UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT
INVESTMENT COMPANY
Investment Company Act file number 811-22717
First Trust Exchange-Traded Fund VI
(Exact name of registrant as specified in charter)
120 East Liberty Drive, Suite 400
Wheaton, IL 60187
(Address of principal executive offices) (Zip code)
W. Scott Jardine, Esq.
First Trust Portfolios L.P.
120 East Liberty Drive, Suite 400
Wheaton, IL 60187
(Name and address of agent for service)
Registrant's telephone number, including area code: 630-765-8000
Date of fiscal year end: September 30
Date of reporting period: June 30, 2013
Form N-Q is to be used by management investment companies, other than small
business investment companies registered on Form N-5 (ss.ss. 239.24 and 274.5 of
this chapter), to file reports with the Commission, not later than 60 days after
the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under
the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use
the information provided on Form N-Q in its regulatory, disclosure review,
inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-Q, and
the Commission will make this information public. A registrant is not required
to respond to the collection of information contained in Form N-Q unless the
Form displays a currently valid Office of Management and Budget ("OMB") control
number. Please direct comments concerning the accuracy of the information
collection burden estimate and any suggestions for reducing the burden to the
Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC
20549. The OMB has reviewed this collection of information under the clearance
requirements of 44 U.S.C. ss. 3507.
ITEM 1. SCHEDULE OF INVESTMENTS. The Schedule(s) of Investments is attached
herewith.
FIRST TRUST NASDAQ TECHNOLOGY DIVIDEND INDEX FUND - TDIV
PORTFOLIO OF INVESTMENTS
JUNE 30, 2013 (UNAUDITED)
SHARES/
UNITS DESCRIPTION VALUE
--------------- ----------------------------------------------------------------------- ---------------
COMMON STOCKS - 99.7%
COMMERCIAL SERVICES & SUPPLIES - 1.1%
119,447 Pitney Bowes, Inc...................................................... $ 1,753,482
---------------
COMMUNICATIONS EQUIPMENT - 14.0%
529,977 Cisco Systems, Inc..................................................... 12,883,741
18,262 Harris Corp............................................................ 899,404
2,071 InterDigital, Inc...................................................... 92,470
27,197 Motorola Solutions, Inc................................................ 1,570,083
2,172 Plantronics, Inc....................................................... 95,394
100,518 QUALCOMM, Inc.......................................................... 6,139,639
59,801 Tellabs, Inc........................................................... 118,406
---------------
21,799,137
---------------
COMPUTERS & PERIPHERALS - 13.8%
28,380 Apple, Inc............................................................. 11,240,751
13,100 Diebold, Inc........................................................... 441,339
243,872 Hewlett-Packard Co..................................................... 6,048,026
14,376 Lexmark International, Inc............................................. 439,474
49,251 Seagate Technology PLC ................................................ 2,207,922
16,245 Western Digital Corp................................................... 1,008,652
---------------
21,386,164
---------------
DIVERSIFIED TELECOMMUNICATION SERVICES - 13.0%
91,183 AT&T, Inc.............................................................. 3,227,878
1,962 Atlantic Tele-Network, Inc............................................. 97,433
71,408 BCE, Inc............................................................... 2,929,156
2,552 BT Group PLC, ADR ..................................................... 119,918
93,422 CenturyLink, Inc....................................................... 3,302,468
3,626 China Unicom Hong Kong Ltd., ADR ...................................... 47,646
3,289 Cogent Communications Group, Inc....................................... 92,585
23,142 Consolidated Communications Holdings, Inc.............................. 402,902
3,790 Nippon Telegraph & Telephone Corp., ADR ............................... 98,578
461,942 Oi S.A., ADR .......................................................... 831,496
92,181 TELUS Corp............................................................. 2,690,763
65,811 Verizon Communications, Inc............................................ 3,312,926
397,313 Windstream Corp........................................................ 3,063,283
---------------
20,217,032
---------------
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS - 1.7%
183,752 Corning, Inc........................................................... 2,614,791
---------------
HEALTH CARE TECHNOLOGY - 0.2%
2,427 Computer Programs & Systems, Inc....................................... 119,263
13,527 Quality Systems, Inc................................................... 253,090
---------------
372,353
---------------
HOUSEHOLD DURABLES - 1.4%
58,660 Garmin Ltd............................................................. 2,121,146
---------------
INTERNET SOFTWARE & SERVICES - 0.7%
22,032 EarthLink, Inc......................................................... 136,819
8,305 InterActiveCorp........................................................ 394,986
|
See Notes to Quarterly Portfolio of Investments
Page 1
FIRST TRUST NASDAQ TECHNOLOGY DIVIDEND INDEX FUND - TDIV
PORTFOLIO OF INVESTMENTS (CONTINUED)
JUNE 30, 2013 (UNAUDITED)
SHARES/
UNITS DESCRIPTION VALUE
