# EDGAR Filing Document

**Accession Number:** 0001552740
**File Stem:** 0000940400-26-021765
**Filing Date:** 2026-5
**Character Count:** 47175
**Document Hash:** a26dabd537a525ba7f22fa14de4ad6f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021765.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000940400-26-021765

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND VI
- **CENTRAL INDEX KEY:** 0001552740

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22717
- **FILM NUMBER:** 261032157

**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 Dorsey Wright DALI Equity ETF (Series ID: S000061869)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000200399 | First Trust Dorsey Wright DALI Equity ETF | DALI            |

## Nport-Ex

**First Trust Dorsey Wright DALI Equity ETF (DALI)**

**Portfolio of Investments**

**March 31, 2026 (Unaudited)**

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

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **EXCHANGE-TRADED FUNDS — 99.9%** | **EXCHANGE-TRADED FUNDS — 99.9%** | **EXCHANGE-TRADED FUNDS — 99.9%** |
|  | **Capital Markets (a) — 99.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466959 | &nbsp;&nbsp;&nbsp; First Trust China AlphaDEX<sup>®</sup> <br> Fund | $14634495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218459 | &nbsp;&nbsp;&nbsp; First Trust Developed Markets <br> ex-U.S. AlphaDEX<sup>®</sup> Fund | 18990597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639355 | &nbsp;&nbsp;&nbsp; First Trust Emerging Markets <br> AlphaDEX<sup>®</sup> Fund | 19151048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246689 | &nbsp;&nbsp;&nbsp; First Trust Europe AlphaDEX<sup>®</sup> <br> Fund | 13471686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214421 | &nbsp;&nbsp;&nbsp; First Trust Eurozone <br> AlphaDEX<sup>®</sup> ETF | 13351996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211736 | &nbsp;&nbsp;&nbsp; First Trust Germany <br> AlphaDEX<sup>®</sup> Fund | 12707950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263149 | &nbsp;&nbsp;&nbsp; First Trust United Kingdom <br> AlphaDEX<sup>®</sup> Fund | 13252579 |
|  | **Total Exchange-Traded Funds** | 105560351 |
|  | (Cost $112,954,178) |  |
| **MONEY MARKET FUNDS — 0.1%** | **MONEY MARKET FUNDS — 0.1%** | **MONEY MARKET FUNDS — 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152120 | &nbsp;&nbsp;&nbsp; Dreyfus Government Cash <br> Management Fund, <br> Institutional Shares - <br> 3.53% (b) | 152120 |
|  | (Cost $152,120) |  |
|  | **Total Investments — 100.0%** | 105712471 |
|  | (Cost $113,106,298) |  |
|  | **Net Other Assets and** <br> **Liabilities — (0.0)%** | (27890)<br>|
|  | **Net Assets — 100.0%** | $105684581 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents investments in affiliated funds.

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

------

**Valuation Inputs**

A summary of the inputs used to value the Fund's investments as of March 31, 2026 is as follows (see Valuation Inputs in the Additional Information section):

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total** <br>**Value at** <br>**3/31/2026**<br>| **Level 1** <br>**Quoted** <br>**Prices**<br>| **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| &nbsp;&nbsp; Exchange-Traded <br> Funds\*<br>| $105560351 | &nbsp;&nbsp; $105560351 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| Money Market Funds | 152120 | &nbsp;&nbsp; 152120 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total Investments | $105712471 | &nbsp;&nbsp; $105712471 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

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

\* See Portfolio of Investments for industry breakout.

------

**First Trust Dorsey Wright DALI Equity ETF (DALI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

------

**Affiliated Transactions**

Amounts relating to investments in affiliated funds at March 31, 2026, and for the fiscal year-to-date period (January 1, 2026 to March 31, 2026) are as follows:

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Security Name | Shares at <br>3/31/2026<br>| Value at <br>12/31/2025<br>| Purchases | Sales | Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Realized <br>Gain <br>(Loss)<br>| Value at <br>3/31/2026<br>| Dividend <br>Income<br>|
| &nbsp;&nbsp;&nbsp; First Trust China <br> AlphaDEX<sup>®</sup> Fund<br>| 466959 | $— | $16384088 | $(1009402)<br>| $(738290)<br>| $(1901)<br>| $14634495 | $— |
| &nbsp;&nbsp;&nbsp; First Trust Developed <br> Markets ex-<br> U.S. AlphaDEX<sup>®</sup> <br> Fund<br>| 218459 |  | 21779398 | (1313066)<br>| (1444602)<br>| (31133)<br>| 18990597 | 72243 |
| &nbsp;&nbsp;&nbsp; First Trust Dow Jones <br> Internet Index Fund<br>|  | 15059544 | 14989040 | (28210509)<br>| (4404633)<br>| 2566558 |  |  |
| &nbsp;&nbsp;&nbsp; First Trust Emerging <br> Markets AlphaDEX<sup>®</sup> <br> Fund<br>| 639355 |  | 20848220 | (1277005)<br>| (410193)<br>| (9974)<br>| 19151048 | 21636 |
| &nbsp;&nbsp;&nbsp; First Trust Europe <br> AlphaDEX<sup>®</sup> Fund<br>| 246689 |  | 15198716 | (910572)<br>| (788839)<br>| (27619)<br>| 13471686 | 19045 |
| &nbsp;&nbsp;&nbsp; First Trust Eurozone <br> AlphaDEX<sup>®</sup> ETF<br>| 214421 |  | 15077758 | (904360)<br>| (795171)<br>| (26231)<br>| 13351996 | 2976 |
| &nbsp;&nbsp;&nbsp; First Trust Financials <br> AlphaDEX<sup>®</sup> Fund<br>|  | 15419787 | 16258750 | (31623267)<br>| (1097823)<br>| 1042553 |  |  |
| &nbsp;&nbsp;&nbsp; First Trust Germany <br> AlphaDEX<sup>®</sup> Fund<br>| 211736 |  | 15597398 | (892711)<br>| (1926662)<br>| (70075)<br>| 12707950 |  |
| &nbsp;&nbsp;&nbsp; First Trust Indxx <br> Aerospace Defense <br> ETF<br>|  | 16028792 | 16160175 | (34423109)<br>| (306199)<br>| 2540341 |  |  |
| &nbsp;&nbsp;&nbsp; First Trust Large Cap <br> Growth AlphaDEX<sup>®</sup> <br> Fund<br>|  | 20405799 | 21639274 | (42578219)<br>| (6454723)<br>| 6987869 |  |  |
| &nbsp;&nbsp;&nbsp; First Trust Nasdaq <br> Semiconductor ETF<br>|  | 14826930 | 17391302 | (35237538)<br>| (1018629)<br>| 4037935 |  |  |
| &nbsp;&nbsp;&nbsp; First Trust NYSE Arca <br> Biotechnology Index <br> Fund<br>|  |  | 29626748 | (28968971)<br>|  | (657777)<br>|  |  |
| &nbsp;&nbsp;&nbsp; First Trust Small Cap <br> Growth AlphaDEX<sup>®</sup> <br> Fund<br>|  | 20795644 | 21899318 | (43844377)<br>| (7712401)<br>| 8861816 |  |  |
| &nbsp;&nbsp;&nbsp; First Trust United <br> Kingdom <br> AlphaDEX<sup>®</sup> Fund<br>| 263149 |  | 15499252 | (916510)<br>| (1290070)<br>| (40093)<br>| 13252579 | 41831 |
| &nbsp;&nbsp;&nbsp; First Trust Utilities <br> AlphaDEX<sup>®</sup> Fund<br>|  | 15321809 | 2491472 | (18082795)<br>| (1277889)<br>| 1547403 |  |  |
|  |  | $117858305 | $260840909 | $(270192411)<br>| $(29666124)<br>| $26719672 | $105560351 | $157731 |

