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CHAPMAAN AND CUTLER LLP 111 WEST MONROE STREET
CHICAGO, ILLINOIS 60603
August 30, 2013
VIA EDGAR CORRESPONDENCE
------------------------
Karen Rossotto
United States Securities and Exchange Commission
100 F Street, N.E.
Washington, D.C. 20549
Re: First Trust Exchange-Traded Fund VII (the "Trust")
File Nos. 333-184918; 811-22767
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Dear Ms. Rossotto:
This letter responds to your comments regarding the registration statement
filed on Form N-1A for First Trust Exchange-Traded Fund VII (the "Trust") with
the Securities and Exchange Commission (the "Commission") on November 13, 2012
(the "Registration Statement"). The Registration Statement relates to the First
Trust Global Tactical Commodity Strategy Fund (the "Fund"), a series of the
Trust. Your comments regarding the Fund were communicated to us in a letter
dated December 13, 2012. This letter serves to respond to your comments and
accompanies Pre-Effective Amendment No. 1 to the Registration Statement, filed
on August 30, 2013 (the "Amendment"). Capitalized terms used herein, but not
otherwise defined, shall have the meanings ascribed to them in the Amendment.
Please also note that to the extent that your previous comments to
recently filed registration statements for the First Trust family of open-end
and exchange-traded funds were applicable, we have made the corresponding
changes to the prospectus and statement of additional information of this Fund.
PROSPECTUS
COMMENT 1 - COVER PAGE
On the Cover Page, with regard the phrase "[t]he Creation Units are issued
and for securities in which the Fund invests, and redeemed primarily for cash
or, in certain circumstances, both securities and cash." Please replace "and
for" with "principally in-kind", or as otherwise appropriate. Also, immediately
following "both securities and cash", please insert "and only to and from
Karen Rossotto
August 30, 2013
Page 2
broker-dealers and large institutional investors that have entered into
participation agreements." Please insert the same phrase in the paragraph under
Purchase and Sale of Fund Shares on page 9.
RESPONSE TO COMMENT 1
The prospectus has been revised in response to this comment.
COMMENT 2 - SUMMARY INFORMATION - FEES AND EXPENSES OF THE FUND
On page 1, in Summary Information, Fees and Expenses of the Fund, at the
end of the second sentence of the introductory paragraph, immediately following
"charged by their broker", please insert ", which are not reflected in the
Example".
RESPONSE TO COMMENT 2
The prospectus has been revised in response to this comment.
COMMENT 3 - SUMMARY INFORMATION - EXAMPLE
On page 1, in Example, in the second line of the second paragraph, in the
reference to "the Fund's net operating expenses", please delete "you retain the
Shares or" as this phrase does not appear in the Example language in Item 3.
RESPONSE TO COMMENT 3
The prospectus has been revised in response to this comment.
COMMENT 4 - SUMMARY INFORMATION
Please address the following issues that are raised by the Fund's use of
the First Trust Subsidiary:
(a) Please confirm to us and disclose that the First Trust
Subsidiary will comply with provisions of the 1940 Act relating to
investment advisory contracts (section 15) and affiliated transactions and
custody (section 17). Also confirm that this advisory contract will be
Karen Rossotto
August 30, 2013
Page 3
included as an exhibit to the registration statement, and that the
Subsidiary's custodian will be identified in the registration statement.
(b) Please confirm to us and disclose in the registration statement
that the Fund and the First Trust Subsidiary will comply with the
provisions of the 1940 Act governing investment policies (section 8) and
capital structure and leverage (section 18) on a consolidated basis.
(c) Please confirm that the Fund will consolidate the First Trust
Subsidiary's financial statements.
(d) Please confirm that the First Trust Subsidiary's board of
directors will be signatories to the Fund's registration statement.
(e) Please confirm that the First Trust Subsidiary and its board of
directors have agreed to service of process in the United States and have
designated an agent for service of process.
(f) Please confirm that the First Trust Subsidiary and its board of
directors will agree to inspection of the Subsidiary's books and records
by the staff.
RESPONSE TO COMMENT 4
(a) The Subsidiary will enter into an investment advisory agreement
with the Fund's adviser, First Trust Advisors L.P., in accordance with the
requirements of Section 15(a) of the 1940 Act. This advisory contract will
be included as an exhibit to the registration statement, and the
Subsidiary's custodian will be identified in the registration statement.