--------------- ----------------------------------------------------------------------- ---------------
COMMON STOCKS (CONTINUED)
INTERNET SOFTWARE & SERVICES (CONTINUED)
5,822 j2 Global, Inc......................................................... $ 247,493
31,527 United Online, Inc..................................................... 238,974
---------------
1,018,272
---------------
IT SERVICES - 9.0%
10,201 Amdocs Ltd............................................................. 378,355
15,630 Computer Sciences Corp................................................. 684,125
2,612 DST Systems, Inc....................................................... 170,642
1,873 Forrester Research, Inc................................................ 68,720
61,352 International Business Machines Corp................................... 11,724,981
65,707 SAIC, Inc.............................................................. 915,299
---------------
13,942,122
---------------
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 23.1%
21,266 Altera Corp............................................................ 701,565
48,273 Analog Devices, Inc.................................................... 2,175,181
165,118 Applied Materials, Inc................................................. 2,461,909
3,705 ASML Holding NV ....................................................... 293,066
25,387 Avago Technologies Ltd................................................. 948,966
34,515 Broadcom Corp.......................................................... 1,165,227
11,593 Brooks Automation, Inc................................................. 112,800
33,396 Cypress Semiconductor Corp. (a) ....................................... 358,339
525,613 Intel Corp............................................................. 12,730,347
43,195 Intersil Corp.......................................................... 337,785
26,504 KLA-Tencor Corp........................................................ 1,477,068
36,450 Linear Technology Corp................................................. 1,342,818
63,833 Marvell Technology Group Ltd........................................... 747,485
53,828 Maxim Integrated Products, Inc......................................... 1,495,342
5,616 Micrel, Inc............................................................ 55,486
44,081 Microchip Technology, Inc.............................................. 1,642,017
6,883 MKS Instruments, Inc................................................... 182,675
34,713 NVIDIA Corp............................................................ 487,023
902 Power Integrations, Inc................................................ 36,585
5,060 Spreadtrum Communications, Inc., ADR .................................. 132,825
20,638 STMicroelectronics NV ................................................. 185,536
5,899 Tessera Technologies, Inc.............................................. 122,699
156,000 Texas Instruments, Inc................................................. 5,439,720
33,143 Xilinx, Inc............................................................ 1,312,794
---------------
35,945,258
---------------
SOFTWARE - 14.8%
4,187 Blackbaud, Inc......................................................... 136,370
96,278 CA, Inc................................................................ 2,756,439
2,445 Ebix, Inc.............................................................. 22,641
19,459 Intuit, Inc............................................................ 1,187,583
365,879 Microsoft Corp......................................................... 12,633,802
189,010 Oracle Corp............................................................ 5,806,387
3,556 SAP AG, ADR ........................................................... 258,983
|
See Notes to Quarterly Portfolio of Investments
Page 2
FIRST TRUST NASDAQ TECHNOLOGY DIVIDEND INDEX FUND - TDIV
PORTFOLIO OF INVESTMENTS (CONTINUED)
JUNE 30, 2013 (UNAUDITED)
SHARES/
UNITS DESCRIPTION VALUE
--------------- ----------------------------------------------------------------------- ---------------
COMMON STOCKS (CONTINUED)
SOFTWARE (CONTINUED)
3,464 Solera Holdings, Inc................................................... $ 192,772
---------------
22,994,977
---------------
WIRELESS TELECOMMUNICATION SERVICES - 6.9%
61,387 America Movil SAB de CV, ADR .......................................... 1,335,167
23,962 China Mobile, Ltd., ADR ............................................... 1,240,513
70,414 Rogers Communications, Inc............................................. 2,760,229
13,616 Telephone & Data Systems, Inc.......................................... 335,634
186,469 VimpelCom Ltd., ADR ................................................... 1,875,878
110,202 Vodafone Group PLC, ADR ............................................... 3,167,206
---------------
10,714,627
---------------
TOTAL INVESTMENTS - 99.7% ............................................. 154,879,361
(Cost $151,946,641) (b)
NET OTHER ASSETS AND LIABILITIES - 0.3% ............................... 466,447
---------------
NET ASSETS - 100.0% ................................................... $ 155,345,808
===============
|
(a) Non-income producing security
(b) Aggregate cost for financial reporting purposes, which approximates
the aggregate cost for federal income tax purposes. As of June 30,
2013, the aggregate gross unrealized appreciation for all securities
in which there was an excess of value over tax cost was $7,387,044
and the aggregate gross unrealized depreciation for all securities
in which there was an excess of tax cost over value was $4,454,324.