---

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments**

**March 31, 2026 (Unaudited)**

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

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS — 97.3%** | **COMMON STOCKS — 97.3%** | **COMMON STOCKS — 97.3%** |
|  | **Aerospace & Defense — 1.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3014 | Leonardo DRS, Inc. (a) | $134183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7781 | StandardAero, Inc. (a) (b) | 200983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 781 | V2X, Inc. (b) | 53499 |
|  |  | 388665 |
|  | **Air Freight & Logistics — 0.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4542 | ZTO Express Cayman, Inc., ADR | 114322 |
|  | **Banks — 3.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428 | Coastal Financial Corp. (b) | 32571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 973 | Credicorp Ltd. (a) | 330022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 747 | FB Financial Corp. | 38799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1278 | First Busey Corp. | 32295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1925 | First Financial Bankshares, Inc. | 56691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2220 | ING Groep N.V., ADR | 57831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358 | Nicolet Bankshares, Inc. | 53206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1236 | UMB Financial Corp. | 139409 |
|  |  | 740824 |
|  | **Biotechnology — 1.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4599 | Catalyst Pharmaceuticals, Inc. (a) (b) | 113871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1281 | Immunocore Holdings PLC, ADR (b) | 38622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3546 | Immunovant, Inc. (b) | 88083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2206 | KalVista Pharmaceuticals, Inc. (b) | 44407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 | Scholar Rock Holding Corp. (b) | 25022 |
|  |  | 310005 |
|  | **Broadline Retail — 1.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5270 | Etsy, Inc. (a) (b) | 263395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5870 | Vipshop Holdings Ltd., ADR | 92276 |
|  |  | 355671 |
|  | **Building Products — 0.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 733 | Modine Manufacturing Co. (b) | 158848 |
|  | **Capital Markets — 5.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3268 | Etoro Group Ltd., Class A (b) | 98138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3766 | Federated Hermes, Inc. (a) | 213570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2501 | Futu Holdings Ltd., ADR (a) (b) | 342037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1713 | Hamilton Lane, Inc., Class A | 170272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1419 | Marex Group PLC | 63259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1338 | MarketAxess Holdings, Inc. (a) | 220743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 822 | Miami International Holdings, Inc. (b) | 31992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2626 | Moelis & Co., Class A | 149682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2275 | Patria Investments Ltd., Class A | 28665 |
|  |  | 1318358 |
|  | **Chemicals — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 | NewMarket Corp. | 58326 |
|  | **Commercial Services & Supplies — 1.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5436 | Montrose Environmental Group, Inc. (a) (b) | 118994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4054 | OPENLANE, Inc. (a) (b) | 118174 |
|  |  | 237168 |
|  | **Communications Equipment — 1.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 | Lumentum Holdings, Inc. (b) | 100495 |

---

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Communications Equipment (Continued)**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3801 | NetScout Systems, Inc. (a) (b) | $120834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18390 | Telefonaktiebolaget LM Ericsson, ADR (a) | 207255 |
|  |  | 428584 |
|  | **Construction & Engineering — 7.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3805 | AECOM (a) | 322740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1024 | Argan, Inc. (a) | 557721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277 | Everus Construction Group, Inc. (b) | 32703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1268 | MasTec, Inc. (a) (b) | 407966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670 | Sterling Infrastructure, Inc. (a) (b) | 272871 |
|  |  | 1594001 |
|  | **Construction Materials — 0.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1162 | Knife River Corp. (b) | 94877 |
|  | **Consumer Finance — 2.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300 | Bread Financial Holdings, Inc. | 22467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384 | Dave, Inc. (b) | 66851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 | Encore Capital Group, Inc. (b) | 26015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1335 | FirstCash Holdings, Inc. (a) | 250980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 848 | LendingTree, Inc. (b) | 36362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518 | Nelnet, Inc., Class A | 66801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2382 | NerdWallet, Inc., Class A (b) | 24725 |
|  |  | 494201 |
|  | **Consumer Staples Distribution & Retail — 1.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 | Casey's General Stores, Inc. | 28386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7482 | Maplebear, Inc. (a) (b) | 280276 |
|  |  | 308662 |
|  | **Containers & Packaging — 0.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 789 | Crown Holdings, Inc. | 79097 |
|  | **Distributors — 0.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 | GigaCloud Technology, Inc., Class A (b) | 91894 |
|  | **Diversified Consumer Services — 2.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2182 | Frontdoor, Inc. (a) (b) | 115341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1583 | OneSpaWorld Holdings Ltd. | 36330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3824 | Perdoceo Education Corp. (a) | 142291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2520 | Stride, Inc. (a) (b) | 222188 |
|  |  | 516150 |
|  | **Electric Utilities — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1036 | Portland General Electric Co. | 54670 |
|  | **Electrical Equipment — 0.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6654 | Sunrun, Inc. (b) | 90228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304 | Vertiv Holdings Co., Class A | 76177 |
|  |  | 166405 |
|  | **Electronic Equipment, Instruments & Components — 0.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662 | Belden, Inc. | 76018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1708 | ScanSource, Inc. (b) | 62000 |
|  |  | 138018 |
|  | **Energy Equipment & Services — 2.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2754 | Archrock, Inc. | 95839 |

