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CHAPMAN AND CUTLER LLP 111 WEST MONROE STREET
CHICAGO, ILLINOIS 60603
August 28, 2018
VIA EDGAR CORRESPONDENCE
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Frank A. Buda
United States Securities and Exchange Commission
100 F Street, N.E.
Washington, D.C. 20549
Re: First Trust Exchange-Traded Fund VI
(Registration Nos. 333-182308 and 811-22717)
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Dear Mr. Buda:
This letter responds to your comments, provided by telephone on July 25,
2018, regarding the registration statement filed on Form N-1A for First Trust
Exchange-Traded VI (the "Trust") with the Securities and Exchange Commission
(the "Commission") on June 14, 2018 (the "Registration Statement"). The
Registration Statement relates to the First Trust Dorsey Wright Momentum &
Dividend ETF (the "Fund"), a series of the Trust. Capitalized terms used herein,
but not otherwise defined, have the meanings ascribed to them in the
Registration Statement. A revised prospectus incorporating the Commission's
comments is set forth on Exhibit A.
COMMENT 1 - INVESTMENT OBJECTIVE
Please confirm that the name of the Index is correct.
RESPONSE TO COMMENT 1
Pursuant to the Commission's request, the name of the Index has been
revised to "Dorsey Wright Momentum Plus Dividend Yield Index."
COMMENT 2 - FEES AND EXPENSES OF THE FUND
Please provide a completed fee table and expense example at least five
days prior to effectiveness of the Registration Statement.
RESPONSE TO COMMENT 2
Pursuant to the Commission's request, the Fund has provided a completed
fee table and expense example, as set forth in its prospectus on Exhibit A.
COMMENT 3 - FEES AND EXPENSES OF THE FUND
Please delete Footnote #1 to the Annual Fund Operating Expenses table
regarding the possible future imposition of 12b-1 fees. Please also delete the
reference to the imposition of 12b-1 fees in the narrative to the expense
example and do not include the 12b-1 fee in the calculation of the expense
example.
RESPONSE TO COMMENT 3
Pursuant to the Commission's request, the Fund has made the requested
revisions, as set forth in its prospectus on Exhibit A.
COMMENT 4 - PRINCIPAL INVESTMENT STRATEGIES
The first sentence of the second paragraph of the section entitled
"Principal Investment Strategies" contains the following disclosure:
The Index is a rules-based equity index designed to track the
overall performance of the 50 stocks with the highest dividend yield
comprising the NASDAQ US Mid Large Index ... (emphasis added)
Please confirm that referenced index is correct or revise the disclosure
accordingly.
RESPONSE TO COMMENT 4
Pursuant to the Commission's request, all references to the "NASDAQ US Mid
Large Index" have been revised to "NASDAQ US Large Mid Index."
COMMENT 5 - PRINCIPAL INVESTMENT STRATEGIES
Please revise the disclosure to contain additional detail regarding the
momentum portion of the Fund's strategy in plain English.
RESPONSE TO COMMENT 5
Pursuant to the Commission's request, the section entitled "Principal
Investment Strategies" has been revised as set forth on Exhibit A.
COMMENT 6 - PRINCIPAL INVESTMENT STRATEGIES
The first sentence of the second paragraph of the section entitled
"Principal Investment Strategies" contains disclosure requiring securities
included in the Index to possess "high levels of relative strength." Please
revise the disclosure to clarify the minimum level of relative strength that a
security must possess in order to qualify for inclusion in the Index. Please
include any objective cut-offs or screens that are applied in making this
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determination. For instance, does the Fund only choose from securities within
the top 50% of relative strength or from the 100 securities that exhibit the
highest levels of relative strength?
RESPONSE TO COMMENT 6
Pursuant to the Commission's request, the section entitled "Principal
Investment Strategies" has been revised as set forth on Exhibit A.
COMMENT 7 - PRINCIPAL INVESTMENT STRATEGIES
Please confirm that the calculations relating to the Index's use of point
and figure charting will only result in changes to the Index constituents
quarterly. If such calculations may result in changes more frequently, please
revise the disclosure to clarify how often such changes occur. If the Index may
change more frequently than quarterly, please revise the disclosure to contain
additional detail regarding this frequent trading strategy and any corresponding
risks.
RESPONSE TO COMMENT 7
The Fund confirms that the calculations relating to the Index's use of
point and figure charting will only result in changes to the Index constituents
quarterly.
COMMENT 8 - PRINCIPAL INVESTMENT STRATEGIES
Please revise the penultimate sentence of the second paragraph to clarify
that the securities selected by the Index are selected from the sub-set of
eligible securities from the NASDAQ US [Large Mid] Index that exhibit the
highest levels of dividend yield, while still maintaining the required levels of
relative strength.
RESPONSE TO COMMENT 8
Pursuant to the Commission's request, the section entitled "Principal
Investment Strategies" has been revised as set forth on Exhibit A.
COMMENT 9 - PRINCIPAL INVESTMENT STRATEGIES
Please revise the disclosure to provide additional details or explanation
regarding how securities are weighted in the Index.
RESPONSE TO COMMENT 9
Pursuant to the Commission's request, the section entitled "Principal
Investment Strategies" has been revised as set forth on Exhibit A.
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COMMENT 10 - PRINCIPAL INVESTMENT STRATEGIES
Please revise the final sentence of the third paragraph to disclose the
industry or industries, rather than sector(s), to which the Fund has significant
exposure. If necessary, please revise the section entitled "Principal Risks" to
contain corresponding risk disclosure related to any industries to which the
Fund has significant exposure.
Additionally, please supplementally confirm that the disclosure regarding
the Index's "significant exposure" to an industry or industries is not meant to
imply that the Index is concentrated in such industry or industries.
RESPONSE TO COMMENT 10
Pursuant to the Commission's request, the section entitled "Principal
Investment Strategies" has been revised as set forth on Exhibit A. The Fund
notes that this disclosure does not directly relate to the Fund's concentration
in an industry or group of industries but rather its exposure to companies with
common characteristics that constitute a principal risk to the Fund. This may
include companies incorporated or headquartered in a specific country or
geographic region or companies comprising a certain market sector or industry.
COMMENT 11 - PRINCIPAL RISKS
"Portfolio Turnover Risk" contains the following disclosure:
The Fund's strategy may frequently involve buying and selling
portfolio securities to rebalance the Fund's exposure to various
market sectors. (emphasis added)
Given the Fund's contemplated replication strategy, will the Fund
generally only make these changes in response to changes in the Index or will it
make these changes at other times?
RESPONSE TO COMMENT 11
Pursuant to the Commission's request, the referenced disclosure has been
revised as follows:
The Fund's strategy may frequently involve buying and selling
portfolio securities in accordance with its principal investment
strategy.
Supplementally, the Fund confirms that it presently expects to only make
these changes in response to changes in the Index.
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COMMENT 12 - ANNUAL TOTAL RETURN
Since the Fund utilizes a fiscal year other than the calendar year, please
provide returns as of the most recent quarter end in a footnote to the graph
displaying the Fund's calendar year total returns.
RESPONSE TO COMMENT 12
Pursuant to the Commission's request, the following disclosure has been
added as a footnote to the Calendar Year Total Returns table.
(1) The Fund's calendar year-to-date total return based on net asset
value for the period 12/31/17 to 06/30/18 was -2.30%.
COMMENT 13 - AVERAGE ANNUAL RETURN
Please revise the Average Annual Total Returns table to include
performance information for the Fund's previous index, the Richard Bernstein
Advisors Quality Income Index.
RESPONSE TO COMMENT 13
Pursuant to the Commission's request, the Average Annual Total Returns
table has been revised to include performance information for the the Richard
Bernstein Advisors Quality Income Index.
COMMENT 14 - ADDITIONAL INFORMATION ON THE FUND'S INVESTMENT OBJECTIVES AND
STRATEGIES
The information required by Item 4 of Form N-1A is intended to be a
summary of the more fulsome disclosure required by Item 9. Please revise
according to the disclosure regime adopted by the Commission.