Also, the extent to which the Fund and the Subsidiary will engage in
transactions with each other will be very limited. Such transactions will
only involve (1) the Fund buying interests in the Subsidiary from the
Subsidiary, and (2) the Fund redeeming interests in the Subsidiary to the
Fund. Because the Subsidiary is a "fully owned subsidiary" pursuant
to Rule 17a-3 under the Act, such transactions between the Fund and the
Subsidiary are exempt from Section 17(a). The other restrictions imposed
by Section 17 should not affect the fund because of the limited nature of
the transactions involving both the Fund and the Subsidiary. We will
confirm that the Fund and the Subsidiary have the same custodian.
(b) The Fund and the Subsidiary will comply with Sections 8 and 18
of the 1940 Act on a consolidated basis.
Karen Rossotto
August 30, 2013
Page 4
(c) The Fund will consolidate the Subsidiary's financial
statements.
(d) The Fund will have the directors of the Subsidiary sign the
Fund's registration statement.
(e) The Subsidiary has agreed to service of process within the
United States. The Fund will have the directors of the Subsidiary agree to
service of process within the United States.
(f) The Subsidiary and its directors will allow members of the
staff to inspect the Subsidiary's books and records.
COMMENT 5 - SUMMARY INFORMATION - PRINCIPAL INVESTMENT STRATEGIES
In Principal Investment Strategy, in general, but particularly in the
third paragraph, beginning "[t]he Fund, through the First Trust Subsidiary,
seeks to make investments ... ", please restate the Fund's principal strategy in
plain English, as required under rule 421(d) under the Securities Act. See,
also, General Instruction B.4(c) to Form N-1A. In doing so, please avoid (or
explain) technical terms such as "annualized standard deviation" and "statically
weighted commodity". Please also revise the language of the sixth paragraph
discussing volatility in this regard.
RESPONSE TO COMMENT 5
The prospectus has been revised in response to this comment.
COMMENT 6 - SUMMARY INFORMATION - PRINCIPAL INVESTMENT STRATEGIES
In Principal Investment Strategies, in the fourth paragraph, please
explain what "futures contracts" are and how the Fund's investments provide
exposure to "international markets". Please also explain what is meant by the
phrase "net long exposure".
RESPONSE TO COMMENT 6
The prospectus has been revised to respond to this comment.
Karen Rossotto
August 30, 2013
Page 5
COMMENT 7 - SUMMARY INFORMATION - PRINCIPAL INVESTMENT STRATEGIES
In addition, in Principal Investment Strategies, please include a
discussion of all principal investments of the Fund, including those made
through the First Trust Subsidiary. For example, in Principal Risks, Frequent
Trading Risk, it states that the "First Trust Subsidiary regularly purchases and
subsequently sells ... individual commodity futures and forward contracts ... ".
Although there is a discussion of futures contracts in Principal Investment
Strategies, there is no discussion of forward contracts. Please include such a
discussion, if appropriate. Similarly, in Tax Risk, it states that the First
Trust Subsidiary "invests in a diversified portfolio of commodity futures,
currency futures and equity futures, commodity-linked derivative instruments,
equity-linked derivatives instruments and swap contracts ... ". Accordingly,
please discuss all "commodity-linked" and other derivative instruments that are
principal investments of the Fund, and include a discussion of any corresponding
risks in Principal Risks, as appropriate.
RESPONSE TO COMMENT 7
The prospectus has been revised in response to this comment.
COMMENT 8 - SUMMARY INFORMATION - PRINCIPAL RISK - LIQUIDITY RISK
On page 5, in Principal Risks, Liquidity Risk, it states that "the First
Trust Subsidiary may invest in Commodities and other instruments that may be
less liquid than other types of investments" [emphasis added]. Please disclose
what "other instruments" the Fund expects to invest in that are illiquid.
RESPONSE TO COMMENT 8
The prospectus has been revised in response to this comment.
COMMENT 9 - SUMMARY INFORMATION - PRINCIPAL RISK - REGULATORY RISK
On page 5, in Principal Risks, Regulatory Risk, the second line refers to
the "Subsidiary". Please use the defined term "First Trust Subsidiary" here and
throughout the registration statement.
RESPONSE TO COMMENT 9
The term, "First Trust Subsidiary" has been changed to "Subsidiary"
throughout the prospectus.
Karen Rossotto
August 30, 2013
Page 6
COMMENT 10 - SUMMARY INFORMATION - PRINCIPAL RISK - REPURCHASE AGREEMENT RISK
On page 6, in Principal Risks, Repurchase Agreement Risk, it refers to the
Fund's investment in repurchase agreements. If repurchase agreements are
principal investments of the Fund, please discuss them in the Principal
Investment Strategy section. If not, please remove the discussion of this risk
from this section.