ADR American Depositary Receipt
VALUATION INPUTS
A summary of the inputs used to value the Fund's investments as of June 30, 2013
is as follows (see Note 2A - Portfolio Valuation in the Notes to Quarterly
Portfolio of Investments):
LEVEL 2 LEVEL 3
TOTAL LEVEL 1 SIGNIFICANT SIGNIFICANT
VALUE AT QUOTED OBSERVABLE UNOBSERVABLE
INVESTMENTS 6/30/2013 PRICES INPUTS INPUTS
------------------------------------------------ ------------ ------------- -------------- -------------
Common Stocks*................................ $154,879,361 $ 154,879,361 $ -- $ --
============ ============= ============== =============
|
* See Portfolio of Investments for industry breakout.
All transfers in and out of the Levels during the period are assumed to be
transferred on the last day of the period at their current value. There were no
transfers between Levels at June 30, 2013.
See Notes to Quarterly Portfolio of Investments
Page 3
MULTI-ASSET DIVERSIFIED INCOME INDEX FUND - MDIV
PORTFOLIO OF INVESTMENTS
JUNE 30, 2013 (UNAUDITED)
SHARES DESCRIPTION VALUE
--------------- ----------------------------------------------------------------------- ---------------
COMMON STOCKS - 24.7%
AEROSPACE & DEFENSE - 0.5%
23,245 Lockheed Martin Corp................................................... $ 2,521,153
---------------
BIOTECHNOLOGY - 0.9%
532,672 PDL BioPharma, Inc..................................................... 4,112,228
---------------
CHEMICALS - 0.4%
62,098 Dow Chemical Co........................................................ 1,997,692
---------------
COMMERCIAL BANKS - 3.5%
42,471 Bank of Hawaii Corp.................................................... 2,137,141
112,241 FirstMerit Corp........................................................ 2,248,187
207,740 FNB Corp............................................................... 2,509,499
69,903 Hancock Holding Co..................................................... 2,101,983
228,576 National Penn Bancshares, Inc.......................................... 2,322,332
83,342 Trustmark Corp......................................................... 2,048,547
106,782 United Bankshares, Inc................................................. 2,824,384
---------------
16,192,073
---------------
COMMERCIAL SERVICES & SUPPLIES - 0.4%
47,180 Waste Management, Inc.................................................. 1,902,769
---------------
DIVERSIFIED TELECOMMUNICATION SERVICES - 1.1%
76,987 AT&T, Inc.............................................................. 2,725,340
44,356 Verizon Communications, Inc............................................ 2,232,881
---------------
4,958,221
---------------
ELECTRIC UTILITIES - 5.0%
43,279 ALLETE, Inc............................................................ 2,157,458
45,225 American Electric Power Co., Inc....................................... 2,025,176
38,363 Entergy Corp........................................................... 2,673,134
75,950 Exelon Corp............................................................ 2,345,336
68,608 FirstEnergy Corp....................................................... 2,561,823
94,917 Hawaiian Electric Industries, Inc...................................... 2,402,349
35,272 Pinnacle West Capital Corp............................................. 1,956,538
82,772 PPL Corp............................................................... 2,504,681
52,479 Southern Co............................................................ 2,315,898
67,990 Westar Energy, Inc..................................................... 2,172,960
---------------
23,115,353
---------------
GAS UTILITIES - 1.4%
56,501 AGL Resources, Inc..................................................... 2,421,633
43,077 Laclede Group, Inc..................................................... 1,966,896
46,296 WGL Holdings, Inc...................................................... 2,000,913
---------------
6,389,442
---------------
HOTELS, RESTAURANTS & LEISURE - 0.9%
40,908 Darden Restaurants, Inc................................................ 2,065,036
62,594 Six Flags Entertainment Corp........................................... 2,200,805
---------------
4,265,841
---------------
HOUSEHOLD DURABLES - 0.4%
63,190 Leggett & Platt, Inc................................................... 1,964,577
---------------
|
See Notes to Quarterly Portfolio of Investments
Page 4
MULTI-ASSET DIVERSIFIED INCOME INDEX FUND - MDIV
PORTFOLIO OF INVESTMENTS (CONTINUED)
JUNE 30, 2013 (UNAUDITED)
SHARES/
UNITS DESCRIPTION VALUE
--------------- ----------------------------------------------------------------------- ---------------
COMMON STOCKS (CONTINUED)
MACHINERY - 0.5%