---

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Energy Equipment & Services (Continued)**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2095 | Select Water Solutions, Inc. | $32053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2705 | TechnipFMC PLC (a) | 186997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2361 | Tenaris S.A., ADR | 137363 |
|  |  | 452252 |
|  | **Entertainment — 0.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13799 | Tencent Music Entertainment Group, ADR (a) | 128055 |
|  | **Financial Services — 2.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357 | Euronet Worldwide, Inc. (b) | 23694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1131 | EVERTEC, Inc. | 31917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 | MGIC Investment Corp. | 4961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2777 | Radian Group, Inc. | 91863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2415 | Sezzle, Inc. (a) (b) | 152846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29681 | Western Union (The) Co. (a) | 259115 |
|  |  | 564396 |
|  | **Food Products — 0.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2264 | Cal-Maine Foods, Inc. (a) | 179196 |
|  | **Gas Utilities — 0.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 | Spire, Inc. | 22092 |
|  | **Health Care Equipment & Supplies — 1.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1254 | Globus Medical, Inc., Class A (b) | 108045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356 | Lantheus Holdings, Inc. (b) | 102853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321 | LeMaitre Vascular, Inc. | 35043 |
|  |  | 245941 |
|  | **Health Care Providers & Services — 1.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1247 | Castle Biosciences, Inc. (b) | 30614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2708 | Encompass Health Corp. (a) | 261945 |
|  |  | 292559 |
|  | **Health Care REITs — 1.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606 | CareTrust REIT, Inc. | 22210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10101 | Healthcare Realty Trust, Inc. (a) | 171616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3257 | Omega Healthcare Investors, Inc. (a) | 142722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2858 | Sabra Health Care REIT, Inc. | 54959 |
|  |  | 391507 |
|  | **Health Care Technology — 1.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2053 | Veeva Systems, Inc., Class A (a) (b) | 360630 |
|  | **Hotels, Restaurants & Leisure — 3.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2699 | Monarch Casino & Resort, Inc. (a) | 258024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1814 | Texas Roadhouse, Inc. (a) | 299564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1939 | Travel + Leisure Co. (a) | 134160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 683 | Viking Holdings Ltd. (b) | 50187 |
|  |  | 741935 |
|  | **Independent Power and Renewable Electricity Producers — 0.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1323 | Ormat Technologies, Inc. | 148070 |
|  | **Industrial REITs — 0.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2935 | STAG Industrial, Inc. (a) | 105836 |
|  | **Insurance — 5.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3062 | Accelerant Holdings, Class A (b) | 40908 |

---

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Insurance (Continued)**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 656 | Axis Capital Holdings Ltd. | $66525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1582 | CNO Financial Group, Inc. | 64957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342 | Hanover Insurance Group (The), Inc. | 59286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514 | HCI Group, Inc. | 79470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1459 | Horace Mann Educators Corp. | 62270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 | Kinsale Capital Group, Inc. | 64915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 967 | Reinsurance Group of America, Inc. (a) | 197423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829 | RenaissanceRe Holdings Ltd. (a) | 246404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1882 | RLI Corp. | 107349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4246 | SiriusPoint Ltd. (b) | 91459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1214 | Skyward Specialty Insurance Group, Inc. (b) | 53027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2702 | Slide Insurance Holdings, Inc. (b) | 48636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1360 | Sun Life Financial, Inc. | 85082 |
|  |  | 1267711 |
|  | **Interactive Media & Services — 0.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2346 | Cargurus, Inc. (b) | 79881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2062 | EverQuote, Inc., Class A (b) | 31796 |
|  |  | 111677 |
|  | **Leisure Products — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4766 | Callaway Golf Co. (b) | 66152 |
|  | **Life Sciences Tools & Services — 0.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1005 | Illumina, Inc. (a) (b) | 123876 |
|  | **Machinery — 1.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1665 | Atmus Filtration Technologies, Inc. | 94522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 983 | Blue Bird Corp. (b) | 55825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 619 | Helios Technologies, Inc. | 40055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556 | Toro (The) Co. | 51953 |
|  |  | 242355 |
|  | **Marine Transportation — 0.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401 | Genco Shipping & Trading Ltd. | 9043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7120 | ZIM Integrated Shipping Services Ltd. (a) | 187612 |
|  |  | 196655 |
|  | **Media — 0.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5859 | Magnite, Inc. (b) | 69605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414 | Nexstar Media Group, Inc. | 74864 |
|  |  | 144469 |
|  | **Metals & Mining — 4.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3234 | Constellium SE (b) | 79492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17147 | Fortuna Mining Corp. (a) (b) | 170270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6011 | IAMGOLD Corp. (b) | 113127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2013 | Southern Copper Corp. (a) | 346357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414 | Teck Resources Ltd., Class B | 21424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2051 | Warrior Met Coal, Inc. (a) | 191050 |
|  |  | 921720 |
|  | **Mortgage REITs — 0.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2592 | Apollo Commercial Real Estate Finance, Inc. | 27372 |

---

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Mortgage REITs (Continued)**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3236 | Blackstone Mortgage Trust, Inc., Class A | $61969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2822 | MFA Financial, Inc. | 27035 |
|  |  | 116376 |
|  | **Office REITs — 0.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5027 | Kilroy Realty Corp. | 141811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1120 | SL Green Realty Corp. | 41373 |
|  |  | 183184 |
|  | **Oil, Gas & Consumable Fuels — 8.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1107 | BP PLC, ADR | 52029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2408 | Calumet, Inc. (b) | 86447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4674 | CNX Resources Corp. (a) (b) | 180183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4350 | CVR Energy, Inc. (a) (b) | 146377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4684 | DHT Holdings, Inc. | 85577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4512 | Dorian LPG Ltd. (a) | 154310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618 | Gulfport Energy Corp. (b) | 130750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 918 | International Seaways, Inc. | 66904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4990 | Magnolia Oil & Gas Corp., Class A | 157534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2413 | Ovintiv, Inc. | 143236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3784 | Permian Resources Corp., Class A | 80675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2454 | Petroleo Brasileiro S.A. - Petrobras, ADR | 50921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3831 | Scorpio Tankers, Inc. (a) | 286022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2324 | Teekay Tankers Ltd., Class A (a) | 170396 |
|  |  | 1791361 |
|  | **Passenger Airlines — 0.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 771 | Copa Holdings S.A., Class A | 87593 |
|  | **Personal Care Products — 0.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3065 | BellRing Brands, Inc. (b) | 49316 |
|  | **Pharmaceuticals — 2.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010 | ANI Pharmaceuticals, Inc. (b) | 77669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1982 | AstraZeneca PLC (a) | 390890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141 | Novartis AG, ADR (a) | 21538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1677 | Pacira BioSciences, Inc. (b) | 37900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1936 | Royalty Pharma PLC, Class A | 92870 |
|  |  | 620867 |
|  | **Professional Services — 2.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4393 | ExlService Holdings, Inc. (b) | 133767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1011 | Exponent, Inc. | 65968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4800 | Genpact Ltd. (a) | 178800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1173 | Korn Ferry | 73840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1082 | Maximus, Inc. | 69356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7089 | Upwork, Inc. (a) (b) | 77696 |
|  |  | 599427 |
|  | **Real Estate Management & Development — 1.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1193 | Jones Lang LaSalle, Inc. (a) (b) | 363054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3140 | Newmark Group, Inc., Class A | 47068 |
|  |  | 410122 |
|  | **Retail REITs — 0.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1924 | Urban Edge Properties | 38441 |

