0001145549-23-007921.txt : 20230222 0001145549-23-007921.hdr.sgml : 20230222 20230222122848 ACCESSION NUMBER: 0001145549-23-007921 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230222 DATE AS OF CHANGE: 20230222 PERIOD START: 20221231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST EXCHANGE-TRADED FUND V CENTRAL INDEX KEY: 0001549548 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22709 FILM NUMBER: 23651931 BUSINESS ADDRESS: STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 BUSINESS PHONE: 630-765-8000 MAIL ADDRESS: STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 0001549548 S000037848 First Trust Managed Futures Strategy Fund C000116776 First Trust Managed Futures Strategy Fund FMF NPORT-P 1 primary_doc.xml NPORT-P false 0001549548 XXXXXXXX S000037848 C000116776 First Trust Exchange-Traded Fund V 811-22709 0001549548 549300U1CJQTOYE02X88 120 East Liberty Drive, Suite 400 Wheaton 60187 630-765-8000 First Trust Managed Futures Strategy Fund S000037848 549300C7HYPTMZNS6B06 2022-12-31 2022-12-31 N 209571069.660000000000 5395549.050000000000 204175520.610000000000 0.000000000000 35400538.460000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 83404937.450000000000 USD N The Fund relies on the Absolute VaR Test. N/A ICE ENDEX FUTURES N/A 000000000 29.0000 NC -183325.16 -0.0897880213 N/A DCO CORP NL N 1 ICE ENDEX FUTURES N/A Long Other Other 2023-12-18 2606684.86 EUR -183325.16 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -17.0000 NC USD -65120.2 -0.0318942250 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short Other Other 2023-01-31 -1460470.00 USD -65120.2 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -124.0000 NC USD -313734.26 -0.1536590964 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short Other Other 2023-03-14 -4910400.00 USD -313734.26 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 -12.0000 NC USD 83532 0.0409118585 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short Other Other 2023-01-27 -537000.00 USD 83532 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 380.0000 NC USD 85483.78 0.0418677909 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long Other Other 2023-02-28 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NC USD -90310.14 -0.0442316198 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long Other Other 2023-02-10 4258200.00 USD -90310.14 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 286.0000 NC USD 1011195.99 0.4952581911 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Other Other 2023-03-14 13470600.00 USD 1011195.99 N N N COMMODITIES EXCHANGE CENTER N/A 000000000 -14.0000 NC USD -9297.15 -0.0045535087 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Short Other Other 2023-03-29 -1333675.00 USD -9297.15 N N N CME GLOBEX N/A 000000000 -15.0000 NC USD -3880.2 -0.0019004237 N/A DCO CORP US N 1 CME GLOBEX N/A Short Other Other 2023-02-28 -947400.00 USD -3880.2 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 197.0000 NC USD 201505.08 0.0986920858 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Other Other 2023-03-14 7573074.00 USD 201505.08 N N N LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 -121.0000 NC USD 182305 0.0892883728 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short Other Other 2023-03-13 -7175330.25 USD 182305 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -34.0000 NC USD 44046.05 0.0215726400 N/A DIR CORP US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Other Other 2023-03-22 -3818093.75 USD 44046.05 N N N COMMODITIES EXCHANGE CENTER N/A 000000000 -7.0000 NC USD -100660 -0.0493007192 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Short Other Other 2023-03-29 -841400.00 USD -100660 N N N COMMODITIES EXCHANGE CENTER N/A 000000000 -16.0000 NC USD -41020.58 -0.0200908414 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Short Other Other 2023-02-24 -2921920.00 USD -41020.58 N N N LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 39.0000 NC USD -134906.25 -0.0660736652 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long Other Other 2023-03-13 2902087.50 USD -134906.25 N N N CHICAGO BOARD OF TRADE 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Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -29.0000 NC USD 54584.35 0.0267340325 N/A DIR CORP US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Other Other 2023-03-22 -3634968.75 USD 54584.35 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -11.0000 NC USD 61200.8 0.0299746022 N/A DIR CORP US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Other Other 2023-03-22 -1477437.50 USD 61200.8 N N N THE MONTREAL EXCHANGE / BOURSE DE MONTREAL N/A 000000000 -15.0000 NC 38998.67 0.0191005611 N/A DIR CORP CA N 1 THE MONTREAL EXCHANGE / BOURSE DE MONTREAL N/A Short Other Other 2023-03-22 -1357644.02 CAD 38998.67 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 000000000 -34.0000 NC 160619.4 0.0786673150 N/A DIR CORP GB N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 Short Other Other 2023-03-29 -4106319.39 GBP 160619.4 N N N ICE ENDEX FUTURES N/A 000000000 20.0000 NC -888499.04 -0.4351643318 N/A DCO CORP NL N 1 ICE ENDEX FUTURES N/A Long Other Other 2023-02-27 1244077.61 EUR -888499.04 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 000000000 -62.0000 NC 203178.69 0.0995117776 N/A DCO CORP DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short Other Other 2023-03-08 -7682084.27 EUR 203178.69 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 000000000 -31.0000 NC 287318.62 0.1407213848 N/A DCO CORP DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short Other Other 2023-03-08 -4411142.39 EUR 287318.62 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 000000000 -335.0000 NC 315580.96 0.1545635633 N/A DCO CORP DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short Other Other 2023-03-08 -37803690.32 EUR 315580.96 N N N OSAKA EXCHANGE N/A 000000000 24.0000 NC -12305.67 -0.0060270056 N/A DE CORP JP N 1 OSAKA EXCHANGE N/A Long Other Other 2023-03-09 3459006.40 JPY -12305.67 N N N CME GLOBEX N/A 000000000 -59.0000 NC USD -28705.8 -0.0140593740 N/A DFE CORP US N 1 CME GLOBEX N/A Short Other Other 2023-03-14 -4361280.00 USD 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2023-03-13 -9248400.00 USD -261415.5 N N N CME GLOBEX N/A 000000000 3.0000 NC USD -7299.99 -0.0035753503 N/A DE CORP US N 1 CME GLOBEX N/A Long Other Other 2023-03-17 732780.00 USD -7299.99 N N N ITALIAN DERIVATIVES MARKET N/A 000000000 10.0000 NC -9975.26 -0.0048856298 N/A DE CORP IT N 1 ITALIAN DERIVATIVES MARKET N/A Long Other Other 2023-03-17 1268911.41 EUR -9975.26 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 14.0000 NC USD 4220 0.0020668491 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Other Other 2023-03-17 2329950.00 USD 4220 N N N CME GLOBEX N/A 000000000 469.0000 NC USD 204015 0.0999213811 N/A DFE CORP US N 1 CME GLOBEX N/A Long Other Other 2023-03-13 11870390.00 USD 204015 N N N CME GLOBEX N/A 000000000 10.0000 NC USD 868 0.0004251244 N/A DCO CORP US N 1 CME GLOBEX N/A Long Other Other 2023-03-30 931125.00 USD 868 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 31.0000 NC USD 16548.5 0.0081050363 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long Other Other 2023-03-13 1966640.00 USD 16548.5 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 -267.0000 NC -9630.62 -0.0047168338 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Short Other Other 2023-03-14 -3414602.66 CAD -9630.62 N N N Morgan Stanley Institutional Liquidity Funds IGJSJL3JD5P30I6NJZ34 61747C582 20100000.0000 NS USD 20100000.00 9.8444710414 Long STIV RF US N 1 N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796S34 10000000.0000 PA USD 9975239.90 4.8856199167 Long DBT UST US N 2 2023-01-26 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796X95 10000000.0000 PA USD 9997983.30 4.8967590582 Long DBT UST US N 2 2023-01-05 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796XR5 9000000.0000 PA USD 8992198.08 4.4041509252 Long DBT UST US N 2 2023-01-12 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796XS3 10000000.0000 PA USD 9983933.30 4.8898777239 Long DBT UST US N 2 2023-01-19 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796XT1 10000000.0000 PA USD 9968313.90 4.8822277373 Long DBT UST US N 2 2023-02-02 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796ZH5 10000000.0000 PA USD 10000000.00 4.8977467867 Long DBT UST US N 2 2023-01-03 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796ZJ1 10000000.0000 PA USD 9992975.50 4.8943063645 Long DBT UST US N 2 2023-01-10 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796ZK8 10000000.0000 PA USD 9985713.20 4.8907494739 Long DBT UST US N 2 2023-01-17 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796ZL6 10000000.0000 PA USD 9977624.80 4.8867879804 Long DBT UST US N 2 2023-01-24 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796ZM4 10000000.0000 PA USD 9969394.40 4.8827569388 Long DBT UST US N 2 2023-01-31 None 0.000000000000 N N N N N N 2023-01-30 First Trust Exchange-Traded Fund V Donald P. Swade First Trust Exchange-Traded Fund V Treasurer, Chief Financial Officer and Chief Accounting Officer