91,080 Harsco Corp............................................................ $ 2,112,145
---------------
MULTI-UTILITIES - 4.8%
73,508 Ameren Corp............................................................ 2,531,616
88,907 Avista Corp............................................................ 2,402,267
34,864 Dominion Resources, Inc................................................ 1,980,972
43,537 Integrys Energy Group, Inc............................................. 2,548,221
47,703 NorthWestern Corp...................................................... 1,903,350
47,426 PG&E Corp.............................................................. 2,168,791
66,783 Public Service Enterprise Group, Inc................................... 2,181,133
41,315 SCANA Corp............................................................. 2,028,566
148,085 TECO Energy, Inc....................................................... 2,545,581
61,970 Vectren Corp........................................................... 2,096,445
---------------
22,386,942
---------------
OIL, GAS & CONSUMABLE FUELS - 0.5%
40,361 ConocoPhillips ........................................................ 2,441,840
---------------
PHARMACEUTICALS - 1.3%
42,809 Bristol-Myers Squibb Co................................................ 1,913,134
37,741 Eli Lilly & Co......................................................... 1,853,838
43,906 Merck & Co., Inc....................................................... 2,039,434
---------------
5,806,406
---------------
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.5%
86,277 Intel Corp............................................................. 2,089,629
---------------
SOFTWARE - 0.5%
76,968 CA, Inc................................................................ 2,203,594
---------------
THRIFTS & MORTGAGE FINANCE - 0.5%
179,138 Northwest Bancshares, Inc.............................................. 2,420,154
---------------
TOBACCO - 1.6%
74,411 Altria Group, Inc...................................................... 2,603,641
21,656 Philip Morris International, Inc....................................... 1,875,843
58,644 Reynolds American, Inc................................................. 2,836,610
---------------
7,316,094
---------------
TOTAL COMMON STOCKS ................................................... 114,196,153
(Cost $112,353,093) ---------------
MASTER LIMITED PARTNERSHIPS - 20.6%
ENERGY EQUIPMENT & SERVICES - 0.9%
138,174 Exterran Partners, L.P................................................. 4,171,473
---------------
OIL, GAS & CONSUMABLE FUELS - 19.7%
127,692 Boardwalk Pipeline Partners, L.P....................................... 3,856,299
261,885 BreitBurn Energy Partners, L.P......................................... 4,779,401
54,479 Buckeye Partners, L.P.................................................. 3,822,247
159,151 Dorchester Minerals, L.P............................................... 3,897,608
548,113 Eagle Rock Energy Partners, L.P........................................ 4,313,649
|
See Notes to Quarterly Portfolio of Investments
Page 5
MULTI-ASSET DIVERSIFIED INCOME INDEX FUND - MDIV
PORTFOLIO OF INVESTMENTS (CONTINUED)
JUNE 30, 2013 (UNAUDITED)
SHARES/
UNITS DESCRIPTION VALUE
--------------- ----------------------------------------------------------------------- ---------------
MASTER LIMITED PARTNERSHIPS (CONTINUED)
OIL, GAS & CONSUMABLE FUELS (CONTINUED)
68,568 El Paso Pipeline Partners, L.P......................................... $ 2,994,365
131,939 Enbridge Energy Partners, L.P.......................................... 4,022,820
40,144 Energy Transfer Equity, L.P............................................ 2,401,414
79,235 Energy Transfer Partners, L.P.......................................... 4,004,537
38,308 Enterprise Products Partners, L.P...................................... 2,380,842
36,215 Kinder Morgan Energy Partners, L.P..................................... 3,092,761
170,742 Legacy Reserves, L.P................................................... 4,541,737
96,440 Martin Midstream Partners, L.P......................................... 4,252,040
290,582 Memorial Production Partners, L.P...................................... 5,695,407
100,699 NuStar Energy, L.P..................................................... 4,596,909
51,533 ONEOK Partners, L.P.................................................... 2,551,914
336,792 QR Energy, L.P......................................................... 5,924,171
147,493 Regency Energy Partners, L.P........................................... 3,977,886
77,425 Spectra Energy Partners, L.P........................................... 3,561,550
81,467 TC Pipelines, L.P...................................................... 3,933,227
