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 811-21944
First Trust Exchange-Traded Fund II
(Exact name of registrant as specified in charter)
1001 Warrenville Road, Suite 300
Lisle, Illinois 60532
(Address of principal executive offices) (Zip code)
W. Scott Jardine, Esq.
First Trust Portfolios L.P.
1001 Warrenville Road, Suite 300
Lisle, IL 60532
(Name and address of agent for service)
Registrant's telephone number, including area code: 630-241-4141
Date of fiscal year end: September 30
Date of reporting period: December 31, 2007
Form N-Q is to be used by management investment companies, other than small
business investment companies registered on Form N-5 (Sections 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. Section 3507.
ITEM 1. SCHEDULE OF INVESTMENTS.
The Portfolios of Investments are attached herewith.
FIRST TRUST DJ STOXX(R) SELECT DIVIDEND 30 INDEX FUND
PORTFOLIO OF INVESTMENTS (A)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS--100.0%
AUSTRIA--8.0%
4,538 Boehler-Uddeholm AG $ 457,978
16,880 Telekom Austria AG 466,158
4,792 Wienerberger AG 264,030
-------------
1,188,166
-------------
BELGIUM--4.6%
14,008 Belgacom SA 690,165
-------------
DENMARK--1.8%
7,003 Danske Bank A/S 273,730
-------------
FRANCE--6.1%
25,213 France Telecom SA 904,409
-------------
GERMANY--18.0%
3,788 Deutsche Bank AG 495,120
38,482 Deutsche Telekom AG 845,066
2,849 E.ON AG 606,439
6,142 RWE AG 745,962
-------------
2,692,587
-------------
IRELAND--7.2%
11,981 Allied Irish Banks PLC 274,749
16,271 Bank of Ireland Group 242,454
93,280 Independent News & Media PLC 324,129
13,667 Irish Life & Permanent PLC 233,815
-------------
1,075,147
-------------
ITALY--7.3%
17,703 Eni S.p.A. 646,096
142,928 Unipol Gruppo Finanziario S.p.A. 451,869
-------------
1,097,965
-------------
NORWAY--10.6%
36,714 DnB NOR ASA 558,493
32,708 Norske Skogindustrier ASA 269,668
24,344 StatoilHydro ASA 751,031
-------------
1,579,192
-------------
SWEDEN--2.2%
31,884 Fabege AB 324,243
-------------
SWITZERLAND--6.3%
5,593 Ciba Specialty Chemicals AG 258,620
967 Swisscom AG 377,474
1,050 Zurich Financial Services AG 308,161
-------------
944,255
-------------
|
See Notes to Quarterly Portfolio of Investments
FIRST TRUST DJ STOXX(R) SELECT DIVIDEND 30 INDEX FUND
PORTFOLIO OF INVESTMENTS (A) (C0NTINUED)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS (CONTINUED)
UNITED KINGDOM--27.9%
31,939 Alliance & Leicester PLC $ 399,554
52,474 Amlin PLC 309,903
59,268 Amlin PLC, B Shares 26,427
205,762 DSG International PLC 406,799
83,057 Lloyds TSB Group PLC 782,123
23,411 Provident Financial PLC 386,446
59,491 United Utilities PLC 894,042
259,150 Vodafone Group PLC 972,829
-------------
4,178,123
-------------
TOTAL COMMON STOCKS--100.0% 14,947,982
(Cost $15,154,239) -------------
MONEY MARKET--0.5%
UNITED STATES--0.5%
74,577 J.P. Morgan Institutional Treasury Money
Market Fund - 3.09% (c)
(Cost $74,577) 74,577
-------------
TOTAL INVESTMENTS--100.5%
(Cost $15,228,816) (b) 15,022,559
NET OTHER ASSETS AND LIABILITIES--(0.5%) (78,469)
-------------
NET ASSETS--100.0% $ 14,944,090
=============
|
(a) All percentages shown in the Portfolio of Investments are based on net
assets.
(b) Aggregate cost for federal income tax and financial reporting purposes. As
of December 31, 2007, the aggregate gross unrealized appreciation for all
securities in which there was an excess of value over tax cost was
$468,550 and the aggregate gross unrealized depreciation for all
securities in which there was an excess of tax cost over value was
$674,807.
(c) Represents annualized 7-day yield at December 31, 2007.
See Notes to Quarterly Portfolio of Investments
FIRST TRUST DJ STOXX(R) SELECT DIVIDEND 30 INDEX FUND
INDUSTRY BREAKDOWN
AS OF 12/31/2007
% OF
INDUSTRY NET ASSETS
-------------------------------------------------------------------------------
Diversified Telecommunications 21.9 %
Commercial Banks 16.9
Multi-Utilities 11.0
Oil, Gas & Consumable Fuels 9.3
Insurance 8.9
Wireless Telecommunication Services 6.5
Electric Utilities 4.1
Capital Markets 3.3
Metals & Mining 3.1
Specialty Retail 2.7
Consumer Finance 2.6
Media 2.2
Real Estate Management & Development 2.2
Building Products 1.8
Paper & Forest Products 1.8
Chemicals 1.7
Money Market Fund 0.5
-----------------------------------------------------------------------------
TOTAL INVESTMENTS 100.5
NET OTHER ASSETS AND LIABILITIES (0.5)
---------
TOTAL 100.0 %
=========
|
FIRST TRUST FTSE EPRA/NAREIT GLOBAL REAL ESTATE INDEX FUND
PORTFOLIO OF INVESTMENTS (A)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS--99.0%
AUSTRALIA--12.1%
3,781 Abacus Property Group $ 5,767
2,730 Australand Property Group 5,534
3,088 Babcock & Brown Japan Property Trust 3,777
1,775 Bunnings Warehouse Property Trust 3,638
4,977 Centro Properties Group 4,353
13,466 Centro Retail Group 11,137
9,874 CFS Retail Property Trust 20,194
9,510 Commonwealth Property Office Fund 12,835
17,269 DB RREEF Trust 30,146
1,536 FKP Property Group 8,496
10,085 Goodman Group 42,921
12,173 GPT Group 42,844
6,578 ING Industrial Fund 14,574
7,412 ING Office Fund 10,470
7,865 Macquarie CountryWide Trust 11,315
5,474 Macquarie DDR Trust 3,683
11,952 Macquarie Office Trust 14,612
6,052 Mirvac Group 31,628
8,543 Stockland 62,704
1,407 Sunland Group Ltd. 5,503
2,020 Tishman Speyer Office Fund 2,862
8,965 Valad Property Group 10,095
11,347 Westfield Group 207,451
-------------
566,539
-------------
AUSTRIA--1.1%
514 CA Immobilien Anlagen AG (b) 11,432
503 Conwert Immobilien Invest AG (b) 8,777
2,703 Immofinanz Immobilien Analagen AG 27,306
13 Sparkassen Immo Invest Genusscheine 1,714
401 Sparkassen Immobilien AG (b) 4,532
-------------
53,761
-------------
BELGIUM--0.5%
77 Befimmo S.C.A. 8,204
47 Cofinimmo SA 8,851
41 Intervest Offices NV 1,777
9 Leasinvest Real Estate S.C.A. 874
38 Warehouses De Pauw S.C.A. 2,538
13 Wereldhave Belgium S.C.A. 953
-------------
23,197
-------------
BERMUDA--2.2%
1,780 Great Eagle Holdings Ltd. 6,585
9,922 Hongkong Land Holdings Ltd. 48,595
3,469 Hopson Development Holdings Ltd. 9,461
3,330 Kerry Properties Ltd. 26,478
248 Orient-Express Hotels Ltd., Class A 14,265
-------------
105,384
-------------
|
See Notes to Quarterly Portfolio of Investments
FIRST TRUST FTSE EPRA/NAREIT GLOBAL REAL ESTATE INDEX FUND
PORTFOLIO OF INVESTMENTS (A) (CONTINUED)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS (CONTINUED)
CANADA--3.4%
147 Allied Properties Real Estate Investment Trust $ 3,089
305 Boardwalk Real Estate Investment 13,767
1,753 Brookfield Properties 34,138
448 Calloway Real Estate Investment Trust 11,117
391 Canadian Apartment Properties Real Estate
Investment Trust 6,351
356 Canadian Real Estate Investment Trust 10,457
552 Chartwell Seniors Housing Real Estate
Investment Trust 6,348
266 Cominar Real Estate Investment Trust 5,498
100 Dundee Real Estate Investment Trust 3,417
356 Extendicare Real Estate Investment Trust 4,505
788 H&R Real Estate Investment Trust 15,841
427 InnVest Real Estate Investment Trust 4,647
261 Morguard Real Estate Investment Trust 3,425
133 Northern Property Real Estate Investment Trust 3,012
364 Primaris Retail Real Estate Investment Trust 6,749
1,228 RioCan Real Estate Investment Trust 27,149
-------------
159,510
-------------
CAYMAN ISLANDS--1.9%
8,824 Agile Property Holdings Ltd. 15,841
8,815 China Resources Land Ltd. 19,192
19,271 Country Garden Holdings, Co., Ltd. (b) 21,960
6,718 New World China Land Ltd. 5,972
7,757 Shimao Property Holdings Ltd. 19,454
7,395 Shui On Land Ltd. 8,538
-------------
90,957
-------------
DENMARK--0.1%
165 TK Development A/S (b) 2,350
-------------
FINLAND--0.3%
971 Citycon Oyj 5,180
489 Sponda OyJ 5,814
260 Technopolis Oyj 2,223
-------------
13,217
-------------
FRANCE--4.1%
255 Acanthe Developpement SA 932
24 Affine Group 1,316
122 Fonciere des Regions Group 15,469
73 Gecina SA 11,453
105 Icade 15,652
408 Klepierre LLC 20,854
172 Mercialys 6,581
30 Societe de la Tour Eiffel 4,117
77 Societe Immobiliere de Location pour
l'Industrie et le Commerce 11,286
479 Unibail-Rodamco S.A. 104,963
-------------
192,623
-------------
|
See Notes to Quarterly Portfolio of Investments
FIRST TRUST FTSE EPRA/NAREIT GLOBAL REAL ESTATE INDEX FUND
PORTFOLIO OF INVESTMENTS (A) (CONTINUED)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS (CONTINUED)
GERMANY--0.9%
165 Alstria Office AG (b) $ 2,475
129 Colonia Real Estate AG (b) 3,206
202 Deutsche Euroshop AG 6,940
113 Deutsche Wohnen AG 3,525
126 DIC Asset AG 3,919
512 IVG Immobilien AG 16,900
154 Patrizia Immobilien AG 1,162
114 Vivacon AG 2,158
-------------
40,285
-------------
GREECE--0.2%
150 Babis Vovos International Construction S.A. 4,468
108 Eurobank Properties Real Estate Investment Co. 1,437
77 Lamda Development S.A. 1,602
-------------
7,507
-------------
GUERNSEY--0.5%
1,385 Assura Group Ltd. 4,837
1,727 F&C Commercial Property Trust Ltd. 3,109
1,952 ING UK Real Estate Income Trust Ltd. 2,694
2,082 Invista Foundation Property Trust Ltd. 3,375
334 ISIS Property Trust Ltd. 730
488 ISIS Property Trust 2 Ltd. 853
69 Mapeley Ltd. 2,090
613 Standard Life Investment Property Income Trust PLC 951
841 Teesland Advantage Property Income Trust Ltd. 1,167
1,532 UK Commercial Property Trust Ltd. 2,113
-------------
21,919
-------------
HONG KONG--11.9%
8,077 Champion Real Estate Investment Trust 4,708
22,801 China Overseas Land & Investment Ltd. 46,696
12,198 Hang Lung Properties Ltd. 54,501
6,322 Henderson Land Development Co., Ltd. 58,713
4,585 Hysan Development Co., Ltd. 12,950
3,389 Kowloon Development Co., Ltd. 8,710
12,589 Link (The) REIT 27,105
16,308 New World Development Co., Ltd. 57,095
9,477 Shenzhen Investment Ltd. 6,640
14,171 Sino Land Co., Ltd. 49,624
11,004 Sun Hung Kai Properties Ltd. 231,123
-------------
557,865
-------------
ITALY--0.3%
446 Aedes S.p.A. 2,271
4,511 Beni Stabili S.p.A. 4,894
729 Immobiliare Grande Distribuzione 2,163
646 Risanamento S.p.A. (b) 3,465
-------------
12,793
-------------
|
See Notes to Quarterly Portfolio of Investments
FIRST TRUST FTSE EPRA/NAREIT GLOBAL REAL ESTATE INDEX FUND
PORTFOLIO OF INVESTMENTS (A) (CONTINUED)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS (CONTINUED)
JAPAN--11.8%
416 AEON Mall Co., Ltd. $ 10,917
337 DAIBIRU Corp. 3,603
83 GOLDCREST Co., Ltd. 2,450
840 HEIWA Real Estate Co., Ltd. 5,324
4 Japan Prime Realty Investment Corp. 15,998
2 Japan Real Estate Investment Corp. 24,822
2 Japan Retail Fund Investment Corp. 14,182
1 Kenedix Realty Investment Corp. 6,607
5,930 Mitsubishi Estate Co., Ltd. 141,282
5,081 Mitsui Fudosan Co., Ltd. 109,579
3 Nippon Building Fund, Inc. 41,894
2 Nippon Commercial Investment Corp. 8,823
2 Nomura Real Estate Office Fund, Inc. 18,821
8 NTT Urban Development Corp. 12,807
1 ORIX JREIT, Inc. 6,579
1 Premier Investment Co. 6,093
2,744 Sumitomo Realty & Development Co., Ltd 67,107
592 TOC Co., Ltd. 4,496
1,375 Tokyo Tatemono Co., Ltd. 12,897
2,297 Tokyu Land Corp. 19,654
1 TOKYU REIT, Inc. 9,345
1 United Urban Investment Corp. 6,702
-------------
549,982
-------------
JERSEY-- 0.0%
904 Invesco Property Income Trust, Ltd 621
-------------
LUXEMBOURG--0.2%
265 Gagfah SA 4,603
333 ProLogis European Properties 4,839
-------------
9,442
-------------
NETHERLANDS--1.7%
396 Corio NV 32,036
208 Eurocommercial Properties NV 10,745
211 Nieuwe Steen Investments Funds NV 5,465
689 Plaza Centers (Europe) BV (b) 3,155