RESPONSE TO COMMENT 10
The prospectus has been revised to respond to this comment.
COMMENT 11 - SUMMARY INFORMATION - PRINCIPAL RISK - SMALL FUND RISK
On page 6, in Principal Risks, Small Fund Risk, it states that "[t]he Fund
currently has less assets than larger funds ... ". As the Fund has not yet
commenced operations, it has no assets. Please revise the risk accordingly (if
appropriate, consider describing this risk as a "New Fund Risk"). In addition,
this risk refers to the Fund's "model portfolio". As a "model portfolio" has not
previously been discussed, please disclose what the model portfolio is.
RESPONSE TO COMMENT 11
The prospectus has been revised to respond to this comment and any
reference to a "model portfolio" has been removed.
COMMENT 12 - SUMMARY INFORMATION - PRINCIPAL RISK - SUBSIDIARY INVESTMENT RISK
On page 6, in Subsidiary Investment Risk, please disclose here the text
from page 19 stating that the "First Trust Subsidiary is not registered under
the 1940 Act and is not subject to all the investor protections of the 1940 Act.
Thus, the Fund, as an investor in the First Trust Subsidiary, will not have all
the protections offered to investors in registered investment companies."
RESPONSE TO COMMENT 12
The prospectus has been revised to respond to this comment.
Karen Rossotto
August 30, 2013
Page 7
COMMENT 13 - SUMMARY INFORMATION - PRINCIPAL RISK - TAX RISK
Also on page 6, in Principal Risks, Tax Risk, in the seventh line, the
text in the parenthetical states "which only those parties may cite as
precedent". Please replace "cite" with "rely on". Also in Tax Risk, please
include only the first two paragraphs of this section to focus on the principal
risk presented to shareholders with regard to tax and the First Trust
Subsidiary. Please move the "notice [that would be] provided to the
shareholders" to the SAI and provide a cross-reference to it here. In addition,
with respect to the text of the shareholder notice, it states that the First
Trust Subsidiary invests in a "diversified portfolio ... ". Because the Fund is
classified as "non-diversified" as the term is defined in section 5(b)(2) of the
1940 Act, the use of the term "diversified" here is misleading. Please delete
the term "diversified" from this sentence and elsewhere in the registration
statement, as appropriate.
RESPONSE TO COMMENT 13
The prospectus has been revised to respond to this comment.
COMMENT 14 - SUMMARY INFORMATION - PRINCIPAL RISKS
In Principal Risks, in addition to U.S. government obligations, please
include a discussion of the risks associated with each type of fixed-income
security the Fund invests in as a principal investment strategy. Please also
include a discussion of the risks associated with investment in ETFs and other
investment companies, as these are noted as principal investments of the Fund.
RESPONSE TO COMMENT 14
The disclosure in the Principal Investment Strategies section of the
prospectus has been revised to indicate that the Fund will invest in certain
fixed-income securities. The "Principal Risks" section has been revised to
provide the risks of such investments.
COMMENT 15 - SUMMARY INFORMATION - PRINCIPAL RISKS - VOLATILITY RISK
On page 8, in Volatility Risk, please elaborate further here on any
potential increased volatility that could result from the Fund's investments in
Futures and other instruments through the First Trust Subsidiary. This
discussion should include the effects of the use of leverage associated with
these investments. For example, please include in the discussion, as stated on
page 15 in Futures Risk, that "because of the low margin deposits required,
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August 30, 2013
Page 8
Futures trading involves an extremely high degree of leverage", and that
"[accordingly], a relatively small price movement in a futures contract may
result in immediate and substantial loss to the investor."
RESPONSE TO COMMENT 15
The prospectus has been revised to respond to this comment.
COMMENT 16 - MANAGEMENT - PORTFOLIO MANAGERS
On page 9, in Management, Portfolio Managers, you have identified a team
of six portfolio managers. The instruction to Item 5(b) of Form N-1A states
"[i]f more than five persons are jointly and primarily responsible for the
day-to-day management of the Fund's portfolio, the Fund need only provide
information for the five persons with the most significant responsibility for
the day-to-day management of the Fund's portfolio." Please consider whether each
of the individuals identified share the most significant responsibility for the
day to day management of the Fund's portfolio and, if appropriate, revise the
disclosure.
RESPONSE TO COMMENT 16
Management has considered the matter and the individuals with the most
significant responsibilities have been included.