80,981 Teekay LNG Partners L.P................................................ 3,538,870
112,311 Teekay Offshore Partners, L.P.......................................... 3,646,738
29,557 Western Gas Partners, L.P.............................................. 1,917,954
63,057 Williams Partners, L.P................................................. 3,253,741
---------------
90,958,087
---------------
TOTAL MASTER LIMITED PARTNERSHIPS ..................................... 95,129,560
(Cost $90,987,949) ---------------
REAL ESTATE INVESTMENT TRUSTS - 18.7%
481,149 Annaly Capital Management, Inc......................................... 6,048,043
1,499,218 ARMOUR Residential REIT, Inc........................................... 7,061,317
32,807 BRE Properties, Inc.................................................... 1,641,006
24,628 Camden Property Trust ................................................. 1,702,780
448,697 Capstead Mortgage Corp................................................. 5,429,234
85,656 CBL & Associates Properties, Inc....................................... 1,834,751
151,386 Colony Financial, Inc.................................................. 3,011,067
698,046 CYS Investments, Inc................................................... 6,429,004
54,783 EPR Properties ........................................................ 2,753,941
234,639 Hatteras Financial Corp................................................ 5,781,505
42,830 HCP, Inc............................................................... 1,946,195
347,944 Invesco Mortgage Capital, Inc.......................................... 5,761,953
62,421 LaSalle Hotel Properties .............................................. 1,541,799
50,255 LTC Properties, Inc.................................................... 1,962,458
178,952 Medical Properties Trust, Inc.......................................... 2,562,593
564,356 MFA Financial, Inc..................................................... 4,768,808
34,766 National Health Investors, Inc......................................... 2,081,093
58,918 National Retail Properties, Inc........................................ 2,026,779
419,425 NorthStar Realty Finance Corp.......................................... 3,816,767
86,736 Omega Healthcare Investors, Inc........................................ 2,690,551
85,494 Pennsylvania Real Estate Investment Trust ............................. 1,614,127
36,497 Plum Creek Timber Co., Inc............................................. 1,703,315
125,821 Redwood Trust, Inc..................................................... 2,138,957
|
See Notes to Quarterly Portfolio of Investments
Page 6
MULTI-ASSET DIVERSIFIED INCOME INDEX FUND - MDIV
PORTFOLIO OF INVESTMENTS (CONTINUED)
JUNE 30, 2013 (UNAUDITED)
SHARES DESCRIPTION VALUE
--------------- ----------------------------------------------------------------------- ---------------
REAL ESTATE INVESTMENT TRUSTS (CONTINUED)
142,444 Starwood Property Trust, Inc........................................... $ 3,525,489
658,849 Two Harbors Investment Corp............................................ 6,753,202
---------------
TOTAL REAL ESTATE INVESTMENT TRUSTS ................................... 86,586,734
(Cost $94,678,254) ---------------
|
STATED STATED
SHARES DESCRIPTION RATE MATURITY VALUE
--------------- ----------------------------------------- ------------- ------------- ---------------
$25 PAR PREFERRED SECURITIES - 18.8%
CAPITAL MARKETS - 3.6%
151,966 Deutsche Bank Capital Funding Trust IX 6.63% (a) 3,803,709
135,597 Deutsche Bank Contingent Capital Trust II 6.55% (a) 3,422,468
130,689 Deutsche Bank Contingent Capital Trust X 7.35% (a) 3,311,659
114,863 Deutsche Bank Contingent Capital Trust V 8.05% (a) 3,162,179
113,593 Goldman Sachs Group, Inc., Series B ... 6.20% (a) 2,838,689
---------------
16,538,704
---------------
COMMERCIAL BANKS - 3.9%
112,518 BB&T Corp. ............................ 5.85% (a) 2,819,701
144,474 HSBC Holdings PLC, Series A ........... 6.20% (a) 3,594,513
89,239 US Bancorp., Series F ................. 6.50% (a) 2,507,616
132,664 Wells Fargo & Co., Series J ........... 8.00% (a) 3,839,296
217,882 Zions Bancorp., Series C .............. 9.50% (a) 5,534,203
---------------
18,295,329
---------------
CONSUMER FINANCE - 0.8%
141,055 Ally Financial, Inc., Series A ........ 8.50% (a) 3,647,682
---------------
DIVERSIFIED FINANCIAL SERVICES - 4.9%
144,967 Bank of America Corp., Series D ....... 6.20% (a) 3,587,934
101,994 Bank of America Corp., Series I ....... 6.63% (a) 2,669,183
133,147 Bank of America Corp., Series J ....... 7.25% (a) 3,388,591
166,598 ING Groep NV .......................... 7.20% (a) 4,169,948