---

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Semiconductors & Semiconductor Equipment — 2.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751 | Ambarella, Inc. (b) | $38658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5859 | Amkor Technology, Inc. (a) | 263831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2240 | Credo Technology Group Holding Ltd. (a) (b) | 210269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525 | MKS, Inc. | 120650 |
|  |  | 633408 |
|  | **Software — 7.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1869 | ACI Worldwide, Inc. (b) | 76648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955 | Alarm.com Holdings, Inc. (b) | 41246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291 | Atlassian Corp., Class A (b) | 19861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1128 | Blackbaud, Inc. (b) | 43552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6167 | Box, Inc., Class A (b) | 145788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2477 | Check Point Software Technologies Ltd. (a) (b) | 353840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5020 | Clear Secure, Inc., Class A (a) | 243018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4081 | Dropbox, Inc., Class A (a) (b) | 92720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7671 | Freshworks, Inc., Class A (a) (b) | 61598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4508 | Pegasystems, Inc. (a) | 191861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4719 | Samsara, Inc., Class A (b) | 149545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2388 | Workiva, Inc. (b) | 142396 |
|  |  | 1562073 |
|  | **Specialized REITs — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2709 | Outfront Media, Inc. | 71788 |
|  | **Specialty Retail — 2.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4081 | Advance Auto Parts, Inc. (a) | 215273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436 | Murphy USA, Inc. (a) | 215371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 961 | National Vision Holdings, Inc. (b) | 24890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1712 | Upbound Group, Inc. | 30901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2077 | Victoria's Secret & Co. (b) | 96290 |
|  |  | 582725 |
|  | **Textiles, Apparel & Luxury Goods — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3849 | Wolverine World Wide, Inc. | 62816 |
|  | **Trading Companies & Distributors — 1.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 733 | Applied Industrial Technologies, Inc. (a) | 194480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1053 | Boise Cascade Co. | 79870 |
|  |  | 274350 |
|  | **Transportation Infrastructure — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 | Grupo Aeroportuario del Pacifico S.A.B. de C.V., ADR | 57027 |
|  | **Wireless Telecommunication Services — 0.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 927 | America Movil S.A.B. de C.V., ADR | 23620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2092 | Millicom International Cellular S.A. (a) | 156774 |
|  |  | 180394 |
|  | **Total Common Stocks** | 21677098 |
|  | (Cost $21,408,637) |  |
| **MONEY MARKET FUNDS — 4.3%** | **MONEY MARKET FUNDS — 4.3%** | **MONEY MARKET FUNDS — 4.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 967666 | Dreyfus Government Cash Management Fund, Institutional Shares - 3.53% (c) | 967666 |
|  | (Cost $967,666) |  |
|  | **Total Investments — 101.6%** | 22644764 |
|  | (Cost $22,376,303) |  |

---

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

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of** <br>**Contracts**<br>| **Description** | **Notional** <br>**Amount**<br>| **Exercise** <br>**Price**<br>| **Expiration** <br>**Date**<br>| **Value** |
| **WRITTEN OPTIONS — (1.6)%** | **WRITTEN OPTIONS — (1.6)%** | **WRITTEN OPTIONS — (1.6)%** | **WRITTEN OPTIONS — (1.6)%** | **WRITTEN OPTIONS — (1.6)%** | **WRITTEN OPTIONS — (1.6)%** |
|  | **Call Options Written — (1.6)%** | **Call Options Written — (1.6)%** | **Call Options Written — (1.6)%** | **Call Options Written — (1.6)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131) | iShares Russell 2000 ETF | $(3248800)<br>| $250.00 | 04/17/26 | $(72443)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120) | iShares Russell 2000 ETF | (2976000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251.00 | 04/17/26 | (62520)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135) | iShares Russell 2000 ETF | (3348000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252.00 | 04/17/26 | (63720)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120) | iShares Russell 2000 ETF | (2976000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253.00 | 04/17/26 | (51480)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (130) | iShares Russell 2000 ETF | (3224000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251.00 | 05/15/26 | (113230)<br>|
|  | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | (363393)<br>|
|  | (Premiums received $442,141) | (Premiums received $442,141) | (Premiums received $442,141) | (Premiums received $442,141) |  |
|  | **Net Other Assets and Liabilities — 0.0%** | **Net Other Assets and Liabilities — 0.0%** | **Net Other Assets and Liabilities — 0.0%** | **Net Other Assets and Liabilities — 0.0%** | 7979 |
|  | **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | $22289350 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) All or a portion of this security is pledged as collateral for the options written.
 At March 31, 2026, the value of these securities amounts to $6,227,126.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Non-income producing security.

