0001145549-21-010843.txt : 20210225 0001145549-21-010843.hdr.sgml : 20210225 20210225140726 ACCESSION NUMBER: 0001145549-21-010843 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210225 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: 21679173 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 2020-12-31 N 58619550.870000000000 2018408.330000000000 56601142.540000000000 0.000000000000 13114826.510000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 55756278.440000000000 N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 -27.0000 NC USD 29025 0.0512798836 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short Other Other 2021-04-28 -689850.00 USD 29025 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 6.0000 NC USD 21090 0.0372607319 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long Other Other 2021-01-20 291120.00 USD 21090 N N N COMMODITIES EXCHANGE CENTER N/A 000000000 12.0000 NC USD 36567.53 0.0646056393 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Long Other Other 2021-02-24 2274120.00 USD 36567.53 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 -40.0000 NC USD 234762 0.4147654790 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short Other Other 2021-01-27 -1015600.00 USD 234762 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 6.0000 NC USD 24790.2 0.0437980558 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long Other Other 2021-01-29 310800.00 USD 24790.2 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 7.0000 NC USD -4825.03 -0.0085246159 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long Other Other 2021-03-11 297500.00 USD -4825.03 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 38.0000 NC USD 178101.44 0.3146605033 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Other Other 2021-03-12 2490900.00 USD 178101.44 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 67.0000 NC USD 178022.94 0.3145218135 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Other Other 2021-03-12 1621400.00 USD 178022.94 N N N CME GLOBEX N/A 000000000 43.0000 NC USD 72402.76 0.1279174885 N/A DCO CORP US N 1 CME GLOBEX N/A Long Other Other 2021-02-12 1208730.00 USD 72402.76 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 139.0000 NC USD 250420.68 0.4424304330 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long Other Other 2021-02-26 2411483.20 USD 250420.68 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 16.0000 NC USD 169629.6 0.2996928903 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long Other Other 2021-02-26 951148.80 USD 169629.6 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 80.0000 NC USD 25124.51 0.0443886976 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long Other Other 2021-03-16 2082400.00 USD 25124.51 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 -36.0000 NC USD -141043.35 -0.2491881677 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Short Other Other 2021-03-19 -1731375.00 USD -141043.35 N N N COMMODITIES EXCHANGE CENTER N/A 000000000 38.0000 NC USD 300843.3 0.5315145357 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Long Other Other 2021-03-29 3343050.00 USD 300843.3 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -30.0000 NC USD -67560.58 -0.1193625729 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short Other Other 2021-03-12 -960750.00 USD -67560.58 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 25.0000 NC USD 53758.94 0.0949785421 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Other Other 2021-03-12 754375.00 USD 53758.94 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 57.0000 NC USD 177478.9 0.3135606315 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Other Other 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Other 2021-02-26 552120.00 USD 17281.28 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 43.0000 NC USD 152865.35 0.2700746719 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long Other Other 2021-03-09 1679580.00 USD 152865.35 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 21.0000 NC USD 221562.98 0.3914461265 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long Other Other 2021-01-29 1243708.20 USD 221562.98 N N N LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 6.0000 NC USD 15930 0.0281443082 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long Other Other 2021-03-15 597888.00 USD 15930 N N N LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 19.0000 NC USD -3699.5 -0.0065360871 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long Other Other 2021-03-15 1305931.75 USD -3699.5 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 23.0000 NC USD 53814.98 0.0950775507 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long Other Other 2021-04-28 1241080.00 USD 53814.98 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 5.0000 NC USD 25288.2 0.0446778967 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long Other Other 2021-01-29 311640.00 USD 25288.2 N N N LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 12.0000 NC USD -14818.75 -0.0261810086 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long Other Other 2021-03-15 598425.00 USD -14818.75 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 25.0000 NC USD 34004.88 0.0600780805 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long Other Other 2021-03-31 1604715.00 USD 34004.88 N N N CME GLOBEX N/A 000000000 17.0000 NC USD -16633.9 -0.0293879227 N/A DCO CORP US N 1 CME GLOBEX N/A Long Other Other 2021-03-25 1191912.50 USD -16633.9 N N N 2021-01-30 First Trust Exchange-Traded Fund VII Donald P. Swade First Trust Exchange-Traded Fund VII Treasurer, Chief Financial Officer and Chief Accounting Officer