarepta Therapeutics, Inc. (a)<br>| 1.25% | 09/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465935 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11335199 |
|  | **Communications Equipment – 0.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1200000 | Lumentum Holdings, Inc.<br>| 0.50% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095000 |
|  | **Diversified Consumer Services – 0.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860000 | Stride, Inc.<br>| 1.13% | 09/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902484 |
|  | **Diversified Financial Services – 1.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1225000 | JPMorgan Chase Financial Co. LLC (a)<br>| 0.25% | 05/01/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593000 | JPMorgan Chase Financial Co. LLC<br>| 0.50% | 06/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760819 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080757 |
|  | **Electrical Equipment – 0.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670000 | Array Technologies, Inc.<br>| 1.00% | 12/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237000 | Bloom Energy Corp.<br>| 2.50% | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391050 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149021 |
|  | **Electronic Equipment, Instruments & Components – 0.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | Itron, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 03/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585000 | Vishay Intertechnology, Inc. <br>| 2.25% | 06/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584298 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222248 |

---

------

#### First Trust SSI Strategic Convertible Securities ETF (FCVT)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Value** | **Description** | **Stated<br> Coupon** | **Stated<br> Maturity** | **Value** |
| **CONVERTIBLE CORPORATE BONDS (Continued)** | **CONVERTIBLE CORPORATE BONDS (Continued)** | **CONVERTIBLE CORPORATE BONDS (Continued)** | **CONVERTIBLE CORPORATE BONDS (Continued)** | **CONVERTIBLE CORPORATE BONDS (Continued)** |
|  | **Energy Equipment & Services – 2.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$578000 | Helix Energy Solutions Group, Inc.<br>| 6.75% | 02/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$810645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481000 | Oil States International, Inc.<br>| 4.75% | 04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552236 |
| &nbsp;&nbsp;&nbsp;&nbsp;1193000 | Transocean, Inc.<br>| 4.00% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861371 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3224252 |
|  | **Entertainment – 1.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673000 | Bilibili, Inc.<br>| 1.38% | 04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560000 | Liberty Media Corp. <br>| 1.38% | 10/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930000 | Liberty Media Corp.-Liberty Formula One (a)<br>| 2.25% | 08/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975570 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555185 |
|  | **Equity Real Estate Investment Trusts – 1.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580000 | Kite Realty Group L.P. (a)<br>| 0.75% | 04/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890000 | Pebblebrook Hotel Trust<br>| 1.75% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745000 | Summit Hotel Properties, Inc.<br>| 1.50% | 02/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691733 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063891 |
|  | **Food & Staples Retailing – 0.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554000 | Chefs' (The) Warehouse, Inc. (a)<br>| 2.38% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611505 |
|  | **Food Products – 0.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635000 | Post Holdings, Inc. (a)<br>| 2.50% | 08/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694246 |
|  | **Health Care Equipment & Supplies – 5.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962000 | Cutera, Inc. (a)<br>| 2.25% | 06/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884559 |
| &nbsp;&nbsp;&nbsp;&nbsp;3485000 | DexCom, Inc.<br>| 0.25% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745000 | Haemonetics Corp.<br>| &nbsp;&nbsp;&nbsp;(b) | 03/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731000 | Insulet Corp.<br>| 0.38% | 09/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510000 | Lantheus Holdings, Inc. (a)<br>| 2.63% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546669 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6770443 |
|  | **Health Care Technology – 0.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558000 | Evolent Health, Inc.<br>| 1.50% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655092 |
|  | **Hotels, Restaurants & Leisure – 5.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1255000 | Booking Holdings, Inc.<br>| 0.75% | 05/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793144 |
| &nbsp;&nbsp;&nbsp;&nbsp;1113000 | H World Group Ltd.<br>| 3.00% | 05/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930000 | MakeMyTrip Ltd.<br>| &nbsp;&nbsp;&nbsp;(b) | 02/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | Marriott Vacations Worldwide Corp.<br>| &nbsp;&nbsp;&nbsp;(b) | 01/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582660 |
| &nbsp;&nbsp;&nbsp;&nbsp;1077000 | Royal Caribbean Cruises Ltd. (a)<br>| 6.00% | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649425 |
| &nbsp;&nbsp;&nbsp;&nbsp;1075000 | Vail Resorts, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 01/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022594 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7501778 |
|  | **Independent Power & Renewable Electricity Producers – 0.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526000 | Ormat Technologies, Inc. (a)<br>| 2.50% | 07/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642772 |
|  | **Interactive Media & Services – 3.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1123000 | Liberty TripAdvisor Holdings, Inc. (a)<br>| 0.50% | 06/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682000 | Match Group Financeco 3, Inc. (a)<br>| 2.00% | 01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669724 |
| &nbsp;&nbsp;&nbsp;&nbsp;2700000 | Snap, Inc. (a)<br>| 0.13% | 03/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567000 | Ziff Davis, Inc. (a)<br>| 1.75% | 11/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601587 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4130807 |
|  | **Internet & Direct Marketing Retail – 2.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2625000 | Etsy, Inc.<br>| 0.13% | 09/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2711888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | MercadoLibre, Inc.<br>| 2.00% | 08/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369225 |

---

------

#### First Trust SSI Strategic Convertible Securities ETF (FCVT)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Value** | **Description** | **Stated<br> Coupon** | **Stated<br> Maturity** | **Value** |
| **CONVERTIBLE CORPORATE BONDS (Continued)** | **CONVERTIBLE CORPORATE BONDS (Continued)** | **CONVERTIBLE CORPORATE BONDS (Continued)** | **CONVERTIBLE CORPORATE BONDS (Continued)** | **CONVERTIBLE CORPORATE BONDS (Continued)** |
|  | **Internet & Direct Marketing Retail (Continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$477000 | Wayfair, Inc. (a)<br>| 3.25% | 09/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$574785 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655898 |
|  | **IT Services – 6.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1335000 | Akamai Technologies, Inc.<br>| 0.38% | 09/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328325 |
| &nbsp;&nbsp;&nbsp;&nbsp;1425000 | Block, Inc.<br>| 0.13% | 03/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453500 |
| &nbsp;&nbsp;&nbsp;&nbsp;2540000 | Cloudflare, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 08/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124075 |
| &nbsp;&nbsp;&nbsp;&nbsp;1100000 | DigitalOcean Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 12/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | Perficient, Inc.<br>| 0.13% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688168 |
| &nbsp;&nbsp;&nbsp;&nbsp;1593000 | Shift4 Payments, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708492 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8152310 |
|  | **Machinery – 0.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | Chart Industries, Inc.<br>| 1.00% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810919 |
|  | **Media – 0.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592000 | Liberty Interactive LLC (a)<br>| 1.75% | 09/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697000 | TechTarget, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560388 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212032 |
|  | **Metals & Mining – 2.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | ATI, Inc.<br>| 3.50% | 06/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638120 |
| &nbsp;&nbsp;&nbsp;&nbsp;1000000 | Glencore Funding LLC, Series GLEN (c)<br>| &nbsp;&nbsp;&nbsp;(b) | 03/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163420 |
| &nbsp;&nbsp;&nbsp;&nbsp;1147000 | MP Materials Corp. (a)<br>| 0.25% | 04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662000 | SSR Mining, Inc.<br>| 2.50% | 04/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778181 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3732456 |
|  | **Oil, Gas & Consumable Fuels – 3.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299000 | EQT Corp.<br>| 1.75% | 05/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770000 | Green Plains, Inc.<br>| 2.25% | 03/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960000 | Northern Oil and Gas, Inc. (a)<br>| 3.63% | 04/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340000 | Permian Resources Operating LLC<br>| 3.25% | 04/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566000 | Pioneer Natural Resources Co.<br>| 0.25% | 05/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334345 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756651 |
|  | **Personal Products – 0.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985000 | Beauty Health Co. (The) (a)<br>| 1.25% | 10/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810778 |
|  | **Pharmaceuticals – 2.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1645000 | Jazz Investments I Ltd.<br>| 2.00% | 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | Pacira BioSciences, Inc.<br>| 0.75% | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519094 |
| &nbsp;&nbsp;&nbsp;&nbsp;1060000 | Revance Therapeutics, Inc.<br>| 1.75% | 02/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376728 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3834865 |
|  | **Professional Services – 0.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418000 | KBR, Inc.<br>| 2.50% | 11/01/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855646 |
|  | **Road & Rail – 1.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685000 | Lyft, Inc.<br>| 1.50% | 05/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630885 |
| &nbsp;&nbsp;&nbsp;&nbsp;1550000 | Uber Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369807 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000692 |
|  | **Semiconductors & Semiconductor Equipment – 7.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2340000 | Enphase Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 03/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | MACOM Technology Solutions Holdings, Inc.<br>| 0.25% | 03/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668865 |
| &nbsp;&nbsp;&nbsp;&nbsp;1645000 | Microchip Technology, Inc.<br>| 0.13% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833147 |

