0001145549-20-048172.txt : 20200824
0001145549-20-048172.hdr.sgml : 20200824
20200824164724
ACCESSION NUMBER: 0001145549-20-048172
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200824
PERIOD START: 20201231
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: 201128396
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
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Wheaton
60187
630-765-8000
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2020-12-31
2020-06-30
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US
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CORP
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CHICAGO BOARD OF TRADE
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NEW YORK MERCANTILE EXCHANGE
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NEW YORK MERCANTILE EXCHANGE
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CORP
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NEW YORK MERCANTILE EXCHANGE
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-593320.00
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2020-08-28
289730.00
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000000000
-27.0000
NC
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46368
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N/A
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CORP
US
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CME GLOBEX
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Other
Other
2020-08-14
-529470.00
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N
N
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NEW YORK MERCANTILE EXCHANGE
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CORP
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NEW YORK MERCANTILE EXCHANGE
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-0.0198033511
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CORP
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2020-09-30
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NEW YORK MERCANTILE EXCHANGE
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1066560.60
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000000000
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-35320
-0.1233577293
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CORP
US
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ICE FUTURES U.S.
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2020-09-15
415340.00
USD
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000000000
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NC
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0.0677489590
N/A
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CORP
US
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Long
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CORP
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COMMODITIES EXCHANGE CENTER
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2020-09-28
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CORP
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LONDON METAL EXCHANGE
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-76806.00
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LONDON METAL EXCHANGE
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2020-09-14
-562650.00
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CORP
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-88675.00
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-0.2286108258
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CORP
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LONDON METAL EXCHANGE
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-1818000.00
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CORP
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COMMODITIES EXCHANGE CENTER
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-0.0000579767
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CORP
US
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CME GLOBEX
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Other
Other
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192550.00
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N
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ICE FUTURES U.S.
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-0.0081613432
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CORP
US
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Other
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2020-09-30
602784.00
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N
N
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-0.0087283626
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CORP
US
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USD
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CME GLOBEX
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CORP
US
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2020-08-27
132850.00
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-48.0000
NC
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0.0238193926
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CORP
US
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CHICAGO BOARD OF TRADE
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Other
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-1420320.00
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US
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-231775.00
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CORP
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000000000
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2020-09-10
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2020-09-14
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-0.0345590241
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2020-09-14
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N
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0.0008513150
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CORP
NZ
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1
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2020-09-14
140668.75
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N
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-0.0012919033
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CORP
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2020-09-14
516400.00
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-0.0439540494
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CORP
US
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2020-09-18
-215640.00
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N
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-0.0004191089
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2020-09-15
147240.00
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CORP
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ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION
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Other
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-228521.01
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N
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000000000
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1311.19
0.0045794287
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CORP
AU
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Other
Other
2020-09-17
101651.72
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N
N
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000000000
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529900UT4DG0LG5R9O07
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2020-09-18
346192.48
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N
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DE
CORP
CA
N
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THE MONTREAL EXCHANGE / BOURSE DE MONTREAL
N/A
Long
Other
Other
2020-09-17
273571.01
CAD
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N
N
N
CME GLOBEX
N/A
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000000000
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NC
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19185
0.0670050407
N/A
DE
CORP
US
N
1
CME GLOBEX
N/A
Long
Other
Other
2020-09-18
533730.00
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19185
N
N
N
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N/A
F/C NASDAQ 100 E-MINI SEP20
000000000
7.0000
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54054
0.1887876189
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DE
CORP
US
N
1
CME GLOBEX
N/A
Long
Other
Other
2020-09-18
1420615.00
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54054
N
N
N
EURONEXT PARIS MONEP
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2039.15
0.0071218832
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DE
CORP
FR
N
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Other
Other
2020-07-17
165609.52
EUR
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N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
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000000000
-1.0000
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-3310
-0.0115604214
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DE
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
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Other
Other
2020-09-18
-128445.00
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-3310
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
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000000000
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-875.04
-0.0030561423
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DCO
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
Other
Other
2020-10-12
290600.00
USD
-875.04
N
N
N
ICE FUTURES U.S.
5493004R83R1LVX2IL36
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000000000
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-49201.04
-0.1718382948
N/A
DCO
CORP
US
N
1
ICE FUTURES U.S.
5493004R83R1LVX2IL36
Short
Other
Other
2020-09-18
-1515000.00
USD
-49201.04
N
N
N
Chicago Board of Trade
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F/C US ULTRA BOND CBT SEP20
000000000
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USD
1843.7
0.0064392595
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DIR
CORP
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Other
Other
2020-09-21
436312.50
USD
1843.7
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
F/C US 2YR NOTE (CBT) SEP20
000000000
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NC
USD
3014.48
0.0105282958
N/A
DIR
CORP
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Other
Other
2020-09-30
5741531.28
USD
3014.48
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
F/C US LONG BOND(CBT) SEP20
000000000
6.0000
NC
USD
7750
0.0270674519
N/A
DIR
CORP
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Other
Other
2020-09-21
1071375.00
USD
7750
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
F/C US 5YR NOTE (CBT) SEP20
000000000
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USD
6820.17
0.0238199514
N/A
DIR
CORP
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
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Other
Other
2020-09-30
2389101.57
USD
6820.17
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
F/C US 10YR NOTE (CBT)SEP20
000000000
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USD
6172.1
0.0215565187
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DIR
CORP
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Other
Other
2020-09-21
1670062.50
USD
6172.1
N
N
N
ICE FUTURES U.S.
5493004R83R1LVX2IL36
F/C COTTON NO.2 FUTR DEC20
000000000
-4.0000
NC
USD
-3380
-0.0118049016
N/A
DCO
CORP
US
N
1
ICE FUTURES U.S.
5493004R83R1LVX2IL36
Short
Other
Other
2020-12-08
-121760.00
USD
-3380
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
F/C KC HRW WHEAT FUT SEP20
000000000
-42.0000
NC
USD
22624.62
0.0790181696
N/A
DCO
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
Other
Other
2020-09-14
-923475.00
USD
22624.62
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
F/C WHEAT FUTURE(CBT) SEP20
000000000
-34.0000
NC
USD
8787.51
0.0306910328
N/A
DCO
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
Other
Other
2020-09-14
-835975.00
USD
8787.51
N
N
N
NEW YORK MERCANTILE EXCHANGE
5493008GFNDTXFPHWI47
F/C PLATINUM FUTURE OCT20
000000000
-4.0000
NC
USD
-7380
-0.0257751994
N/A
DCO
CORP
US
N
1
NEW YORK MERCANTILE EXCHANGE
5493008GFNDTXFPHWI47
Short
Other
Other
2020-10-28
-170240.00
USD
-7380
N
N
N
MOSCOW EXCHANGE
N/A
F/C BRAZIL REAL FUT AUG20
000000000
-32.0000
NC
USD
160
0.0005588119
N/A
DCO
CORP
RU
N
1
MOSCOW EXCHANGE
N/A
Short
Other
Other
2020-07-31
-588160.00
USD
160
N
N
N
Morgan Stanley Institutional Liquidity Funds
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY LIQ TREAS-INS
61747C582
100000.0000
NS
USD
100000.00
0.3492574442
Long
STIV
RF
US
N
1
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
US T BILL ZCP 07/09/20
912796WW5
200000.0000
PA
USD
199995.33
0.6984985780
Long
DBT
UST
US
N
2
2020-07-09
None
N/A
N
N
N
N
N
N
2020-07-30
First Trust Exchange-Traded Fund V
Donald P. Swade
First Trust Exchange-Traded Fund V
Treasurer, Chief Financial Officer and Chief Accounting Officer