188,158 ING Groep NV .......................... 8.50% (a) 4,762,279
158,208 JPMorgan Chase & Co., Series J ........ 8.63% (a) 4,016,901
---------------
22,594,836
---------------
INSURANCE - 5.6%
136,601 Aegon NV .............................. 6.38% (a) 3,368,581
153,163 Aegon NV .............................. 6.50% (a) 3,787,721
160,150 Aegon NV .............................. 6.88% (a) 3,992,539
168,153 Aegon NV .............................. 7.25% (a) 4,222,322
149,174 MetLife Inc., Series B ................ 6.50% (a) 3,771,119
137,680 PartnerRe Ltd., Series E .............. 7.25% (a) 3,731,128
|
See Notes to Quarterly Portfolio of Investments
Page 7
MULTI-ASSET DIVERSIFIED INCOME INDEX FUND - MDIV
PORTFOLIO OF INVESTMENTS (CONTINUED)
JUNE 30, 2013 (UNAUDITED)
STATED STATED
SHARES DESCRIPTION RATE MATURITY VALUE
--------------- ----------------------------------------- ------------- ------------- ---------------
$25 PAR PREFERRED SECURITIES (CONTINUED)
INSURANCE (CONTINUED)
116,391 Prudential PLC ........................ 6.50% (a) $ 2,923,742
---------------
25,797,152
---------------
TOTAL $25 PAR PREFERRED SECURITIES .................................... 86,873,703
(Cost $87,697,778) ---------------
$50 PAR PREFERRED SECURITIES - 0.7%
OIL, GAS & CONSUMABLE FUELS - 0.7%
72,311 Apache Corp., Series D (b)............. 6.00% 08/01/13 3,452,127
---------------
TOTAL $50 PAR PREFERRED SECURITIES .................................... 3,452,127
(Cost $3,143,888) ---------------
|
SHARES DESCRIPTION VALUE
--------------- ----------------------------------------------------------------------- ---------------
EXCHANGE-TRADED FUNDS - 14.6%
CAPITAL MARKETS - 14.6%
740,798 iShares iBoxx $ High Yield Corporate Bond Fund ........................ 67,308,906
---------------
TOTAL EXCHANGE-TRADED FUNDS ........................................... 67,308,906
(Cost $69,478,103) ---------------
TOTAL INVESTMENTS - 98.1% ............................................. 453,547,183
(Cost $458,339,065) (c)
NET OTHER ASSETS AND LIABILITIES - 1.9% ............................... 8,764,732
---------------
NET ASSETS - 100.0% ................................................... $ 462,311,915
===============
|
(a) Perpetual maturity.
(b) This security will automatically convert into shares of common stock
on August 1, 2013.
(c) Aggregate cost for financial reporting purposes, which approximates
the aggregate cost for federal income tax purposes. As of June 30,
2013, the aggregate gross unrealized appreciation for all securities
in which there was an excess of value over tax cost was $9,746,113
and the aggregate gross unrealized depreciation for all securities
in which there was an excess of tax cost over value was $14,537,995.
See Notes to Quarterly Portfolio of Investments
Page 8
MULTI-ASSET DIVERSIFIED INCOME INDEX FUND - MDIV
PORTFOLIO OF INVESTMENTS (CONTINUED)
JUNE 30, 2013 (UNAUDITED)
VALUATION INPUTS
A summary of the inputs used to value the Fund's investments as of June 30, 2013
is as follows (see Note 2A - Portfolio Valuation in the Notes to Quarterly
Portfolio of Investments):
LEVEL 2 LEVEL 3
TOTAL LEVEL 1 SIGNIFICANT SIGNIFICANT
VALUE AT QUOTED OBSERVABLE UNOBSERVABLE
INVESTMENTS 6/30/2013 PRICES INPUTS INPUTS
------------------------------------------------ ------------ ------------- -------------- -------------
Common Stocks*.................................. $114,196,153 $ 114,196,153 $ -- $ --
Master Limited Partnerships*.................... 95,129,560 95,129,560 -- --
Real Estate Investment Trusts................... 86,586,734 86,586,734 -- --
$25 Par Preferred Securities*................... 86,873,703 86,873,703 -- --
$50 Par Preferred Securities*................... 3,452,127 3,452,127 -- --
Exchange-Traded Funds*.......................... 67,308,906 67,308,906 -- --
------------ ------------- -------------- -------------
TOTAL INVESTMENTS............................... $453,547,183 $ 453,547,183 $ -- $ --
============ ============= ============== =============
|
* See Portfolio of Investments for industry breakout.
All transfers in and out of the Levels during the period are assumed to be
transferred on the last day of the period at their current value. There were no
transfers between Levels at June 30, 2013.
See Notes to Quarterly Portfolio of Investments
Page 9
NOTES TO QUARTERLY PORTFOLIO OF INVESTMENTS
FIRST TRUST EXCHANGE-TRADED FUND VI
JUNE 30, 2013 (UNAUDITED)
1. ORGANIZATION
First Trust Exchange-Traded Fund VI (the "Trust") is an open-end management
investment company organized as a Massachusetts business trust on June 4, 2012,
and is registered with the Securities and Exchange Commission under the
Investment Company Act of 1940, as amended (the "1940 Act").