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

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

Abbreviations throughout the Portfolio of Investments: <br> ADR – American Depositary Receipt <br> REITs – Real Estate Investment Trusts

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

------

**Valuation Inputs**

A summary of the inputs used to value the Fund's investments as of March 31, 2026 is as follows (see Valuation Inputs in the Additional Information section):

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** |
|  | **Total** <br>**Value at** <br>**3/31/2026**<br>| &nbsp;&nbsp;&nbsp; **Level 1** <br>**Quoted** <br>**Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| Common Stocks\* | &nbsp;&nbsp; $21677098 | &nbsp;&nbsp;&nbsp;&nbsp; $21677098 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| Money Market Funds | &nbsp;&nbsp; 967666 | &nbsp;&nbsp;&nbsp;&nbsp; 967666 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp; $22644764 | &nbsp;&nbsp;&nbsp;&nbsp; $22644764 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** |
|  | **Total** <br>**Value at** <br>**3/31/2026**<br>| &nbsp;&nbsp;&nbsp; **Level 1** <br>**Quoted** <br>**Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| Written Options | &nbsp;&nbsp; $(363393)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(363393)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

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

\* See Portfolio of Investments for industry breakout.

------

**First Trust Exchange-Traded Fund VI**

**Additional Information**

**March 31, 2026 (Unaudited)**

**Valuation Inputs**

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:

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

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

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

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

**Licensing Information**

Nasdaq<sup>®</sup> and Nasdaq Dorsey Wright DALI Equity<sup>TM</sup> Index are registered trademarks and service marks of Nasdaq, Inc. (together with its affiliates hereinafter referred to as the "Corporations") and are licensed for use by First Trust. The Fund has not been passed on by the Corporations as to its legality or suitability. The Fund is not issued, endorsed, sold or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUND.

------

## 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 VI

- **b. Investment Company Act file number:** 811-22717

- **c. CIK number of Registrant:** 0001552740

- **d. LEI of Registrant:** 549300ZLB3EUU3H8NE60

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

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

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

- **a. Name of Series:** First Trust Dorsey Wright DALI Equity ETF

- **b. EDGAR series identifier (if any):** S000061869

- **c. LEI of Series:** 549300VKM0HG3DGERT15

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

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

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $105712727.82

**Total Liabilities:** $28146.41

**Net Assets:** $105684581.41

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200399 | 4.62%                | 1.23%                | -8.63%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2468490.52              | $2835160.25                                |
| Month 2  | $24538701.79             | $-22267638.14                              |
| Month 3  | $-287519.83              | $-10233646.12                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| First Trust Exchange-Traded AlphaDEX Fund II | First Trust Eurozone AlphaDEX ETF                   | CUSIP: 33737J505<br>LEI: 549300K49WGSLDHLM846 | Long             | EC               | RF                | US        |    214421 | NS      | $13351995.67  | 12.63%            |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange-Traded AlphaDEX Fund II | First Trust United Kingdom AlphaDEX Fund            | CUSIP: 33737J224<br>LEI: 549300K2MYPIP58XVJ75 | Long             | EC               | RF                | US        |    263149 | NS      | $13252578.36  | 12.54%            |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange-Traded AlphaDEX Fund II | First Trust Germany AlphaDEX Fund                   | CUSIP: 33737J190<br>LEI: 549300RQS253ACGNJL98 | Long             | EC               | RF                | US        |    211736 | NS      | $12707950.07  | 12.02%            |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange-Traded AlphaDEX Fund II | First Trust China AlphaDEX Fund                     | CUSIP: 33737J141<br>LEI: 549300X7CFZMNE2POE32 | Long             | EC               | RF                | US        |    466959 | NS      | $14634495.06  | 13.85%            |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange-Traded AlphaDEX Fund II | First Trust Developed Markets ex-US AlphaDEX Fund   | CUSIP: 33737J174<br>LEI: 549300SVX2E7BU0PDC63 | Long             | EC               | RF                | US        |    218459 | NS      | $18990597.18  | 17.97%            |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange-Traded AlphaDEX Fund II | First Trust Emerging Markets AlphaDEX Fund          | CUSIP: 33737J182<br>LEI: 54930075W3FUHU1JJG48 | Long             | EC               | RF                | US        |    639355 | NS      | $19151047.86  | 18.12%            |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange-Traded AlphaDEX Fund II | First Trust Europe AlphaDEX Fund                    | CUSIP: 33737J117<br>LEI: 5493000IHJBNPZO0TC53 | Long             | EC               | RF                | US        |    246689 | NS      | $13471686.29  | 12.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management Funds     | Dreyfus Government Cash Management Funds SH BEN INT | CUSIP: 262006208<br>LEI: 549300F7IDB6WRO7VJ11 | Long             | STIV             | RF                | US        |    152120 | NS      | $152120.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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