0001145549-22-051925.txt : 20220826 0001145549-22-051925.hdr.sgml : 20220826 20220826102654 ACCESSION NUMBER: 0001145549-22-051925 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220826 DATE AS OF CHANGE: 20220826 PERIOD START: 20221231 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: 221200625 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 2022-12-31 2022-06-30 N 203123447.260000000000 18394362.700000000000 184729084.560000000000 0.000000000000 31851127.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 55598688.989999995000 USD N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 19.0000 NC USD -43565.6 -0.0235835088 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long Other Other 2022-10-31 1911020.00 USD -43565.6 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 -17.0000 NC USD 82089.6 0.0444378319 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short Other Other 2022-08-22 -1752700.00 USD 82089.6 N N N 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549300UF4R84F48NCH34 000000000 13.0000 NC USD -97969.62 -0.0530342151 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long Other Other 2022-10-12 1407575.00 USD -97969.62 N N N Morgan Stanley Institutional Liquidity Funds IGJSJL3JD5P30I6NJZ34 61747C582 20000000.0000 NS USD 20000000.00 10.8266654640 Long STIV RF US N 1 N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796K57 35000000.0000 PA USD 34987139.95 18.9397029890 Long DBT UST US N 2 2022-07-14 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796L64 10000000.0000 PA USD 9984838.50 5.4051253076 Long DBT UST US N 2 2022-08-11 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796R68 10000000.0000 PA USD 9998781.20 5.4126729550 Long DBT UST US N 2 2022-07-07 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796S67 15000000.0000 PA USD 14983513.50 8.1110744070 Long DBT UST US N 2 2022-08-04 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796W88 10000000.0000 PA USD 9998711.10 5.4126350075 Long DBT UST US N 2 2022-07-05 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796W96 10000000.0000 PA USD 9996959.70 5.4116869164 Long DBT UST US N 2 2022-07-12 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796X46 15000000.0000 PA USD 14984686.65 8.1117094721 Long DBT UST US N 2 2022-08-02 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796XL8 10000000.0000 PA USD 9986211.90 5.4058687747 Long DBT UST US N 2 2022-08-09 None 0.000000000000 N N N N N N 2022-07-29 First Trust Exchange-Traded Fund VII Donald P. Swade First Trust Exchange-Traded Fund VII Treasurer, Chief Financial Officer and Chief Accounting Officer