# EDGAR Filing Document

**Accession Number:** 0001549548
**File Stem:** 0000940400-25-009971
**Filing Date:** 2025-11
**Character Count:** 42696
**Document Hash:** c172caa7c5ca978993af75b3c5635860
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-009971.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0000940400-25-009971

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND V
- **CENTRAL INDEX KEY:** 0001549548

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22709
- **FILM NUMBER:** 251513847

**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

## Series and Classes Contracts Data

### First Trust Managed Futures Strategy Fund (Series ID: S000037848)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000116776 | First Trust Managed Futures Strategy Fund | FMF             |

## Nport-Ex

**First Trust Managed Futures Strategy Fund (FMF)**

**Consolidated Portfolio of Investments**

**September 30, 2025 (Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal** <br>**Value**<br>| **Description** | **Stated** <br>**Coupon**<br>| **Stated** <br>**Maturity**<br>| **Value** |
| **U.S. GOVERNMENT BONDS AND NOTES — 31.5%** | **U.S. GOVERNMENT BONDS AND NOTES — 31.5%** | **U.S. GOVERNMENT BONDS AND NOTES — 31.5%** | **U.S. GOVERNMENT BONDS AND NOTES — 31.5%** | **U.S. GOVERNMENT BONDS AND NOTES — 31.5%** |
| $21000000 | U.S. Treasury Note  | 0.38% | 11/30/25 | $20872882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 31000000 | U.S. Treasury Note  | 0.75% | 03/31/26 | 30530919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7000000 | U.S. Treasury Note  | 0.88% | 06/30/26 | 6851397 |
|  | **Total U.S. Government Bonds and Notes** | **Total U.S. Government Bonds and Notes** | **Total U.S. Government Bonds and Notes** | 58255198 |
|  | (Cost $58,179,387) | (Cost $58,179,387) | (Cost $58,179,387) |  |
| **U.S. TREASURY BILLS — 29.0%** | **U.S. TREASURY BILLS — 29.0%** | **U.S. TREASURY BILLS — 29.0%** | **U.S. TREASURY BILLS — 29.0%** | **U.S. TREASURY BILLS — 29.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8000000 | U.S. Treasury Bill  | (a) | 10/16/25 | 7986503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15000000 | U.S. Treasury Bill  | (a) | 11/04/25 | 14943285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 20000000 | U.S. Treasury Bill  | (a) | 11/06/25 | 19919650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11000000 | U.S. Treasury Bill  | (a) | 02/12/26 | 10847653 |
|  | **Total U.S. Treasury Bills** | **Total U.S. Treasury Bills** | **Total U.S. Treasury Bills** | 53697091 |
|  | (Cost $53,689,085) | (Cost $53,689,085) | (Cost $53,689,085) |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **MONEY MARKET FUNDS — 29.4%** | **MONEY MARKET FUNDS — 29.4%** | **MONEY MARKET FUNDS — 29.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 27226939 | Dreyfus Government Cash Management Fund, Institutional Shares - 4.04% (b) | 27226939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 27226939 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 3.99% (b) | 27226939 |
|  | **Total Money Market Funds** | 54453878 |
|  | (Cost $54,453,878) |  |
|  | **Total Investments — 89.9%** | 166406167 |
|  | (Cost $166,322,350) |  |
|  | **Net Other Assets and Liabilities — 10.1%** | 18694522 |
|  | **Net Assets — 100.0%** | $185100689 |

---

**Futures Contracts at September 30, 2025:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Long** | **Number of** <br>**Contracts**<br>| **Expiration** <br>**Date**<br>| **Notional** <br>**Value**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)/** <br>**Value**<br>|
| 3 Month SOFR Futures | 114 | Mar-2027 | &nbsp;&nbsp; $27617925 | &nbsp;&nbsp; $10625 |
| Australian Dollar Currency Futures | 200 | Dec-2025 | &nbsp;&nbsp; 13244000 | &nbsp;&nbsp; 56020 |
| Brazilian Real Currency Futures | 911 | Oct-2025 | &nbsp;&nbsp; 16994705 | &nbsp;&nbsp; 121886 |
| British Pound Currency Futures | 109 | Dec-2025 | &nbsp;&nbsp; 9163494 | &nbsp;&nbsp; (55879)<br>|
| CAC 40<sup>®</sup> 10 Euro Index Futures | 28 | Oct-2025 | &nbsp;&nbsp; 2595362 | &nbsp;&nbsp; 22425 |
| Canadian Dollar Currency Futures | 18 | Dec-2025 | &nbsp;&nbsp; 1297800 | &nbsp;&nbsp; (12155)<br>|
| Cattle Feeder Futures | 50 | Oct-2025 | &nbsp;&nbsp; 9025625 | &nbsp;&nbsp; 58900 |
| CBOE Volatility Index Futures | 213 | Nov-2025 | &nbsp;&nbsp; 4100080 | &nbsp;&nbsp; (8260)<br>|
| Cocoa Futures | 45 | Dec-2025 | &nbsp;&nbsp; 3037050 | &nbsp;&nbsp; (336273)<br>|
| Cocoa Futures | 9 | Mar-2026 | &nbsp;&nbsp; 611640 | &nbsp;&nbsp; (55420)<br>|
| Coffee "C" Futures | 31 | Dec-2025 | &nbsp;&nbsp; 4357631 | &nbsp;&nbsp; 110080 |
| Copper Futures | 11 | Dec-2025 | &nbsp;&nbsp; 1335537 | &nbsp;&nbsp; 71963 |
| DAX MINI Index Futures | 8 | Dec-2025 | &nbsp;&nbsp; 1127608 | &nbsp;&nbsp; 7326 |
| DJIA Mini E-CBOT Futures | 6 | Dec-2025 | &nbsp;&nbsp; 1400670 | &nbsp;&nbsp; 6446 |
| Euro FX Currency Futures | 69 | Dec-2025 | &nbsp;&nbsp; 10170600 | &nbsp;&nbsp; (17561)<br>|
| Euro STOXX 50<sup>®</sup> Futures | 52 | Dec-2025 | &nbsp;&nbsp; 3382824 | &nbsp;&nbsp; 84333 |
| Euro-BOBL Futures | 62 | Dec-2025 | &nbsp;&nbsp; 8575544 | &nbsp;&nbsp; (19625)<br>|
| FTSE 100 Index Futures | 52 | Dec-2025 | &nbsp;&nbsp; 6579114 | &nbsp;&nbsp; 18483 |
| FTSE MIB Index Futures | 37 | Dec-2025 | &nbsp;&nbsp; 9229692 | &nbsp;&nbsp; 55919 |