124 Vastned Offices/Industrial NV 4,120
99 VastNed Retail NV 9,523
122 Wereldhave NV 13,304
-------------
78,348
-------------
NEW ZEALAND--0.1%
4,194 Kiwi Income Property Trust 4,312
-------------
NORWAY--0.1%
466 Norwegian Property ASA 5,662
-------------
POLAND--0.2%
638 Globe Trade Centre S.A. (b) 11,529
-------------
|
See Notes to Quarterly Portfolio of Investments
FIRST TRUST FTSE EPRA/NAREIT GLOBAL REAL ESTATE INDEX FUND
PORTFOLIO OF INVESTMENTS (A) (CONTINUED)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS (CONTINUED)
SINGAPORE--2.5%
4,539 Allgreen Properties Ltd. $ 4,625
7,400 Ascendas Real Estate Investment Trust 12,528
5,945 CapitaCommercial Trust 9,966
8,020 Capitaland Ltd. 34,505
6,728 CapitaMall Trust 15,953
1,558 Guocoland Ltd. 6,070
2,064 Keppel Land Ltd. 10,327
4,790 Mapletree Logistics Trust 3,602
1,000 Singapore Land Ltd. 5,482
8,197 Suntec Real Estate Investment Trust 9,648
3,087 Wing Tai Holdings Ltd. 5,709
-------------
118,415
-------------
SPAIN--0.0%
59 Renta Corporation Real Estate SA 1,319
-------------
SWEDEN--0.9%
1,013 Castellum AB 10,482
1,051 Fabege AB 10,688
478 Hufvudstaden AB 4,602
736 Klovern AB 2,885
804 Kungsleden AB 8,908
226 Wihlborgs Fastigheter AB 4,017
-------------
41,582
-------------
SWITZERLAND--0.5%
34 Allreal Holding AG 3,923
276 PSP Swiss Property AG 13,904
113 Swiss Prime Site AG 5,753
201 Zueblin Immobilien Holding AG 1,775
-------------
25,355
-------------
UNITED KINGDOM--7.2%
141 A.J. Mucklow Group PLC 957
507 Big Yellow Group PLC 4,391
3,013 British Land Co. PLC 56,502
1,580 Brixton PLC 9,179
418 Capital & Regional PLC 3,270
306 CLS Holdings PLC (b) 1,989
29 Daejan Holdings PLC 1,722
592 Derwent London PLC 16,460
240 Development Securities PLC 2,379
571 Grainger PLC 3,943
1,066 Great Portland Estates PLC 9,933
1,711 Hammerson PLC 34,870
561 Helical Bar PLC 3,586
2,740 Land Securities Group PLC 82,111
2,137 Liberty International PLC 45,658
237 Marylebone Warwick Balfour Group PLC (b) 1,142
942 Minerva PLC (b) 2,509
|
See Notes to Quarterly Portfolio of Investments
FIRST TRUST FTSE EPRA/NAREIT GLOBAL REAL ESTATE INDEX FUND
PORTFOLIO OF INVESTMENTS (A) (CONTINUED)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS (CONTINUED)
UNITED KINGDOM (CONTINUED)
198 Primary Health Properties PLC $ 1,339
762 Quintain Estates & Development PLC 7,696
2,550 Segro PLC 23,724
796 Shaftesbury PLC 7,942
534 St. Modwen Properties PLC 4,209
724 Unite Group PLC 5,129
1,021 Workspace Group PLC 5,492
-------------
336,132
-------------
UNITED STATES--34.3%
189 Acadia Realty Trust 4,840
45 Agree Realty Corp. 1,355
12 Alexander's, Inc. (b) 4,239
188 Alexandria Real Estate Equities, Inc. 19,114
583 AMB Property Corp. 33,557
160 American Campus Communities, Inc. 4,296
768 American Financial Realty Trust 6,159
563 Apartment Investment & Management Co. 19,553
722 Ashford Hospitality Trust 5,191
103 Associated Estates Realty Corp. 972
463 AvalonBay Communities, Inc. 43,587
386 BioMed Realty Trust, Inc. 8,944
701 Boston Properties, Inc. 64,359
513 Brandywine Realty Trust 9,198
297 BRE Properties, Inc. 12,037
327 Camden Property Trust 15,745
385 CBL & Associates Properties, Inc. 9,205
260 Cedar Shopping Centers, Inc. 2,660
277 Colonial Properties Trust 6,269
277 Corporate Office Properties Trust 8,726
723 Corrections Corp. of America (b) 21,336
228 Cousins Properties, Inc. 5,039
984 DCT Industrial Trust, Inc. 9,161
736 Developers Diversified Realty Corp. 28,181
557 DiamondRock Hospitality Co. 8,344
372 Digital Realty Trust, Inc. 14,274
323 Douglas Emmett, Inc. 7,303
858 Duke Realty Corp. 22,377
184 DuPont Fabros Technology, Inc. 3,606
139 EastGroup Properties, Inc. 5,817
168 Education Realty Trust, Inc. 1,888
165 Entertainment Properties Trust 7,755
143 Equity Lifestyle Properties, Inc. 6,531
217 Equity One, Inc. 4,998
1,632 Equity Residential 59,519
148 Essex Property Trust, Inc. 14,429
