0001752724-24-035705.txt : 20240223 0001752724-24-035705.hdr.sgml : 20240223 20240223122014 ACCESSION NUMBER: 0001752724-24-035705 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240223 DATE AS OF CHANGE: 20240223 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST EXCHANGE-TRADED FUND V CENTRAL INDEX KEY: 0001549548 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22709 FILM NUMBER: 24668575 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 2023-12-31 2023-12-31 N 140993080.26 123260.84 140869819.42 0.00000000 26418526.76000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 16553381.82000000 CAD EUR JPY USD N The Fund relies on the Absolute VaR Test N/A BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 68.00000000 NC USD -97427.00000000 -0.06916101717 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long SOYBEAN MEAL SOYBEAN MEAL 2024-03-14 2722227.00000000 USD -97427.00000000 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 -56.00000000 NC USD -25302.00000000 -0.01796126388 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short LME NICKEL LME NICKEL 2024-03-18 -5549946.00000000 USD -25302.00000000 N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 000000000 24048838.68000000 NS USD 24048838.68000000 17.07167566411 Long STIV RF US N 1 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 12.00000000 NC USD 27968.75000000 0.019854323740 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long LME ZINC LME ZINC 2024-03-18 771081.25000000 USD 27968.75000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -12.00000000 NC -22562.09000000 -0.01601626955 N/A DE CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short FINANCIAL TIMES STOCK EXCHANGE FTSE 100 INDEX 2024-03-15 -1163855.26000000 USD -22562.09000000 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 16.00000000 NC USD -7000.00000000 -0.00496912683 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long LEAD LEAD 2024-03-18 836000.00000000 USD -7000.00000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 9.00000000 NC -2181.46000000 -0.00154856448 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long DEUTSCH BOERSE AG DAX MINI INDEX 2024-03-15 842379.51000000 USD -2181.46000000 N N N BORSA ITALIANA S.P.A. 8156005391EE905D3124 000000000 10.00000000 NC -3918.20000000 -0.00278143325 N/A DE CORP IT N 1 BORSA ITALIANA S.P.A. 8156005391EE905D3124 Long FINANCIAL TIMES STOCK EXCHANGE FTSE MIB 2024-03-15 1688597.61000000 USD -3918.20000000 N N N COMMODITY EXCHANGE, INC. 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