---

------

#### First Trust SSI Strategic Convertible Securities ETF (FCVT)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Value** | **Description** | **Stated<br> Coupon** | **Stated<br> Maturity** | **Value** |
| **CONVERTIBLE CORPORATE BONDS (Continued)** | **CONVERTIBLE CORPORATE BONDS (Continued)** | **CONVERTIBLE CORPORATE BONDS (Continued)** | **CONVERTIBLE CORPORATE BONDS (Continued)** | **CONVERTIBLE CORPORATE BONDS (Continued)** |
|  | **Semiconductors & Semiconductor Equipment (Continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$940000 | ON Semiconductor Corp.<br>| &nbsp;&nbsp;&nbsp;(b) | 05/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1414230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497000 | Silicon Laboratories, Inc.<br>| 0.63% | 06/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691774 |
| &nbsp;&nbsp;&nbsp;&nbsp;1000000 | STMicroelectronics N.V., Series A (c)<br>| &nbsp;&nbsp;&nbsp;(b) | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202405 |
| &nbsp;&nbsp;&nbsp;&nbsp;1380000 | Wolfspeed, Inc. (a)<br>| 1.88% | 12/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347049 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9685339 |
|  | **Software – 14.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655000 | Alteryx, Inc.<br>| 1.00% | 08/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554458 |
| &nbsp;&nbsp;&nbsp;&nbsp;1015000 | Bentley Systems, Inc.<br>| 0.13% | 01/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825000 | Bill.com Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 12/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643000 | Box, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 01/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838000 | Confluent, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 01/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654143 |
| &nbsp;&nbsp;&nbsp;&nbsp;1229000 | CyberArk Software Ltd.<br>| &nbsp;&nbsp;&nbsp;(b) | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480000 | Datadog, Inc.<br>| 0.13% | 06/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915000 | Dropbox, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 03/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662000 | Envestnet, Inc. (a)<br>| 2.63% | 12/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840000 | Five9, Inc.<br>| 0.50% | 06/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344000 | HubSpot, Inc.<br>| 0.38% | 06/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577000 | PagerDuty, Inc.<br>| 1.25% | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611620 |
| &nbsp;&nbsp;&nbsp;&nbsp;2251000 | Palo Alto Networks, Inc.<br>| 0.38% | 06/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830000 | RingCentral, Inc.<br>| &nbsp;&nbsp;&nbsp;(b) | 03/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729881 |
| &nbsp;&nbsp;&nbsp;&nbsp;2375000 | Splunk, Inc.<br>| 1.13% | 09/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2319187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | Tyler Technologies, Inc.<br>| 0.25% | 03/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895000 | Verint Systems, Inc.<br>| 0.25% | 04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723000 | Workiva, Inc.<br>| 1.13% | 08/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | Zscaler, Inc.<br>| 0.13% | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823125 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000242 |
|  | **Specialty Retail – 1.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1120000 | Burlington Stores, Inc.<br>| 2.25% | 04/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460000 | National Vision Holdings, Inc.<br>| 2.50% | 05/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661250 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054250 |
|  | **Technology Hardware, Storage & Peripherals – 0.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | Pure Storage, Inc.<br>| 0.13% | 04/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586425 |
|  | **Total Convertible Corporate Bonds<br>** | **Total Convertible Corporate Bonds<br>** | **Total Convertible Corporate Bonds<br>** | &nbsp;&nbsp;&nbsp;&nbsp;115724474 |
|  | (Cost $110,523,259) |  |  |  |
| **Shares** | **Description** | **Stated<br> Rate** | **Stated<br> Maturity** | **Value** |
| **CONVERTIBLE PREFERRED SECURITIES – 11.6%** | **CONVERTIBLE PREFERRED SECURITIES – 11.6%** | **CONVERTIBLE PREFERRED SECURITIES – 11.6%** | **CONVERTIBLE PREFERRED SECURITIES – 11.6%** | **CONVERTIBLE PREFERRED SECURITIES – 11.6%** |
|  | **Auto Components – 0.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 | Aptiv PLC, Series A<br>| 5.50% | 06/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124461 |
|  | **Banks – 1.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865 | Wells Fargo & Co., Series L<br>| 7.50% | (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346151 |
|  | **Capital Markets – 0.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11850 | KKR & Co., Inc., Series C<br>| 6.00% | 09/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800586 |
|  | **Electric Utilities – 3.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14300 | American Electric Power Co., Inc.<br>| 6.13% | 08/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72725 | NextEra Energy, Inc.<br>| 6.93% | 09/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3487164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | PG&E Corp. <br>| 5.50% | 08/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981757 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5204656 |