The Trust currently consists of two funds (each a "Fund" and collectively, the
"Funds"):
First Trust NASDAQ Technology Dividend Index Fund - (NASDAQ(R) Stock Market
LLC ("NASDAQ") ticker "TDIV")
Multi-Asset Diversified Income Index Fund - (NASDAQ ticker "MDIV")
2. VALUATION AND INVESTMENT PRACTICES
A. PORTFOLIO VALUATION
Each Fund's net asset value ("NAV") is determined daily as of the close of
regular trading on the New York Stock Exchange ("NYSE"), normally 4:00 p.m.
Eastern time, on each day the NYSE is open for trading. The NAV is calculated by
dividing the value of all assets of the Fund (including accrued interest and
dividends), less all liabilities (including accrued expenses and dividends
declared but unpaid), by the total number of shares outstanding.
Each Fund's investments are valued daily at market value or, in the absence of
market value with respect to any portfolio securities, at fair value in
accordance with valuation procedures adopted by the Trust's Board of Trustees
and in accordance with the 1940 Act. Each Fund's securities will be valued as
follows:
Common stocks and other equity securities listed on any national or foreign
exchange (excluding NASDAQ and the London Stock Exchange Alternative
Investment Market ("AIM")) are valued at the last sale price on the exchange
on which they are principally traded or, for NASDAQ and AIM securities, the
official closing price. Securities traded on more than one securities
exchange are valued at the last sale price or official closing price, as
applicable, at the close of the securities exchange representing the
principal market for such securities.
Securities traded in an over-the-counter market are valued at the closing
bid prices.
Short-term investments that mature in less than 60 days when purchased are
valued at amortized cost.
Certain securities may not be able to be priced by pre-established pricing
methods. Such securities may be valued by the Board of Trustees or its delegate
at fair value. These securities generally include, but are not limited to,
restricted securities (securities which may not be publicly sold without
registration under the Securities Act of 1933, as amended) for which a pricing
service is unable to provide a market price; securities whose trading has been
formally suspended; a security whose market price is not available from a
pre-established pricing source; a security with respect to which an event has
occurred that is likely to materially affect the value of the security after the
market has closed but before the calculation of a Fund's NAV or make it
difficult or impossible to obtain a reliable market quotation; and a security
whose price, as provided by the pricing service, does not reflect the security's
"fair value." As a general principle, the current "fair value" of a security
would appear to be the amount which the owner might reasonably expect to receive
for the security upon its current sale. The use of fair value prices by a Fund
generally results in prices used by the Fund that may differ from current market
quotations or official closing prices on the applicable exchange. A variety of
factors may be considered in determining the fair value of such securities
including, but not limited to, the following:
1) the type of security;
2) the size of the holding;
3) the initial cost of the security;
4) transactions in comparable securities;
5) price quotes from dealers and/or pricing services;
6) relationships among various securities;
7) information obtained by contacting the issuer, analysts, or the
appropriate stock exchange;
8) an analysis of the issuer's financial statements; and
9) the existence of merger proposals or tender offers that might affect
the value of the security.
In addition, differences between the prices used to calculate a Fund's NAV and
the prices used by such Fund's corresponding index could result in a difference
between a Fund's performance and the performance of its underlying index.
Page 10
NOTES TO QUARTERLY PORTFOLIO OF INVESTMENTS - (CONTINUED)
FIRST TRUST EXCHANGE-TRADED FUND VI
JUNE 30, 2013 (UNAUDITED)
The Funds are subject to fair value accounting standards that define fair value,
establish the framework for measuring fair value and provide a three-level
hierarchy for fair valuation based upon the inputs to the valuation as of the
measurement date. The three levels of the fair value hierarchy are as follows:
o Level 1 - Level 1 inputs are quoted prices in active markets for identical
investments. An active market is a market in which transactions for the
investment occur with sufficient frequency and volume to provide pricing
information on an ongoing basis.
o Level 2 - Level 2 inputs are observable inputs, either directly or
indirectly, and include the following:
o Quoted prices for similar investments in active markets.
o Quoted prices for identical or similar investments in markets that
are non-active. A non-active market is a market where there are
few transactions for the investment, the prices are not current,
or price quotations vary substantially either over time or among
market makers, or in which little information is released
publicly.
o Inputs other than quoted prices that are observable for the
investment (for example, interest rates and yield curves
observable at commonly quoted intervals, volatilities, prepayment
speeds, loss severities, credit risks, and default rates).
o Inputs that are derived principally from or corroborated by
observable market data by correlation or other means.
o Level 3 - Level 3 inputs are unobservable inputs. Unobservable inputs may
reflect the reporting entity's own assumptions about the assumptions that
market participants would use in pricing the investment.