COMMENT 17 - ADDITIONAL INFORMATION ON THE FUND'S INVESTMENT OBJECTIVE AND
STRATEGY
On page 11, in Additional Information on the Fund's Investment Objective
and Strategy, in the second paragraph it states that the First Trust Subsidiary
is required to invest in "commodity-linked derivatives in a manner consistent
with certain provisions of the 1940 Act." Please disclose which provisions this
is referring to.
RESPONSE TO COMMENT 17
The prospectus has been revised in response to this comment and references
to certain provisions of the 1940 Act have been removed.
COMMENT 18 - FUND INVESTMENTS - COMMODITIES
On page 11, in Fund Investments, Commodities, the last sentence refers to
"[l]isted futures contracts". Please delete the word "[l]isted" as all futures
are listed.
Karen Rossotto
August 30, 2013
Page 9
RESPONSE TO COMMENT 18
The prospectus has been revised in response to this comment.
COMMENT 19 - ADDITIONAL RISKS OF INVESTING IN THE FUND - BROKERAGE FIRMS RISK
On page 12, in Additional Risks of Investing in the Fund, Brokerage Firms
Risk, as much of this discussion concerns the risks associated with a "futures
commission merchant", please consider revising the title of this risk --
"Brokerage Firms Risk", to better reflect the subject of this risk factor.
RESPONSE TO COMMENT 19
This comment was considered, but we have kept the title of "Brokerage
Firms Risk" the same.
COMMENT 20 - ADDITIONAL RISKS OF INVESTING IN THE FUND - DERIVATIVES INVESTMENT
RISK
On pages 13-14, the section Derivatives Investment Risk discusses a number
of derivative instruments, including credit-linked notes. If any of these
instruments are principal investments of the Fund, please discuss them in
Principal Investment Strategies, and provide a discussion of any corresponding
risks in Principal Risks.
RESPONSE TO COMMENT 20
The prospectus has been revised in response to this comment so that the
Derivative Investment Risk corresponds to the derivatives in which the Fund will
invest principally.
COMMENT 21 - ADDITIONAL RISKS OF INVESTING IN THE FUND - FOREIGN COMMODITY
MARKETS RISK
On page 15, Foreign Commodity Markets Risk, please move this discussion
(or a summary of this discussion) to the Principal Risks section, as trading on
commodity markets outside the United States is noted as a principal investment
of the Fund. Similarly, please also move the discussions of Non-U.S. Investment
Risk and Pooled Investment Vehicle Risk on page 16 to the Principal Risks
section. In addition, in the first sentence of Foreign Commodity Markets Risk,
it states that "the Fund may engage in trading on commodity markets outside the
United States [emphasis added]". Please replace "may" with "will" given the
global nature of the Fund.
Karen Rossotto
August 30, 2013
Page 10
RESPONSE TO COMMENT 21
The prospectus has been revised in response to this comment.
COMMENT 22 - ADDITIONAL RISKS OF INVESTING IN THE FUND - FUTURES OPTIONS RISK
On page 16 there is a discussion of Futures Options Risk. If futures
options contracts are a principal investment of the Fund through the First Trust
Subsidiary, please discuss these investments in the Principal Investment
Strategies section. If not, please move this discussion to the SAI.
RESPONSE TO COMMENT 22
The prospectus has been revised in response to this comment and all
references to futures options contracts have been removed from the prospectus.
COMMENT 23 - ADDITIONAL RISKS OF INVESTING IN THE FUND - POOLED INVESTMENT
VEHICLE RISK
On page 17, in Pooled Investment Vehicle Risk, it states that the Fund may
invest in the securities of "other pooled investment vehicles". Will the Fund,
directly or through the First Trust Subsidiary, invest in a fund that relies on
the exception from the definition of investment company under sections 3(c)(1)
or 3(c)(7) of the 1940 Act? If yes, please confirm that such investments will
not exceed 10% of the Fund's assets.
RESPONSE TO COMMENT 23
The Fund will not invest in funds that rely on the exceptions from the
definition of investment company under sections 3(c)(1) or 3(c)(7) of the 1940
Act. In the event that the Fund invests in such funds, it will not exceed 10% of
the Fund's assets.
COMMENT 24 - ADDITIONAL RISKS OF INVESTING IN THE FUND - SUBSIDIARY INVESTMENT
RISK
On page 19, in Subsidiary Investment Risk, please disclose specifically
the important investor protections under the 1940 Act to which the First Trust
Subsidiary is not subject.