RESPONSE TO COMMENT 14
The Fund respectfully declines to revise the disclosure. The Fund's
principal investment strategy is disclosed in Item 4. To the extent there is
additional detail about the Fund's principal investment strategy that is not
summarized in Item 4, but which is responsive to Item 9, the Fund has disclosed
such detail in the Item 9 disclosure. In accordance with General Instruction
C.3(a) of Form N-1A, which states that "information that is included in response
to Items 2 through 8 need not be repeated elsewhere in the prospectus," the Fund
respectfully declines to revise the Item 9 disclosure to repeat the Fund's
principal investment strategy as requested.
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COMMENT 15 - ADDITIONAL INFORMATION ON THE FUND'S INVESTMENT OBJECTIVES AND
STRATEGIES
Please revise the disclosure to ensure that all risks disclosed in Item 4
are also disclosed in more detail in the Item 9 risk disclosure.
RESPONSE TO COMMENT 15
Pursuant to the Commission's request, the Fund has revised the disclosure
so that all risks disclosed in Item 4 are also disclosed Item 9.
COMMENT 16 - ADDITIONAL RISKS OF INVESTING IN THE FUND
Please revise the penultimate sentence of "Borrowing and Leverage Risk" to
clarify that the Fund will be required to maintain 300% asset coverage at all
times.
RESPONSE TO COMMENT 16
Pursuant to the Commission's request, "Borrowing and Leverage Risk" has
been revised as follows:
BORROWING AND LEVERAGE RISK. If the Fund borrows money, it must pay
interest and other fees, which may reduce the Fund's returns. Any
such borrowings are intended to be temporary. However, under certain
market conditions, including periods of low demand or decreased
liquidity, such borrowings might be outstanding for longer periods
of time. As prescribed by the 1940 Act, the Fund will be required to
maintain specified asset coverage of at least 300% with respect to
any bank borrowing immediately following such borrowing and at all
times thereafter. The Fund may be required to dispose of assets on
unfavorable terms if market fluctuations or other factors reduce the
Fund's asset coverage to less than the prescribed amount.
COMMENT 17 - HOW TO BUY AND SELL SHARES
Please revise the disclosure to specify what the IOPV calculation includes
and does not include. For example, does the IOPV include operating fees and
other accruals?
RESPONSE TO COMMENT 17
Pursuant to the Commission's request, the second sentence of the second
paragraph of the section entitled "How to Buy and Sell Shares - Share Trading
Prices" has been revised as set forth below:
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The IOPV is based on the current market value of the securities or
other assets and/or cash required to be deposited in exchange for a
Creation Unit and includes any expenses of the Fund.
COMMENT 18 - FEDERAL TAX MATTERS
The sub-section entitled "Treatment of Fund Expenses" contains the
following disclosure:
Expenses incurred and deducted by the Funds will generally not be
treated as income taxable to you. In some cases, however, you may be
required to treat your portion of these Fund expenses as income.
(emphasis added)
Please confirm whether this disclosure is accurate for an exchange-traded
fund. If not, please remove.
RESPONSE TO COMMENT 18
Pursuant to the Commission's request, the referenced disclosure has been
deleted.
COMMENT 19 - PREMIUM/DISCOUNT INFORMATION
To the extent that the Fund experienced any days where its bid/ask
midpoint was greater than 2.00% above or below the Fund's net asset value,
please consider revising the final range so as to provide more specific
information regarding the size of the premium or discount. For example, the Fund
may revise the final range so that it is 2.00 - 2.49%.
RESPONSE TO COMMENT 19
The Fund respectfully declines to revise the disclosure as what is
included is compliant with both the requirements of Item 11(g) of Form N-1A and
the Fund's exemptive order.
COMMENT 20 - TOTAL RETURN INFORMATION
To the extent that the performance information set forth in the table is
calculated differently than the information presented in the Average Annual
Total Return table set forth in Item 4, please revise the disclosure to explain
the differences.
RESPONSE TO COMMENT 20
The Fund respectfully declines to revise the disclosure as the returns are
calculated pursuant to the same methodology. The only difference is the time
periods covered by each table.
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COMMENT 21 - TOTAL RETURN INFORMATION
Please revise the table to include performance information for the Fund's
previous index, the Richard Bernstein Advisors Quality Income Index.
RESPONSE TO COMMENT 21
Pursuant to the Commission's request, the table has been revised to
include performance information for the the Richard Bernstein Advisors Quality
Income Index.
COMMENT 22 - FINANCIAL HIGHLIGHTS
Please revise the disclosure so as to provide unaudited semi-annual
results.
RESPONSE TO COMMENT 22
Pursuant to the Commission's request, the disclosure has been revised to
include the requested financial highlights.
COMMENT 23 - STATEMENT OF ADDITIONAL INFORMATION
The Statement of Additional Information contains the following disclosure:
The Fund may not invest 25% or more of the value of its total assets
in securities of issuers in any one industry or group of industries,
except to the extent that the Fund's Index is based on
concentrations in an industry or a group of industries. This
restriction does not apply to obligations issued or guaranteed by
the U.S. government, its agencies or instrumentalities, or
securities of other investment companies.
Please revise the disclosure to clarify that the Fund will be concentrated
in an industry or group of industries to the extent that its Index is
concentrated in an industry or group of industries.
Additionally, please remove the reference to "other investment companies"
or explain how this is consistent with the Commission's position that the Fund
cannot ignore the investments of underlying funds in determining compliance with
its concentration policy.
RESPONSE TO COMMENT 23
Pursuant to the Commission's request, the Fund's seventh fundamental
policy in the section entitled "Investment Objectives and Policies" has been
revised as follows:
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The Fund may not invest 25% or more of the value of its total assets
in securities of issuers in any one industry or group of industries,
except to the extent that the Fund's Index is concentrated in an
industry or a group of industries. This restriction does not apply
to obligations issued or guaranteed by the U.S. government, its
agencies or instrumentalities, or securities of other investment
companies.
Additionally, the following disclosure has been added to the section
entitled "Investment Objectives and Policies":
For purposes of applying restriction (7) above, to the extent a Fund
invests in other investment companies, it will consider the
investments of the underlying investment companies when determining
compliance with restriction (7), to the extent the Fund has
sufficient information about such investments.
COMMENT 24 - STATEMENT OF ADDITIONAL INFORMATION
The sub-section entitled "Lending of Portfolio Securities" contains the
following disclosure:
In these loan arrangements, the Fund will receive collateral in the
form of cash, U.S. government securities or other high-grade debt
obligations ... (emphasis added)
Please delete the referenced language. Commission guidance permits the use
of cash, U.S. government securities and bank letters of credit for collateral.
RESPONSE TO COMMENT 24
Pursuant to the Commission's request, the underlined disclosure has been
revised to read "bank letters of credit" pursuant to The Adams Express Company
no-action letter (File No. 811-2624, Oct. 20, 1979).
COMMENT 25 - EXHIBITS
Please file the actual participation agreements utilized by the Fund as an
exhibit to the Registration Statement.
RESPONSE TO COMMENT 25
As a courtesy to the Commission, the Trust has previously filed a "Form
Of" Authorized Participant Agreement that the Fund has incorporated by
reference. It respectfully declines to file any additional Authorized
Participant Agreements as neither the Fund nor the Trust are a party to such
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agreements. Additionally, Item 28(h) of Form N-1A requires material contracts
not made in the ordinary course of business to be filed. Given that such
agreements are made in the ordinary course of business, Form N-1A does not
require them to be filed.
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Please call me at (312) 845-3484 if you have any questions or issues you
would like to discuss regarding these matters.
Sincerely yours,
CHAPMAN AND CUTLER LLP
By /s/ Morrison C. Warren
_________________________
Morrison C. Warren
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