First Trust Advisors L.P. > First Trust Exchange-Traded Fund V
First Trust Managed Futures Strategy Fund
$171.53M
Avg Monthly Net Assets
$141.70M
Total Assets
$3.14M
Total Liabilities
$138.56M
Net Assets
First Trust Managed Futures Strategy Fund is an Exchange-Traded Fund in First Trust Exchange-Traded Fund V
from First Trust Advisors L.P.,
based in Illinois,
United States of America.
The fund has one share class
and monthly net assets of $171.53M.
On August 21st, 2024 it reported 71 holdings, the largest
being MSILF Treasury Portfolio (16.0%), Dreyfus Government Cash Management (16.0%) and US TREASURY N/B (14.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| First Trust Managed Futures Strategy Fund | C000116776 | ARCX | FMF |
Holdings
From latest NPORT-P, filed August 21st, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AUDUSD CRNCY (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $12K | – | 0.01 | |
| BRAZIL REAL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $112K | – | 0.08 | |
| BRENT CRUDE (ICE FUTURES EUROPE) | Derivative-commodity | GB | $35K | – | 0.02 | |
| BRENT CRUDE (ICE FUTURES EUROPE) | Derivative-commodity | GB | $17K | – | 0.01 | |
| C$ CURRENCY (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $-38K | – | -0.03 | |
| CAC40 10 EURO (EURONEXT PARIS SA) | Derivative-equity | FR | $-15K | – | -0.01 | |
| CAN 10YR BOND (MONTREAL EXCHANGE INC.) | Derivative-interest rate | CA | $-2K | – | -0.00 | |
| CANOLA(WCE) (ICE FUTURES U.S., INC.) | Derivative-commodity | US | $75K | – | 0.05 | |
| CBOE VIX (CBOE FUTURES EXCHANGE, LLC) | Derivative-equity | US | $7.7 | – | 0.00 | |
| CHF CURRENCY (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $14K | – | 0.01 | |
| COCOA (ICE FUTURES U.S., INC.) | Derivative-commodity | US | $-90K | – | -0.07 | |
| COFFEE 'C' (ICE FUTURES U.S., INC.) | Derivative-commodity | US | $28K | – | 0.02 | |
| COPPER (COMMODITY EXCHANGE, INC.) | Derivative-commodity | US | $-134K | – | -0.10 | |
| CORN (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-commodity | US | $633K | – | 0.46 | |
| COTTON NO.2 (ICE FUTURES U.S., INC.) | Derivative-commodity | US | $37K | – | 0.03 | |
| DJIA MINI E-CBOT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-equity | US | $4K | – | 0.00 | |
| Dreyfus Government Cash Management | Long | Short-term investment vehicle | US | $22M | 22M | 16.02 |
| E-MINI RUSS 2000 (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $-22K | – | -0.02 | |
| ECX EMISSION (ICE ENDEX MARKETS B.V.) | Derivative-commodity | NL | $37K | – | 0.03 | |
| EURO FX CURR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $600 | – | 0.00 | |
| EURO STOXX 50 (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-equity | DE | $4K | – | 0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-41K | – | -0.03 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-27K | – | -0.02 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-39K | – | -0.03 | |
| FTSE 100 INDEX (ICE FUTURES EUROPE) | Derivative-equity | GB | $-863.35 | – | -0.00 | |
| FTSE/MIB INDEX (BORSA ITALIANA S.P.A.) | Derivative-equity | IT | $79K | – | 0.06 | |
| GASOLINE RBOB (NEW YORK MERCANTILE EXCHANGE, INC.) | Derivative-commodity | US | $156K | – | 0.11 | |
| GASOLINE RBOB (NEW YORK MERCANTILE EXCHANGE, INC.) | Derivative-commodity | US | $6K | – | 0.00 | |
| GOLD 100 OZ (COMMODITY EXCHANGE, INC.) | Derivative-commodity | US | $-48K | – | -0.03 | |
| IBEX 35 INDX (MEFF RENTA VARIABLE (MADRID)) | Derivative-equity | ES | $-32K | – | -0.02 | |
| JAPAN YEN CURR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $157K | – | 0.11 | |
| KC HRW WHEAT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-commodity | US | $14K | – | 0.01 | |
| LEAN HOGS (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-commodity | US | $185K | – | 0.13 | |
| LIVE CATTLE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-commodity | US | $71K | – | 0.05 | |
| LME NICKEL (THE LONDON METAL EXCHANGE) | Derivative-commodity | GB | $188K | – | 0.14 | |
| LME PRI ALUM (THE LONDON METAL EXCHANGE) | Derivative-commodity | GB | $38K | – | 0.03 | |
| LME ZINC (THE LONDON METAL EXCHANGE) | Derivative-commodity | GB | $10K | – | 0.01 | |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $20K | – | 0.01 | |
| LOW SU GASOIL G (ICE FUTURES EUROPE) | Derivative-commodity | GB | $-23K | – | -0.02 | |
| MEXICAN PESO (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $19K | – | 0.01 | |
| MSCI EAFE (ICE FUTURES U.S., INC.) | Derivative-equity | US | $6K | – | 0.00 | |
| MSCI EMGMKT (ICE FUTURES U.S., INC.) | Derivative-equity | US | $7K | – | 0.01 | |
| MSILF Treasury Portfolio | Long | Short-term investment vehicle | US | $22M | 22M | 16.02 |
| NASDAQ 100 E-MINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $-1K | – | -0.00 | |
| NATURAL GAS (NEW YORK MERCANTILE EXCHANGE, INC.) | Derivative-commodity | US | $54K | – | 0.04 | |
| NEW ZEALAND $ (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| NIKKEI 225 (OSE) (OSAKA EXCHANGE,INC) | Derivative-equity | JP | $12K | – | 0.01 | |
| OMXS30 IND (OMX NORDIC EXCHANGE STOCKHOLM) | Derivative-equity | SE | $3K | – | 0.00 | |
| S&P MID 400 EMINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $23K | – | 0.02 | |
| S&P/TSX 60 IX (MONTREAL EXCHANGE INC.) | Derivative-equity | CA | $6K | – | 0.00 | |
| S&P500 EMINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $-5K | – | -0.00 | |
| SOYBEAN MEAL (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-commodity | US | $-71K | – | -0.05 | |
| SOYBEAN OIL (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-commodity | US | $855.36 | – | 0.00 | |
| SPI 200 (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-equity | AU | $27K | – | 0.02 | |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $20K | – | 0.01 | |
| TOPIX INDX (OSAKA EXCHANGE,INC) | Derivative-equity | JP | $21K | – | 0.02 | |
| TTF NAT GAS (ICE ENDEX MARKETS B.V.) | Derivative-commodity | NL | $-12K | – | -0.01 | |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $20M | – | 14.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 8.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 7.86 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 7.79 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 7.67 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 7.57 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 7.40 |
| US 10YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| US 5YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $2K | – | 0.00 | |
| US LONG BOND(CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-32K | – | -0.02 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-56K | – | -0.04 | |
| WHEAT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-commodity | US | $375K | – | 0.27 | |
| WTI CRUDE (NEW YORK MERCANTILE EXCHANGE, INC.) | Derivative-commodity | US | $24K | – | 0.02 |
Address
First Trust Exchange-Traded Fund V
120 East Liberty Drive
Suite 400
Wheaton
Illinois
60187
United States of America
Websites
Directors
Robert F. Keith
Niel B. Nielson
Richard E. Erickson
Denise M. Keefe
Thomas R. Kadlec
James A. Bowen
Bronwyn Wright
Transfer Agents
The Bank of New York Mellon
Brown Brothers Harriman & Co.
Pricing Services
Bloomberg L.P.
LSEG Pricing Service
ICE Data Pricing & Reference Data, LLC
Custodians
Brown Brothers Harriman & Co.
The Bank of New York Mellon
Shareholder Servicing Agents
The Bank of New York Mellon
Brown Brothers Harriman & Co.
Admins
The Bank of New York Mellon
Brown Brothers Harriman & Co.
Brokers
N/A