Karen Rossotto
August 30, 2013
Page 11
RESPONSE TO COMMENT 24
The Subsidiary is not directly subject to any investor protections
provided by the 1940 Act. However, the Fund and the Subsidiary in the aggregate
will comply with the applicable 1940 Act requirements.
COMMENT 25 - MANAGEMENT OF THE FUND
On page 21, in Management of the Fund, in accordance with Item 10(a)(2) of
Form N-1A, please disclose the business experience of each portfolio manager
during the last five years (this is currently provided only for Mr. Lindquist).
RESPONSE TO COMMENT 25
The prospectus has been revised in response to this comment.
COMMENT 26 - MANAGEMENT OF THE FUND - MANAGEMENT OF THE SUBSIDIARY
On pages 21-22, in Management of the Subsidiary, please note that in
addition to the investment policies and restrictions listed, the Adviser will
also comply with the investment policy restrictions under section 8 of the 1940
Act in managing the portfolio of the First Trust Subsidiary. Please also
disclose that the First Trust Subsidiary has entered into an investment
management agreement separate from that of the Fund.
RESPONSE TO COMMENT 26
The Fund and the Subsidiary, in the aggregate, will comply with all
applicable requirements in the 1940 Act and the investment policies and
restrictions that apply to the management of the Fund.
COMMENT 27 - HOW TO BUY AND SELL SHARES
On page 22, in How to Buy and Sell Shares, in the first paragraph,
immediately following the phrase "investors may receive less than the NAV of the
Shares," please insert "because Shares are bought and sold at market prices
rather than NAV".
RESPONSE TO COMMENT 27
The prospectus has been revised in response to this comment.
Karen Rossotto
August 30, 2013
Page 12
COMMENT 28 - HOW TO BUY AND SELL SHARES
On page 23, in How to Buy and Sell Shares, in the second paragraph there
is a reference to an exemptive order received by the Trust concerning
restrictions under Section 12(d)(1) of the 1940 Act. Please identify the
exemptive order the Fund is relying on here.
RESPONSE TO COMMENT 28
The referenced exemptive relief is set forth in Investment Company Act
Release Nos. 27845 and 812-13340 (May 30, 2007).
COMMENT 29 - NET ASSET VALUE
On page 32, in Net Asset Value, please discuss specifically how the Fund
values, for purposes of determining NAV, its investments in the First Trust
Subsidiary.
RESPONSE TO COMMENT 29
The Subsidiary's holdings will be valued in the same manner as the Fund's
holdings. The prospectus has been revised in response to this comment.
STATEMENT OF ADDITIONAL INFORMATION
COMMENT 30 - INVESTMENT OBJECTIVES AND POLICIES
On page 4, in Investment Objective and Policies, it states that as a
fundamental policy (6), the Fund "may purchase or sell physical commodities
through the First Trust Subsidiary." The policy does not indicate whether the
Fund may also purchase physical commodities directly or through a vehicle other
than the First Trust Subsidiary. Since disclosure in the prospectus states the
Fund will not make direct investments in commodities, immediately following
"may" in the fundamental policy, please insert "only".
RESPONSE TO COMMENT 30
The statement of additional information has been revised in response to
this comment.
Karen Rossotto
August 30, 2013
Page 13
COMMENT 31 - INVESTMENT OBJECTIVES AND POLICIES
In the third paragraph on page 5, in the third line from the end, please
delete "(1)".
RESPONSE TO COMMENT 31
The statement of additional information has been revised in response to
this comment.
COMMENT 32 - INVESTMENT STRATEGIES - TYPES OF INVESTMENTS
In Types of Investments, the first paragraph on page 7 discusses the price
movements of commodities. Please move this paragraph to the section of the SAI
discussing the risk factors of these investments.
RESPONSE TO COMMENT 32
The statement of additional information has been revised in response to
this comment.
COMMENT 33 - INVESTMENT STRATEGIES - GENERAL LIMITATIONS ON FUTURES AND OPTIONS
TRANSACTIONS
On page 7, in General Limitations on Futures and Options Transactions, in
the discussion of CFTC rule amendments concerning exemptions from registration
as a commodity pool operator, it states that "when effective, [these amendments]
may subject the Fund and the First Trust Subsidiary to regulation by the CFTC
and the NFA." As these amendments recently became effective, please revise this
discussion accordingly.
RESPONSE TO COMMENT 33
The statement of additional information has been revised in response to
this comment.