382 Extra Space Storage, Inc. 5,459
331 Federal Realty Investment Trust 27,192
365 FelCor Lodging Trust, Inc. 5,690
263 First Industrial Realty Trust, Inc. 9,100
143 First Potomac Realty Trust 2,472
459 Forest City Enterprises, Inc., Class A 20,398
1,443 General Growth Properties, Inc. 59,423
|
See Notes to Quarterly Portfolio of Investments
FIRST TRUST FTSE EPRA/NAREIT GLOBAL REAL ESTATE INDEX FUND
PORTFOLIO OF INVESTMENTS (A) (CONTINUED)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS (CONTINUED)
UNITED STATES (CONTINUED)
109 Getty Realty Corp. $ 2,908
222 Glimcher Realty Trust 3,172
245 GMH Communities Trust 1,352
1,269 HCP, Inc. 44,136
474 Health Care REIT, Inc. 21,183
299 Healthcare Realty Trust, Inc. 7,592
244 Hersha Hospitality Trust 2,318
334 Highwoods Properties, Inc. 9,813
249 Hilltop Holdings, Inc. (b) 2,719
198 Home Properties, Inc. 8,880
553 Hospitality Properties Trust 17,818
3,085 Host Hotels & Resorts, Inc. 52,568
1,323 HRPT Properties Trust 10,227
383 Inland Real Estate Corp. 5,423
327 Investors Real Estate Trust 2,933
191 Kilroy Realty Corp. 10,497
1,491 Kimco Realty Corp. 54,272
170 Kite Realty Group Trust 2,596
235 LaSalle Hotel Properties 7,497
377 Lexington Realty Trust 5,482
542 Liberty Property Trust 15,615
135 LTC Properties, Inc. 3,382
427 Macerich (The) Co. 30,343
400 Mack-Cali Realty Corp. 13,600
277 Maguire Properties, Inc. 8,163
290 Medical Properties Trust, Inc. 2,955
149 Mid-America Apartment Communities, Inc. 6,370
55 National Healthcare Corp 2,844
423 National Retail Properties, Inc. 9,890
547 Nationwide Health Properties, Inc. 17,159
400 OMEGA Healthcare Investors, Inc. 6,420
94 Parkway Properties, Inc. 3,476
228 Pennsylvania Real Estate Investment Trust 6,767
255 Post Properties, Inc. 8,956
1,509 ProLogis 95,639
94 PS Business Parks, Inc. 4,940
752 Public Storage 55,204
109 Ramco-Gershenson Properties 2,329
595 Realty Income Corp. 16,077
404 Regency Centers Corp. 26,054
78 Saul Centers, Inc. 4,168
488 Senior Housing Properties Trust 11,068
1,316 Simon Property Group, Inc. 114,307
350 SL Green Realty Corp. 32,711
127 Sovran Self Storage, Inc. 5,093
438 Strategic Hotels & Resorts, Inc. 7,328
108 Sun Communities, Inc. 2,276
352 Sunstone Hotel Investors, Inc. 6,438
184 Tanger Factory Outlet Centers, Inc. 6,939
234 Taubman Centers, Inc. 11,510
793 UDR, Inc. 15,741
69 Universal Health Realty Income Trust 2,445
110 Urstadt Biddle Properties, Inc. 1,705
336 U-Store-It Trust 3,078
785 Ventas, Inc. 35,521
|
See Notes to Quarterly Portfolio of Investments
FIRST TRUST FTSE EPRA/NAREIT GLOBAL REAL ESTATE INDEX FUND
PORTFOLIO OF INVESTMENTS (A) (CONTINUED)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS (CONTINUED)
UNITED STATES (CONTINUED)
893 Vornado Realty Trust $ 78,539
275 Washington Real Estate Investment Trust 8,638
504 Weingarten Realty Investors 15,846
290 Winthrop Realty Trust, Inc. 1,534
-------------
1,604,752
-------------
TOTAL COMMON STOCKS--99.0% 4,635,358
(Cost $4,918,730) -------------
MONEY MARKET--2.9%
UNITED STATES--2.9%
134,572 J.P. Morgan Institutional Treasury Money
Market Fund - 3.09% (d)
(Cost $134,573) 134,572
-------------
TOTAL INVESTMENTS--101.9%
(Cost $5,053,303) 4,769,930
NET OTHER ASSETS LESS LIABILITIES--(1.9%) (89,998)
-------------
NET ASSETS--100.0% $ 4,679,932
=============
|
(a) All percentages shown in the Portfolio of Investments are based on net
assets. (b) Non-income producing security.
(c) Aggregate cost for federal income tax and financial reporting purposes. As
of December 31, 2007, the aggregate gross unrealized appreciation for all
securities in which there was an excess of value over tax cost was $247,758
and the aggregate gross unrealized depreciation for all securities in which
there was an excess of tax cost over value was $531,131.
(d) Represents annualized 7-day yield at December 31, 2007.
REIT - Real Estate Investment Trust.
See Notes to Quarterly Portfolio of Investments
FIRST TRUST FTSE/EPRA NAREIT GLOBAL REAL ESTATE INDEX FUND
INDUSTRY BREAKDOWN
AS OF 12/31/2007
% OF
INDUSTRY NET ASSETS
-----------------------------------------------------------------------------
Real Estate Investment Trusts 65.7 %
Real Estate Management & Development 32.2
Money Market 2.9
Commercial Services & Supplies 0.4
Hotels, Restaurants & Leisure 0.3
Capital Markets 0.2
Health Care Providers & Services 0.1
Insurance 0.1
Household Durables 0.0
-----------------------------------------------------------------------------
TOTAL INVESTMENTS 101.9
NET OTHER ASSETS AND LIABILITIES (1.9)
---------
TOTAL 100.0 %
=========
|
FIRST TRUST DOW JONES GLOBAL SELECT DIVIDEND INDEX FUND
PORTFOLIO OF INVESTMENTS (A)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS--99.6%
AUSTRALIA--21.0%
1,038 Australia & New Zealand Banking Group Ltd. $ 24,841
3,094 BlueScope Steel Ltd. 25,972
420 Commonwealth Bank of Australia 21,655
21,093 Commonwealth Property Office Fund REIT 28,467
10,038 CSR Ltd. 27,181
5,258 Fairfax Media Ltd. 21,471
15,806 ING Industrial Fund REIT 35,019
22,765 ING Office Fund REIT 32,156
8,962 Insurance Australia Group Ltd. 32,255
2,714 Lion Nathan Ltd. 22,788
9,104 Macquarie Airports 32,156
12,029 Macquarie Infrastructure Group 31,815
29,032 Macquarie Office Trust REIT 35,493
992 National Australia Bank Ltd. 32,676
5,233 Qantas Airways Ltd. 24,864
839 Sims Group Ltd. 19,590
836 St George Bank Ltd. 23,003
3,512 Stockland REIT 25,778
1,873 Suncorp-Metway Ltd. 27,646
7,325 Telstra Corp. Ltd. 30,019
746 Wesfarmers Ltd. 26,367
1,400 Westfield Group REIT 25,596
878 Westpac Banking Corp. 21,350
-------------
628,158
-------------
BELGIUM--2.1%
1,277 Fortis 33,527
317 Mobistar SA 28,917
-------------
62,444
-------------
BERMUDA--0.9%
3,945 VTech Holdings Ltd. 28,048
-------------
CANADA--6.4%
847 Canadian Oil Sands Trust 33,221
660 Manitoba Telecom Services, Inc. 30,741
3,465 Mullen Group Income Fund 61,790
3,330 Norbord, Inc. 26,857
1,538 Russel Metals, Inc. 39,660
-------------
192,269
-------------
FINLAND--0.7%
486 Fortum Oyj 21,831
-------------
FRANCE--1.7%
659 France Telecom SA 23,639
190 Societe Generale 27,480
-------------
51,119
-------------
|
See Notes to Quarterly Portfolio of Investments
FIRST TRUST DOW JONES GLOBAL SELECT DIVIDEND INDEX FUND
PORTFOLIO OF INVESTMENTS (A) (CONTINUED)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS (CONTINUED)
GERMANY--0.6%
137 RWE AG $ 19,299
-------------
HONG KONG--3.2%
9,054 BOC Hong Kong Holdings Ltd. 25,104
3,945 Citic Pacific Ltd. 21,810
3,349 CLP Holdings Ltd. 22,753
4,287 Hongkong Electric Holdings Ltd. 24,534
-------------
94,201
-------------
IRELAND--3.1%
1,251 Allied Irish Banks PLC 28,688
2,314 Bank of Ireland 34,481
1,764 Irish Life & Permanent PLC 30,179
-------------
93,348
-------------
ITALY--4.4%
744 Eni S.p.A. 27,153
4,233 Milano Assicurazioni S.p.A. 33,134
1,055 Pirelli & C. Real Estate S.p.A. 38,781
10,197 Telecom Italia S.p.A. 31,614
-------------
130,682
-------------
JAPAN--1.1%
1,390 TAKEFUJI Corp. 33,386
-------------
NETHERLANDS--3.9%
806 Heijmans N.V. 30,306
730 ING Groep N.V. 28,445
1,428 Oce N.V. 25,770
303 Wereldhave N.V. REIT 33,043
-------------
117,564
-------------
NEW ZEALAND--2.3%
20,892 Telecom Corp. of New Zealand Ltd. 69,791
-------------
NORWAY--2.1%
1,552 DnB NOR ASA 23,609
2,662 Norsk Hydro ASA 37,904
-------------
61,513
-------------
SINGAPORE--2.4%
5,000 Singapore Petroleum Co., Ltd. 26,103
31,000 UOB-Kay Hian Holdings Ltd. 45,722
-------------
71,825
-------------
|
See Notes to Quarterly Portfolio of Investments
FIRST TRUST DOW JONES GLOBAL SELECT DIVIDEND INDEX FUND
PORTFOLIO OF INVESTMENTS (A) (CONTINUED)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
COMMON STOCKS (CONTINUED)
SWEDEN--3.4%
6,349 Kungsleden AB $ 70,348
1,459 NCC AB, Class B 31,145
-------------
101,493
-------------
UNITED KINGDOM--20.2%
3,467 Alliance & Leicester PLC 43,372
3,540 Amlin PLC 20,907
3,265 Amlin PLC, Class B 1,456
3,097 Barclays PLC 31,278
7,225 Bradford & Bingley PLC 38,231
7,187 Brit Insurance Holdings PLC 32,686
4,746 BT Group PLC 25,638
26,657 FKI PLC 31,365
1,993 HBOS PLC 28,980
13,820 HMV Group PLC 32,851
2,433 IMI PLC 19,087
4,439 Jardine Lloyd Thompson Group PLC 29,153
14,387 JJB Sports PLC 35,547
4,011 Lloyds TSB Group PLC 37,770
1,783 Provident Financial PLC 29,432
10,580 Rentokil Initial PLC 25,234
2,566 Rexam PLC 21,365
681 Severn Trent PLC 20,711
10,491 Tomkins PLC 36,902
4,571 Trinity Mirror PLC 31,471
2,015 United Utilities PLC 30,282
-------------
603,718
-------------
UNITED STATES--20.1%
268 Altria Group, Inc. 20,255
460 AT&T, Inc. 19,118
715 Bank of America Corp. 29,501
865 BB&T Corp. 26,530
1,158 Citigroup, Inc. 34,091
733 Comerica, Inc. 31,907
479 Consolidated Edison, Inc. 23,399
2,067 D.R. Horton, Inc. 27,222
463 DTE Energy Co. 20,353
2,198 First Horizon National Corp. 39,894
2,662 Huntington Bancshares, Inc. 39,291
1,331 KeyCorp 31,212
2,628 National City Corp. 43,257
640 Pepco Holdings, Inc. 18,771
507 Progress Energy, Inc. 24,555
1,324 Regions Financial Corp. 31,313
479 SCANA Corp. 20,190
536 Southern Co. 20,770
1,309 TECO Energy, Inc. 22,528
1,777 Umpqua Holdings Corp. 27,259
381 UST, Inc. 20,879
798 Wachovia Corp. 30,348
-------------
602,643
-------------
|
See Notes to Quarterly Portfolio of Investments
FIRST TRUST DOW JONES GLOBAL SELECT DIVIDEND INDEX FUND
PORTFOLIO OF INVESTMENTS (A) (CONTINUED)
DECEMBER 31, 2007 (UNAUDITED)
SHARES DESCRIPTION VALUE
---------- ------------------------------------------------ -------------
TOTAL COMMON STOCKS--99.6% $ 2,983,332
(Cost $2,991,459) -------------
MONEY MARKET--10.0%
UNITED STATES--10.0%
301,225 J.P. Morgan Institutional Treasury Money
Market Fund - 3.09% (c)
(Cost $301,226) 301,225
-------------
TOTAL INVESTMENTS--109.6%
(Cost $3,292,685) 3,284,557
NET OTHER ASSETS AND LIABILITIES--(9.6%) (288,426)
-------------
NET ASSETS--100.0% $ 2,996,131
=============
|
(a) All percentages shown in the Portfolio of Investments are based on net
assets.
(b) Aggregate cost for federal income tax and financial reporting purposes. As
of December 31, 2007, the aggregate gross unrealized appreciation for all
securities in which there was an excess of value over tax cost was $60,858
and the aggregate gross unrealized depreciation for all securities in which
there was an excess of tax cost over value was $68,986.
(c) Represents 7-day annualized yield at December 31, 2007.
REIT - Real Estate Investment Trust.
See Notes to Quarterly Portfolio of Investments
FIRST TRUST DOW JONES GLOBAL SELECT DIVIDEND INDEX FUND
INDUSTRY BREAKDOWN
AS OF 12/31/2007
% OF
INDUSTRY NET ASSETS
-------------------------------------------------------------------------------
Commercial Banks 23.5 %
Money Market Fund 10.0
Diversified Telecommunications 7.7
Real Estate Investment Trust 7.2
Insurance 6.9
Multi-Utilities 4.5
Electric Utilities 4.4
Diversified Financial Service 4.2
Metals & Mining 4.1
Real Estate Management & Development 3.6
Oil, Gas & Consumable Fuels 2.9
Industrial Conglomerates 2.9
Specialty Retail 2.3
Transportation Infrastructure 2.1
Consumer Finance 2.1
Energy Equipment & Services 2.1
Construction & Engineering 2.1
Media 1.8
Machinery 1.7
Capital Markets 1.5
Tobacco 1.4
Thrifts & Mortgage Finance 1.3
Wireless Telecommunication Services 1.0
Communications Equipment 0.9
Household Durables 0.9
Paper & Forest Products 0.9
Food & Staples Retailing 0.9
Office Electronics 0.9
Commercial Services & Supplies 0.8
Airlines 0.8
Beverages 0.8
Containers & Packaging 0.7
Water Utilities 0.7
-------------------------------------------------------------------------------
TOTAL INVESTMENTS 109.6
NET OTHER ASSETS AND LIABILITIES (9.6)
----------
TOTAL 100.0 %
==========
|
FIRST TRUST EXCHANGE -TRADED FUND II
NOTES TO QUARTERLY PORTFOLIO OF INVESTMENTS
DECEMBER 31, 2007 (UNAUDITED)
1. VALUATION AND INVESTMENT PRACTICES
A. PORTFOLIO VALUATION:
First Trust Exchange-Traded Fund II (the "Trust") is an open-end management
investment company that currently consists of three funds: First Trust DJ
STOXX(R) Select Dividend 30 Index Fund, First Trust FTSE EPRA/NAREIT Global Real
Estate Index Fund, and First Trust Dow Jones Global Select Dividend Index Fund
(each a "Fund" or collectively the "Funds"). 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 computed 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 at market value or, in the absence of market
value with respect to any portfolio securities, at fair value according to
procedures adopted by the Trust's Board of Trustees. Portfolio securities listed
on any exchange other than The NASDAQ(R) Stock Market, Inc. ("NASDAQ(R)") are
valued at the last sale price on the business day as of which such value is
being determined. If there has been no sale on such day, the securities are
valued at the mean of the most recent bid and asked prices on such day.
Securities traded on the NASDAQ(R) are valued at the NASDAQ(R) Official Closing
Price as determined by NASDAQ(R). Portfolio securities traded on more than one
securities exchange are valued at the last sale price on the business day as of
which such value is being determined at the close of the exchange representing
the principal market for such securities. Portfolio securities traded in the
over-the-counter market, but excluding securities traded on the NASDAQ(R), are
valued at the closing bid prices. Short-term investments that mature in less
than 60 days 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) 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 the prices used by a Fund differing from the closing sale prices on
the applicable exchange and fair value prices may not reflect the market price
of a security. A variety of factors may be considered in determining the fair
value of such securities.
Valuing a Fund's securities using fair value pricing will result in using prices
for the securities that may differ from current market valuations. Use of fair
value prices and certain current market valuations could result in a difference
between the prices used to calculate a Fund's NAV and the prices used by such
Fund's corresponding Index, which, in turn, could result in a difference between
a Fund's performance and the performance of such Index.
Because foreign markets may be open on different days than the days during which
investors may purchase the shares of each Fund, the value of each Fund's
securities may change on the days when investors are not able to purchase the
shares of the Fund. The value of securities denominated in foreign currencies is
converted into U.S. dollars using exchange rates determined daily as of the
close of regular trading on the NYSE. Any use of a different rate from the rates
used by the Index may adversely affect the Fund's ability to track the Index.
FIRST TRUST EXCHANGE -TRADED FUND II
NOTES TO QUARTERLY PORTFOLIO OF INVESTMENTS (CONTINUED)
DECEMBER 31, 2007 (UNAUDITED)
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.
ADDITIONAL INFORMATION
"STOXX" and "Dow Jones STOXX(R) Select Dividend 30 Index" are trademarks of Dow
Jones & Company, Inc. ("Dow Jones") and have been licensed for use for certain
purposes by First Trust Advisors L.P. ("First Trust") and the Fund. The Fund,
based on the Dow Jones STOXX(R) Select Dividend 30 Index, is not sponsored,
endorsed, sold, or promoted by STOXX or Dow Jones and neither STOXX nor Dow
Jones makes any representation regarding advisability of trading or investing in
such product.
The FTSE EPRA/NAREIT Global Real Estate Index is calculated by FTSE
International Limited ("FTSE"). FTSE does not sponsor, endorse or promote the
First Trust FTSE EPRA/NAREIT Global Real Estate Index Fund. All copyright in the
index values and constituent list vests in FTSE and/or its licensors. First
Trust and the First Trust FTSE EPRA/NAREIT Global Real Estate Index Fund has
obtained full license from FTSE to use such copyright in the creation of the
First Trust FTSE EPRA/NAREIT Global Real Estate Index Fund. "FTSE(R)",
"FT-SE(R)" and "Footsie(R)" are trademarks jointly owned by the London Stock
Exchange Plc and the Financial Times Limited and are used by FTSE under license.
"NAREIT(R)" is the trademark of the National Association of Real Estate
Investment Trusts and "EPRA(R)" is the trademark of the European Public Real
Estate Association and are used by FTSE under license.
Dow Jones and Dow Jones Global Select Dividend Index(SM) are trademarks of Dow
Jones and have been licensed for use. The Fund, based on the Dow Jones Global
Select Dividend Index(SM), is not sponsored, endorsed, sold or promoted by Dow
Jones, and Dow Jones makes no representation regarding the advisability of
trading in the Fund.
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 II
By: /s/ James A. Bowen
----------------------------------------------------------------
James A. Bowen,
Chairman of the Board, President and Chief Executive Officer
(principal executive officer)
Date: February 26, 2008
---------------------------------------------------
|
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: /s/ James A. Bowen
----------------------------------------------------------------
James A. Bowen,
Chairman of the Board, President and Chief Executive Officer
(principal executive officer)
Date: February 26, 2008
---------------------------------------------------
By: /s/ Mark R. Bradley
---------------------------------------------------------------------------
Mark R. Bradley,
Treasurer, Controller, Chief Financial Officer and Chief Accounting Officer
(principal financial officer)
Date: February 26, 2008
---------------------------------------------------
|
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