---

------

#### First Trust SSI Strategic Convertible Securities ETF (FCVT)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Shares** | **Description** | **Stated<br> Rate** | **Stated<br> Maturity** | **Value** |
| **CONVERTIBLE PREFERRED SECURITIES (Continued)** | **CONVERTIBLE PREFERRED SECURITIES (Continued)** | **CONVERTIBLE PREFERRED SECURITIES (Continued)** | **CONVERTIBLE PREFERRED SECURITIES (Continued)** | **CONVERTIBLE PREFERRED SECURITIES (Continued)** |
|  | **Health Care Equipment & Supplies – 1.4%** |  |  |  |
| 14915 | Becton Dickinson and Co., Series B<br>| 6.00% | 06/01/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$751119 |
| 10160 | Boston Scientific Corp., Series A<br>| 5.50% | 06/01/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159561 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910680 |
|  | **Independent Power & Renewable Electricity Producers – 0.5%** |  |  |  |
| &nbsp;&nbsp;6955 | AES (The) Corp.<br>| 6.88% | 02/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694387 |
|  | **Life Sciences Tools & Services – 1.1%** |  |  |  |
| &nbsp;&nbsp;1040 | Danaher Corp., Series B<br>| 5.00% | 04/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395680 |
|  | **Wireless Telecommunication Services – 1.5%** |  |  |  |
| &nbsp;&nbsp;1685 | 2020 Cash Mandatory Exchangeable Trust (a)<br>| 5.25% | 06/01/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036559 |
|  | **Total Convertible Preferred Securities<br>** | **Total Convertible Preferred Securities<br>** | **Total Convertible Preferred Securities<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15513160 |
|  | (Cost $14,790,051) |  |  |  |
|  | **Total Investments – 98.5%<br>** | **Total Investments – 98.5%<br>** | **Total Investments – 98.5%<br>** | &nbsp;&nbsp;&nbsp;&nbsp;131237634 |
|  | (Cost $125,313,310) |  |  |  |

---

---

| | |
|:---|:---|
| **Net Other Assets and Liabilities – 1.5%<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936265 |
| **Net Assets – 100.0%<br>**  | &nbsp;&nbsp;$133173899 |

---

(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 (the
"1933 Act"), 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 January 31, 2023, securities noted as such amounted to $27,861,640 or 20.9% of net assets.

(b) Zero coupon security.

(c) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the 1933 Act.

(d) Perpetual maturity.

------

#### First Trust SSI Strategic Convertible Securities ETF (FCVT)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

------

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

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

• Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived
from observable market data.)

• Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity's own assumptions about the assumptions that market participants would use in
pricing the investment.

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.

A summary of the inputs used to value the Fund's investments as of January 31, 2023 is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 1/31/2023** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Convertible Corporate Bonds\*<br>| $115724474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $115724474 | $— |
| Convertible Preferred Securities: |  |  |  |  |
| &nbsp;&nbsp;Life Sciences Tools & Services<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1395680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1395680 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;Wireless Telecommunication Services<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2036559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2036559 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;Other Industry Categories\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12080921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12080921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments<br>| $131237634 | &nbsp;&nbsp;$12080921 | $119156713 | $— |

---

\* See Portfolio of Investments for industry breakout.

## 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, Suite 400

  - **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 SSI Strategic Convertible Securities ETF

- **b. EDGAR series identifier (if any):** S000050640

- **c. LEI of Series:** 549300E2LXTTRLNEGB53

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $133439999.28

**Total Liabilities:** $276392.84

**Net Assets:** $133163606.44

**Cash Not Reported:** $1705220.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 31.937474585625 | **1-Year:** 439.897473246529 | **5-Year:** 288.319298229171 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 13.034467965002 | **1-Year:** 5665.273757599512 | **5-Year:** 11936.618687886679 | **10-Year:** 476.901615226867 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000159952 | 2.48%                | -3.12%               | 3.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1727608.04             | $5593271.70                                |
| Month 2  | $-766086.64              | $-3649460.26                               |
| Month 3  | $-279744.67              | $5228268.12                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Array Technologies Inc                   | ARRAY TECHNOLOGIES 1% 12/01/28               | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    670000 | PA      | $757971.00    | 0.57%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bill Com Holdings Inc                    | BILL.COM HOLDINGS ZCP 12/01/25               | CUSIP: 090043AB6<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |    825000 | PA      | $869550.00    | 0.65%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corporation                 | BLOOM ENERGY COR 2.5% 08/15/25               | CUSIP: 093712AH0<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    237000 | PA      | $391050.00    | 0.29%             | 2025-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                     | BOOKING HOLDING 0.75% 05/01/25               | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1793144.00   | 1.35%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Box Inc.                                 | BOX INC ZCP 01/15/26                         | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    643000 | PA      | $865156.50    | 0.65%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                   | BURLINGTON STOR 2.25% 04/15/25               | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1393000.00   | 1.05%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Corp                   | PERMIAN RESOURC 3.25% 04/01/28               | CUSIP: 15136AAA0<br>LEI: 529900NXUJPOKU7OJ511 | Long             | DBT              | CORP              | US        |    340000 | PA      | $650080.00    | 0.49%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chefs Warehouse Inc.                     | CHEFS' WAREHOU 2.375% 12/15/28               | CUSIP: 163086AD3<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    554000 | PA      | $611505.20    | 0.46%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                           | CLOUDFLARE INC 0% 08/15/2026                 | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2124075.00   | 1.60%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Confluent Inc                            | CONFLUENT INC ZCP 01/15/27                   | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |    838000 | PA      | $654142.80    | 0.49%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cutera Inc                               | CUTERA INC 2.25% 06/01/28                    | CUSIP: 232109AC2<br>LEI: 529900NPKPEWJWR21Z42 | Long             | DBT              | CORP              | US        |    962000 | PA      | $884559.00    | 0.66%             | 2028-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                         | CYTOKINETICS INC 3.5% 07/01/27               | CUSIP: 23282WAB6<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |    565000 | PA      | $620749.30    | 0.47%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                              | DATADOG INC 0.125% 06/15/25                  | CUSIP: 23804LAB9<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    480000 | PA      | $528000.00    | 0.40%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                       | ENPHASE ENERGY IN ZCP 03/01/28               | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2527869.26   | 1.90%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evolent Health, Inc.                     | EVOLENT HEALTH I 1.5% 10/15/25               | CUSIP: 30050BAD3<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |    558000 | PA      | $655092.00    | 0.49%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation               | EXACT SCIENCES COR 1% 01/15/25               | CUSIP: 30063PAA3<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    545000 | PA      | $643917.50    | 0.48%             | 2025-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Five9 Inc.                               | FIVE9 INC 0.5% 06/01/25                      | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |    840000 | PA      | $795480.00    | 0.60%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                       | FORD MOTOR COMPAN ZCP 03/15/26               | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1009800.00   | 0.76%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Green Plains Inc                         | GREEN PLAINS IN 2.25% 03/15/27               | CUSIP: 393222AK0<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | DBT              | CORP              | US        |    770000 | PA      | $1006005.00   | 0.76%             | 2027-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IAC Financeco 3 Inc                      | MATCH GROUP FINANC 2% 01/15/30               | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |    682000 | PA      | $669724.00    | 0.50%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                              | ITRON INC ZCP 03/15/26                       | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $637950.00    | 0.48%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                           | ZIFF DAVIS INC 1.75% 11/01/26                | CUSIP: 48123VAD4<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    567000 | PA      | $601587.00    | 0.45%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Financial Company LLC     | JPMORGAN CHASE  0.25% 05/01/23               | CUSIP: 48129KAE0<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1319937.50   | 0.99%             | 2023-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Financial Company LLC     | JPMORGAN CHASE F 0.5% 06/15/27               | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |    593000 | PA      | $760819.00    | 0.57%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Makemytrip Ltd                           | MAKEMYTRIP LIMITE ZCP 02/15/28               | CUSIP: 56087FAB0<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |    930000 | PA      | $956970.00    | 0.72%             | 2028-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ormat Technologies Inc.                  | ORMAT TECHNOLOGI 2.5% 07/15/27               | CUSIP: 686688AA0<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |    526000 | PA      | $642772.00    | 0.48%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacira Biosciences Inc                   | PACIRA PHARMACE 0.75% 08/01/25               | CUSIP: 695127AF7<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |    565000 | PA      | $519093.75    | 0.39%             | 2025-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pagerduty Inc                            | PAGERDUTY INC. 1.25% 07/01/25                | CUSIP: 69553PAB6<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |    577000 | PA      | $611620.00    | 0.46%             | 2025-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                   | PALO ALTO NETW 0.375% 06/01/25               | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |   2251000 | PA      | $3700644.00   | 2.78%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Parsons Corporation                      | PARSONS CORP 0.25% 08/15/25                  | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    560000 | PA      | $615495.47    | 0.46%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                  | PEBBLEBROOK HOT 1.75% 12/15/26               | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    890000 | PA      | $817910.00    | 0.61%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Perficient Inc                           | PERFICIENT INC 0.125% 11/15/26               | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |    845000 | PA      | $688168.00    | 0.52%             | 2026-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                         | PURE STORAGE I 0.125% 04/15/23               | CUSIP: 74624MAB8<br>LEI: 549300NPDB0BZTK3WO90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $586425.00    | 0.44%             | 2023-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Ringcentral Inc                          | RINGCENTRAL INC ZCP 03/01/25                 | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    830000 | PA      | $729881.25    | 0.55%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics Inc                 | SAREPTA THERAPE 1.25% 09/15/27               | CUSIP: 803607AC4<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2465935.00   | 1.85%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Silicon Laboratories, Inc.               | SILICON LABORA 0.625% 06/15/25               | CUSIP: 826919AD4<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | DBT              | CORP              | US        |    497000 | PA      | $691774.30    | 0.52%             | 2025-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                 | SNAP INC 0.125% 03/01/28                     | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1958850.00   | 1.47%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Block Inc                                | BLOCK INC 0.125% 03/01/25                    | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1453500.00   | 1.09%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| The Beauty Health Company                | BEAUTY HEALTH C 1.25% 10/01/26               | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |    985000 | PA      | $810778.13    | 0.61%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                  | TYLER TECHNOLOG 0.25% 03/15/26               | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477250.00    | 0.36%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc                              | WAYFAIR INC 3.25% 09/15/27                   | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    477000 | PA      | $574785.00    | 0.43%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc.                           | WOLFSPEED INC 1.875% 12/01/29                | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1347048.42   | 1.01%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Workiva Inc                              | WORKIVA INC 1.125% 08/15/26                  | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |    723000 | PA      | $913872.00    | 0.69%             | 2026-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                              | ZSCALER INC. 0.125% 07/01/25                 | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $823125.00    | 0.62%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                     | GLENCORE FUNDING  ZCP 03/27/25               | CUSIP: U37786AA5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1163420.00   | 0.87%             | 2025-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                | HALOZYME THERAPEUT 1% 08/15/28               | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1701328.13   | 1.28%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hubspot Inc                              | HUBSPOT INC 0.375% 06/01/25                  | CUSIP: 443573AD2<br>LEI: 529900BLNVEW0MVKJB37 | Long             | DBT              | CORP              | US        |    344000 | PA      | $476440.00    | 0.36%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                               | INSMED INC 0.75% 06/01/28                    | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |    745000 | PA      | $664912.50    | 0.50%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                      | INSULET CORPOR 0.375% 09/01/26               | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    731000 | PA      | $1012800.50   | 0.76%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.              | IONIS PHARMACEUTI ZCP 04/01/26               | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    660000 | PA      | $635662.50    | 0.48%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.           | IRONWOOD PHARMAC 1.5% 06/15/26               | CUSIP: 46333XAH1<br>LEI: 549300PC8MR6QHH6P296 | Long             | DBT              | CORP              | US        |    640000 | PA      | $676160.00    | 0.51%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                  | KITE REALTY GRO 0.75% 04/01/27               | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    580000 | PA      | $554248.00    | 0.42%             | 2027-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp Del                   | LIBERTY MEDIA  1.375% 10/15/23               | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    560000 | PA      | $735000.00    | 0.55%             | 2023-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Liberty Tripadvisor Holdings Inc         | LIBERTY TRIPADVI 0.5% 06/30/51               | CUSIP: 531465AA0<br>LEI: 5299006PCRAU736ZJ155 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $900646.00    | 0.68%             | 2051-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc. | M/A-COM TECH SO 0.25% 03/15/26               | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $668865.00    | 0.50%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                      | SHIFT4 PAYMENTS I ZCP 12/15/25               | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1708492.50   | 1.28%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                   | SOUTHWEST AIRLI 1.25% 05/01/25               | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1606874.00   | 1.21%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Transocean Inc.                          | TRANSOCEAN INC 4% 12/15/25                   | CUSIP: 893830BT5<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   1193000 | PA      | $1861370.59   | 1.40%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                    | UBER TECHNOLOGIES ZCP 12/15/25               | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1369806.84   | 1.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                       | VAIL RESORTS INC ZCP 01/01/26                | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1022593.75   | 0.77%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology, Inc.             | VISHAY INTERTEC 2.25% 06/15/25               | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    585000 | PA      | $584298.00    | 0.44%             | 2025-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ZTO Express (Cayman) Inc                 | ZTO EXPRESS KY I 1.5% 09/01/27               | CUSIP: 98980AAA3<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |    730000 | PA      | $810665.00    | 0.61%             | 2027-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Air Transport Services Group Inc.        | AIR TRANSPORT  1.125% 10/15/24               | CUSIP: 00922RAB1<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |    437000 | PA      | $463657.00    | 0.35%             | 2024-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                        | BARCLAYS BANK PLC ZCP 02/04/25               | CUSIP: 06738G8A1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    640000 | PA      | $823555.84    | 0.62%             | 2025-02-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                | DIGITALOCEAN HOLD ZCP 12/01/26               | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $849750.00    | 0.64%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KBR Inc                                  | KBR INC 2.5% 11/01/23                        | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    418000 | PA      | $855646.00    | 0.64%             | 2023-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stride Inc                               | STRIDE INC 1.125% 09/01/27                   | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |    860000 | PA      | $902484.00    | 0.68%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc              | AMERICAN AIRLINE 6.5% 07/01/25               | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528000 | PA      | $649440.00    | 0.49%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DexCom Inc                               | DEXCOM INC 0.25% 11/15/25                    | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3687130.00   | 2.77%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I LTD                   | JAZZ INVESTMENTS I 2% 06/15/26               | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1645000 | PA      | $1939043.75   | 1.46%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc.                            | KKR & CO INC /PFD/ /CONV/                    | CUSIP: 48251W401<br>LEI: 549300JOHU21WRN2Z451 | Long             | EP               | CORP              | US        |     11850 | NS      | $800586.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                         | PG&E CORP /PFD/ /CONV/                       | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      6950 | NS      | $981757.00    | 0.74%             | 2023-08-16      | Fixed         | 5.50%                 | No            |                  1 | On Loan: No      |
| 2020 Cash Mandatory Exchangeable Trust   | 2020 CASH EXCH TR /PFD/ /CONV/               | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1685 | NS      | $2036558.40   | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                    | WELLS FARGO & COMPANY /PFD/CV                | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1865 | NS      | $2346151.35   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                | APTIV PLC /PFD/ /CONV/                       | CUSIP: G6095L117<br>LEI: N/A                  | Long             | EP               | CORP              | JE        |      8925 | NS      | $1124460.75   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                      | ASCENDIS PHARMA 2.25% 04/01/28               | CUSIP: 04351PAC5<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |    678000 | PA      | $708510.00    | 0.53%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cyber-Ark Software Limited               | CYBERARK SOFTWARE ZCP 11/15/24               | CUSIP: 23248VAB1<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   1229000 | PA      | $1357307.60   | 1.02%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | DEUTSCHE BANK AG L 1% 05/01/23               | CUSIP: 25155MKU4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   1275000 | PA      | $1411514.25   | 1.06%             | 2023-05-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc                    | LANTHEUS HOLDI 2.625% 12/15/27               | CUSIP: 516544AA1<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |    510000 | PA      | $546669.00    | 0.41%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Qurate Retail Inc                        | LIBERTY INTERAC 1.75% 09/30/46               | CUSIP: 530610AD6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    592000 | PA      | $651644.00    | 0.49%             | 2046-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp Del                   | LIBERTY MEDIA C 2.25% 08/15/27               | CUSIP: 531229AL6<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    930000 | PA      | $975570.00    | 0.73%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Incorporation          | LUMENTUM HOLDING 0.5% 12/15/26               | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1095000.00   | 0.82%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lyft Inc                                 | LYFT INC 1.5% 05/15/25                       | CUSIP: 55087PAB0<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    685000 | PA      | $630885.00    | 0.47%             | 2025-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp                        | MP MATERIALS CO 0.25% 04/01/26               | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1152735.00   | 0.87%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp        | MARRIOTT VACATION ZCP 01/15/26               | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    540000 | PA      | $582660.00    | 0.44%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercadolibre Inc                         | MERCADOLIBRE INC 2% 08/15/28                 | CUSIP: 58733RAD4<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    135000 | PA      | $369225.00    | 0.28%             | 2028-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated        | MICROCHIP TECH 0.125% 11/15/24               | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1833146.88   | 1.38%             | 2024-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| National Vision Holdings Inc             | NATIONAL VISION  2.5% 05/15/25               | CUSIP: 63845RAB3<br>LEI: 549300JHURCBLI5ROA42 | Long             | DBT              | CORP              | US        |    460000 | PA      | $661250.00    | 0.50%             | 2025-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc               | NEUROCRINE BIOS 2.25% 05/15/24               | CUSIP: 64125CAD1<br>LEI: 549300FECER0XBN49756 | Long             | DBT              | CORP              | US        |    703000 | PA      | $1036573.50   | 0.78%             | 2024-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                      | AES CORP/THE /PFD/ /CONV/                    | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      6955 | NS      | $694387.20    | 0.52%             | 2024-02-15      | Fixed         | 6.88%                 | No            |                  1 | On Loan: No      |
| Northern Oil And Gas, Inc.               | NORTHERN OIL A 3.625% 04/15/29               | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1093920.00   | 0.82%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oil States International, Inc.           | OIL STATES INTL 4.75% 04/01/26               | CUSIP: 678026AK1<br>LEI: 5493004TF4KQJGMYL777 | Long             | DBT              | CORP              | US        |    481000 | PA      | $552236.10    | 0.41%             | 2026-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                | AKAMAI TECHNOL 0.375% 09/01/27               | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1328325.00   | 1.00%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                  | ATI INC 3.5% 06/15/25                        | CUSIP: 01741RAK8<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    265000 | PA      | $638120.00    | 0.48%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                   | ON SEMICONDUCTOR  ZCP 05/01/27               | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    940000 | PA      | $1414230.00   | 1.06%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company        | PIONEER NATURAL 0.25% 05/15/25               | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    566000 | PA      | $1334345.00   | 1.00%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.             | ALNYLAM PHARMACEUT 1% 09/15/27               | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |    545000 | PA      | $583858.50    | 0.44%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Alteryx Inc                              | ALTERYX INC 1% 08/01/26                      | CUSIP: 02156BAF0<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |    655000 | PA      | $554457.50    | 0.42%             | 2026-08-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                       | POST HOLDINGS IN 2.5% 08/15/27               | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    635000 | PA      | $694245.50    | 0.52%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Revance Therapeutics Inc                 | REVANCE THERAPE 1.75% 02/15/27               | CUSIP: 761330AB5<br>LEI: 549300N33TFDZHS81H11 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1376728.00   | 1.03%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Inc              | AMERICAN ELECTRIC /PFD/ /CONV/               | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     14300 | NS      | $735735.00    | 0.55%             | 2023-08-15      | Fixed         | 6.12%                 | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                      | AXON ENTERPRISE  0.5% 12/15/27               | CUSIP: 05464CAA9<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    510000 | PA      | $550290.00    | 0.41%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                    | ROYAL CARIBBEAN CR 6% 08/15/25               | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1077000 | PA      | $1649425.50   | 1.24%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Splunk Inc                               | SPLUNK INC 1.125% 09/15/25                   | CUSIP: 848637AD6<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2319187.50   | 1.74%             | 2025-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Summit Hotel Properties, Inc.            | SUMMIT HOTEL PRO 1.5% 02/15/26               | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |    745000 | PA      | $691732.50    | 0.52%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Techtarget Inc                           | TECHTARGET INC ZCP 12/15/26                  | CUSIP: 87874RAD2<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |    697000 | PA      | $560388.00    | 0.42%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company            | BECTON DICKINSON /PFD/ /CONV/                | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |     14915 | NS      | $751119.40    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Incorporated             | BENTLEY SYSTEM 0.125% 01/15/26               | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $942935.00    | 0.71%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Verint Systems Inc                       | VERINT SYSTEMS  0.25% 04/15/26               | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |    895000 | PA      | $802703.13    | 0.60%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bilibili Inc                             | BILIBILI INC 1.375% 04/01/26                 | CUSIP: 090040AB2<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |    673000 | PA      | $844615.00    | 0.63%             | 2026-04-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation            | BOSTON SCIENTIFIC /PFD/ /CONV/               | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |     10160 | NS      | $1159560.80   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                     | CHART INDUSTRIES I 1% 11/15/24               | CUSIP: 16115QAE0<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    355000 | PA      | $810918.91    | 0.61%             | 2024-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                      | DANAHER CORP /PFD/ /CONV/                    | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |      1040 | NS      | $1395680.00   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox Inc                              | DROPBOX INC ZCP 03/01/28                     | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |    915000 | PA      | $835395.00    | 0.63%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                          | EQT CORP 1.75% 05/01/26                      | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    299000 | PA      | $672301.50    | 0.50%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Envestnet Inc                            | ENVESTNET INC 2.625% 12/01/27                | CUSIP: 29404KAF3<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |    662000 | PA      | $743095.00    | 0.56%             | 2027-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                 | ETSY INC 0.125% 09/01/27                     | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2711887.50   | 2.04%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                         | HAEMONETICS CORP ZCP 03/01/26                | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |    745000 | PA      | $639284.50    | 0.48%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group, Inc.       | HELIX ENERGY SO 6.75% 02/15/26               | CUSIP: 42330PAK3<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    578000 | PA      | $810645.00    | 0.61%             | 2026-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| H World Group Ltd                        | H WORLD GROUP LTD 3% 05/01/26                | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |   1113000 | PA      | $1496985.00   | 1.12%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Inc                       | NEXTERA ENERGY INC             UNIT 09/01/25 | CUSIP: 65339F713<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72725 | NS      | $3487163.75   | 2.62%             | 2025-09-01      | Fixed         | 6.93%                 | No            |                  1 | On Loan: No      |
| SSR Mining Inc                           | SSR MINING INC 2.5% 04/01/39                 | CUSIP: 784730AB9<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | DBT              | CORP              | CA        |    662000 | PA      | $778181.00    | 0.58%             | 2039-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                  | STMICROELECTRONIC ZCP 08/04/25               | CUSIP: N83574AH1<br>LEI: 213800Z8NOHIKRI42W10 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1202405.00   | 0.90%             | 2025-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.             | BIOMARIN PHARM 0.599% 08/01/24               | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1597592.00   | 1.20%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-03

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

**Signature:** Donald P. Swade

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

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