0001145549-23-049467.txt : 20230824 0001145549-23-049467.hdr.sgml : 20230824 20230824102233 ACCESSION NUMBER: 0001145549-23-049467 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230824 DATE AS OF CHANGE: 20230824 PERIOD START: 20231231 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: 231199574 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 2023-12-31 2023-06-30 N 185518095.340000000000 6558339.080000000000 178959756.260000000000 0.000000000000 34816879.100000010000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 46798082.450000000000 USD N DOW JONES AIG COMMODITY FUTURES INDEX - AIG COMMOD FUT DJCI Index Dreyfus Government Cash Management Funds 549300F7IDB6WRO7VJ11 262006208 16000000.0000 NS USD 16000000.00 8.9405575501 Long STIV RF US N 1 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 225.0000 NC USD -669068.48 -0.3738653282 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Other Other 2023-12-14 5565937.50 USD -669068.48 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 116.0000 NC USD 783593.42 0.4378601292 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Other Other 2023-11-14 7790850.00 USD 783593.42 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -2.0000 NC USD -4340.8 -0.0024255733 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short Other Other 2023-07-31 -150820.00 USD -4340.8 N N N COMMODITIES EXCHANGE CENTER N/A 000000000 28.0000 NC USD -301179.76 -0.1682946861 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Long Other Other 2023-08-29 5402320.00 USD -301179.76 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -127.0000 NC USD -341500.83 -0.1908254890 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short Other Other 2023-12-14 -5045710.00 USD -341500.83 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 -96.0000 NC USD 719514 0.4020535203 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Short Other Other 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Short Other Other 2023-07-31 -1850385.60 USD -64112.58 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 -195.0000 NC USD -405671.38 -0.2266830200 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Short Other Other 2023-09-14 -6538350.00 USD -405671.38 N N N COMMODITIES EXCHANGE CENTER N/A 000000000 47.0000 NC USD -179649 -0.1003851390 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Long Other Other 2023-09-27 5409700.00 USD -179649 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -18.0000 NC USD -16556.25 -0.0092513816 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short Other Other 2023-08-10 -1264500.00 USD -16556.25 N N N Morgan Stanley Institutional Liquidity Funds IGJSJL3JD5P30I6NJZ34 61747C582 24000000.0000 NS USD 24000000.00 13.4108363252 Long STIV RF US N 1 N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796CQ0 12000000.0000 PA USD 11874537.36 6.6353115405 Long DBT UST US N 2 2023-09-14 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796XY0 12000000.0000 PA USD 11935051.68 6.6691260256 Long DBT UST US N 2 2023-08-10 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796ZS1 12000000.0000 PA USD 11995057.44 6.7026563350 Long DBT UST US N 2 2023-07-06 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912797FA0 12000000.0000 PA USD 11825564.64 6.6079463267 Long DBT UST US N 2 2023-10-12 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912797FJ1 12000000.0000 PA USD 11777188.32 6.5809143721 Long DBT UST US N 2 2023-11-09 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912797FK8 12000000.0000 PA USD 11765400.00 6.5743272375 Long DBT UST US N 2 2023-11-16 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912797FT9 12000000.0000 PA USD 11727692.28 6.5532567350 Long DBT UST US N 2 2023-12-07 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912797FU6 12000000.0000 PA USD 11714731.08 6.5460142128 Long DBT UST US N 2 2023-12-14 None 0.000000000000 N N N N N N 2023-07-28 First Trust Exchange-Traded Fund VII Donald P. Swade First Trust Exchange-Traded Fund VII Treasurer, Chief Financial Officer and Chief Accounting Officer