COMMENT 34 - INVESTMENT STRATEGIES - ASSET COVERAGE FOR FUTURES AND OPTIONS
POSITIONS
On page 8, in Asset Coverage for Futures and Options Positions, please
confirm that the Fund intends to segregate liquid assets in an amount equal to
the full notional amount of its options investments and mark-to-market value for
cash-settled futures investments in a manner consistent with the Commission's
guidance set forth in Investment Company Act Release 10666 (April 18, 1979), as
Karen Rossotto
August 30, 2013
Page 14
modified by Dreyfus Strategic Investing & Dreyfus Strategic Income (June 22,
1987) and Merrill Lynch Asset Management, L.P. (July 2, 1996).
RESPONSE TO COMMENT 34
The Fund will not invest in options and the Fund intends to segregate
liquid assets in a manner consistent with the Commission guidance referred to
above.
COMMENT 35 - ADDITIONAL RISKS OF INVESTING IN THE FUND - REGULATORY RISK
On pages 18-19, in Regulatory Risk, at the beginning of the penultimate
sentence of this paragraph, please change "[m]ost" to "many".
RESPONSE TO COMMENT 35
The statement of additional information has been revised in response to
this comment.
COMMENT 36 - ADDITIONAL RISKS OF INVESTING IN THE FUND
On page 19, in Additional Risks of Investing in the Fund, as the Fund
invests primarily in fixed income securities along with the First Trust
Subsidiary, please explain to us the relevance to the Fund of the section
Liquidity Risk, which discusses the liquidity risks of certain equity
securities.
RESPONSE TO COMMENT 36
The statements regarding liquidity of equity securities has been removed
from the statement of additional information.
COMMENT 37 - PROXY VOTING POLICIES AND PROCEDURES - CODE OF ETHICS
On page 39, it states that the Codes of Ethics adopted by the Fund under
Rule 17j-1 of the 1940 Act "contain policies restricting securities trading in
personal accounts of the officers, Trustees and others who normally come into
possession of information on portfolio transactions." Item 17, paragraph (e), of
Form N-1A requires a brief statement disclosing whether the codes of ethics
adopted by a fund's investment adviser and principal underwriter, "permit
personnel subject to the codes to invest in securities, including securities
that may be purchased or held by the Fund." Please revise the disclosure
concerning the Fund's code of ethics to comply with this requirement.
Karen Rossotto
August 30, 2013
Page 15
RESPONSE TO COMMENT 37
The statement of additional information has been revised in response to
this comment.
COMMENT 38 - CREATION AND REDEMPTION OF CREATION UNIT AGGREGATIONS
On page 39, in Creation and Redemption of Creation Unit Aggregations, the
first line of the last paragraph states that "[t]he Cash Component is sometimes
also referred to as the Balancing Amount." However, for this Fund, the Cash
Component is the primary component. It is therefore confusing to refer to it as
the Balancing Amount. Please consider revising.
RESPONSE TO COMMENT 38
The statement of additional information has been revised in response to
this comment The language is based on the Fund's exemptive relief and accurately
reflects the Creation Unit aggregation process.
COMMENT 39 - DETERMINATION OF NAV
On page 55, in Determination of NAV, please move the text in bullets 3 and
4 to the prospectus. These bullets discuss the valuation of exchange-traded
options and Futures Contracts and forward foreign currency exchange contracts,
investments that are central to the Fund's strategy.
RESPONSE TO COMMENT 39
The statement of additional information and the prospectus have been
revised in response to this comment. The disclosure related to the
exchange-traded futures contracts to the prospectus and the Fund will not be
investing in options and forward foreign currency exchange contracts.
* * *
Karen Rossotto
August 30, 2013
Page 16
TANDY ACKNOWLEDGMENT
In connection with the Trust's registration statement, the Trust
acknowledges that;
o should the Commission or the staff, acting pursuant to delegated
authority, declare the filing effective, it does not foreclose the
Commission from taking any action with respect to the filing;
o the action of the Commission or the staff, acting pursuant to
delegated authority in declaring the filing effective, does not
relieve the Trust from its full responsibility for the adequacy and
accuracy for the disclosure in the filing; and
o the Trust may not assert this action as a defense in any proceeding
initiated by the Commission or any person under the federal
securities laws of the United States.
Please call me at (312) 845-3484 if you have any questions or issues you
would like to discuss regarding these matters.
Sincerely yours,
CHAPMAN AND CUTLER LLP
By: /s/ Morrison C. Warren
--------------------------------
Morrison C. Warren