---

------

**First Trust Managed Futures Strategy Fund (FMF)**

**Consolidated Portfolio of Investments (Continued)**

**September 30, 2025 (Unaudited)**

**Futures Contracts at September 30, 2025 (Continued)**:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Long** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)/**<br> **Value**<br>|
| Gasoline RBOB Futures | 41 | Oct-2025 | &nbsp;&nbsp; $3310201 | &nbsp;&nbsp; $40850 |
| Gold 100 Oz. Futures | 16 | Dec-2025 | &nbsp;&nbsp; 6197120 | &nbsp;&nbsp; 702433 |
| IBEX 35 Index Futures | 52 | Oct-2025 | &nbsp;&nbsp; 9467816 | &nbsp;&nbsp; 138707 |
| Lean Hogs Futures | 141 | Dec-2025 | &nbsp;&nbsp; 5004090 | &nbsp;&nbsp; (25034)<br>|
| Live Cattle Futures | 80 | Dec-2025 | &nbsp;&nbsp; 7512800 | &nbsp;&nbsp; 24629 |
| LME Aluminium Futures | 45 | Dec-2025 | &nbsp;&nbsp; 3016001 | &nbsp;&nbsp; 38802 |
| LME Zinc Futures | 39 | Dec-2025 | &nbsp;&nbsp; 2894911 | &nbsp;&nbsp; 35753 |
| Low Sulphur Gasoil "G" Futures | 105 | Nov-2025 | &nbsp;&nbsp; 7213500 | &nbsp;&nbsp; 94445 |
| Mexican Peso Currency Futures | 561 | Dec-2025 | &nbsp;&nbsp; 15180660 | &nbsp;&nbsp; 289823 |
| MSCI EAFE Index Futures | 43 | Dec-2025 | &nbsp;&nbsp; 5988395 | &nbsp;&nbsp; 14380 |
| MSCI EMGMKT Index Futures | 96 | Dec-2025 | &nbsp;&nbsp; 6526560 | &nbsp;&nbsp; 55395 |
| Nasdaq 100 E-Mini Futures | 1 | Dec-2025 | &nbsp;&nbsp; 498035 | &nbsp;&nbsp; 3520 |
| NIKKEI 225 (OSE) Futures | 16 | Dec-2025 | &nbsp;&nbsp; 4867566 | &nbsp;&nbsp; 200191 |
| NY Harbor ULSD Futures | 28 | Oct-2025 | &nbsp;&nbsp; 2733142 | &nbsp;&nbsp; 34705 |
| OMXS 30 Index Futures | 74 | Oct-2025 | &nbsp;&nbsp; 2094770 | &nbsp;&nbsp; 17147 |
| Russell 2000 E-mini Futures | 19 | Dec-2025 | &nbsp;&nbsp; 2332725 | &nbsp;&nbsp; 15865 |
| S&P TSX 60 IX Futures | 30 | Dec-2025 | &nbsp;&nbsp; 7643026 | &nbsp;&nbsp; 139464 |
| Silver Futures | 23 | Dec-2025 | &nbsp;&nbsp; 5363600 | &nbsp;&nbsp; 806758 |
| Soybean Futures | 13 | Nov-2025 | &nbsp;&nbsp; 651137 | &nbsp;&nbsp; (23966)<br>|
| Soybean Oil Futures | 49 | Dec-2025 | &nbsp;&nbsp; 1455006 | &nbsp;&nbsp; (47115)<br>|
| SPI 200 Futures | 16 | Dec-2025 | &nbsp;&nbsp; 2348504 | &nbsp;&nbsp; (6693)<br>|
| TOPIX Index Futures | 27 | Dec-2025 | &nbsp;&nbsp; 5734659 | &nbsp;&nbsp; 54598 |
| U.S. 2-Year Treasury Notes | 133 | Dec-2025 | &nbsp;&nbsp; 27716992 | &nbsp;&nbsp; 10477 |
| U.S. 5-Year Treasury Notes | 208 | Dec-2025 | &nbsp;&nbsp; 22712625 | &nbsp;&nbsp; (641)<br>|
| U.S. 10-Year Treasury Notes | 77 | Dec-2025 | &nbsp;&nbsp; 8662500 | &nbsp;&nbsp; (19014)<br>|
| U.S. Treasury Long Bond Futures | 13 | Dec-2025 | &nbsp;&nbsp; 1515719 | &nbsp;&nbsp; — |
|  |  |  | &nbsp;&nbsp; $302488961 | &nbsp;&nbsp; $2714712 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Short** |  |  |  |  |
| Canada 10-Year Bond Futures | 60 | Dec-2025 | &nbsp;&nbsp; $(5279586)<br>| &nbsp;&nbsp; $(84206)<br>|
| Canola Futures | 342 | Nov-2025 | &nbsp;&nbsp; (2974469)<br>| &nbsp;&nbsp; 75163 |
| CBOE Volatility Index Futures | 499 | Mar-2026 | &nbsp;&nbsp; (10594818)<br>| &nbsp;&nbsp; 42872 |
| Corn Futures | 386 | Dec-2025 | &nbsp;&nbsp; (8019150)<br>| &nbsp;&nbsp; (150850)<br>|
| Cotton No. 2 Futures | 315 | Dec-2025 | &nbsp;&nbsp; (10358775)<br>| &nbsp;&nbsp; 288153 |
| Euro-Bund Future | 27 | Dec-2025 | &nbsp;&nbsp; (4075597)<br>| &nbsp;&nbsp; (20227)<br>|
| Euro-Schatz Futures | 145 | Dec-2025 | &nbsp;&nbsp; (18212034)<br>| &nbsp;&nbsp; 12943 |
| Japan 10-Year Bond Futures | 27 | Dec-2025 | &nbsp;&nbsp; (24791764)<br>| &nbsp;&nbsp; 250137 |
| Japanese Yen Currency Futures | 130 | Dec-2025 | &nbsp;&nbsp; (11072750)<br>| &nbsp;&nbsp; 79090 |
| Kansas City Hard Red Winter Wheat Futures | 631 | Dec-2025 | &nbsp;&nbsp; (15704012)<br>| &nbsp;&nbsp; 857817 |
| LME Lead Futures | 100 | Dec-2025 | &nbsp;&nbsp; (4954925)<br>| &nbsp;&nbsp; 27881 |
| LME Nickel Futures | 83 | Dec-2025 | &nbsp;&nbsp; (7574794)<br>| &nbsp;&nbsp; 1755 |
| Long Gilt Futures | 52 | Dec-2025 | &nbsp;&nbsp; (6352875)<br>| &nbsp;&nbsp; (19564)<br>|
| Natural Gas Futures | 268 | Oct-2025 | &nbsp;&nbsp; (8852040)<br>| &nbsp;&nbsp; 46964 |
| S&P 500 E-Mini Futures | 1 | Dec-2025 | &nbsp;&nbsp; (336938)<br>| &nbsp;&nbsp; (1640)<br>|
| Soybean Meal Futures | 237 | Dec-2025 | &nbsp;&nbsp; (6477210)<br>| &nbsp;&nbsp; 198185 |
| Sugar #11 (World) Futures | 133 | Feb-2026 | &nbsp;&nbsp; (2472736)<br>| &nbsp;&nbsp; (45249)<br>|
| TTF Natural Gas Futures | 100 | Oct-2025 | &nbsp;&nbsp; (2655230)<br>| &nbsp;&nbsp; 116927 |
| Ultra U.S. Treasury Bond Futures | 9 | Dec-2025 | &nbsp;&nbsp; (1080562)<br>| &nbsp;&nbsp; (27407)<br>|

