0001752724-24-070607.txt : 20240327 0001752724-24-070607.hdr.sgml : 20240327 20240327124002 ACCESSION NUMBER: 0001752724-24-070607 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240327 DATE AS OF CHANGE: 20240327 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST EXCHANGE-TRADED FUND IV CENTRAL INDEX KEY: 0001517936 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22559 FILM NUMBER: 24787995 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 0001517936 S000046109 First Trust High Income Strategic Focus ETF C000144296 First Trust High Income Strategic Focus ETF HISF NPORT-P 1 primary_doc.xml NPORT-P false 0001517936 XXXXXXXX S000046109 C000144296 First Trust Exchange-Traded Fund IV 811-22559 0001517936 5493006CBTW7P2B31B80 120 East Liberty Drive Suite 400 Wheaton 60187 630-765-8000 First Trust High Income Strategic Focus ETF S000046109 549300OJJGOE7SUG3624 2024-10-31 2024-01-31 N 31269283.49 5278.07 31264005.42 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 28864.67000000 N First Trust Enhanced Short Maturity ETF 5493001UCOPQLKO3TS73 First Trust Enhanced Short Maturity ETF 33739Q408 13143.00000000 NS USD 784768.53000000 2.510134320466 Long EC RF US N 1 N N N iShares 20+ Year Treasury Bond ETF 549300WWURKS1JGBZU59 iShares 20+ Year Treasury Bond ETF 464287432 15818.00000000 NS USD 1528967.88000000 4.890505421361 Long EC RF US N 1 N N N First Trust TCW Opportunistic Fixed Income ETF 549300LRCGY6CYZU0S37 First Trust TCW Opportunistic Fixed Income ETF 33740F805 281328.00000000 NS USD 12479710.08000000 39.91718243503 Long EC RF US N 1 N N N First Trust Limited Duration Investment Grade Corporate ETF N/A First Trust Limited Duration Investment Grade Corporate ETF 33738D804 248219.00000000 NS USD 4703750.05000000 15.04525727529 Long EC RF US N 1 N N N First Trust Institutional Preferred Securities and Income ETF 549300D7ZFDT8O4VUH39 First Trust Institutional Preferred Securities and Income ETF 33739P855 87832.00000000 NS USD 1584489.28000000 5.068094310738 Long EC RF US N 1 N N N First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF 549300N8JZKZ2R50QR81 First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF 33738D408 113285.00000000 NS USD 4671873.40000000 14.94329769086 Long EC RF US N 1 N N N First Trust Emerging Markets Local Currency Bond ETF 549300DP1S8SJV0BSG28 First Trust Emerging Markets Local Currency Bond ETF 33739P202 26817.00000000 NS USD 768307.05000000 2.457481182204 Long EC RF US N 1 N N N First Trust Low Duration Opportunities ETF 549300ZVBPE1RKOPM784 First Trust Low Duration Opportunities ETF 33739Q200 97365.00000000 NS USD 4711492.35000000 15.07002153660 Long EC RF US N 1 N N N 2024-03-25 First Trust Exchange-Traded Fund IV Derek Maltbie Derek Maltbie Treasurer, Chief Financial Officer and Chief Accounting Officer XXXX NPORT-EX 2 382165FT013124.htm EDGAR HTML
First Trust High Income Strategic Focus ETF (HISF)
Portfolio of Investments
January 31, 2024 (Unaudited)
 
Shares
Description
Value
EXCHANGE-TRADED FUNDS — 99.9%
 
Capital Markets — 99.9%
26,817
First Trust Emerging Markets
Local Currency Bond ETF (a)
$768,307
13,143
First Trust Enhanced Short
Maturity ETF (a)
784,769
87,832
First Trust Institutional Preferred
Securities and Income ETF (a)
1,584,489
248,219
First Trust Limited Duration
Investment Grade Corporate
ETF (a)
4,703,750
97,365
First Trust Low Duration
Opportunities ETF (a)
4,711,492
113,285
First Trust Tactical High Yield
ETF (a)
4,671,874
281,328
First Trust TCW Opportunistic
Fixed Income ETF (a)
12,479,710
15,818
iShares 20+ Year Treasury Bond
ETF
1,528,968
 
 
 
Total Investments — 99.9%
31,233,359
 
(Cost $33,452,815)
 
Net Other Assets and
Liabilities — 0.1%
30,646
 
Net Assets — 100.0%
$31,264,005
 
(a)
Investment in an affiliated fund.
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, 2024 is as follows:
 
 
Total
Value at
1/31/2024
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Exchange-Traded
Funds*
$ 31,233,359
$ 31,233,359
$ —
$ —
 
*
See Portfolio of Investments for industry breakout.
First Trust High Income Strategic Focus ETF (HISF)
Portfolio of Investments (Continued)
January 31, 2024 (Unaudited)
Affiliated Transactions
Amounts relating to investments in affiliated funds at January 31, 2024, and for the fiscal year-to-date period (November 1, 2023 to January 31, 2024) are as follows:
 
Security Name
Shares at
1/31/2024
Value at
10/31/2023
Purchases
Sales
Change in
Unrealized
Appreciation
(Depreciation)
Realized
Gain
(Loss)
Value at
1/31/2024
Dividend
Income
First Trust Emerging Markets Local
Currency Bond ETF
26,817
$—
$784,665
$—
$(16,358
)
$—
$768,307
$3,352
First Trust Enhanced Short Maturity
ETF
13,143
1,495,378
—
(716,808
)
3,080
3,119
784,769
15,832
First Trust Institutional Preferred
Securities and Income ETF
87,832
1,464,523
—
(9,842
)
131,289
(1,481
)
1,584,489
22,343
First Trust Limited Duration
Investment Grade Corporate ETF
248,219
4,454,580
85,946
—
163,224
—
4,703,750
53,940
First Trust Low Duration
Opportunities ETF
97,365
4,435,579
119,206
—
156,707
—
4,711,492
56,447
First Trust Tactical High Yield ETF
113,285
4,382,186
—
(42,111
)
335,987
(4,188
)
4,671,874
75,209
First Trust TCW Opportunistic Fixed
Income ETF
281,328
11,673,304
—
(120,151
)
943,880
(17,323
)
12,479,710
140,146
 
$27,905,550
$989,817
$(888,912
)
$1,717,809
$(19,873
)
$29,704,391
$367,269