The inputs or methodology 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 each Fund's investments as of June 30, 2013, is
included with each Fund's Portfolio of Investments.
B. SECURITIES TRANSACTIONS
Securities transactions are recorded as of the trade date. Realized gains and
losses from securities transactions are recorded on the identified cost basis.
C. SECURITIES LENDING
The Funds may lend securities representing up to 33 1/3% of the value of their
total assets to broker-dealers, banks and other institutions to generate
additional income. When a Fund loans its portfolio securities, it will receive,
at the inception of each loan, collateral equal to at least 102% (for domestic
securities) or 105% (for international securities) of the market value of the
loaned securities. The collateral amount is valued at the beginning of each
business day and is compared to the market value of the loaned securities from
the prior business day to determine if additional collateral is required. If
additional collateral is required, a request is sent to the borrower. Securities
lending involves the risk that the Fund may lose money because the borrower of
the Fund's loaned securities fails to return the securities in a timely manner
or at all. The Fund could also lose money in the event of (i) a decline in the
value of the collateral provided for the loaned securities, (ii) a decline in
the value of any investments made with cash collateral or (iii) an increase in
the value of the loaned securities if the borrower does not increase the
collateral accordingly and the borrower fails to return the securities. These
events could also trigger adverse tax consequences for the Fund.
Under the Funds' securities lending agreement, the securities lending agent will
generally bear the risk that a borrower may default on its obligation to return
loaned securities. The Funds, however, will be responsible for the risks
associated with the investment of cash collateral. A Fund may lose money on its
investment of cash collateral, which may affect its ability to repay the
collateral to the borrower without the use of other Fund assets. Each Fund that
engages in securities lending receives compensation (net of any rebate and
securities lending agent fees) for lending its securities in the form of fees or
interest on the investment of any cash received as collateral. The dividend and
interest earned on the securities loaned is accounted for in the same manner as
other dividend and interest income. At June 30, 2013, the Fund had no securities
in the securities lending program.
Page 11
ADDITIONAL INFORMATION
FIRST TRUST EXCHANGE-TRADED FUND VI
JUNE 30, 2013 (UNAUDITED)
LICENSING INFORMATION
NASDAQ(R), OMX(R), NASDAQ OMX(R), NASDAQ Technology Dividend Index(SM) and
NASDAQ Multi-Asset Diversified Income Index(SM) are registered trademarks and
service marks of The NASDAQ OMX Group, Inc. (which with its affiliates is
referred to as the "Corporations") and are licensed for use by First Trust
Advisors L.P. on behalf of the Funds. The Funds have not been passed on by the
Corporations as to their legality or suitability. The Funds are not issued,
endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO
WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUNDS.
Page 12
ITEM 2. CONTROLS AND PROCEDURES.
(a) The registrant's principal executive and principal financial officers, or
persons performing similar functions, have concluded that the
registrant's disclosure controls and procedures (as defined in Rule
30a-3(c) under the Investment Company Act of 1940, as amended (the "1940
Act") (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days
of the filing date of the report that includes the disclosure required by
this paragraph, based on their evaluation of these controls and
procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR
270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities
Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).
(b) There were no changes in the registrant's internal control over financial
reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR
270.30a-3(d)) that occurred during the registrant's last fiscal quarter
that have materially affected, or are reasonably likely to materially
affect, the registrant's internal control over financial reporting.
ITEM 3. EXHIBITS.
Certifications pursuant to Rule 30a-2(a) under the 1940 Act and Section 302 of
the Sarbanes-Oxley Act of 2002 are attached hereto.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the
Investment Company Act of 1940, the registrant has duly caused this report to be
signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant) First Trust Exchange-Traded Fund VI
By (Signature and Title)* /s/ Mark R. Bradley
------------------------------------------------
Mark R. Bradley, President and
Chief Executive Officer
(principal executive officer)
|
Date August 9, 2013
Pursuant to the requirements of the Securities Exchange Act of 1934 and the
Investment Company Act of 1940, this report has been signed below by the
following persons on behalf of the registrant and in the capacities and on the
dates indicated.
By (Signature and Title)* /s/ Mark R. Bradley
------------------------------------------------
Mark R. Bradley, President and
Chief Executive Officer
(principal executive officer)
|
Date August 9, 2013
By (Signature and Title)* /s/ James M. Dykas
------------------------------------------------
James M. Dykas, Treasurer,
Chief Financial Officer and
Chief Accounting Officer
(principal financial officer)
|
Date August 9, 2013
* Print the name and title of each signing officer under his or her signature.
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