# EDGAR Filing Document

**Accession Number:** 0001561785
**File Stem:** 0001145549-23-007877
**Filing Date:** 2023-2
**Character Count:** 18180
**Document Hash:** 1f8690f16994d87fed49d1568c9a1901
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007877.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007877

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**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:** 23651880

**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

## Series and Classes Contracts Data

### First Trust Alternative Absolute Return Strategy ETF (Series ID: S000053488)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000168150 | First Trust Alternative Absolute Return Strategy ETF | FAAR            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** First Trust Exchange-Traded Fund VII

- **b. Investment Company Act file number:** 811-22767

- **c. CIK number of Registrant:** 0001561785

- **d. LEI of Registrant:** 549300ESI5HR7KPXFL47

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 120 East Liberty Drive, Suite 400

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

**Item A.2. Information about the Series.**

- **a. Name of Series:** First Trust Alternative Absolute Return Strategy ETF

- **b. EDGAR series identifier (if any):** S000053488

- **c. LEI of Series:** 549300WHPXXR83TGJA80

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $218773748.72

**Total Liabilities:** $14400140.83

**Net Assets:** $204373607.89

**Amount of Assets Invested in Other Investment Companies:** $47178066.65

**Cash Not Reported:** $84671907.82

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000168150 | 3.09%                | -2.53%               | 1.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-23564.59                                 |
| Month 2  | $0.00                    | $7808.90                                   |
| Month 3  | $-1181472.17             | $24889.01                                  |

**Designated Index Information**

- **Index Name:** DOW JONES AIG COMMODITY FUTURES INDEX - AIG COMMOD FUT

- **Index Identifier:** DJCI Index

### Schedule of Portfolio Investments

| Name                                         | Title                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ICE FUTURES EUROPE                           | F/C BRENT CRUDE FUTR  MAR23 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        16 | NC      | $6280.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                       | F/C WHEAT FUTURE(CBT) MAR23 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -240 | NC      | $574157.62    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                 | F/C NATURAL GAS FUTR  FEB23 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -56 | NC      | $893607.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                             | F/C SUGAR #11 (WORLD) MAR23 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       731 | NC      | $184790.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                 | F/C WTI CRUDE FUTURE  FEB23 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -97 | NC      | $-157215.70   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                             | F/C COFFEE 'C' FUTURE MAR23 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -160 | NC      | $-36866.03    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                           | F/C LOW SU GASOIL G   MAR23 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        21 | NC      | $7787.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                           | F/C LOW SU GASOIL G   FEB23 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        68 | NC      | $-225387.03   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                        | F/C LME NICKEL FUTURE MAR23 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         6 | NC      | $12474.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                        | F/C LME PRI ALUM FUTR MAR23 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -39 | NC      | $54259.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                        | F/C LME LEAD FUTURE   MAR23 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        91 | NC      | $319237.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                        | F/C LME ZINC FUTURE   MAR23 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        70 | NC      | $34387.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds | MSILF TREASURY PORT-INST    | CUSIP: 61747C582<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | STIV             | RF                | US        |  21000000 | NS      | $21000000.00  | 10.28%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                 | US T BILL ZCP 01/26/23      | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9975239.90   | 4.88%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | US T BILL ZCP 01/05/23      | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9997983.30   | 4.89%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | US T BILL ZCP 01/12/23      | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11989597.44  | 5.87%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | US T BILL ZCP 01/19/23      | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9983933.30   | 4.89%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | US T BILL ZCP 02/02/23      | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9968313.90   | 4.88%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | US T BILL ZCP 01/03/23      | CUSIP: 912796ZH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10000000.00  | 4.89%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | US T BILL ZCP 01/10/23      | CUSIP: 912796ZJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9992975.50   | 4.89%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | US T BILL ZCP 01/17/23      | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9985713.20   | 4.89%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | US T BILL ZCP 01/24/23      | CUSIP: 912796ZL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11973149.76  | 5.86%             | 2023-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | US T BILL ZCP 01/31/23      | CUSIP: 912796ZM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9969394.40   | 4.88%             | 2023-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CME GLOBEX                                   | F/C LEAN HOGS FUTURE  FEB23 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |       134 | NC      | $-81918.68    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                       | F/C KC HRW WHEAT FUT  MAR23 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       313 | NC      | $-441896.02   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                       | F/C CORN FUTURE       MAR23 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       545 | NC      | $64195.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                 | F/C NY HARB ULSD FUT  MAR23 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        41 | NC      | $-49354.28    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                             | F/C COTTON NO.2 FUTR  MAR23 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -113 | NC      | $-4705.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                       | F/C SOYBEAN MEAL FUTR MAR23 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       430 | NC      | $1554374.81   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                  | F/C COPPER FUTURE     MAR23 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        -6 | NC      | $-4972.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                   | F/C LIVE CATTLE FUTR  FEB23 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |       135 | NC      | $115582.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                       | F/C SOYBEAN OIL FUTR  MAR23 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       395 | NC      | $-400983.60   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                 | F/C GASOLINE RBOB FUT FEB23 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        36 | NC      | $234394.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                   | F/C LEAN HOGS FUTURE  APR23 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        91 | NC      | $40163.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                  | F/C SILVER FUTURE     MAR23 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |       -51 | NC      | $-518050.00   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                  | F/C GOLD 100 OZ FUTR  FEB23 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        11 | NC      | $53870.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                       | F/C SOYBEAN FUTURE    MAR23 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       218 | NC      | $727338.89    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                             | F/C COCOA FUTURE      MAR23 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       394 | NC      | $380422.87    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                 | F/C NY HARB ULSD FUT  FEB23 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        48 | NC      | $231442.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                   | F/C LEAN HOGS FUTURE  JUN23 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        11 | NC      | $12354.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                   | F/C CATTLE FEEDER FUT MAR23 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        90 | NC      | $7812.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** First Trust Exchange-Traded Fund VII

**Signature:** Donald P. Swade

**Name of Signer:** First Trust Exchange-Traded Fund VII

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer