Annual Report for Registered Investment Companies (n-cen)
06 Mars 2023 - 4:49PM
Edgar (US Regulatory)
schemaVersion:
X0404
The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.
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schemaVersion:
N-CEN:Series/Class (Contract) Information
N-CEN:Part A: General Information
Item A.1. Reporting period covered.
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a. Report for period ending:
| 2022-12-31 |
|
b. Does this report cover a period of less than 12 months?
| ☐ Yes
☒ No
|
N-CEN:Part B: Information About the Registrant
Item B.1. Background information.
|
a. Full name of Registrant
| First Trust Exchange-Traded Fund VII |
b. Investment Company Act file number
( e.g., 811-)
| 811-22767 |
|
c. CIK
| 0001561785 |
|
d. LEI
| 549300ESI5HR7KPXFL47 |
Item B.2. Address and telephone number of Registrant.
|
a. Street 1
| 120 East Liberty Drive, Suite 400 |
|
Street 2
| |
|
b. City
| Wheaton |
|
c. State, if applicable
|
ILLINOIS
|
|
d. Foreign country, if applicable
|
UNITED STATES OF AMERICA
|
|
e. Zip code and zip code extension, or foreign postal code
| 60187 |
|
f. Telephone number (including country code if foreign)
| 6307658000 |
|
g. Public Website, if any
| https://www.ftportfolios.com |
Item B.3. Location of books and records.
| Instruction.
Provide the requested information for each person maintaining
physical possession of each account, book, or other document
required to be maintained by section 31(a) of the Act (15 U.S.C.
80a-30(a)) and the rules under that section.
|
| Location books Record |
Name of person
(e.g., a custodian of records)
| Telephone | Address | Briefly describe books and records kept at this location |
|---|
|
#1 | First Trust Advisors L.P. | 6307658000 | 120 East Liberty Drive, Suite 400
Wheaton,
ILLINOIS
60187
UNITED STATES OF AMERICA
| Records related to the registrant and investment advisor. |
|
#2 | Brown Brothers Harriman & Co. | 6177721818 | 50 Post Office Square
Boston,
MASSACHUSETTS
02110
UNITED STATES OF AMERICA
| Fund Accounting, Custody and Transfer agent records and certain Administration records. |
Item B.4. Initial of final filings.
| Instruction.
Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form.
|
|
a. Is this the first filing on this form by the Registrant?
| ☐ Yes
☒ No
|
|
b. Is this the last filing on this form by the Registrant?
| ☐ Yes
☒ No
|
Item B.5. Family of investment companies.
| Instruction.
"Family of investment companies" means, except for insurance company
separate accounts, any two or more registered investment companies
that (i) share the same investment adviser or principal underwriter;
and (ii) hold themselves out to investors as related companies for
purposes of investment and investor services. In responding to this
item, all Registrants in the family of investment companies should
report the name of the family of investment companies identically.
|
|
Insurance company separate accounts that may not hold themselves
out to investors as related companies (products) for
purposes of investment and investor services should consider
themselves part of the same family if the operational or accounting
or control systems under which these entities function are
substantially similar.
|
|
a. Is the Registrant part of a family of investment companies?
| ☒ Yes
☐ No
|
|
i. Full name of family of investment companies
| First Trust Advisors L.P. |
Item B.6. Organization.
| Instruction.
For Item B.6.a.i., the Registrant should include all Series that
have been established by the Registrant and have shares outstanding
(other than shares issued in connection with an initial investment
to satisfy section 14(a) of the Act).
|
|
a. Indicate the classification of the Registrant by checking the applicable item
| ☒
a. Open-end management investment company registered under the Act on Form N-1A
☐
b. Closed-end management investment company registered under the Act on Form N-2
☐
c. Separate account offering variable annuity contracts which
is registered under the Act as a management investment company on Form N-3
☐
d. Separate account offering variable annuity contracts which
is registered under the Act as a unit investment trust on Form N-4
☐
e. Small business investment company registered under the Act on Form N-5
☐
f. Separate account offering variable insurance contracts
which is registered under the Act as a unit investment trust on Form N-6
☐
g. Unit investment trust registered under the Act on Form N-8B-2
|
|
i. Total number of Series of the Registrant
| 2 |
|
ii. If a Series of the Registrant with a fiscal year end covered by the report
was terminated during the reporting period, provide the following information:
| |
| Terminated Organization Record | Name of the Series | Series identification number | Date of termination (month/year) |
|---|
|
—
|
—
|
—
|
—
|
Item B.7. Securities Act registration.
|
a. Is the Registrant the issuer of a class of securities
registered under the Securities Act of 1933 ("Securities Act")?
| ☒ Yes
☐ No
|
Item B.8. Directors.
|
a. Provide the information requested below about each person serving as director of the Registrant (management investment companies only):
| |
| Director Record | Full Name | CRD number, if any | Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-): |
|---|
|
#1 | James A. Bowen | 001123316 |
Yes
| 811-23147 811-22738 811-22452 811-22442 811-22717 811-22652 811-21549 811-21586 811-21944 811-21905 811-22519 811-22245 811-22039 811-23565 811-21774 811-22559 811-22019 811-21539 811-21496 811-21727 811-21636 811-22902 811-22795 811-23072 811-22528 811-22709 |
|
#2 | Niel B. Nielson | N/A |
No
| 811-22738 811-23565 811-21944 811-22902 811-21727 811-21774 811-21496 811-22519 811-21549 811-22039 811-23147 811-22717 811-21539 811-22795 811-21905 811-22245 811-23072 811-22019 811-22559 811-21586 811-21636 811-22452 811-22709 811-22442 811-22652 811-22528 |
|
#3 | Robert F. Keith | N/A |
No
| 811-22559 811-21539 811-22019 811-23565 811-21636 811-23072 811-22528 811-21496 811-22442 811-21727 811-22245 811-21774 811-22039 811-22519 811-23147 811-21549 811-22902 811-21586 811-22452 811-21944 811-22795 811-22652 811-22709 811-22738 811-22717 811-21905 |
|
#4 | Thomas R. Kadlec | 001721772 |
No
| 811-22519 811-22795 811-21586 811-22245 811-22019 811-23147 811-23565 811-21944 811-22709 811-21539 811-22902 811-21774 811-22442 811-22717 811-21549 811-22039 811-21496 811-22738 811-21905 811-21636 811-21727 811-22528 811-22559 811-22452 811-23072 811-22652 |
|
#5 | Richard E. Erickson | N/A |
No
| 811-21905 811-22902 811-22709 811-22795 811-22528 811-21586 811-22442 811-22559 811-22652 811-22039 811-23147 811-21944 811-22019 811-21549 811-23072 811-21539 811-21774 811-22245 811-22519 811-21496 811-22717 811-23565 811-22738 811-21727 811-22452 811-21636 |
|
#6 | Denise M. Keefe | N/A |
No
| 811-21539 811-21636 811-22519 811-21905 811-21944 811-23147 811-22245 811-21496 811-22709 811-22652 811-22559 811-22442 811-22902 811-23072 811-22019 811-22738 811-21774 811-22795 811-22528 811-21586 811-23565 811-21727 811-22452 811-21549 811-22717 811-22039 |
Item B.9. Chief compliance officer.
|
a. Provide the information requested below about each person serving as chief compliance officer (CCO) of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1):
| |
| Chief compliance officer Record | Full Name | CRD Number, if any | Telephone | Address | Has the CCO changed since the last filing? | If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide: |
|---|
|
#1 | Kristi A. Maher | N/A | XXXXXX | 120 East Liberty Drive, Suite 400
Wheaton,
ILLINOIS
60187
UNITED STATES OF AMERICA
|
No
| - Name of the person: N/A
IRS Employer Identification Number: N/A - Name of the person: N/A
IRS Employer Identification Number: N/A
|
Item B.10. Matters for security holder vote.
| Instruction.
Registrants registered on Forms N-3, N-4 or N-6, should respond "yes"
to this Item only if security holder votes were solicited on contract-level matters.
|
|
a. Were any matters submitted by the Registrant for its security holders' vote during the reporting period?
| ☐ Yes
☒ No
|
Item B.11. Legal proceeding.
| Instruction.
For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities.
|
|
a. Have there been any material legal proceedings, other
than routine litigation incidental to the business, to which the
Registrant or any of its subsidiaries was a party or of which any of
their property was the subject during the reporting period?
| ☐ Yes
☒ No
|
|
b. Has any proceeding previously reported been terminated?
| ☐ Yes
☒ No
|
Item B.12. Fidelity bond and insurance (management investment companies only).
|
a. Were any claims with respect to the Registrant filed
under a fidelity bond (including, but not limited to, the fidelity
insuring agreement of the bond) during the reporting period?
| ☐ Yes
☒ No
|
|
Item B.13. Directors and officers/errors and omissions insurance (management investment companies only).
|
a. Are the Registrant's officers or directors covered in their capacities
as officers or directors under any directors and officers/errors and
omissions insurance policy owned by the Registrant or anyone else?
| ☒ Yes
☐ No
|
|
i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant?
| ☐ Yes
☒ No
|
Item B.14. Provision of financial support.
| Instruction.
For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio.
|
|
a. Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period?
| ☐ Yes
☒ No
|
Item B.15. Exemptive orders.
|
a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act?
| ☒ Yes
☐ No
|
|
i. If yes, provide the release number for each order:
| - IC-27845
- IC-26297
|
Item B.16. Principal underwriters.
|
a. Provide the information requested below about each principal underwriter:
| |
| Principal underwriter Record | Full Name | SEC file number (e.g., 8-) | CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor? |
|---|
|
#1 | FIRST TRUST PORTFOLIOS L.P. | 8-43843 | 000028519 | 54930062T84Z5CXY1C58 |
ILLINOIS
|
UNITED STATES OF AMERICA
|
Yes
|
|
b. Have any principal underwriters been hired or terminated during the reporting period?
| ☐ Yes
☒ No
|
Item B.17. Independent public accountant.
|
a. Provide the following information about each independent public accountant:
| |
| Public accountant Record | Full Name | PCAOB Number | LEI, if any | State, if applicable | Foreign country, if applicable |
|---|
|
#1 | DELOITTE & TOUCHE LLP | 00034 | 549300FJV7IV1ZHGAV28 |
ILLINOIS
|
UNITED STATES OF AMERICA
|
|
b. Has the independent public accountant changed since the last filing?
| ☐ Yes
☒ No
|
Item B.18. Report on internal control (management investment companies only).
| Instruction.
Small business investment companies are not required to respond to this item.
|
|
a. For the reporting period, did an independent public accountant's report on internal control note any material weaknesses?
| ☐ Yes
☒ No
|
Item B.19. Audit opinion.
|
a. For the reporting period, did an independent public accountant issue
an opinion other than an unqualified opinion with respect to its audit
of the Registrant's financial statements?
| ☐ Yes
☒ No
|
Item B.20. Change in valuation methods.
| Instruction.
Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category.
|
|
a. Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period?
| ☐ Yes
☒ No
|
Item B.21. Change in accounting principles and practices.
|
a. Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported?
| ☐ Yes
☒ No
|
Item B.22. Net asset value error corrections (open-end management investment companies only).
|
a. During the reporting period, were any payments made to shareholders
or shareholder accounts reprocessed as a result of an error
in calculating the Registrant's net asset value (or net asset value per share)?
| ☐ Yes
☒ No
|
Item B.23. Rule 19a-1 notice (management investment companies only).
|
a. During the reporting period, did the Registrant pay any dividend or make
any distribution in the nature of a dividend payment, required to be accompanied
by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a))
and rule 19a-1 thereunder (17 CFR 270.19a-1)?
| ☐ Yes
☒ No
|
N-CEN:Part C: Additional Questions for Management Investment Companies
General Instruction.
|
Management investment companies that offer multiple series must
complete Part C as to each series separately, even if some
information is the same for two or more series. To begin this
section or add an additional series(s), click on the bar labeled
"Add a New Series" below.
|
|
Management Investment Record: 1 |
Item C.1. Background information.
|
a. Full Name of the Fund
| First Trust Alternative Absolute Return Strategy ETF |
|
b. Series identication number, if any
| S000053488 |
|
c. LEI
| 549300WHPXXR83TGJA80 |
|
d. Is this the first filing on this form by the Fund?
| ☐ Yes
☒ No
|
Item C.2. Classes of open-end management investment companies.
|
a. How many Classes of shares of the Fund (if any) are authorized?
| 0 |
|
b. How many new Classes of shares of the Fund were added during the reporting period?
| 0 |
|
c. How many Classes of shares of the Fund were terminated during the reporting period?
| 0 |
|
d. For each Class with shares outstanding, provide the information requested below:
|
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|
|
#1 | First Trust Alternative Absolute Return Strategy ETF | C000168150 | FAAR |
Item C.3. Type of fund.
Instructions:
1. "Fund of Funds" means a fund that acquires securities issued by
any other investment company in excess of the amounts permitted
under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C.
80a-12(d)(1)(A)), but, for purposes of this Item, does not include
a fund that acquires securities issued by another company solely in
reliance on rule 12d1-1 under the Act (CFR 270.12d1-1).
2. "Index" means an investment company, including an Exchange-Traded
Fund, that seeks to track the performance of a specified index.
3. "Interval Fund" means a closed-end management investment company
that makes periodic repurchases of its shares pursuant to rule
23c-3 under the Act (17 CFR 270.23c-3).
4. "Master-Feeder Fund" means a two-tiered arrangement in which one
or more funds (each a feeder fund) holds shares of a single Fund
(the master fund) in with section 12(d)(1)(E) of the Act
(15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted
by the Commission.
5. "Target Date Fund" means an investment company that
has an investment objective or strategy of providing varying degrees of
long-term appreciation and capital preservation through a mix of
equity and fixed income exposures that changes over time based on
an investor's age, target retirement date, or life expectancy.
|
|
a. Indicate if the Fund is any one of the types listed. Check all that apply.
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒
i. Exchange-Traded Fund
☐
ii. Exchange-Traded Managed Fund
☐
b. Index Fund
☐
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark
☐
d. Interval Fund
☐
e. Fund of Funds
☐
f. Master-Feeder Fund
☐
g. Money Market Fund
☐
h. Target Date Fund
☐
i. Underlying fund to a variable annuity or variable life insurance contract
☐
N/A
|
Item C.4. Diversification.
|
a. Does the Fund seek to operate as a “non-diversified company” as such
term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?
| ☐ Yes
☒ No
|
Item C.5. Investments in certain foreign corporations.
| Instruction.
"Controlled foreign corporation" has the meaning provided in section
957 of the Internal Revenue Code [26 U.S.C. 957].
|
|
a. Does the fund invest in a controlled foreign corporation for the purpose of
investing in certain types of instruments such as, but not limited to, commodities?
| ☒ Yes
☐ No
|
|
i. If yes, provide the following information:
| |
| Foreign Investments Record | Full name of subsidiary | LEI of subsidiary, if any |
|---|
|
#1 | FT Cayman Subsidiary III | N/A |
Item C.6. Securities lending.
| Instruction.
For purposes of this Item, other adverse impacts would include, for
example, (1) a loss to the Fund if collateral and indemnification
were not sufficient to replace the loaned securities or their
value, (2) the Fund's ineligibility to vote shares in a proxy, or
(3) the Fund's ineligibility to receive a direct distribution from
the issuer.
|
|
a. Is the Fund authorized to engage in securities lending transactions?
| ☒ Yes
☐ No
|
|
b. Did the Fund lend any of its securities during the reporting period?
| ☐ Yes
☒ No
|
|
c. Provide the information requested below about each
securities lending agent, if any, retained by the Fund:
| |
|
Securities Lending Record
|
Full name of securities lending agent
|
LEI, if any
|
Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?
|
Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?
|
|---|
|
#1 | Brown Brothers Harriman & Co. | 5493006KMX1VFTPYPW14 |
No
|
Yes
|
|
If the entity providing the indemnification is not the securities lending agent, provide the following information:
|
| | Idemnity Providers Record | Name of person providing indemnification | LEI, if any, of person providing indemnification |
| |
#1 | Brown Brothers Harriman & Co. | 5493006KMX1VFTPYPW14 |
| |
Did the Fund exercise its indemnification rights during the reporting period?
| ☐ Yes
☒ No
|
|
|
d. If a person providing cash collateral management services to
the Fund in connection with the Fund's securities lending
activities does not also serve as securities lending agent,
provide the following information about each cash collateral manager:
| |
|
Collateral Managers Record
|
Full name of cash collateral manager
|
LEI, if any
|
Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person,
of a securities lending agent retained by the Fund?
|
Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?
|
|---|
—
|
—
|
—
|
—
|
—
|
|
e. Types of payments made to one or more securities lending agents
and cash collateral managers (check all that apply):
| ☐
i. Revenue sharing split
☐
ii. Non-revenue sharing split (other than administrative fee)
☐
iii. Administrative fee
☐
iv. Cash collateral reinvestment fee
☐
v. Indemnification fee
☐
vi. Other
☒
N/A
|
|
f. Provide the monthly average of the value of
portfolio securities on loan during the reporting period
| N/A |
|
g. Provide the net income from securities lending activities
| N/A |
Item C.7. Reliance on certain statutory exemption and rules.
|
a. Did the Fund rely on the following statutory exemption or any of the rules
under the Act during the reporting period? (check all that apply)
| ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☒
b. Rule 12d1-1 (17 CFR 270.12d1-1)
☐
c. Rule 15a-4 (17 CFR 270.15a-4)
☐
d. Rule 17a-6 (17 CFR 270.17a-6)
☐
e. Rule 17a-7 (17 CFR 270.17a-7)
☐
f. Rule 17a-8 (17 CFR 270.17a-8)
☐
g. Rule 17e-1 (17 CFR 270.17e-1)
☐
h. Rule 22d-1 (17 CFR 270.22d-1)
☐
i. Rule 23c-1 (17 CFR 270.23c-1)
☒
j. Rule 32a-4 (17 CFR 270.32a-4)
☒
k. Rule 6c-11 (17 CFR 270.6c-11)
☒
l. Rule 12d1-4 (17 CFR 270.12d1-4)
☐
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
☒
n. Rule 18f-4 (17 CFR 270.18f-4)
☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
ii. Is the Fund a leveraged/inverse fund that, under
rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the
requirement to comply with the limit on fund leverage risk described
in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))?
☐
iii. Did the Fund enter into any reverse repurchase agreements
or similar financing transactions under
rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))?
☐
iv. Did the Fund enter into any reverse repurchase
agreements or similar financing transactions under
rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))?
☐
v. Did the Fund enter into any unfunded commitment agreements
under rule 18f-4(e) (17 CFR 270.18f-4(e))?
☐
vi. Did the Fund invest in a security on a when-issued or
forward-settling basis, or with a non-standard settlement cycle,
in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))?
☐
N/A
|
Item C.8. Expense limitations.
| Instruction.
Provide information concerning any direct or indirect limitations,
waivers or reductions, on the level of expenses incurred by the
fund during the reporting period. A limitation, for example, may be
applied indirectly (such as when an adviser agrees to accept a
reduced fee pursuant to a voluntary fee waiver) or it may apply
only for a temporary period such as for a new fund in its start-up phase.
|
|
a. Did the Fund have an expense limitation arrangement in place during the reporting period?
| ☐ Yes
☒ No
|
|
b. Were any expenses of the Fund reduced or waived pursuant to an expense
limitation arrangement during the reporting period?
| ☐ Yes
☒ No
|
|
c. Are the fees waived subject to recoupment?
| ☐ Yes
☒ No
|
|
d. Were any expenses previously waived recouped during the period?
| ☐ Yes
☒ No
|
Item C.9. Investment advisers.
|
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
| |
| Full name |
SEC file number
( e.g., 801- )
| CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|
|
Investment Advisers Record: 1 |
| FIRST TRUST ADVISORS L.P. | 801-39950 | 000107027 | 549300381GGS7S5JQ115 |
ILLINOIS
|
UNITED STATES OF AMERICA
|
No
|
|
b. If an investment adviser (other than a sub- adviser) to the
Fund was terminated during the reporting period, provide the
following with respect to each investment adviser:
| |
| Full name |
SEC file number
( e.g., 801- )
| CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Termination date |
|---|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
|
c. For each sub-adviser to the Fund, provide the information requested:
| |
| Full name |
SEC file number
( e.g., 801- )
| CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? |
|---|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
|
d. If a sub-adviser was terminated during the reporting period,
provide the following with respect to such sub-adviser:
| |
| Full name |
SEC file number
( e.g., 801- )
| CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Termination date |
|---|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
Item C.10. Transfer agents.
|
a. Provide the following information about each person providing transfer agency services to the Fund:
| |
| Full name |
SEC file number
( e.g., 801- )
| LEI, if any | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|
|
Transfer Agents Record: 1 |
| Brown Brothers Harriman & Co. | 84-06072 | 5493006KMX1VFTPYPW14 |
MASSACHUSETTS
|
UNITED STATES OF AMERICA
|
No
|
No
|
|
b. Has a transfer agent been hired or terminated during the reporting period?
| ☐ Yes
☒ No
|
Item C.11. Pricing services.
|
a. Provide the following information about each person that provided
pricing services to the Fund during the reporting period:
| |
| Pricing Services Record | Full name | LEI, if any, or provide and describe other identifying number | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|
|
#1 | Bloomberg L.P. | 549300B56MD0ZC402L06 |
NEW YORK
|
UNITED STATES OF AMERICA
|
No
|
|
#2 | ICE Data Pricing & Reference Data, LLC | 5493000NQ9LYLDBCTL34 |
MASSACHUSETTS
|
UNITED STATES OF AMERICA
|
No
|
|
#3 | Refinitiv, LLC | 549300WQWDPFSMQ8I087 |
DELAWARE
|
UNITED STATES OF AMERICA
|
No
|
|
b. Was a pricing service hired or terminated during the reporting period?
| ☐ Yes
☒ No
|
Item C.12. Custodians.
|
a. Provide the following information about each person that
provided custodial services to the Fund during the reporting period:
| |
| Custodians Record | Full name | LEI, if any | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody
(describe if "Other")
|
|---|
|
#1 | Brown Brothers Harriman & Co. | 5493006KMX1VFTPYPW14 |
MASSACHUSETTS
|
UNITED STATES OF AMERICA
|
No
|
No
| Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
|
b. Has a custodian been hired or terminated during the reporting period?*
| ☐ Yes
☒ No
|
Item C.13. Shareholder servicing agents.
|
a. Provide the following information about each shareholder servicing agent of the Fund:
| |
| Shareholder Servicing Agents Record | Full name | LEI, if any, or provide and describe other identifying number | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|
|
#1 | Brown Brothers Harriman & Co. | 5493006KMX1VFTPYPW14 |
MASSACHUSETTS
|
UNITED STATES OF AMERICA
|
No
|
No
|
|
b. Has a shareholder servicing agent been hired or terminated during the reporting period?
| ☐ Yes
☒ No
|
Item C.14. Administrators.
|
a. Provide the following information about each administrator of the Fund:
| |
| Administrators Record | Full name | LEI, if any, or provide and describe other identifying number | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|
|
#1 | Brown Brothers Harriman & Co. | 5493006KMX1VFTPYPW14 |
MASSACHUSETTS
|
UNITED STATES OF AMERICA
|
No
|
No
|
|
b. Has a third-party administrator been hired or terminated during the reporting period?
| ☐ Yes
☒ No
|
Item C.15. Affiliated broker-dealers.
|
a. Provide the following information about each affiliated broker-dealer:
| |
| Broker Dealers Record | Full name | SEC file number | CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|
|
#1 | FIRST TRUST PORTFOLIOS L.P. | 8-43843 | 000028519 | 54930062T84Z5CXY1C58 |
ILLINOIS
|
UNITED STATES OF AMERICA
| 0.0 |
Item C.16. Brokers.
Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal
transactions, and to promote consistent reporting of the information
required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the
confirmation specifies the amount of the commission to be paid by the
Registrant, the transaction should be considered an agency transaction
and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the
confirmation specifies only the net amount to be paid or received by
the Registrant and such net amount is equal to the market value of the
security at the time of the transaction, the transaction should be
considered a principal transaction and included in determining the
amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten
offering, the acquisition should be considered a principal transaction
and included in answering Item C.17 even though the Registrant has
knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale
should be considered a principal transaction and included in answering
Item C.17 even though the Registrant has knowledge of the amount the
offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank
CD), the purchase should be considered a principal transaction and
included in answering Item C.17.
6. The value of called or maturing securities should not be counted in
either agency or principal transactions and should not be included in
determining the amounts shown in Item C.16 and Item C.17. This means
that the acquisition of a security may be included, but it is possible
that its disposition may not be included. Disposition of a repurchase
agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in
paragraphs (1) through (6) above should be evaluated by the Fund based
upon the guidelines established in those paragraphs and classified
accordingly. The agents considered in Item C.16 may be persons or
companies not registered under the Exchange Act as securities brokers.
The persons or companies from whom the investment company purchased or
to whom it sold portfolio instruments on a principal basis may be
persons or entities not registered under the Exchange Act as securities
dealers.
|
|
a. For each of the ten brokers that received the largest dollar
amount of brokerage commissions (excluding dealer concessions in
underwritings) by virtue of direct or indirect participation in the
Fund’s portfolio transactions, provide the information below:
| |
| Brokers Record | Full name | SEC file number | CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
|
b. Aggregate brokerage commissions paid by Fund during the reporting period:
| 0.000000000000 |
Item C.17. Principal transactions.
|
a. For each of the ten entities acting as principals with which the
Fund did the largest dollar amount of principal transactions
(include all short-term obligations, and U.S. government and tax-free
securities) in both the secondary market and in underwritten
offerings, provide the information below:
| |
| Principal Transactions Record | Full name | SEC file number | CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|
|
#1 | JPMORGAN SECURITIES LLC | 008-35008 | 000000079 | ZBUT11V806EZRVTWT807 |
NEW YORK
|
UNITED STATES OF AMERICA
| 56,811,864.060000000000 |
|
#2 | Goldman Sachs & Co. | 008-00129 | 000000361 | FOR8UP27PHTHYVLBNG30 |
NEW YORK
|
UNITED STATES OF AMERICA
| 78,760,992.000000000000 |
|
#3 | RBC CAPITAL MARKETS | 008-45411 | 000031194 | 549300LCO2FLSSVFFR64 |
NEW YORK
|
UNITED STATES OF AMERICA
| 96,758,097.470000000000 |
|
#4 | CITIGROUP GLOBAL MARKETS, INC. | 008-08177 | 000007059 | MBNUM2BPBDO7JBLYG310 |
NEW YORK
|
UNITED STATES OF AMERICA
| 61,845,369.590000000000 |
|
#5 | BARCLAYS CAPITAL, INC. | 008-41342 | 000019714 | AC28XWWI3WIBK2824319 |
NEW YORK
|
UNITED STATES OF AMERICA
| 259,230,372.690000000000 |
|
#6 | MORGAN STANLEY & CO., LLC | 008-15869 | 000008209 | 9R7GPTSO7KV3UQJZQ078 |
NEW YORK
|
UNITED STATES OF AMERICA
| 43,875,768.190000000000 |
|
#7 | WELLS FARGO SECURITIES, LLC | 008-65876 | 000126292 | VYVVCKR63DVZZN70PB21 |
NORTH CAROLINA
|
UNITED STATES OF AMERICA
| 19,972,233.330000000000 |
|
#8 | Nomura Securities Internaional, Inc. | 008-15255 | 000004297 | OXTKY6Q8X53C9ILVV871 |
NEW YORK
|
UNITED STATES OF AMERICA
| 24,974,773.750000000000 |
|
#9 | BMO Capital Markets Corp. | 008-85003 | 000016686 | RUC0QBLBRPRCU4W1NE59 |
DELAWARE
|
UNITED STATES OF AMERICA
| 54,932,052.100000000000 |
|
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:
| 811,672,456.870000000000 |
Item C.18. Payments for brokerage and research.
|
a. During the reporting period, did the Fund pay commissions to
broker-dealers for "brokerage and research services" within the
meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?
| ☐ Yes
☒ No
|
Item C.19. Average net assets.
|
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period
| 179,178,543.190000000000 |
|
b. Provide the money market fund's daily average net assets during the reporting period
| |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
|
For open-end management investment companies, respond to the following:
|
|
a. Does the Fund have available a line of credit?
| ☐ Yes
☒ No
|
|
b. Did the Fund engage in interfund lending?
| ☐ Yes
☐ No
|
|
c. Did the Fund engage in interfund borrowing?
| ☐ Yes
☐ No
|
|
Management Investment Record: 2 |
Item C.1. Background information.
|
a. Full Name of the Fund
| First Trust Global Tactical Commodity Strategy Fund |
|
b. Series identication number, if any
| S000039654 |
|
c. LEI
| 5493002FOWY57JQHE251 |
|
d. Is this the first filing on this form by the Fund?
| ☐ Yes
☒ No
|
Item C.2. Classes of open-end management investment companies.
|
a. How many Classes of shares of the Fund (if any) are authorized?
| 0 |
|
b. How many new Classes of shares of the Fund were added during the reporting period?
| 0 |
|
c. How many Classes of shares of the Fund were terminated during the reporting period?
| 0 |
|
d. For each Class with shares outstanding, provide the information requested below:
|
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|
|
#1 | First Trust Global Tactical Commodity Strategy Fund | C000122820 | FTGC |
Item C.3. Type of fund.
Instructions:
1. "Fund of Funds" means a fund that acquires securities issued by
any other investment company in excess of the amounts permitted
under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C.
80a-12(d)(1)(A)), but, for purposes of this Item, does not include
a fund that acquires securities issued by another company solely in
reliance on rule 12d1-1 under the Act (CFR 270.12d1-1).
2. "Index" means an investment company, including an Exchange-Traded
Fund, that seeks to track the performance of a specified index.
3. "Interval Fund" means a closed-end management investment company
that makes periodic repurchases of its shares pursuant to rule
23c-3 under the Act (17 CFR 270.23c-3).
4. "Master-Feeder Fund" means a two-tiered arrangement in which one
or more funds (each a feeder fund) holds shares of a single Fund
(the master fund) in with section 12(d)(1)(E) of the Act
(15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted
by the Commission.
5. "Target Date Fund" means an investment company that
has an investment objective or strategy of providing varying degrees of
long-term appreciation and capital preservation through a mix of
equity and fixed income exposures that changes over time based on
an investor's age, target retirement date, or life expectancy.
|
|
a. Indicate if the Fund is any one of the types listed. Check all that apply.
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒
i. Exchange-Traded Fund
☐
ii. Exchange-Traded Managed Fund
☐
b. Index Fund
☐
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark
☐
d. Interval Fund
☐
e. Fund of Funds
☐
f. Master-Feeder Fund
☐
g. Money Market Fund
☐
h. Target Date Fund
☐
i. Underlying fund to a variable annuity or variable life insurance contract
☐
N/A
|
Item C.4. Diversification.
|
a. Does the Fund seek to operate as a “non-diversified company” as such
term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?
| ☐ Yes
☒ No
|
Item C.5. Investments in certain foreign corporations.
| Instruction.
"Controlled foreign corporation" has the meaning provided in section
957 of the Internal Revenue Code [26 U.S.C. 957].
|
|
a. Does the fund invest in a controlled foreign corporation for the purpose of
investing in certain types of instruments such as, but not limited to, commodities?
| ☒ Yes
☐ No
|
|
i. If yes, provide the following information:
| |
| Foreign Investments Record | Full name of subsidiary | LEI of subsidiary, if any |
|---|
|
#1 | FT Cayman Subsidiary II | N/A |
Item C.6. Securities lending.
| Instruction.
For purposes of this Item, other adverse impacts would include, for
example, (1) a loss to the Fund if collateral and indemnification
were not sufficient to replace the loaned securities or their
value, (2) the Fund's ineligibility to vote shares in a proxy, or
(3) the Fund's ineligibility to receive a direct distribution from
the issuer.
|
|
a. Is the Fund authorized to engage in securities lending transactions?
| ☒ Yes
☐ No
|
|
b. Did the Fund lend any of its securities during the reporting period?
| ☐ Yes
☒ No
|
|
c. Provide the information requested below about each
securities lending agent, if any, retained by the Fund:
| |
|
Securities Lending Record
|
Full name of securities lending agent
|
LEI, if any
|
Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?
|
Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?
|
|---|
|
#1 | Brown Brothers Harriman & Co. | 5493006KMX1VFTPYPW14 |
No
|
Yes
|
|
If the entity providing the indemnification is not the securities lending agent, provide the following information:
|
| | Idemnity Providers Record | Name of person providing indemnification | LEI, if any, of person providing indemnification |
| |
#1 | Brown Brothers Harriman & Co. | 5493006KMX1VFTPYPW14 |
| |
Did the Fund exercise its indemnification rights during the reporting period?
| ☐ Yes
☒ No
|
|
|
d. If a person providing cash collateral management services to
the Fund in connection with the Fund's securities lending
activities does not also serve as securities lending agent,
provide the following information about each cash collateral manager:
| |
|
Collateral Managers Record
|
Full name of cash collateral manager
|
LEI, if any
|
Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person,
of a securities lending agent retained by the Fund?
|
Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?
|
|---|
—
|
—
|
—
|
—
|
—
|
|
e. Types of payments made to one or more securities lending agents
and cash collateral managers (check all that apply):
| ☐
i. Revenue sharing split
☐
ii. Non-revenue sharing split (other than administrative fee)
☐
iii. Administrative fee
☐
iv. Cash collateral reinvestment fee
☐
v. Indemnification fee
☐
vi. Other
☒
N/A
|
|
f. Provide the monthly average of the value of
portfolio securities on loan during the reporting period
| N/A |
|
g. Provide the net income from securities lending activities
| N/A |
Item C.7. Reliance on certain statutory exemption and rules.
|
a. Did the Fund rely on the following statutory exemption or any of the rules
under the Act during the reporting period? (check all that apply)
| ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☒
b. Rule 12d1-1 (17 CFR 270.12d1-1)
☐
c. Rule 15a-4 (17 CFR 270.15a-4)
☐
d. Rule 17a-6 (17 CFR 270.17a-6)
☐
e. Rule 17a-7 (17 CFR 270.17a-7)
☐
f. Rule 17a-8 (17 CFR 270.17a-8)
☐
g. Rule 17e-1 (17 CFR 270.17e-1)
☐
h. Rule 22d-1 (17 CFR 270.22d-1)
☐
i. Rule 23c-1 (17 CFR 270.23c-1)
☒
j. Rule 32a-4 (17 CFR 270.32a-4)
☒
k. Rule 6c-11 (17 CFR 270.6c-11)
☒
l. Rule 12d1-4 (17 CFR 270.12d1-4)
☐
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
☒
n. Rule 18f-4 (17 CFR 270.18f-4)
☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
ii. Is the Fund a leveraged/inverse fund that, under
rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the
requirement to comply with the limit on fund leverage risk described
in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))?
☐
iii. Did the Fund enter into any reverse repurchase agreements
or similar financing transactions under
rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))?
☐
iv. Did the Fund enter into any reverse repurchase
agreements or similar financing transactions under
rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))?
☐
v. Did the Fund enter into any unfunded commitment agreements
under rule 18f-4(e) (17 CFR 270.18f-4(e))?
☐
vi. Did the Fund invest in a security on a when-issued or
forward-settling basis, or with a non-standard settlement cycle,
in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))?
☐
N/A
|
Item C.8. Expense limitations.
| Instruction.
Provide information concerning any direct or indirect limitations,
waivers or reductions, on the level of expenses incurred by the
fund during the reporting period. A limitation, for example, may be
applied indirectly (such as when an adviser agrees to accept a
reduced fee pursuant to a voluntary fee waiver) or it may apply
only for a temporary period such as for a new fund in its start-up phase.
|
|
a. Did the Fund have an expense limitation arrangement in place during the reporting period?
| ☐ Yes
☒ No
|
|
b. Were any expenses of the Fund reduced or waived pursuant to an expense
limitation arrangement during the reporting period?
| ☐ Yes
☒ No
|
|
c. Are the fees waived subject to recoupment?
| ☐ Yes
☒ No
|
|
d. Were any expenses previously waived recouped during the period?
| ☐ Yes
☒ No
|
Item C.9. Investment advisers.
|
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
| |
| Full name |
SEC file number
( e.g., 801- )
| CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|
|
Investment Advisers Record: 1 |
| FIRST TRUST ADVISORS L.P. | 801-39950 | 000107027 | 549300381GGS7S5JQ115 |
ILLINOIS
|
UNITED STATES OF AMERICA
|
No
|
|
b. If an investment adviser (other than a sub- adviser) to the
Fund was terminated during the reporting period, provide the
following with respect to each investment adviser:
| |
| Full name |
SEC file number
( e.g., 801- )
| CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Termination date |
|---|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
|
c. For each sub-adviser to the Fund, provide the information requested:
| |
| Full name |
SEC file number
( e.g., 801- )
| CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? |
|---|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
|
d. If a sub-adviser was terminated during the reporting period,
provide the following with respect to such sub-adviser:
| |
| Full name |
SEC file number
( e.g., 801- )
| CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Termination date |
|---|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
Item C.10. Transfer agents.
|
a. Provide the following information about each person providing transfer agency services to the Fund:
| |
| Full name |
SEC file number
( e.g., 801- )
| LEI, if any | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|
|
Transfer Agents Record: 1 |
| Brown Brothers Harriman & Co. | 84-06072 | 5493006KMX1VFTPYPW14 |
MASSACHUSETTS
|
UNITED STATES OF AMERICA
|
No
|
No
|
|
b. Has a transfer agent been hired or terminated during the reporting period?
| ☐ Yes
☒ No
|
Item C.11. Pricing services.
|
a. Provide the following information about each person that provided
pricing services to the Fund during the reporting period:
| |
| Pricing Services Record | Full name | LEI, if any, or provide and describe other identifying number | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|
|
#1 | Bloomberg L.P. | 549300B56MD0ZC402L06 |
NEW YORK
|
UNITED STATES OF AMERICA
|
No
|
|
#2 | ICE Data Pricing & Reference Data, LLC | 5493000NQ9LYLDBCTL34 |
MASSACHUSETTS
|
UNITED STATES OF AMERICA
|
No
|
|
#3 | Refinitiv, LLC | 549300WQWDPFSMQ8I087 |
DELAWARE
|
UNITED STATES OF AMERICA
|
No
|
|
b. Was a pricing service hired or terminated during the reporting period?
| ☐ Yes
☒ No
|
Item C.12. Custodians.
|
a. Provide the following information about each person that
provided custodial services to the Fund during the reporting period:
| |
| Custodians Record | Full name | LEI, if any | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody
(describe if "Other")
|
|---|
|
#1 | Brown Brothers Harriman & Co. | 5493006KMX1VFTPYPW14 |
MASSACHUSETTS
|
UNITED STATES OF AMERICA
|
No
|
No
| Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
|
b. Has a custodian been hired or terminated during the reporting period?*
| ☐ Yes
☒ No
|
Item C.13. Shareholder servicing agents.
|
a. Provide the following information about each shareholder servicing agent of the Fund:
| |
| Shareholder Servicing Agents Record | Full name | LEI, if any, or provide and describe other identifying number | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? |
|---|
|
#1 | Brown Brothers Harriman & Co. | 5493006KMX1VFTPYPW14 |
MASSACHUSETTS
|
UNITED STATES OF AMERICA
|
No
|
No
|
|
b. Has a shareholder servicing agent been hired or terminated during the reporting period?
| ☐ Yes
☒ No
|
Item C.14. Administrators.
|
a. Provide the following information about each administrator of the Fund:
| |
| Administrators Record | Full name | LEI, if any, or provide and describe other identifying number | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|
|
#1 | Brown Brothers Harriman & Co. | 5493006KMX1VFTPYPW14 |
MASSACHUSETTS
|
UNITED STATES OF AMERICA
|
No
|
No
|
|
b. Has a third-party administrator been hired or terminated during the reporting period?
| ☐ Yes
☒ No
|
Item C.15. Affiliated broker-dealers.
|
a. Provide the following information about each affiliated broker-dealer:
| |
| Broker Dealers Record | Full name | SEC file number | CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period |
|---|
|
#1 | FIRST TRUST PORTFOLIOS L.P. | 8-43843 | 000028519 | 54930062T84Z5CXY1C58 |
ILLINOIS
|
UNITED STATES OF AMERICA
| 0.0 |
Item C.16. Brokers.
Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal
transactions, and to promote consistent reporting of the information
required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the
confirmation specifies the amount of the commission to be paid by the
Registrant, the transaction should be considered an agency transaction
and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the
confirmation specifies only the net amount to be paid or received by
the Registrant and such net amount is equal to the market value of the
security at the time of the transaction, the transaction should be
considered a principal transaction and included in determining the
amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten
offering, the acquisition should be considered a principal transaction
and included in answering Item C.17 even though the Registrant has
knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale
should be considered a principal transaction and included in answering
Item C.17 even though the Registrant has knowledge of the amount the
offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank
CD), the purchase should be considered a principal transaction and
included in answering Item C.17.
6. The value of called or maturing securities should not be counted in
either agency or principal transactions and should not be included in
determining the amounts shown in Item C.16 and Item C.17. This means
that the acquisition of a security may be included, but it is possible
that its disposition may not be included. Disposition of a repurchase
agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in
paragraphs (1) through (6) above should be evaluated by the Fund based
upon the guidelines established in those paragraphs and classified
accordingly. The agents considered in Item C.16 may be persons or
companies not registered under the Exchange Act as securities brokers.
The persons or companies from whom the investment company purchased or
to whom it sold portfolio instruments on a principal basis may be
persons or entities not registered under the Exchange Act as securities
dealers.
|
|
a. For each of the ten brokers that received the largest dollar
amount of brokerage commissions (excluding dealer concessions in
underwritings) by virtue of direct or indirect participation in the
Fund’s portfolio transactions, provide the information below:
| |
| Brokers Record | Full name | SEC file number | CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
|
b. Aggregate brokerage commissions paid by Fund during the reporting period:
| 0.000000000000 |
Item C.17. Principal transactions.
|
a. For each of the ten entities acting as principals with which the
Fund did the largest dollar amount of principal transactions
(include all short-term obligations, and U.S. government and tax-free
securities) in both the secondary market and in underwritten
offerings, provide the information below:
| |
| Principal Transactions Record | Full name | SEC file number | CRD number | LEI, if any | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|
|
#1 | JPMORGAN SECURITIES LLC | 008-35008 | 000000079 | ZBUT11V806EZRVTWT807 |
NEW YORK
|
UNITED STATES OF AMERICA
| 1,122,125,839.850000000000 |
|
#2 | Goldman Sachs & Co. | 008-00129 | 000000361 | FOR8UP27PHTHYVLBNG30 |
NEW YORK
|
UNITED STATES OF AMERICA
| 1,455,810,138.230000000000 |
|
#3 | RBC CAPITAL MARKETS | 008-45411 | 000031194 | 549300LCO2FLSSVFFR64 |
NEW YORK
|
UNITED STATES OF AMERICA
| 2,683,300,864.000000000000 |
|
#4 | CITIGROUP GLOBAL MARKETS, INC. | 008-08177 | 000007059 | MBNUM2BPBDO7JBLYG310 |
NEW YORK
|
UNITED STATES OF AMERICA
| 1,087,080,977.040000000000 |
|
#5 | BARCLAYS CAPITAL, INC. | 008-41342 | 000019714 | AC28XWWI3WIBK2824319 |
NEW YORK
|
UNITED STATES OF AMERICA
| 5,224,561,408.370000000000 |
|
#6 | MORGAN STANLEY & CO., LLC | 008-15869 | 000008209 | 9R7GPTSO7KV3UQJZQ078 |
NEW YORK
|
UNITED STATES OF AMERICA
| 732,803,750.100000000000 |
|
#7 | WELLS FARGO SECURITIES, LLC | 008-65876 | 000126292 | VYVVCKR63DVZZN70PB21 |
NORTH CAROLINA
|
UNITED STATES OF AMERICA
| 649,202,816.630000000000 |
|
#8 | Nomura Securities Internaional, Inc. | 008-15255 | 000004297 | OXTKY6Q8X53C9ILVV871 |
NEW YORK
|
UNITED STATES OF AMERICA
| 349,660,237.500000000000 |
|
#9 | BMO Capital Markets Corp. | 008-85003 | 000016686 | RUC0QBLBRPRCU4W1NE59 |
DELAWARE
|
UNITED STATES OF AMERICA
| 843,825,136.790000000000 |
|
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:
| 18,962,837,111.350000000000 |
Item C.18. Payments for brokerage and research.
|
a. During the reporting period, did the Fund pay commissions to
broker-dealers for "brokerage and research services" within the
meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?
| ☐ Yes
☒ No
|
Item C.19. Average net assets.
|
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period
| 3,990,129,911.750000000000 |
|
b. Provide the money market fund's daily average net assets during the reporting period
| |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
|
For open-end management investment companies, respond to the following:
|
|
a. Does the Fund have available a line of credit?
| ☐ Yes
☒ No
|
|
b. Did the Fund engage in interfund lending?
| ☐ Yes
☐ No
|
|
c. Did the Fund engage in interfund borrowing?
| ☐ Yes
☐ No
|
N-CEN:Part E: Additional Questions for Exchange-Traded Funds and Exchange-Traded Managed Funds
|
Fund Name
| First Trust Alternative Absolute Return Strategy ETF |
Item E.1. Exchange.
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|
|
#1 |
NASDAQ/NMS (GLOBAL MARKET)
| FAAR |
Item E.2. Authorized participants.
| Instructions. The term "authorized participant" means a broker-dealer that is
also a member of a clearing agency registered with the Commission, and which has
a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund
or one of its designated service providers that allows it place orders to purchase
or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund.
|
|
a. For each authorized participant of the Fund, provide the following information:
| |
| Authorized Participants Record | Full Name | SEC file number | CRD number | LEI, if any |
The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period
|
The dollar value of the Fund shares the authorized participant redeemed during the reporting period
|
|---|
|
#1 | Merrill Lynch Professional Clearing Corp. | 008-33359 | 000016139 | 549300PMHS66E71I2D34 | 26,736,453.000000000000 | 1,733,219.000000000000 |
|
#2 | JP Morgan Securities LLC | 008-35008 | 000000079 | ZBUT11V806EZRVTWT807 | 36,575,372.500000000000 | 3,330,303.000000000000 |
|
#3 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | FOR8UP27PHTHYVLBNG30 | 41,221,000.500000000000 | 7,912,530.000000000000 |
|
b. Did the Fund require that an authorized participant post collateral to the Fund or
any of its designated service providers in connection with the purchase or
redemption of Fund shares during the reporting period?
| ☐ Yes
☒ No
|
Item E.3. Creation units.
| Instructions.
The term “creation unit” means a specified number of
Exchange-Traded Fund or Exchange-Traded Managed Fund shares that
the fund will issue to (or redeem from) an authorized participant
in exchange for the deposit (or delivery) of specified securities,
positions, cash, and other assets or positions.
|
|
a. Number of Fund shares required to form a creation
unit as of the last business day of the reporting period:
| 50,000.000000000000 |
|
b. Based on the dollar value paid for each creation unit
purchased by authorized participants during the reporting period, provide:
|
|
i. The average percentage of that value composed of cash:
| 100.000000000000
%
|
|
ii. The standard deviation of the percentage of value composed of cash:
| 0.000000000000
%
|
|
iii. The average percentage of that value composed of
non-cash assets and other positions exchanged on an "in-kind" basis:
| 0.000000000000
%
|
|
iv. The standard deviation of the percentage of that value composed
of non-cash assets and other positions exchanged on an "in-kind" basis:
| 0.000000000000
%
|
|
c. Based on the dollar value paid for creation units redeemed by
authorized participants during the reporting period, provide:
|
|
i. The average percentage of that value composed of cash:
| 100.000000000000
%
|
|
ii. The standard deviation of the percentage of that value composed of cash:
| 0.000000000000
%
|
|
iii. The average percentage of that value composed of
non-cash assets and other positions exchanged on an "in-kind" basis:
| 0.000000000000
%
|
|
iv. The standard deviation of the percentage of that value composed
of non-cash assets and other positions exchanged on an "in-kind" basis:
| 0.000000000000
%
|
|
d. For creation units purchased by authorized participants during
the reporting period, provide:
|
|
i. The average transaction fee charged to an authorized
participant for transacting in the creation units, expressed as:
|
|
1. Dollars per creation unit, if charged on that basis:
| N/A |
|
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
| N/A |
|
3. A percentage of the value of each creation unit, if charged on that basis:
| N/A
%
|
|
ii. The average transaction fee charged to an authorized
participant for transacting in those creation units the
consideration for which was fully or partially composed of cash,
expressed as:
|
|
1. Dollars per creation unit, if charged on that basis:
| N/A |
|
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
| N/A |
|
3. A percentage of the value of each creation unit, if charged on that basis:
| N/A
%
|
|
e. For creation units redeemed by authorized participants during the reporting period, provide:
|
|
i. The average transaction fee charged to an authorized
participant for transacting in the creation units, expressed as:
|
|
1. Dollars per creation unit, if charged on that basis:
| N/A |
|
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
| N/A |
|
3. A percentage of the value of each creation unit, if charged on that basis:
| N/A
%
|
|
ii. The average transaction fee charged to an authorized
participant for transacting in those creation units the
consideration for which was fully or partially composed of cash,
expressed as:
|
|
1. Dollars per creation unit, if charged on that basis:
| N/A |
|
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
| N/A |
|
3. A percentage of the value of each creation unit, if charged on that basis:
| N/A
%
|
Item E.5. In-Kind ETF.
|
a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined
in rule 22e-4 under the Act (17 CFR 270.22e-4)?
| ☐ Yes
☒ No
|
|
Fund Name
| First Trust Global Tactical Commodity Strategy Fund |
Item E.1. Exchange.
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|
|
#1 |
NASDAQ/NMS (GLOBAL MARKET)
| FTGC |
Item E.2. Authorized participants.
| Instructions. The term "authorized participant" means a broker-dealer that is
also a member of a clearing agency registered with the Commission, and which has
a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund
or one of its designated service providers that allows it place orders to purchase
or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund.
|
|
a. For each authorized participant of the Fund, provide the following information:
| |
| Authorized Participants Record | Full Name | SEC file number | CRD number | LEI, if any |
The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period
|
The dollar value of the Fund shares the authorized participant redeemed during the reporting period
|
|---|
|
#1 | JP Morgan Securities LLC | 008-35008 | 000000079 | ZBUT11V806EZRVTWT807 | 897,033,680.000000000000 | 501,084,568.000000000000 |
|
#2 | Merrill Lynch Professional Clearing Corp. | 008-33359 | 000016139 | 549300PMHS66E71I2D34 | 1,195,348,706.500000000000 | 553,935,269.500000000000 |
|
#3 | Goldman Sachs & Co. LLC | 008-00129 | 000000361 | FOR8UP27PHTHYVLBNG30 | 619,906,493.500000000000 | 169,277,001.000000000000 |
|
b. Did the Fund require that an authorized participant post collateral to the Fund or
any of its designated service providers in connection with the purchase or
redemption of Fund shares during the reporting period?
| ☐ Yes
☒ No
|
Item E.3. Creation units.
| Instructions.
The term “creation unit” means a specified number of
Exchange-Traded Fund or Exchange-Traded Managed Fund shares that
the fund will issue to (or redeem from) an authorized participant
in exchange for the deposit (or delivery) of specified securities,
positions, cash, and other assets or positions.
|
|
a. Number of Fund shares required to form a creation
unit as of the last business day of the reporting period:
| 50,000.000000000000 |
|
b. Based on the dollar value paid for each creation unit
purchased by authorized participants during the reporting period, provide:
|
|
i. The average percentage of that value composed of cash:
| 100.000000000000
%
|
|
ii. The standard deviation of the percentage of value composed of cash:
| 0.000000000000
%
|
|
iii. The average percentage of that value composed of
non-cash assets and other positions exchanged on an "in-kind" basis:
| 0.000000000000
%
|
|
iv. The standard deviation of the percentage of that value composed
of non-cash assets and other positions exchanged on an "in-kind" basis:
| 0.000000000000
%
|
|
c. Based on the dollar value paid for creation units redeemed by
authorized participants during the reporting period, provide:
|
|
i. The average percentage of that value composed of cash:
| 100.000000000000
%
|
|
ii. The standard deviation of the percentage of that value composed of cash:
| 0.000000000000
%
|
|
iii. The average percentage of that value composed of
non-cash assets and other positions exchanged on an "in-kind" basis:
| 0.000000000000
%
|
|
iv. The standard deviation of the percentage of that value composed
of non-cash assets and other positions exchanged on an "in-kind" basis:
| 0.000000000000
%
|
|
d. For creation units purchased by authorized participants during
the reporting period, provide:
|
|
i. The average transaction fee charged to an authorized
participant for transacting in the creation units, expressed as:
|
|
1. Dollars per creation unit, if charged on that basis:
| N/A |
|
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
| N/A |
|
3. A percentage of the value of each creation unit, if charged on that basis:
| N/A
%
|
|
ii. The average transaction fee charged to an authorized
participant for transacting in those creation units the
consideration for which was fully or partially composed of cash,
expressed as:
|
|
1. Dollars per creation unit, if charged on that basis:
| N/A |
|
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
| N/A |
|
3. A percentage of the value of each creation unit, if charged on that basis:
| N/A
%
|
|
e. For creation units redeemed by authorized participants during the reporting period, provide:
|
|
i. The average transaction fee charged to an authorized
participant for transacting in the creation units, expressed as:
|
|
1. Dollars per creation unit, if charged on that basis:
| N/A |
|
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
| N/A |
|
3. A percentage of the value of each creation unit, if charged on that basis:
| N/A
%
|
|
ii. The average transaction fee charged to an authorized
participant for transacting in those creation units the
consideration for which was fully or partially composed of cash,
expressed as:
|
|
1. Dollars per creation unit, if charged on that basis:
| N/A |
|
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
| N/A |
|
3. A percentage of the value of each creation unit, if charged on that basis:
| N/A
%
|
Item E.5. In-Kind ETF.
|
a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined
in rule 22e-4 under the Act (17 CFR 270.22e-4)?
| ☐ Yes
☒ No
|
N-CEN:Part G: Attachments
Item G.1a. Attachments.
|
a. Attachments applicable to all Registrants. All
Registrants shall file the following attachments, as applicable,
with the current report. Indicate the attachments filed with the
current report by checking the applicable items below:
| ☐
i. Legal proceedings
☐
ii. Provision of financial support
☒
iii. Independent public accountant's report on internal
control (management investment companies other than small business
investment companies only)
☐
iv. Change in accounting principles and practices
☐
v. Information required to be filed pursuant to
exemptive orders
☐
vi. Other information required to be included
as an attachment pursuant to Commission rules and regulations
|
Instructions.
1. Item G.1.a.i. Legal proceedings.
(a) If the Registrant responded "YES" to Item B.11.a., provide a
brief description of the proceedings. As part of the description,
provide the case or docket number (if any), and the full names of
the principal parties to the proceeding.
(b) If the Registrant responded "YES" to Item B.11.b., identify the
proceeding and give its date of termination.
2. Item G.1.a.ii. Provision of financial support. If the Registrant
responded "YES" to Item B.14., provide the following information
(unless the Registrant is a Money Market Fund):
(a) Description of nature of support.
(b) Person providing support.
(c) Brief description of relationship between the person providing
support and the Registrant.
(d) Date support provided.
(e) Amount of support.
(f) Security supported (if applicable). Disclose the full name of
the issuer, the title of the issue (including coupon or yield, if
applicable) and at least two identifiers, if available (e.g., CIK,
CUSIP, ISIN, LEI).
(g) Value of security supported on date support was initiated (if
applicable).
(h) Brief description of reason for support.
(i) Term of support.
(j) Brief description of any contractual restrictions relating to
support.
3. Item G.1.a.iii. Independent public accountant's report on
internal control (management investment companies other than small
business investment companies only). Each management investment
company shall furnish a report of its independent public accountant
on the company's system of internal accounting controls. The
accountant's report shall be based on the review, study and
evaluation of the accounting system, internal accounting controls,
and procedures for safeguarding securities made during the audit of
the financial statements for the reporting period. The report
should disclose any material weaknesses in: (a) the accounting
system; (b) system of internal accounting control; or (c)
procedures for safeguarding securities which exist as of the end of
the Registrant's fiscal year.
The accountant's report shall be furnished as an exhibit to the
form and shall: (1) be addressed to the Registrant's shareholders
and board of directors; (2) be dated; (3) be signed manually; and
(4) indicate the city and state where issued.
Attachments that include a report that discloses a material
weakness should include an indication by the Registrant of any
corrective action taken or proposed.
The fact that an accountant's report is attached to this form shall
not be regarded as acknowledging any review of this form by the
independent public accountant.
4. Item G.1.a.iv. Change in accounting principles and practices. If
the Registrant responded "YES" to Item B.21, provide an attachment
that describes the change in accounting principles or practices, or
the change in the method of applying any such accounting principles
or practices. State the date of the change and the reasons
therefor. A letter from the Registrant's independent accountants,
approving or otherwise commenting on the change, shall accompany
the description.
5. Item G.1.a.v. Information required to be filed pursuant to
exemptive orders. File as an attachment any information required to
be reported on Form N-CEN or any predecessor form to Form N-CEN
(e.g., Form N-SAR) pursuant to exemptive orders issued by the
Commission and relied on by the Registrant.
6. Item G.1.a.vi. Other information required to be included as an
attachment pursuant to Commission rules and regulations. File as an
attachment any other information required to be included as an
attachment pursuant to Commission rules and regulations.
|
N-CEN: Signature
|
Pursuant to the requirements of the Investment Company Act of 1940, the
Registrant has duly caused this report to be signed on its behalf
by the undersigned hereunto duly authorized.
|
|
Registrant
| First Trust Exchange-Traded Fund VII |
|
Date
| 2023-03-06 |
|
Signature
| Donald P. Swade |
|
Title
| Treasurer, Chief Financial and Chief Accounting Officer |
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