NPORT-EX 2 FT60FT093023.htm
First Trust/Dow Jones Dividend & Income Allocation Portfolio
Portfolio of Investments
September 30, 2023 (Unaudited)
Principal
Value
  Description   Stated
Coupon
  Stated
Maturity
  Value
CORPORATE BONDS AND NOTES – 46.2%
    Aerospace & Defense – 2.2%            
$500,000  
Boeing (The) Co.

  2.70%   02/01/27   $453,019
500,000  
Boeing (The) Co.

  3.25%   02/01/28   451,251
1,000,000  
Boeing (The) Co.

  5.71%   05/01/40   923,324
1,000,000  
Lockheed Martin Corp.

  5.10%   11/15/27   994,840
2,000,000  
Lockheed Martin Corp.

  5.25%   01/15/33   1,977,080
1,000,000  
Lockheed Martin Corp.

  5.70%   11/15/54   998,657
1,000,000  
Lockheed Martin Corp.

  5.90%   11/15/63   1,020,752
500,000  
Northrop Grumman Corp.

  2.93%   01/15/25   482,333
500,000  
Northrop Grumman Corp.

  3.25%   01/15/28   458,853
500,000  
Northrop Grumman Corp.

  4.70%   03/15/33   466,990
750,000  
Northrop Grumman Corp.

  4.03%   10/15/47   574,922
250,000  
Northrop Grumman Corp.

  5.25%   05/01/50   230,970
1,000,000  
Northrop Grumman Corp.

  4.95%   03/15/53   879,776
500,000  
RTX Corp.

  5.00%   02/27/26   494,107
1,000,000  
RTX Corp.

  3.13%   05/04/27   920,278
1,873,000  
RTX Corp.

  2.38%   03/15/32   1,447,280
2,500,000  
RTX Corp.

  5.15%   02/27/33   2,368,630
1,500,000  
RTX Corp.

  3.13%   07/01/50   934,422
1,000,000  
RTX Corp.

  2.82%   09/01/51   573,802
2,500,000  
RTX Corp.

  5.38%   02/27/53   2,265,260
        18,916,546
    Air Freight & Logistics – 0.1%            
1,750,000  
FedEx Corp.

  3.25%   05/15/41   1,209,278
    Banks – 8.3%            
2,050,000  
Bank of America Corp. (a)

  1.84%   02/04/25   2,016,602
750,000  
Bank of America Corp. (a)

  2.02%   02/13/26   705,960
2,500,000  
Bank of America Corp. (a)

  3.38%   04/02/26   2,393,323
950,000  
Bank of America Corp.

  3.50%   04/19/26   897,286
1,000,000  
Bank of America Corp. (a)

  1.20%   10/24/26   904,525
2,500,000  
Bank of America Corp. (a)

  5.08%   01/20/27   2,444,194
500,000  
Bank of America Corp. (a)

  3.56%   04/23/27   469,238
450,000  
Bank of America Corp. (a)

  2.55%   02/04/28   401,449
475,000  
Bank of America Corp. (a)

  4.38%   04/27/28   448,654
1,000,000  
Bank of America Corp. (a)

  4.95%   07/22/28   961,221
1,105,000  
Bank of America Corp. (a)

  5.20%   04/25/29   1,064,943
1,000,000  
Bank of America Corp. (a)

  2.09%   06/14/29   837,492
500,000  
Bank of America Corp. (a)

  4.27%   07/23/29   460,999
500,000  
Bank of America Corp. (a)

  3.97%   02/07/30   449,279
500,000  
Bank of America Corp. (a)

  3.19%   07/23/30   427,649
500,000  
Bank of America Corp. (a)

  2.88%   10/22/30   416,873
500,000  
Bank of America Corp. (a)

  1.90%   07/23/31   380,137
1,000,000  
Bank of America Corp. (a)

  1.92%   10/24/31   754,818
500,000  
Bank of America Corp. (a)

  2.57%   10/20/32   384,452
750,000  
Bank of America Corp. (a)

  2.97%   02/04/33   591,699
500,000  
Bank of America Corp. (a)

  4.57%   04/27/33   444,165
1,000,000  
Bank of America Corp. (a)

  5.02%   07/22/33   920,508
3,500,000  
Bank of America Corp. (a)

  5.29%   04/25/34   3,258,742
1,500,000  
Bank of America Corp. (a)

  2.48%   09/21/36   1,092,528
500,000  
Bank of America Corp. (a)

  4.08%   04/23/40   396,944
1,000,000  
Bank of America Corp. (a)

  2.68%   06/19/41   640,942
2,000,000  
Bank of America Corp. (a)

  3.31%   04/22/42   1,392,939
500,000  
Bank of America Corp. (a)

  3.95%   01/23/49   369,034
500,000  
Bank of America Corp. (a)

  4.33%   03/15/50   388,067

First Trust/Dow Jones Dividend & Income Allocation Portfolio
Portfolio of Investments (Continued)
September 30, 2023 (Unaudited)
Principal
Value
  Description   Stated
Coupon
  Stated
Maturity
  Value
CORPORATE BONDS AND NOTES (Continued)
    Banks (Continued)            
$500,000  
Bank of America Corp. (a)

  2.83%   10/24/51   $294,521
750,000  
Bank of America Corp. (a)

  2.97%   07/21/52   453,301
2,000,000  
Bank of America N.A.

  5.65%   08/18/25   1,995,459
2,000,000  
Bank of America N.A.

  5.53%   08/18/26   1,990,994
1,000,000  
Citibank N.A.

  5.80%   09/29/28   1,000,479
500,000  
Citigroup, Inc. (a)

  2.67%   01/29/31   405,749
2,000,000  
Citigroup, Inc. (a)

  2.56%   05/01/32   1,549,039
1,000,000  
Citigroup, Inc. (a)

  3.06%   01/25/33   790,912
500,000  
Citigroup, Inc. (a)

  3.88%   01/24/39   387,670
400,000  
Fifth Third Bancorp (a)

  6.34%   07/27/29   395,360
2,000,000  
JPMorgan Chase & Co. (a)

  0.82%   06/01/25   1,925,725
500,000  
JPMorgan Chase & Co. (a)

  2.30%   10/15/25   479,716
500,000  
JPMorgan Chase & Co. (a)

  2.60%   02/24/26   476,176
1,000,000  
JPMorgan Chase & Co. (a)

  4.08%   04/26/26   970,716
500,000  
JPMorgan Chase & Co. (a)

  1.05%   11/19/26   449,478
500,000  
JPMorgan Chase & Co. (a)

  1.04%   02/04/27   445,113
500,000  
JPMorgan Chase & Co. (a)

  1.58%   04/22/27   446,338
1,000,000  
JPMorgan Chase & Co. (a)

  1.47%   09/22/27   876,407
550,000  
JPMorgan Chase & Co. (a)

  2.95%   02/24/28   499,199
975,000  
JPMorgan Chase & Co. (a)

  4.32%   04/26/28   925,321
500,000  
JPMorgan Chase & Co. (a)

  4.85%   07/25/28   482,103
500,000  
JPMorgan Chase & Co. (a)

  3.51%   01/23/29   453,796
1,000,000  
JPMorgan Chase & Co. (a)

  2.07%   06/01/29   843,154
1,000,000  
JPMorgan Chase & Co. (a)

  5.30%   07/24/29   973,371
500,000  
JPMorgan Chase & Co. (a)

  3.70%   05/06/30   446,197
1,000,000  
JPMorgan Chase & Co. (a)

  2.58%   04/22/32   789,297
1,000,000  
JPMorgan Chase & Co. (a)

  2.96%   01/25/33   796,428
1,000,000  
JPMorgan Chase & Co. (a)

  4.59%   04/26/33   901,802
1,000,000  
JPMorgan Chase & Co. (a)

  4.91%   07/25/33   920,470
1,000,000  
JPMorgan Chase & Co. (a)

  5.35%   06/01/34   948,862
1,000,000  
JPMorgan Chase & Co. (a)

  2.53%   11/19/41   628,914
2,000,000  
JPMorgan Chase & Co. (a)

  3.16%   04/22/42   1,375,617
500,000  
JPMorgan Chase & Co. (a)

  4.26%   02/22/48   389,538
750,000  
JPMorgan Chase & Co. (a)

  3.96%   11/15/48   547,867
500,000  
JPMorgan Chase & Co. (a)

  3.90%   01/23/49   363,122
2,000,000  
JPMorgan Chase & Co. (a)

  3.33%   04/22/52   1,300,956
1,175,000  
PNC Financial Services Group (The), Inc. (a)

  5.81%   06/12/26   1,165,951
1,000,000  
PNC Financial Services Group (The), Inc. (a)

  5.58%   06/12/29   970,594
1,000,000  
PNC Financial Services Group (The), Inc. (a)

  5.07%   01/24/34   907,506
1,000,000  
Truist Financial Corp. (a)

  4.87%   01/26/29   939,071
1,000,000  
Truist Financial Corp. (a)

  5.12%   01/26/34   894,601
2,000,000  
US Bancorp (a)

  5.78%   06/12/29   1,947,870
3,500,000  
US Bancorp (a)

  4.84%   02/01/34   3,083,900
2,000,000  
US Bancorp (a)

  5.84%   06/12/34   1,887,853
1,750,000  
Wells Fargo Bank N.A.

  5.55%   08/01/25   1,744,802
2,250,000  
Wells Fargo Bank N.A.

  5.45%   08/07/26   2,235,681
        71,011,658
    Beverages – 0.6%            
875,000  
Anheuser-Busch Cos., LLC/Anheuser-Busch InBev Worldwide, Inc.

  4.70%   02/01/36   802,502
1,100,000  
Anheuser-Busch Cos., LLC/Anheuser-Busch InBev Worldwide, Inc.

  4.90%   02/01/46   959,391
250,000  
Anheuser-Busch InBev Worldwide, Inc.

  4.35%   06/01/40   212,722
1,182,000  
Anheuser-Busch InBev Worldwide, Inc.

  4.60%   04/15/48   999,814

First Trust/Dow Jones Dividend & Income Allocation Portfolio
Portfolio of Investments (Continued)
September 30, 2023 (Unaudited)
Principal
Value
  Description   Stated
Coupon
  Stated
Maturity
  Value
CORPORATE BONDS AND NOTES (Continued)
    Beverages (Continued)            
$2,000,000  
Constellation Brands, Inc.

  4.90%   05/01/33   $1,857,461
        4,831,890
    Biotechnology – 2.5%            
1,000,000  
AbbVie, Inc.

  2.60%   11/21/24   964,408
500,000  
AbbVie, Inc.

  3.80%   03/15/25   486,170
2,000,000  
AbbVie, Inc.

  2.95%   11/21/26   1,856,822
1,225,000  
AbbVie, Inc.

  4.05%   11/21/39   1,002,804
275,000  
AbbVie, Inc.

  4.40%   11/06/42   228,817
300,000  
AbbVie, Inc.

  4.70%   05/14/45   255,875
250,000  
AbbVie, Inc.

  4.88%   11/14/48   218,769
1,000,000  
AbbVie, Inc.

  4.25%   11/21/49   792,414
1,000,000  
Amgen, Inc.

  5.51%   03/02/26   994,228
5,000,000  
Amgen, Inc.

  5.15%   03/02/28   4,919,307
500,000  
Amgen, Inc.

  2.45%   02/21/30   414,292
500,000  
Amgen, Inc.

  5.25%   03/02/30   488,691
1,000,000  
Amgen, Inc.

  2.00%   01/15/32   759,438
500,000  
Amgen, Inc.

  3.35%   02/22/32   422,581
1,000,000  
Amgen, Inc.

  5.25%   03/02/33   956,401
750,000  
Amgen, Inc.

  3.15%   02/21/40   529,742
1,000,000  
Amgen, Inc.

  2.80%   08/15/41   649,436
3,000,000  
Amgen, Inc.

  5.60%   03/02/43   2,790,914
750,000  
Amgen, Inc.

  3.38%   02/21/50   491,561
500,000  
Amgen, Inc.

  4.20%   02/22/52   374,935
2,500,000  
Amgen, Inc.

  5.65%   03/02/53   2,341,564
        21,939,169
    Capital Markets – 6.3%            
2,500,000  
Bank of New York Mellon (The) Corp. (a)

  4.97%   04/26/34   2,307,000
3,000,000  
Goldman Sachs Group (The), Inc. (a)

  0.93%   10/21/24   2,976,352
1,925,000  
Goldman Sachs Group (The), Inc.

  5.70%   11/01/24   1,918,314
500,000  
Goldman Sachs Group (The), Inc.

  3.50%   04/01/25   481,570
500,000  
Goldman Sachs Group (The), Inc. (a)

  0.86%   02/12/26   463,554
550,000  
Goldman Sachs Group (The), Inc.

  3.75%   02/25/26   523,048
500,000  
Goldman Sachs Group (The), Inc.

  3.50%   11/16/26   465,258
750,000  
Goldman Sachs Group (The), Inc.

  3.85%   01/26/27   703,824
1,000,000  
Goldman Sachs Group (The), Inc. (a)

  1.43%   03/09/27   890,573
1,000,000  
Goldman Sachs Group (The), Inc. (a)

  1.54%   09/10/27   875,919
1,500,000  
Goldman Sachs Group (The), Inc. (a)

  1.95%   10/21/27   1,324,914
950,000  
Goldman Sachs Group (The), Inc. (a)

  2.64%   02/24/28   847,455
5,000,000  
Goldman Sachs Group (The), Inc. (a)

  4.48%   08/23/28   4,734,111
500,000  
Goldman Sachs Group (The), Inc. (a)

  3.81%   04/23/29   454,258
500,000  
Goldman Sachs Group (The), Inc. (a)

  4.22%   05/01/29   462,700
500,000  
Goldman Sachs Group (The), Inc.

  2.60%   02/07/30   409,794
1,000,000  
Goldman Sachs Group (The), Inc. (a)

  1.99%   01/27/32   750,077
1,000,000  
Goldman Sachs Group (The), Inc. (a)

  2.62%   04/22/32   781,540
1,500,000  
Goldman Sachs Group (The), Inc. (a)

  2.65%   10/21/32   1,158,470
1,000,000  
Goldman Sachs Group (The), Inc. (a)

  3.10%   02/24/33   800,030
500,000  
Goldman Sachs Group (The), Inc. (a)

  4.02%   10/31/38   393,959
500,000  
Goldman Sachs Group (The), Inc. (a)

  4.41%   04/23/39   412,005
1,000,000  
Goldman Sachs Group (The), Inc. (a)

  3.21%   04/22/42   678,605
1,000,000  
Goldman Sachs Group (The), Inc. (a)

  2.91%   07/21/42   646,731
500,000  
Goldman Sachs Group (The), Inc. (a)

  3.44%   02/24/43   345,209
1,000,000  
Morgan Stanley (a)

  0.86%   10/21/25   942,528
1,000,000  
Morgan Stanley (a)

  1.16%   10/21/25   944,263

First Trust/Dow Jones Dividend & Income Allocation Portfolio
Portfolio of Investments (Continued)
September 30, 2023 (Unaudited)
Principal
Value
  Description   Stated
Coupon
  Stated
Maturity
  Value
CORPORATE BONDS AND NOTES (Continued)
    Capital Markets (Continued)            
$800,000  
Morgan Stanley

  3.88%   01/27/26   $765,123
500,000  
Morgan Stanley (a)

  2.19%   04/28/26   469,886
1,000,000  
Morgan Stanley (a)

  4.68%   07/17/26   974,396
500,000  
Morgan Stanley (a)

  5.05%   01/28/27   490,254
1,000,000  
Morgan Stanley (a)

  1.59%   05/04/27   890,302
1,000,000  
Morgan Stanley (a)

  2.48%   01/21/28   892,007
1,050,000  
Morgan Stanley (a)

  4.21%   04/20/28   987,638
500,000  
Morgan Stanley (a)

  3.77%   01/24/29   456,175
1,000,000  
Morgan Stanley (a)

  5.12%   02/01/29   963,381
2,000,000  
Morgan Stanley (a)

  5.16%   04/20/29   1,924,944
2,500,000  
Morgan Stanley (a)

  5.45%   07/20/29   2,437,189
500,000  
Morgan Stanley (a)

  4.43%   01/23/30   462,736
500,000  
Morgan Stanley (a)

  2.70%   01/22/31   409,060
1,000,000  
Morgan Stanley (a)

  1.93%   04/28/32   743,252
2,500,000  
Morgan Stanley (a)

  2.24%   07/21/32   1,885,465
1,000,000  
Morgan Stanley (a)

  2.51%   10/20/32   765,516
1,000,000  
Morgan Stanley (a)

  2.94%   01/21/33   787,853
1,000,000  
Morgan Stanley (a)

  4.89%   07/20/33   909,153
2,000,000  
Morgan Stanley (a)

  5.25%   04/21/34   1,858,217
1,000,000  
Morgan Stanley (a)

  5.42%   07/21/34   943,723
1,000,000  
Morgan Stanley (a)

  2.48%   09/16/36   727,124
500,000  
Morgan Stanley

  3.97%   07/22/38   396,997
500,000  
Morgan Stanley (a)

  4.46%   04/22/39   417,978
1,000,000  
Morgan Stanley (a)

  3.22%   04/22/42   689,584
1,000,000  
Morgan Stanley (a)

  2.80%   01/25/52   583,047
2,000,000  
Morgan Stanley Bank N.A.

  5.48%   07/16/25   1,993,344
1,000,000  
Nasdaq, Inc.

  5.55%   02/15/34   955,006
250,000  
Nasdaq, Inc.

  5.95%   08/15/53   233,711
        53,705,122
    Commercial Services & Supplies – 0.3%            
2,500,000  
Waste Management, Inc.

  4.88%   02/15/29   2,445,792
500,000  
Waste Management, Inc.

  4.88%   02/15/34   473,483
        2,919,275
    Diversified Telecommunication Services – 1.4%            
500,000  
AT&T, Inc.

  2.30%   06/01/27   442,902
500,000  
AT&T, Inc.

  1.65%   02/01/28   422,239
462,000  
AT&T, Inc.

  4.30%   02/15/30   420,844
500,000  
AT&T, Inc.

  2.75%   06/01/31   400,245
500,000  
AT&T, Inc.

  2.25%   02/01/32   376,465
1,392,000  
AT&T, Inc.

  2.55%   12/01/33   1,022,852
1,186,000  
AT&T, Inc.

  3.50%   09/15/53   733,420
504,000  
AT&T, Inc.

  3.55%   09/15/55   308,844
1,044,000  
AT&T, Inc.

  3.65%   09/15/59   635,886
1,500,000  
Verizon Communications, Inc.

  1.45%   03/20/26   1,354,780
500,000  
Verizon Communications, Inc.

  2.10%   03/22/28   429,672
1,119,000  
Verizon Communications, Inc.

  4.02%   12/03/29   1,015,204
500,000  
Verizon Communications, Inc.

  1.75%   01/20/31   376,986
500,000  
Verizon Communications, Inc.

  2.55%   03/21/31   398,379
2,003,000  
Verizon Communications, Inc.

  2.36%   03/15/32   1,528,779
500,000  
Verizon Communications, Inc.

  2.65%   11/20/40   316,730
500,000  
Verizon Communications, Inc.

  3.40%   03/22/41   354,713
500,000  
Verizon Communications, Inc.

  2.88%   11/20/50   289,294
1,000,000  
Verizon Communications, Inc.

  3.55%   03/22/51   658,584

First Trust/Dow Jones Dividend & Income Allocation Portfolio
Portfolio of Investments (Continued)
September 30, 2023 (Unaudited)
Principal
Value
  Description   Stated
Coupon
  Stated
Maturity
  Value
CORPORATE BONDS AND NOTES (Continued)
    Diversified Telecommunication Services (Continued)            
$1,000,000  
Verizon Communications, Inc.

  3.88%   03/01/52   $704,615
        12,191,433
    Electric Utilities – 8.0%            
1,000,000  
AEP Texas, Inc.

  3.45%   05/15/51   636,997
500,000  
AEP Texas, Inc.

  5.25%   05/15/52   429,512
900,000  
AEP Transmission Co., LLC

  4.25%   09/15/48   704,667
2,000,000  
AEP Transmission Co., LLC

  2.75%   08/15/51   1,146,237
500,000  
AEP Transmission Co., LLC

  5.40%   03/15/53   465,818
1,980,000  
Alabama Power Co.

  3.75%   09/01/27   1,872,013
500,000  
Alabama Power Co.

  3.45%   10/01/49   333,899
1,000,000  
Alabama Power Co.

  3.13%   07/15/51   614,957
1,000,000  
American Electric Power Co., Inc.

  5.70%   08/15/25   995,306
2,500,000  
American Electric Power Co., Inc.

  1.00%   11/01/25   2,266,472
1,000,000  
American Electric Power Co., Inc.

  5.75%   11/01/27   1,006,530
2,500,000  
American Electric Power Co., Inc.

  5.63%   03/01/33   2,421,981
2,542,000  
American Transmission Systems, Inc. (b)

  2.65%   01/15/32   2,011,845
1,000,000  
Appalachian Power Co.

  2.70%   04/01/31   805,353
2,000,000  
Appalachian Power Co.

  4.50%   08/01/32   1,791,774
1,000,000  
Commonwealth Edison Co.

  2.55%   06/15/26   930,733
500,000  
Commonwealth Edison Co.

  4.90%   02/01/33   476,386
500,000  
Commonwealth Edison Co.

  4.00%   03/01/49   376,350
1,000,000  
Commonwealth Edison Co.

  5.30%   02/01/53   919,544
500,000  
Duke Energy Carolinas LLC

  2.85%   03/15/32   408,498
2,000,000  
Duke Energy Carolinas LLC

  4.95%   01/15/33   1,902,260
500,000  
Duke Energy Carolinas LLC

  3.55%   03/15/52   342,361
2,000,000  
Duke Energy Carolinas LLC

  5.35%   01/15/53   1,832,656
2,000,000  
Duke Energy Corp.

  5.00%   12/08/25   1,972,660
2,000,000  
Duke Energy Corp.

  5.00%   12/08/27   1,953,812
500,000  
Duke Energy Corp.

  4.30%   03/15/28   474,430
1,000,000  
Duke Energy Corp.

  4.50%   08/15/32   900,245
1,000,000  
Duke Energy Corp.

  5.75%   09/15/33   982,783
2,500,000  
Duke Energy Corp.

  3.30%   06/15/41   1,714,702
2,000,000  
Duke Energy Corp.

  3.50%   06/15/51   1,298,765
2,500,000  
Duke Energy Corp.

  5.00%   08/15/52   2,082,552
1,000,000  
Duke Energy Corp.

  6.10%   09/15/53   971,285
500,000  
Duke Energy Ohio, Inc.

  5.25%   04/01/33   483,309
1,000,000  
Duke Energy Progress LLC

  4.00%   04/01/52   730,389
2,000,000  
Exelon Corp.

  2.75%   03/15/27   1,817,557
1,000,000  
Exelon Corp.

  3.35%   03/15/32   832,958
1,500,000  
Exelon Corp.

  4.10%   03/15/52   1,087,037
4,425,000  
FirstEnergy Transmission LLC (b)

  4.35%   01/15/25   4,321,488
1,250,000  
Florida Power & Light Co.

  4.80%   05/15/33   1,182,762
1,500,000  
Georgia Power Co.

  4.65%   05/16/28   1,448,206
500,000  
Indiana Michigan Power Co.

  3.75%   07/01/47   351,335
500,000  
Indiana Michigan Power Co.

  3.25%   05/01/51   317,461
1,000,000  
Indiana Michigan Power Co.

  5.63%   04/01/53   945,574
2,500,000  
Northern States Power Co.

  5.10%   05/15/53   2,242,761
3,000,000  
Ohio Edison Co. (b)

  5.50%   01/15/33   2,877,482
2,500,000  
Ohio Power Co.

  2.90%   10/01/51   1,486,197
500,000  
PECO Energy Co.

  3.90%   03/01/48   375,163
4,000,000  
PECO Energy Co.

  4.38%   08/15/52   3,207,032
3,000,000  
Public Service Co. of Colorado

  5.25%   04/01/53   2,618,094
700,000  
Public Service Electric and Gas Co.

  5.20%   08/01/33   684,392
500,000  
Public Service Electric and Gas Co.

  5.45%   08/01/53   477,564

First Trust/Dow Jones Dividend & Income Allocation Portfolio
Portfolio of Investments (Continued)
September 30, 2023 (Unaudited)
Principal
Value
  Description   Stated
Coupon
  Stated
Maturity
  Value
CORPORATE BONDS AND NOTES (Continued)
    Electric Utilities (Continued)            
$500,000  
Southwestern Electric Power Co.

  2.75%   10/01/26   $459,449
3,480,000  
Trans-Allegheny Interstate Line Co. (b)

  3.85%   06/01/25   3,362,323
500,000  
Virginia Electric & Power Co.

  3.75%   05/15/27   472,232
        68,824,148
    Financial Services – 0.5%            
1,500,000  
Fidelity National Information Services, Inc.

  4.25%   05/15/28   1,385,949
1,000,000  
Fiserv, Inc.

  3.20%   07/01/26   935,476
333,000  
Fiserv, Inc.

  5.38%   08/21/28   328,905
500,000  
Fiserv, Inc.

  3.50%   07/01/29   446,357
250,000  
Fiserv, Inc.

  2.65%   06/01/30   205,547
1,000,000  
Fiserv, Inc.

  5.63%   08/21/33   969,319
500,000  
Fiserv, Inc.

  4.40%   07/01/49   383,411
        4,654,964
    Food Products – 0.1%            
750,000  
Conagra Brands, Inc.

  5.30%   10/01/26   742,733
    Ground Transportation – 0.7%            
3,000,000  
CSX Corp.

  4.10%   11/15/32   2,700,301
1,000,000  
CSX Corp.

  5.20%   11/15/33   967,762
1,500,000  
CSX Corp.

  4.50%   11/15/52   1,222,675
1,500,000  
Union Pacific Corp.

  4.95%   05/15/53   1,345,343
        6,236,081
    Health Care Equipment & Supplies – 0.2%            
1,000,000  
Alcon Finance Corp. (b)

  5.38%   12/06/32   970,818
1,000,000  
Baxter International, Inc.

  3.13%   12/01/51   595,906
        1,566,724
    Health Care Providers & Services – 3.6%            
1,143,000  
Centene Corp.

  4.25%   12/15/27   1,054,720
2,000,000  
Centene Corp.

  2.45%   07/15/28   1,691,398
1,000,000  
Centene Corp.

  2.50%   03/01/31   769,389
800,000  
CVS Health Corp.

  1.75%   08/21/30   616,019
1,000,000  
CVS Health Corp.

  5.25%   02/21/33   947,818
500,000  
CVS Health Corp.

  2.70%   08/21/40   315,576
1,250,000  
CVS Health Corp.

  5.05%   03/25/48   1,039,500
1,000,000  
CVS Health Corp.

  5.63%   02/21/53   899,744
1,000,000  
Elevance Health, Inc.

  5.35%   10/15/25   993,962
500,000  
Elevance Health, Inc.

  2.55%   03/15/31   405,517
500,000  
Elevance Health, Inc.

  4.10%   05/15/32   445,646
1,000,000  
Elevance Health, Inc.

  3.60%   03/15/51   687,250
500,000  
Elevance Health, Inc.

  4.55%   05/15/52   405,179
1,000,000  
Elevance Health, Inc.

  6.10%   10/15/52   1,007,723
1,000,000  
HCA, Inc.

  2.38%   07/15/31   766,087
2,500,000  
HCA, Inc.

  5.50%   06/01/33   2,366,102
2,500,000  
HCA, Inc.

  3.50%   07/15/51   1,563,329
2,500,000  
HCA, Inc.

  5.90%   06/01/53   2,254,146
2,500,000  
UnitedHealth Group, Inc.

  5.25%   02/15/28   2,505,336
1,000,000  
UnitedHealth Group, Inc.

  4.25%   01/15/29   952,380
3,500,000  
UnitedHealth Group, Inc.

  5.30%   02/15/30   3,479,697
1,000,000  
UnitedHealth Group, Inc.

  5.35%   02/15/33   989,756
2,000,000  
UnitedHealth Group, Inc.

  5.88%   02/15/53   2,009,731
1,000,000  
UnitedHealth Group, Inc.

  6.05%   02/15/63   1,012,962

First Trust/Dow Jones Dividend & Income Allocation Portfolio
Portfolio of Investments (Continued)
September 30, 2023 (Unaudited)
Principal
Value
  Description   Stated
Coupon
  Stated
Maturity
  Value
CORPORATE BONDS AND NOTES (Continued)
    Health Care Providers & Services (Continued)            
$500,000  
UnitedHealth Group, Inc.

  5.20%   04/15/63   $446,922
500,000  
Universal Health Services, Inc.

  2.65%   10/15/30   390,044
1,000,000  
Universal Health Services, Inc.

  2.65%   01/15/32   750,313
        30,766,246
    Insurance – 0.7%            
1,000,000  
Aon Corp / Aon Global Holdings PLC

  5.35%   02/28/33   959,699
1,000,000  
Arthur J. Gallagher & Co.

  5.50%   03/02/33   959,051
1,000,000  
Arthur J. Gallagher & Co.

  5.75%   03/02/53   917,345
700,000  
Brown & Brown, Inc.

  4.20%   09/15/24   687,569
750,000  
Brown & Brown, Inc.

  2.38%   03/15/31   580,269
1,000,000  
Marsh & McLennan Cos., Inc.

  5.75%   11/01/32   1,002,334
1,000,000  
Marsh & McLennan Cos., Inc.

  6.25%   11/01/52   1,029,762
        6,136,029
    Life Sciences Tools & Services – 0.9%            
2,000,000  
IQVIA, Inc. (b)

  5.70%   05/15/28   1,945,580
3,775,000  
Thermo Fisher Scientific, Inc.

  4.80%   11/21/27   3,732,932
500,000  
Thermo Fisher Scientific, Inc.

  4.95%   11/21/32   480,973
2,000,000  
Thermo Fisher Scientific, Inc.

  2.80%   10/15/41   1,349,543
        7,509,028
    Machinery – 0.2%            
1,350,000  
Ingersoll Rand, Inc.

  5.40%   08/14/28   1,328,289
333,000  
Otis Worldwide Corp.

  5.25%   08/16/28   327,556
        1,655,845
    Media – 1.6%            
2,500,000  
Charter Communications Operating LLC/Charter Communications Operating Capital

  2.25%   01/15/29   2,039,983
500,000  
Charter Communications Operating LLC/Charter Communications Operating Capital

  2.30%   02/01/32   364,609
1,000,000  
Charter Communications Operating LLC/Charter Communications Operating Capital

  3.50%   06/01/41   633,067
2,500,000  
Charter Communications Operating LLC/Charter Communications Operating Capital

  3.50%   03/01/42   1,546,542
1,000,000  
Charter Communications Operating LLC/Charter Communications Operating Capital

  3.70%   04/01/51   582,544
2,000,000  
Charter Communications Operating LLC/Charter Communications Operating Capital

  3.90%   06/01/52   1,197,147
1,000,000  
Charter Communications Operating LLC/Charter Communications Operating Capital

  4.40%   12/01/61   616,886
500,000  
Charter Communications Operating LLC/Charter Communications Operating Capital

  5.50%   04/01/63   370,338
2,000,000  
Comcast Corp.

  5.35%   11/15/27   1,999,885
1,000,000  
Comcast Corp.

  4.55%   01/15/29   960,582
1,500,000  
Comcast Corp.

  5.50%   11/15/32   1,483,483
500,000  
Comcast Corp.

  3.25%   11/01/39   365,670
1,000,000  
Comcast Corp.

  3.75%   04/01/40   775,230
500,000  
Comcast Corp.

  4.00%   08/15/47   373,973
500,000  
Comcast Corp.

  3.45%   02/01/50   338,404
543,000  
Comcast Corp.

  2.94%   11/01/56   308,859
        13,957,202

First Trust/Dow Jones Dividend & Income Allocation Portfolio
Portfolio of Investments (Continued)
September 30, 2023 (Unaudited)
Principal
Value
  Description   Stated
Coupon
  Stated
Maturity
  Value
CORPORATE BONDS AND NOTES (Continued)
    Multi-Utilities – 0.4%            
$2,000,000  
Consolidated Edison Co. of New York, Inc.

  6.15%   11/15/52   $2,016,029
1,185,000  
Dominion Energy, Inc.

  3.07%   08/15/24   1,154,015
        3,170,044
    Oil, Gas & Consumable Fuels – 2.4%            
500,000  
BP Capital Markets America, Inc.

  3.41%   02/11/26   478,093
500,000  
BP Capital Markets America, Inc.

  3.94%   09/21/28   468,670
500,000  
BP Capital Markets America, Inc.

  1.75%   08/10/30   395,656
2,500,000  
BP Capital Markets America, Inc.

  2.72%   01/12/32   2,030,092
500,000  
BP Capital Markets America, Inc.

  4.81%   02/13/33   468,264
1,000,000  
BP Capital Markets America, Inc.

  3.06%   06/17/41   691,379
1,000,000  
BP Capital Markets America, Inc.

  3.00%   03/17/52   614,433
1,000,000  
Cheniere Energy Partners L.P. (b)

  5.95%   06/30/33   965,720
500,000  
Diamondback Energy, Inc.

  3.50%   12/01/29   444,047
250,000  
Energy Transfer L.P.

  4.20%   04/15/27   235,709
500,000  
Energy Transfer L.P.

  4.00%   10/01/27   464,614
500,000  
Energy Transfer L.P.

  5.55%   02/15/28   491,621
1,250,000  
Energy Transfer L.P.

  5.25%   04/15/29   1,199,153
1,000,000  
Energy Transfer L.P.

  5.75%   02/15/33   962,353
250,000  
Energy Transfer L.P.

  5.30%   04/15/47   203,404
500,000  
Energy Transfer L.P.

  5.40%   10/01/47   413,026
250,000  
Energy Transfer L.P.

  6.00%   06/15/48   222,241
2,250,000  
Energy Transfer L.P.

  6.25%   04/15/49   2,067,945
1,000,000  
Enterprise Products Operating LLC

  5.05%   01/10/26   989,452
1,360,000  
Enterprise Products Operating LLC

  5.35%   01/31/33   1,330,689
500,000  
Kinder Morgan, Inc.

  5.20%   06/01/33   462,773
500,000  
Pioneer Natural Resources Co.

  1.13%   01/15/26   452,078
250,000  
Plains All American Pipeline L.P./PAA Finance Corp.

  3.80%   09/15/30   214,908
1,000,000  
Plains All American Pipeline L.P./PAA Finance Corp.

  4.90%   02/15/45   760,607
500,000  
Sabine Pass Liquefaction LLC

  5.00%   03/15/27   485,303
250,000  
Sabine Pass Liquefaction LLC

  4.20%   03/15/28   233,059
250,000  
Williams (The) Cos., Inc.

  3.50%   11/15/30   215,716
1,000,000  
Williams (The) Cos., Inc.

  2.60%   03/15/31   796,970
625,000  
Williams (The) Cos., Inc.

  4.90%   01/15/45   504,511
270,000  
Williams (The) Cos., Inc.

  5.10%   09/15/45   227,190
1,000,000  
Williams (The) Cos., Inc.

  4.85%   03/01/48   799,983
        20,289,659
    Personal Care Products – 0.2%            
1,000,000  
Kenvue, Inc. (b)

  5.05%   03/22/28   987,382
1,000,000  
Kenvue, Inc. (b)

  5.10%   03/22/43   924,053
        1,911,435
    Pharmaceuticals – 0.5%            
500,000  
Astrazeneca Finance LLC

  1.75%   05/28/28   428,282
1,000,000  
Astrazeneca Finance LLC

  2.25%   05/28/31   806,318
2,347,000  
Zoetis, Inc.

  5.40%   11/14/25   2,337,566
1,000,000  
Zoetis, Inc.

  5.60%   11/16/32   996,110
        4,568,276
    Semiconductors & Semiconductor Equipment – 0.4%            
500,000  
Broadcom, Inc. (b)

  1.95%   02/15/28   426,589
500,000  
Broadcom, Inc. (b)

  2.45%   02/15/31   391,028
250,000  
Broadcom, Inc.

  4.30%   11/15/32   218,189
250,000  
Broadcom, Inc. (b)

  2.60%   02/15/33   186,534

First Trust/Dow Jones Dividend & Income Allocation Portfolio
Portfolio of Investments (Continued)
September 30, 2023 (Unaudited)
Principal
Value
  Description   Stated
Coupon
  Stated
Maturity
  Value
CORPORATE BONDS AND NOTES (Continued)
    Semiconductors & Semiconductor Equipment (Continued)            
$383,000  
Broadcom, Inc. (b)

  3.42%   04/15/33   $306,499
500,000  
Broadcom, Inc. (b)

  3.47%   04/15/34   392,909
642,000  
Broadcom, Inc. (b)

  4.93%   05/15/37   553,684
500,000  
Broadcom, Inc. (b)

  3.50%   02/15/41   347,781
500,000  
Broadcom, Inc. (b)

  3.75%   02/15/51   334,599
        3,157,812
    Software – 2.0%            
1,500,000  
Oracle Corp.

  2.50%   04/01/25   1,428,480
787,000  
Oracle Corp.

  5.80%   11/10/25   790,125
1,000,000  
Oracle Corp.

  4.50%   05/06/28   953,636
750,000  
Oracle Corp.

  6.15%   11/09/29   761,740
1,500,000  
Oracle Corp.

  4.65%   05/06/30   1,403,551
2,500,000  
Oracle Corp.

  6.25%   11/09/32   2,532,246
500,000  
Oracle Corp.

  4.90%   02/06/33   461,077
500,000  
Oracle Corp.

  6.50%   04/15/38   504,141
1,900,000  
Oracle Corp.

  5.38%   07/15/40   1,686,959
500,000  
Oracle Corp.

  3.65%   03/25/41   357,056
500,000  
Oracle Corp.

  3.60%   04/01/50   323,717
500,000  
Oracle Corp.

  3.95%   03/25/51   343,112
2,000,000  
Oracle Corp.