0001145549-20-048180.txt : 20200824 0001145549-20-048180.hdr.sgml : 20200824 20200824164819 ACCESSION NUMBER: 0001145549-20-048180 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200824 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST EXCHANGE-TRADED FUND VII CENTRAL INDEX KEY: 0001561785 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22767 FILM NUMBER: 201128406 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 0001561785 S000053488 First Trust Alternative Absolute Return Strategy ETF C000168150 First Trust Alternative Absolute Return Strategy ETF FAAR NPORT-P 1 primary_doc.xml NPORT-P false 0001561785 XXXXXXXX S000053488 C000168150 First Trust Exchange-Traded Fund VII 811-22767 0001561785 549300ESI5HR7KPXFL47 120 East Liberty Drive, Suite 400 Wheaton 60187 630-765-8000 First Trust Alternative Absolute Return Strategy ETF S000053488 549300WHPXXR83TGJA80 2020-12-31 2020-06-30 N 39441603.200000000000 1625799.450000000000 37815803.750000000000 0.000000000000 7749744.300000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 38032416.160000000000 N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 50.0000 NC USD 10378.03 0.0274436319 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Other Other 2020-11-13 2205625.00 USD 10378.03 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -24.0000 NC USD -6800.04 -0.0179820057 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short Other Other 2020-12-14 -420600.00 USD -6800.04 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 33.0000 NC USD -2658.26 -0.0070294949 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long Other Other 2020-11-30 1490504.40 USD -2658.26 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 27.0000 NC USD 17879 0.0472791749 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long Other Other 2020-08-28 1117530.00 USD 17879 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 4.0000 NC USD 4557.14 0.0120508876 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Other Other 2020-08-14 175750.00 USD 4557.14 N N N CME GLOBEX N/A 000000000 -37.0000 NC USD 79570.56 0.2104161544 N/A DCO CORP US N 1 CME GLOBEX N/A Short Other Other 2020-08-14 -725570.00 USD 79570.56 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 -54.0000 NC USD 38886 0.1028300238 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short Other Other 2021-01-27 -1537380.00 USD 38886 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 63.0000 NC USD -111908.59 -0.2959307456 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long Other Other 2020-09-15 1377180.00 USD -111908.59 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -71.0000 NC USD -49563.36 -0.1310652031 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short Other Other 2020-09-14 -1212325.00 USD -49563.36 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 11.0000 NC USD 4175.05 0.0110404899 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long Other Other 2020-09-10 394900.00 USD 4175.05 N N N COMMODITIES EXCHANGE CENTER N/A 000000000 17.0000 NC USD 55391 0.1464757972 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Long Other Other 2020-09-28 1584145.00 USD 55391 N N N COMMODITIES EXCHANGE CENTER N/A 000000000 41.0000 NC USD 101369.5 0.2680612071 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Long Other Other 2020-09-28 2796712.50 USD 101369.5 N N N LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 2.0000 NC USD -870 -0.0023006254 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long Other Other 2020-09-14 153612.00 USD -870 N N N LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 -23.0000 NC USD -42056.25 -0.1112134236 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short Other Other 2020-09-14 -929200.00 USD -42056.25 N N N COMMODITIES EXCHANGE CENTER N/A 000000000 6.0000 NC USD 37713.75 0.0997301294 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Long Other Other 2020-08-27 1080300.00 USD 37713.75 N N N CME GLOBEX N/A 000000000 42.0000 NC USD -19368.2 -0.0512172110 N/A DCO CORP US N 1 CME GLOBEX N/A Long Other Other 2020-08-31 1617420.00 USD -19368.2 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 108.0000 NC USD -29344.67 -0.0775989589 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long Other Other 2020-09-30 1446681.60 USD -29344.67 N N N CME GLOBEX N/A 000000000 -8.0000 NC USD 2735.2 0.0072329548 N/A DCO CORP US N 1 CME GLOBEX N/A Short Other Other 2020-08-27 -531400.00 USD 2735.2 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 8.0000 NC USD 1780.8 0.0047091423 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long Other Other 2020-07-31 398664.00 USD 1780.8 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 34.0000 NC USD -2015.76 -0.0053304698 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Other Other 2020-12-14 587724.00 USD -2015.76 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -27.0000 NC USD 13364.42 0.0353408329 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short Other Other 2020-12-14 -798930.00 USD 13364.42 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 -17.0000 NC USD -10577.4 -0.0279708454 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Short Other Other 2020-09-18 -643875.00 USD -10577.4 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 48.0000 NC USD 25858 0.0683788190 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long Other Other 2020-12-08 1461120.00 USD 25858 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -53.0000 NC USD 24837.58 0.0656804234 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short Other Other 2020-09-14 -1165337.50 USD 24837.58 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 -3.0000 NC USD -4922.5 -0.0130170445 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short Other Other 2020-10-28 -127680.00 USD -4922.5 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 10.0000 NC USD 11510 0.0304370101 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long Other Other 2020-08-20 393400.00 USD 11510 N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796WW5 1000000.0000 PA USD 999976.67 2.6443353594 Long DBT UST US N 2 2020-07-09 None N/A N N N N N N 2020-07-30 First Trust Exchange-Traded Fund VII Donald P. Swade First Trust Exchange-Traded Fund VII Treasurer, Chief Financial Officer and Chief Accounting Officer