---

------

**First Trust Managed Futures Strategy Fund (FMF)**

**Consolidated Portfolio of Investments (Continued)**

**September 30, 2025 (Unaudited)**

**Futures Contracts at September 30, 2025 (Continued)**:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Short** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)/**<br> **Value**<br>|
| Wheat Futures | 478 | Dec-2025 | &nbsp;&nbsp; $(12141200)<br>| &nbsp;&nbsp; $458032 |
| WTI Crude Futures | 48 | Nov-2025 | &nbsp;&nbsp; (2974080)<br>| &nbsp;&nbsp; 5152 |
|  |  |  | &nbsp;&nbsp; $(166955545)<br>| &nbsp;&nbsp; $2111928 |
|  |  | &nbsp;&nbsp; Total | &nbsp;&nbsp; $135533416 | &nbsp;&nbsp; $4826640 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Zero coupon security.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Rate shown reflects yield as of September 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Abbreviations throughout the Consolidated Portfolio of Investments: <br> SOFR – Secured Overnight Financing Rate

------

**Valuation Inputs**

The Fund is subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Level 1 inputs are quoted prices in active markets for identical investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity's own assumptions about the assumptions that market participants would use in pricing the investment.

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.

A summary of the inputs used to value the Fund's investments as of September 30, 2025 is as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** |
|  | **Total** <br>**Value at** <br>**9/30/2025**<br>| **Level 1** <br>**Quoted** <br>**Prices**<br>| **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| U.S. Government Bonds and Notes | $58255198 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $58255198 | &nbsp;&nbsp; $— |
| U.S. Treasury Bills | 53697091 | &nbsp;&nbsp; — | &nbsp;&nbsp; 53697091 | &nbsp;&nbsp; — |
| Money Market Funds | 54453878 | &nbsp;&nbsp; 54453878 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total Investments | 166406167 | &nbsp;&nbsp; 54453878 | &nbsp;&nbsp; 111952289 | &nbsp;&nbsp; — |
| Futures Contracts | 5803419 | &nbsp;&nbsp; 5803419 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total | $172209586 | &nbsp;&nbsp; $60257297 | &nbsp;&nbsp; $111952289 | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** |
|  | **Total** <br>**Value at** <br>**9/30/2025**<br>| **Level 1** <br>**Quoted** <br>**Prices**<br>| **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| Futures Contracts | $(976779)<br>| &nbsp;&nbsp; $(976779)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** First Trust Exchange-Traded Fund V

- **b. Investment Company Act file number:** 811-22709

- **c. CIK number of Registrant:** 0001549548

- **d. LEI of Registrant:** 549300U1CJQTOYE02X88

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 120 East Liberty Drive, Suite 400

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

**Item A.2. Information about the Series.**

- **a. Name of Series:** First Trust Managed Futures Strategy Fund

- **b. EDGAR series identifier (if any):** S000037848

- **c. LEI of Series:** 549300C7HYPTMZNS6B06

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $200182433.15

**Total Liabilities:** $15081744.35

**Net Assets:** $185100688.80

**Amount of Assets Invested in Other Investment Companies:** $43898099.47

**Cash Not Reported:** $30416045.91

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 682.12364000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000116776 | 1.79%                | 3.06%                | 2.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-62764.77                                 |
| Month 2  | $0.00                    | $72951.38                                  |
| Month 3  | $-0.01                   | $17009.68                                  |

**Designated Index Information**

- **Index Name:** The Fund relies on the Absolute VaR Test

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC.            | MEXICAN PESO                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       561 | NC      | $289823.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                  | CBOE VIX                           | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |      -499 | NC      | $42871.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NY HARB ULSD                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        28 | NC      | $34704.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO STOXX 50                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        52 | NC      | $84333.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUND                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -27 | NC      | $-20226.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | JAPAN 10Y BOND(OSE)                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |       -27 | NC      | $250136.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COCOA                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         9 | NC      | $-55420.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill        | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19919650.00  | 10.76%            | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | DAX MINI                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |         8 | NC      | $7325.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN OIL                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        49 | NC      | $-47115.01    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME ZINC                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        39 | NC      | $35753.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | CATTLE FEEDER                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        50 | NC      | $58900.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | E-MINI RUSS 2000                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        19 | NC      | $15865.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | LIVE CATTLE                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        80 | NC      | $24628.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMX NORDIC EXCHANGE STOCKHOLM               | OMXS30 IND                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | SE        |        74 | NC      | $17147.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | S&P/TSX 60 IX                      | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               | CORP              | CA        |        30 | NC      | $139464.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  27226939 | NS      | $27226939.40  | 14.71%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | BP CURRENCY                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       109 | NC      | $-55878.81    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | WHEAT (CBT)                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -478 | NC      | $458032.43    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COCOA                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        45 | NC      | $-336272.50   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill        | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10847653.41  | 5.86%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | NIKKEI 225 (OSE)                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        16 | NC      | $200191.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill        | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14943284.70  | 8.07%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | KC HRW WHEAT                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -631 | NC      | $857816.82    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | 3 MONTH SOFR                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       114 | NC      | $10624.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | TOPIX INDX                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        27 | NC      | $54597.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-SCHATZ                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -145 | NC      | $12942.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NATURAL GAS                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |      -268 | NC      | $46964.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VARIABLE (MADRID)                | IBEX 35 INDX                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ES        |        52 | NC      | $138706.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        13 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CORN                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -386 | NC      | $-150850.23   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond   | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $20872881.96  | 11.28%            | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                          | LOW SU GASOIL G                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |       105 | NC      | $94444.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        13 | NC      | $-23965.89    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Treasury Portfolio                    | MSILF Treasury Portfolio           | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |  27226939 | NS      | $27226939.48  | 14.71%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | AUDUSD CRNCY                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       200 | NC      | $56020.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN MEAL                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -237 | NC      | $198185.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME LEAD                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |      -100 | NC      | $27881.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | CANOLA (WCE)                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -342 | NC      | $75163.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COPPER                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        11 | NC      | $71962.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | SILVER                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        23 | NC      | $806758.27    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EMGMKT                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        96 | NC      | $55395.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | JAPAN YEN CURR                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |      -130 | NC      | $79090.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        77 | NC      | $-19013.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EAFE                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        43 | NC      | $14380.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond   | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6851396.65   | 3.70%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | SPI 200                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |        16 | NC      | $-6693.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | DJIA MINI E-CBOT                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |         6 | NC      | $6446.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME NICKEL                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -83 | NC      | $1755.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | CAN 10YR BOND                      | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |       -60 | NC      | $-84205.93    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | GOLD 100 OZ                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        16 | NC      | $702432.94    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME PRI ALUM                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        45 | NC      | $38802.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | EURO FX CURR                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        69 | NC      | $-17561.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LONG GILT                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -52 | NC      | $-19564.17    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P500 EMINI                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        -1 | NC      | $-1639.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE ENDEX MARKETS B.V.                      | TTF NAT GAS                        | CUSIP: 000000000<br>LEI: 549300CZW488L20NT866 | N/A              | DCO              | CORP              | NL        |      -100 | NC      | $116926.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | SUGAR #11 (WORLD)                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -133 | NC      | $-45249.16    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                  | CBOE VIX                           | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |       213 | NC      | $-8260.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COTTON NO.2                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -315 | NC      | $288152.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                           | CAC40 10 EURO                      | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |        28 | NC      | $22424.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | C$ CURRENCY                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        18 | NC      | $-12155.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | LEAN HOGS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       141 | NC      | $-25033.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BORSA ITALIANA S.P.A.                       | FTSE/MIB INDEX                     | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               | CORP              | IT        |        37 | NC      | $55919.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond   | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $30530919.16  | 16.49%            | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | GASOLINE RBOB                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        41 | NC      | $40850.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       133 | NC      | $10476.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | BRAZIL REAL                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       911 | NC      | $121885.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BOBL                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        62 | NC      | $-19624.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill        | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7986503.36   | 4.31%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       208 | NC      | $-641.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | NASDAQ 100 E-MINI                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         1 | NC      | $3520.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | FTSE 100 INDEX                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |        52 | NC      | $18483.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -48 | NC      | $5152.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -9 | NC      | $-27407.34    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COFFEE 'C'                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        31 | NC      | $110079.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**Name of Applicant:** First Trust Exchange-Traded Fund V

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer