# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0000940400-26-025139
**Filing Date:** 2026-6
**Character Count:** 106809
**Document Hash:** 296a28cf078c1afcc682738e59cda341
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025139.hdr.sgml**: 20260623

**ACCESSION NUMBER**: 0000940400-26-025139

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260623

**DATE AS OF CHANGE**: 20260623

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND III
- **CENTRAL INDEX KEY:** 0001424212

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22245
- **FILM NUMBER:** 261110072

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE
- **STREET 2:** SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE
- **STREET 2:** SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** First Trust Exchange-Traded Fund III
- **DATE OF NAME CHANGE:** 20160419

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** First Trust Exchange Traded Fund III
- **DATE OF NAME CHANGE:** 20080116

## Series and Classes Contracts Data

### First Trust Horizon Managed Volatility Domestic ETF (Series ID: S000054960)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000172841 | First Trust Horizon Managed Volatility Domestic ETF | HUSV            |

## Nport-Ex

**First Trust Horizon Managed Volatility Domestic ETF (HUSV)**

**Portfolio of Investments**

**April 30, 2026 (Unaudited)**

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

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS — 99.7%** | **COMMON STOCKS — 99.7%** | **COMMON STOCKS — 99.7%** |
|  | **Aerospace & Defense — 0.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1417 | General Dynamics Corp. | $487873 |
|  | **Beverages — 2.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18792 | Coca-Cola (The) Co. | 1480058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3280 | PepsiCo, Inc. | 519847 |
|  |  | 1999905 |
|  | **Capital Markets — 2.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2080 | Cboe Global Markets, Inc. | 624187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2923 | CME Group, Inc. | 841298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2893 | Intercontinental Exchange, Inc. | 457354 |
|  |  | 1922839 |
|  | **Chemicals — 3.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4064 | Corteva, Inc. | 329225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2308 | Ecolab, Inc. | 601465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1773 | Linde PLC | 888521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1122 | Sherwin-Williams (The) Co. | 360846 |
|  |  | 2180057 |
|  | **Commercial Services &** <br> **Supplies — 5.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3826 | Cintas Corp. | 668440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5755 | Republic Services, Inc. | 1204061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6585 | Rollins, Inc. | 366982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4933 | Veralto Corp. | 435091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4281 | Waste Management, Inc. | 995547 |
|  |  | 3670121 |
|  | **Communications Equipment** <br> **— 5.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22376 | Cisco Systems, Inc. | 2047404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3810 | Motorola Solutions, Inc. | 1672704 |
|  |  | 3720108 |
|  | **Consumer Staples Distribution** <br> **& Retail — 0.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 642 | Costco Wholesale Corp. | 651328 |
|  | **Containers & Packaging —** <br> **0.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2051 | Avery Dennison Corp. | 336220 |
|  | **Diversified Telecommunication** <br> **Services — 1.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15401 | AT&T, Inc. | 402428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6987 | Verizon Communications, Inc. | 335586 |
|  |  | 738014 |
|  | **Electric Utilities — 5.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10983 | Alliant Energy Corp. | 806482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6663 | Duke Energy Corp. | 863192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6147 | Evergy, Inc. | 509217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14857 | FirstEnergy Corp. | 706005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4443 | Pinnacle West Capital Corp. | 460828 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Electric Utilities (Continued)**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4689 | PPL Corp. | $175556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3062 | Southern (The) Co. | 296095 |
|  |  | 3817375 |
|  | **Electrical Equipment — 0.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1963 | AMETEK, Inc. | 462287 |
|  | **Electronic Equipment,** <br> **Instruments & Components** <br>**— 2.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2837 | Teledyne Technologies, Inc. (a) | 1832276 |
|  | **Financial Services — 2.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2439 | &nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc., <br> Class B (a) | 1155110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 888 | Mastercard, Inc., Class A | 446593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1583 | Visa, Inc., Class A | 522137 |
|  |  | 2123840 |
|  | **Gas Utilities — 1.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4512 | Atmos Energy Corp. | 857190 |
|  | **Ground Transportation —** <br> **1.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12296 | CSX Corp. | 558607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2346 | Union Pacific Corp. | 632200 |
|  |  | 1190807 |
|  | **Health Care Equipment &** <br> **Supplies — 4.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4603 | Abbott Laboratories | 417906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1753 | Becton Dickinson & Co. | 261267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4857 | Edwards Lifesciences Corp. (a) | 405560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8008 | Medtronic PLC | 648408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1482 | ResMed, Inc. | 316866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1574 | STERIS PLC | 341369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1745 | Stryker Corp. | 549902 |
|  |  | 2941278 |
|  | **Health Care Providers &** <br> **Services — 1.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 883 | Cencora, Inc. | 271973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1301 | Labcorp Holdings, Inc. | 334097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1956 | Quest Diagnostics, Inc. | 379855 |
|  |  | 985925 |
|  | **Health Care REITs — 1.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10998 | Ventas, Inc. | 966284 |
|  | **Hotels, Restaurants & Leisure** <br> **— 2.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 739 | Domino's Pizza, Inc. | 250832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4034 | McDonald's Corp. | 1184342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3002 | Yum! Brands, Inc. | 479269 |
|  |  | 1914443 |

---

------

**First Trust Horizon Managed Volatility Domestic ETF (HUSV)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Household Products — 1.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5759 | Colgate-Palmolive Co. | $491588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5491 | Procter & Gamble (The) Co. | 807671 |
|  |  | 1299259 |
|  | **Industrial Conglomerates —** <br> **0.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1639 | Honeywell International, Inc. | 351287 |
|  | **Insurance — 9.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9312 | Aflac, Inc. | 1058495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5287 | Arch Capital Group Ltd. (a) | 499410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2604 | Chubb Ltd. | 851508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3115 | Cincinnati Financial Corp. | 509614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3697 | Globe Life, Inc. | 570447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6378 | &nbsp;&nbsp;&nbsp; Hartford Insurance Group (The), <br> Inc. | 872574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12007 | Loews Corp. | 1352108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2825 | Marsh & McLennan Cos., Inc. | 473781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2660 | Travelers (The) Cos., Inc. | 811673 |
|  |  | 6999610 |
|  | **IT Services — 2.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7689 | VeriSign, Inc. | 2065727 |
|  | **Machinery — 2.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1723 | Illinois Tool Works, Inc. | 444551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1458 | Nordson Corp. | 420560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6177 | Otis Worldwide Corp. | 481065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1306 | Snap-on, Inc. | 500721 |
|  |  | 1846897 |
|  | **Multi-Utilities — 5.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7386 | Ameren Corp. | 839419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15029 | CenterPoint Energy, Inc. | 656016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8862 | CMS Energy Corp. | 680070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1575 | Consolidated Edison, Inc. | 175597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3211 | DTE Energy Co. | 487077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3829 | NiSource, Inc. | 184864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10307 | WEC Energy Group, Inc. | 1215607 |
|  |  | 4238650 |
|  | **Oil, Gas & Consumable Fuels** <br> **— 2.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2434 | Chevron Corp. | 470516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2317 | Exxon Mobil Corp. | 357583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17629 | Kinder Morgan, Inc. | 579465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4931 | Williams (The) Cos., Inc. | 376285 |
|  |  | 1783849 |
|  | **Pharmaceuticals — 1.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4916 | Johnson & Johnson | 1129943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9899 | Pfizer, Inc. | 264303 |
|  |  | 1394246 |
|  | **Professional Services — 0.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2039 | Automatic Data Processing, Inc. | 432146 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Residential REITs — 1.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6660 | &nbsp;&nbsp;&nbsp; Mid-America Apartment <br> Communities, Inc. | $860339 |
|  | **Retail REITs — 5.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7638 | Federal Realty Investment Trust | 847054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24349 | Realty Income Corp. | 1564180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16940 | Regency Centers Corp. | 1318779 |
|  |  | 3730013 |
|  | **Software — 9.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82735 | Gen Digital, Inc. | 1595958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4538 | Microsoft Corp. | 1850506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10907 | PTC, Inc. (a) | 1486624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5109 | Roper Technologies, Inc. | 1812724 |
|  |  | 6745812 |
|  | **Specialized REITs — 2.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53335 | VICI Properties, Inc. | 1557382 |
|  | **Specialty Retail — 4.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 | AutoZone, Inc. (a) | 277802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1236 | Home Depot (The), Inc. | 406397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1327 | Lowe's Cos., Inc. | 316874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5535 | O'Reilly Automotive, Inc. (a) | 550179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1865 | Ross Stores, Inc. | 424829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7219 | TJX (The) Cos., Inc. | 1131578 |
|  |  | 3107659 |
|  | **Technology Hardware, Storage** <br> **& Peripherals — 2.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6901 | Apple, Inc. | 1872586 |
|  | **Tobacco — 0.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8237 | Altria Group, Inc. | 598418 |
|  | **Trading Companies &** <br> **Distributors — 0.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332 | W.W. Grainger, Inc. | 385568 |
|  | **Wireless Telecommunication** <br> **Services — 0.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1414 | T-Mobile US, Inc. | 276437 |
|  | **Total Common Stocks** | 72344055 |
|  | (Cost $67,111,652) |  |
| **MONEY MARKET FUNDS — 0.3%** | **MONEY MARKET FUNDS — 0.3%** | **MONEY MARKET FUNDS — 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193374 | &nbsp;&nbsp;&nbsp; Dreyfus Government Cash <br> Management Fund, <br> Institutional Shares - <br> 3.53% (b) | 193374 |
|  | (Cost $193,374) |  |
|  | **Total Investments — 100.0%** | 72537429 |
|  | (Cost $67,305,026) |  |
|  | **Net Other Assets and** <br> **Liabilities — 0.0%** | 2089 |
|  | **Net Assets — 100.0%** | $72539518 |

---

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

------

**First Trust Horizon Managed Volatility Domestic ETF (HUSV)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Rate shown reflects yield as of April 30, 2026.

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

Abbreviations throughout the Portfolio of Investments: <br> REITs – Real Estate Investment Trusts

------

**Valuation Inputs**

A summary of the inputs used to value the Fund's investments as of April 30, 2026 is as follows (see Valuation Inputs in the Additional Information section):

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total** <br>**Value at** <br>**4/30/2026**<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>|
| Common Stocks\* | $72344055 | &nbsp;&nbsp; $72344055 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| Money Market Funds | 193374 | &nbsp;&nbsp; 193374 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total Investments | $72537429 | &nbsp;&nbsp; $72537429 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

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

\* See Portfolio of Investments for industry breakout.

------

**First Trust Horizon Managed Volatility Developed International ETF (HDMV)**

**Portfolio of Investments**

**April 30, 2026 (Unaudited)**

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

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (a) (b) — 98.4%** | **COMMON STOCKS (a) (b) — 98.4%** | **COMMON STOCKS (a) (b) — 98.4%** |
|  | **Australia — 8.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2906 | ASX Ltd. (AUD) (c) | $127328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9445 | Coles Group Ltd. (AUD) (c) | 150534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26449 | &nbsp;&nbsp;&nbsp; Lottery (The) Corp., Ltd. <br> (AUD) (c) | 105878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36294 | Medibank Pvt., Ltd. (AUD) (c) | 123411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2528 | &nbsp;&nbsp;&nbsp; National Australia Bank Ltd. <br> (AUD) (c) | 73129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55129 | Scentre Group (AUD) (c) | 148142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31112 | Stockland (AUD) (c) | 91242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90882 | Telstra Group Ltd. (AUD) (c) | 349033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63837 | Vicinity Ltd. (AUD) (c) | 116085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1570 | Wesfarmers Ltd. (AUD) (c) | 83402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2904 | &nbsp;&nbsp;&nbsp; Westpac Banking Corp. <br> (AUD) (c) | 81244 |
|  |  | 1449428 |
|  | **Belgium — 2.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1968 | Ageas S.A./N.V. (EUR) (c) | 154222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev S.A. / <br> N.V. (EUR) (c) | 86518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1882 | &nbsp;&nbsp;&nbsp; Groupe Bruxelles Lambert N.V. <br> (EUR) (c) | 175810 |
|  |  | 416550 |
|  | **Bermuda — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13796 | &nbsp;&nbsp;&nbsp; CK Infrastructure Holdings Ltd. <br> (HKD) (c) | 116143 |
|  | **Cayman Islands — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14832 | &nbsp;&nbsp;&nbsp; CK Asset Holdings Ltd. <br> (HKD) (c) | 93431 |
|  | **Denmark — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621 | &nbsp;&nbsp;&nbsp; Carlsberg A/S, Class B <br> (DKK) (c) | 84138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp; Coloplast A/S, Class B <br> (DKK) (c) | 41080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9140 | Tryg A/S (DKK) (c) | 219621 |
|  |  | 344839 |
|  | **France — 8.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 667 | Air Liquide S.A. (EUR) (c) | 143499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2284 | AXA S.A. (EUR) (c) | 110101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 827 | BioMerieux (EUR) (c) | 69787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27932 | Bollore SE (EUR) (c) | 176378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1380 | Bouygues S.A. (EUR) (c) | 81613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3555 | Bureau Veritas S.A. (EUR) (c) | 108938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4478 | Carrefour S.A. (EUR) (c) | 89273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1197 | Gecina S.A. (EUR) (c) | 101200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7583 | Getlink SE (EUR) | 169720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5181 | Klepierre S.A. (EUR) (c) | 209915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1113 | TotalEnergies SE (EUR) (c) | 103480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2790 | &nbsp;&nbsp;&nbsp; Veolia Environnement S.A. <br> (EUR) (c) | 117987 |
|  |  | 1481891 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Germany — 5.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348 | Allianz SE (EUR) (c) | $158943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2114 | &nbsp;&nbsp;&nbsp; Deutsche Telekom AG <br> (EUR) (c) | 68284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 989 | DHL Group (EUR) (c) | 58563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4574 | E.ON SE (EUR) | 101407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 878 | GEA Group AG (EUR) (c) | 60039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354 | Hannover Rueck SE (EUR) (c) | 106963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1536 | &nbsp;&nbsp;&nbsp; Henkel AG & Co. KGaA <br> (EUR) (c) | 105855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-<br> Gesellschaft AG in Muenchen <br> (EUR) (c) | 103484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1241 | &nbsp;&nbsp;&nbsp; Siemens Healthineers AG <br> (EUR) (c) (d) (e) | 50886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680 | Talanx AG (EUR) (c) | 88632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2336 | Vonovia SE (EUR) (c) | 62940 |
|  |  | 965996 |
|  | **Hong Kong — 7.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp; BOC Hong Kong Holdings Ltd. <br> (HKD) (c) | 86283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35230 | CLP Holdings Ltd. (HKD) (c) | 338748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344594 | &nbsp;&nbsp;&nbsp; Hong Kong & China Gas Co., <br> Ltd. (HKD) (c) | 319033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23488 | Link REIT (HKD) (c) | 118269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31612 | MTR Corp., Ltd. (HKD) (c) | 135083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14850 | &nbsp;&nbsp;&nbsp; Power Assets Holdings Ltd. <br> (HKD) (c) | 122722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58645 | Sino Land Co., Ltd. (HKD) (c) | 94041 |
|  |  | 1214179 |
|  | **Ireland — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 779 | &nbsp;&nbsp;&nbsp; Kerry Group PLC, Class A <br> (EUR) (c) | 66019 |
|  | **Italy — 5.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3568 | Eni S.p.A. (EUR) (c) | 100890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2843 | Generali (EUR) (c) | 127401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8010 | Italgas S.p.A. (EUR) (c) | 96760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5703 | &nbsp;&nbsp;&nbsp; Poste Italiane S.p.A. <br> (EUR) (c) (d) (e) | 151381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1527 | &nbsp;&nbsp;&nbsp; Recordati Industria Chimica e <br> Farmaceutica S.p.A. <br> (EUR) (c) | 89158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23214 | Snam S.p.A. (EUR) (c) | 183053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8586 | &nbsp;&nbsp;&nbsp; Terna-Rete Elettrica Nazionale <br> (EUR) (c) | 103275 |
|  |  | 851918 |
|  | **Japan — 15.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3600 | ANA Holdings, Inc. (JPY) (c) | 59826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp; Asahi Group Holdings Ltd. <br> (JPY) (c) | 85657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2400 | Bridgestone Corp. (JPY) (c) | 49875 |

---

------

**First Trust Horizon Managed Volatility Developed International ETF (HDMV)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (a) (b) (Continued)** | **COMMON STOCKS (a) (b) (Continued)** | **COMMON STOCKS (a) (b) (Continued)** |
|  | **Japan (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000 | Canon, Inc. (JPY) (c) | $51453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp; Chubu Electric Power Co., Inc. <br> (JPY) (c) | 37837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp; Daito Trust Construction Co., <br> Ltd. (JPY) (c) | 103468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp; Daiwa House Industry Co., Ltd. <br> (JPY) (c) | 115942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp; East Japan Railway Co. <br> (JPY) (c) | 56755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp; Hankyu Hanshin Holdings, Inc. <br> (JPY) (c) | 69574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7200 | Hulic Co., Ltd. (JPY) (c) | 81205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2600 | Japan Tobacco, Inc. (JPY) (c) | 96862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2900 | JFE Holdings, Inc. (JPY) (c) | 31849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2900 | Kao Corp. (JPY) (c) | 108065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5400 | KDDI Corp. (JPY) (c) | 88368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp; Kirin Holdings Co., Ltd. <br> (JPY) (c) | 61499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2400 | MatsukiyoCocokara & Co. (JPY) | 35045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp; Mitsubishi HC Capital, Inc. <br> (JPY) (c) | 96281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1200 | Mitsui OSK Lines Ltd. (JPY) (c) | 45329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1800 | Nippon Yusen KK (JPY) (c) | 64690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197900 | NTT, Inc. (JPY) (c) | 192767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100 | Osaka Gas Co., Ltd. (JPY) (c) | 39527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000 | Otsuka Corp. (JPY) | 55543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000 | Secom Co., Ltd. (JPY) | 109993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp; Sekisui Chemical Co., Ltd. <br> (JPY) (c) | 55166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4600 | Sekisui House Ltd. (JPY) (c) | 100160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1700 | Shimadzu Corp. (JPY) (c) | 39517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164800 | SoftBank Corp. (JPY) (c) | 231951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp; Suntory Beverage & Food Ltd. <br> (JPY) (c) | 112392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp; Takeda Pharmaceutical Co., Ltd. <br> (JPY) (c) | 83582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10400 | Tokyu Corp. (JPY) (c) | 110599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp; West Japan Railway Co. <br> (JPY) (c) | 95938 |
|  |  | 2566715 |
|  | **Multi-National — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 793 | &nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield <br> (EUR) (c) (f) | 96276 |
|  | **Netherlands — 4.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2509 | ASR Nederland N.V. (EUR) (c) | 190583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1341 | Ferrovial SE (EUR) (c) | 92089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1349 | &nbsp;&nbsp;&nbsp; Heineken Holding N.V. <br> (EUR) (c) | 95862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1218 | Heineken N.V. (EUR) (c) | 94821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2103 | &nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize <br> N.V. (EUR) | 98777 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Netherlands (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22281 | &nbsp;&nbsp;&nbsp; Koninklijke KPN N.V. <br> (EUR) (c) | $119149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1602 | NN Group N.V. (EUR) (c) | 140230 |
|  |  | 831511 |
|  | **New Zealand — 1.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23608 | &nbsp;&nbsp;&nbsp; Auckland International Airport <br> Ltd. (NZD) | 115058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32128 | Contact Energy Ltd. (NZD) | 180307 |
|  |  | 295365 |
|  | **Norway — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2737 | DNB Bank ASA (NOK) (c) | 82885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2843 | &nbsp;&nbsp;&nbsp; Gjensidige Forsikring ASA <br> (NOK) (c) | 79863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9305 | Orkla ASA (NOK) (c) | 114768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4157 | Telenor ASA (NOK) | 68426 |
|  |  | 345942 |
|  | **Singapore — 10.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165900 | &nbsp;&nbsp;&nbsp; CapitaLand Ascendas REIT <br> (SGD) (c) | 326071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161600 | &nbsp;&nbsp;&nbsp; CapitaLand Integrated <br> Commercial Trust (SGD) (c) | 300983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58200 | &nbsp;&nbsp;&nbsp; CapitaLand Investment Ltd. <br> (SGD) (c) | 127640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3930 | &nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd. <br> (SGD) (c) | 181215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp; Oversea-Chinese Banking Corp., <br> Ltd. (SGD) (c) | 189779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24700 | &nbsp;&nbsp;&nbsp; Singapore Airlines Ltd. <br> (SGD) (c) | 122332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp; Singapore Exchange Ltd. <br> (SGD) (c) | 100882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19300 | &nbsp;&nbsp;&nbsp; Singapore Telecommunications <br> Ltd. (SGD) (c) | 69901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp; United Overseas Bank Ltd. <br> (SGD) (c) | 207897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56400 | &nbsp;&nbsp;&nbsp; Wilmar International Ltd. <br> (SGD) (c) | 160874 |
|  |  | 1787574 |
|  | **Spain — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2134 | &nbsp;&nbsp;&nbsp; Aena SME S.A. <br> (EUR) (c) (d) (e) | 58285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6941 | Iberdrola S.A. (EUR) (c) | 162727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12485 | Mapfre S.A. (EUR) (c) | 61118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3585 | &nbsp;&nbsp;&nbsp; Naturgy Energy Group S.A. <br> (EUR) | 112678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8035 | Redeia Corp. S.A. (EUR) | 140512 |
|  |  | 535320 |
|  | **Sweden — 5.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1489 | Alfa Laval AB (SEK) (c) | 89607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2149 | &nbsp;&nbsp;&nbsp; Assa Abloy AB, Class B <br> (SEK) (c) | 82710 |

---

------

**First Trust Horizon Managed Volatility Developed International ETF (HDMV)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (a) (b) (Continued)** | **COMMON STOCKS (a) (b) (Continued)** | **COMMON STOCKS (a) (b) (Continued)** |
|  | **Sweden (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3758 | Essity AB, Class B (SEK) | $99519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1558 | &nbsp;&nbsp;&nbsp; Industrivarden AB, Class A <br> (SEK) (c) | 82770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1642 | &nbsp;&nbsp;&nbsp; Industrivarden AB, Class C <br> (SEK) (c) | 86395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2491 | Investor AB, Class B (SEK) (c) | 101099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1570 | &nbsp;&nbsp;&nbsp; L E Lundbergforetagen AB, <br> Class B (SEK) (c) | 91004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5411 | Securitas AB, Class B (SEK) (c) | 90813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5822 | &nbsp;&nbsp;&nbsp; Svenska Handelsbanken AB, <br> Class A (SEK) (c) | 82730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17519 | Telia Co., AB (SEK) | 91572 |
|  |  | 898219 |
|  | **Switzerland — 6.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1088 | &nbsp;&nbsp;&nbsp; Banque Cantonale Vaudoise <br> (CHF) (c) | 171441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 | Geberit AG (CHF) (c) | 77713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327 | &nbsp;&nbsp;&nbsp; Helvetia Baloise Holding AG <br> (CHF) (c) | 89658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 748 | Nestle S.A. (CHF) (c) | 75727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 561 | Novartis AG (CHF) (c) | 82910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 | Schindler Holding AG (CHF) (c) | 82161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 799 | SGS S.A. (CHF) (c) | 86572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp; Swiss Life Holding AG <br> (CHF) (c) | 131500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 795 | Swiss Prime Site AG (CHF) (c) | 137770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 | Swisscom AG (CHF) (c) | 126874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp;&nbsp; Zurich Insurance Group AG <br> (CHF) (c) | 92730 |
|  |  | 1155056 |
|  | **United Kingdom — 7.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 931 | &nbsp;&nbsp;&nbsp; Coca-Cola Europacific <br> Partners PLC | 88045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16112 | Haleon PLC (GBP) (c) | 74403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16628 | J Sainsbury PLC (GBP) (c) | 74301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26771 | M&G PLC (GBP) (c) | 110028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9362 | National Grid PLC (GBP) (c) | 167585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1881 | &nbsp;&nbsp;&nbsp; Reckitt Benckiser Group PLC <br> (GBP) (c) | 119685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2509 | Severn Trent PLC (GBP) (c) | 111534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2216 | Shell PLC (GBP) (c) | 100754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3456 | Smiths Group PLC (GBP) (c) | 119321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8769 | Standard Life PLC (GBP) (c) | 90216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2092 | Unilever PLC (GBP) (c) | 121995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6352 | &nbsp;&nbsp;&nbsp; United Utilities Group PLC <br> (GBP) (c) | 125974 |
|  |  | 1303841 |
|  | **Total Common Stocks** | 16816213 |
|  | (Cost $15,047,444) |  |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **MONEY MARKET FUNDS — 0.3%** | **MONEY MARKET FUNDS — 0.3%** | **MONEY MARKET FUNDS — 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54819 | &nbsp;&nbsp;&nbsp; Dreyfus Government Cash <br> Management Fund, <br> Institutional Shares - <br> 3.53% (g) | $54819 |
|  | (Cost $54,819) |  |
|  | **Total Investments — 98.7%** | 16871032 |
|  | (Cost $15,102,263) |  |
|  | **Net Other Assets and** <br> **Liabilities — 1.3%** | 216853 |
|  | **Net Assets — 100.0%** | $17087885 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) Portfolio securities are categorized based upon their country of incorporation. For a breakdown of the portfolio securities by sector, please see the Sector Allocation table.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Securities are issued in U.S. dollars unless otherwise indicated in the security description.

&nbsp;&nbsp;&nbsp;&nbsp;(c) This security is fair valued by the Advisor's Pricing Committee in accordance with procedures approved by the Trust's Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940 and rules thereunder, as amended. At April 30, 2026, securities noted as such are valued at $15,349,611 or 89.8% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets' close and the New York Stock Exchange close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded.

&nbsp;&nbsp;&nbsp;&nbsp;(d) This security is exempt from registration upon resale under Rule 144A of the Securities Act of 1933, as amended (the "1933 Act") and may be resold in transactions exempt from registration, normally to qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration.

&nbsp;&nbsp;&nbsp;&nbsp;(e) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the 1933 Act.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(g) Rate shown reflects yield as of April 30, 2026.

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

------

**First Trust Horizon Managed Volatility Developed International ETF (HDMV)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | |
|:---|:---|
| Abbreviations throughout the Portfolio of Investments: | Abbreviations throughout the Portfolio of Investments: |
| AUD | – Australian Dollar |
| CHF | – Swiss Franc |
| DKK | – Danish Krone |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| HKD | – Hong Kong Dollar |
| JPY | – Japanese Yen |
| NOK | – Norwegian Krone |
| NZD | – New Zealand Dollar |
| SEK | – Swedish Krona |
| SGD | – Singapore Dollar |
| USD | – United States Dollar |

---

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

---

| | |
|:---|:---|
| **Sector Allocation** | **% of Total** <br>**Investments**<br>|
| Financials | &nbsp;&nbsp; 25.8% |
| Utilities | &nbsp;&nbsp; 15.3 |
| Real Estate | &nbsp;&nbsp; 13.8 |
| Industrials | &nbsp;&nbsp; 13.6 |
| Consumer Staples | &nbsp;&nbsp; 13.2 |
| Communication Services | &nbsp;&nbsp;&nbsp; 8.3 |
| Health Care | &nbsp;&nbsp;&nbsp; 2.9 |
| Energy | &nbsp;&nbsp;&nbsp; 2.9 |
| Consumer Discretionary | &nbsp;&nbsp;&nbsp; 2.0 |
| All Other | &nbsp;&nbsp;&nbsp; 2.2 |
| &nbsp;&nbsp;&nbsp; Total | 100.0% |

---

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

---

| | |
|:---|:---|
| **Currency Exposure Diversification** | **% of Total** <br>**Investments**<br>|
| EUR | &nbsp;&nbsp; 31.1% |
| JPY | &nbsp;&nbsp; 15.2 |
| SGD | &nbsp;&nbsp; 10.6 |
| AUD | &nbsp;&nbsp;&nbsp; 8.6 |
| HKD | &nbsp;&nbsp;&nbsp; 8.4 |
| GBP | &nbsp;&nbsp;&nbsp; 7.2 |
| CHF | &nbsp;&nbsp;&nbsp; 6.8 |
| SEK | &nbsp;&nbsp;&nbsp; 5.3 |
| NOK | &nbsp;&nbsp;&nbsp; 2.1 |
| DKK | &nbsp;&nbsp;&nbsp; 2.0 |
| NZD | &nbsp;&nbsp;&nbsp; 1.8 |
| USD | &nbsp;&nbsp;&nbsp; 0.9 |
| &nbsp;&nbsp;&nbsp; Total | 100.0% |

---

------

**Valuation Inputs**

A summary of the inputs used to value the Fund's investments as of April 30, 2026 is as follows (see Valuation Inputs in the Additional Information section):

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total** <br>**Value at** <br>**4/30/2026**<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>|
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; France | $1481891 | &nbsp;&nbsp; $169720 | &nbsp;&nbsp; $1312171 | &nbsp;&nbsp; $— |
| &nbsp;&nbsp;&nbsp; Germany | 965996 | &nbsp;&nbsp; 101407 | &nbsp;&nbsp; 864589 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Japan | 2566715 | &nbsp;&nbsp; 200581 | &nbsp;&nbsp; 2366134 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Netherlands | 831511 | &nbsp;&nbsp; 98777 | &nbsp;&nbsp; 732734 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; New Zealand | 295365 | &nbsp;&nbsp; 295365 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Norway | 345942 | &nbsp;&nbsp; 68426 | &nbsp;&nbsp; 277516 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Spain | 535320 | &nbsp;&nbsp; 253190 | &nbsp;&nbsp; 282130 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Sweden | 898219 | &nbsp;&nbsp; 191091 | &nbsp;&nbsp; 707128 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; United Kingdom | 1303841 | &nbsp;&nbsp; 88045 | &nbsp;&nbsp; 1215796 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Country <br> Categories\*<br>| 7591413 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7591413 | &nbsp;&nbsp; — |
| Money Market Funds | 54819 | &nbsp;&nbsp; 54819 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total Investments | $16871032 | &nbsp;&nbsp; $1521421 | &nbsp;&nbsp; $15349611 | &nbsp;&nbsp; $— |

---

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

\* See Portfolio of Investments for country breakout.

------

**First Trust Horizon Managed Volatility Small/Mid ETF (HSMV)**

**Portfolio of Investments**

**April 30, 2026 (Unaudited)**

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

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS — 99.8%** | **COMMON STOCKS — 99.8%** | **COMMON STOCKS — 99.8%** |
|  | **Aerospace & Defense — 0.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2409 | Hexcel Corp. | $226133 |
|  | **Automobile Components —** <br> **1.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2235 | Autoliv, Inc. | 259104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10341 | Gentex Corp. | 238980 |
|  |  | 498084 |
|  | **Banks — 4.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2515 | City Holding Co. | 309244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3374 | Commerce Bancshares, Inc. | 175549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 994 | Cullen/Frost Bankers, Inc. | 144061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7988 | &nbsp;&nbsp;&nbsp; First Commonwealth Financial <br> Corp. | 147059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4696 | Hilltop Holdings, Inc. | 176898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5717 | Home BancShares, Inc. | 153616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10470 | Northwest Bancshares, Inc. | 144800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2009 | Prosperity Bancshares, Inc. | 139927 |
|  |  | 1391154 |
|  | **Building Products — 0.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1467 | Armstrong World Industries, Inc. | 249962 |
|  | **Capital Markets — 0.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1745 | SEI Investments Co. | 158237 |
|  | **Chemicals — 3.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1842 | Balchem Corp. | 297704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3682 | Innospec, Inc. | 280790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342 | NewMarket Corp. | 231062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2552 | RPM International, Inc. | 260023 |
|  |  | 1069579 |
|  | **Commercial Services &** <br> **Supplies — 2.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5219 | ABM Industries, Inc. | 212935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 788 | Clean Harbors, Inc. (a) | 246392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1594 | MSA Safety, Inc. | 265226 |
|  |  | 724553 |
|  | **Construction & Engineering** <br> **— 1.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2170 | AECOM | 182497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2342 | Granite Construction, Inc. | 321018 |
|  |  | 503515 |
|  | **Consumer Finance — 0.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520 | FirstCash Holdings, Inc. | 113474 |
|  | **Consumer Staples Distribution** <br> **& Retail — 1.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11704 | Albertsons Cos., Inc., Class A | 197212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2249 | &nbsp;&nbsp;&nbsp; BJ's Wholesale Club Holdings, <br> Inc. (a) | 211159 |
|  |  | 408371 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Containers & Packaging —** <br> **3.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2192 | AptarGroup, Inc. | $271107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2372 | Crown Holdings, Inc. | 233191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5134 | Silgan Holdings, Inc. | 208184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4121 | Sonoco Products Co. | 205885 |
|  |  | 918367 |
|  | **Diversified Consumer Services** <br> **— 1.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1141 | &nbsp;&nbsp;&nbsp; Grand Canyon Education, <br> Inc. (a) | 192909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4291 | Service Corp. International | 347700 |
|  |  | 540609 |
|  | **Diversified REITs — 1.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2338 | American Assets Trust, Inc. | 48490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4676 | &nbsp;&nbsp;&nbsp; Essential Properties Realty Trust, <br> Inc. | 146967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4675 | Global Net Lease, Inc. | 44693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4574 | WP Carey, Inc. | 333582 |
|  |  | 573732 |
|  | **Electric Utilities — 4.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3214 | IDACORP, Inc. | 474836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12982 | OGE Energy Corp. | 633522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501 | Otter Tail Corp. | 44709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4424 | Portland General Electric Co. | 229738 |
|  |  | 1382805 |
|  | **Electronic Equipment,** <br> **Instruments & Components** <br>**— 1.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1325 | Arrow Electronics, Inc. (a) | 248875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3186 | Avnet, Inc. | 262877 |
|  |  | 511752 |
|  | **Entertainment — 1.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606 | &nbsp;&nbsp;&nbsp; Madison Square Garden Sports <br> Corp. (a) | 207531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7372 | &nbsp;&nbsp;&nbsp; Warner Music Group Corp., <br> Class A | 208406 |
|  |  | 415937 |
|  | **Financial Services — 2.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3963 | Enact Holdings, Inc. | 169339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3420 | Essent Group Ltd. | 206979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5525 | MGIC Investment Corp. | 146302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3630 | NMI Holdings, Inc. (a) | 140517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4042 | Radian Group, Inc. | 144825 |
|  |  | 807962 |
|  | **Food Products — 5.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6042 | Fresh Del Monte Produce, Inc. | 253099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4988 | Ingredion, Inc. | 557359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2325 | J & J Snack Foods Corp. | 205204 |

---

------

**First Trust Horizon Managed Volatility Small/Mid ETF (HSMV)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Food Products (Continued)**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1688 | Marzetti (The) Company | $219913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2557 | Post Holdings, Inc. (a) | 267846 |
|  |  | 1503421 |
|  | **Gas Utilities — 5.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 823 | Chesapeake Utilities Corp. | 103797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2082 | MDU Resources Group, Inc. | 46907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1260 | National Fuel Gas Co. | 106319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5469 | New Jersey Resources Corp. | 307959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3986 | Northwest Natural Holding Co. | 211258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4025 | ONE Gas, Inc. | 359110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1552 | Southwest Gas Holdings, Inc. | 145966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3448 | Spire, Inc. | 314389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2595 | UGI Corp. | 93654 |
|  |  | 1689359 |
|  | **Health Care Providers &** <br> **Services — 2.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500 | Chemed Corp. | 212490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2850 | Encompass Health Corp. | 285000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1138 | Ensign Group (The), Inc. | 212453 |
|  |  | 709943 |
|  | **Health Care REITs — 1.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 842 | American Healthcare REIT, Inc. | 42757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1176 | CareTrust REIT, Inc. | 46393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4635 | Healthcare Realty Trust, Inc. | 86674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6748 | LTC Properties, Inc. | 257909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2344 | Omega Healthcare Investors, Inc. | 110098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2129 | Sabra Health Care REIT, Inc. | 43985 |
|  |  | 587816 |
|  | **Hotel & Resort REITs — 0.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3756 | Apple Hospitality REIT, Inc. | 50593 |
|  | **Hotels, Restaurants & Leisure** <br> **— 1.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2810 | Monarch Casino & Resort, Inc. | 333519 |
|  | **Household Products — 1.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10947 | &nbsp;&nbsp;&nbsp; Reynolds Consumer Products, <br> Inc. | 229559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1016 | WD-40 Co. | 213319 |
|  |  | 442878 |
|  | **Independent Power and** <br> **Renewable Electricity** <br>**Producers — 0.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398 | Ormat Technologies, Inc. | 45730 |
|  | **Industrial REITs — 1.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 512 | EastGroup Properties, Inc. | 103014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730 | First Industrial Realty Trust, Inc. | 45267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 940 | LXP Industrial Trust | 47865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1274 | Rexford Industrial Realty, Inc. | 45724 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Industrial REITs (Continued)**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1536 | STAG Industrial, Inc. | $59259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706 | Terreno Realty Corp. | 46031 |
|  |  | 347160 |
|  | **Insurance — 8.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1969 | American Financial Group, Inc. | 262409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3415 | Assured Guaranty Ltd. | 279688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3237 | CNO Financial Group, Inc. | 143885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3296 | Employers Holdings, Inc. | 138827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2580 | Fidelity National Financial, Inc. | 134934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1870 | First American Financial Corp. | 131143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1669 | &nbsp;&nbsp;&nbsp; Hanover Insurance Group (The), <br> Inc. | 313255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5329 | Horace Mann Educators Corp. | 242150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4115 | Old Republic International Corp. | 164394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598 | Primerica, Inc. | 168199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639 | &nbsp;&nbsp;&nbsp; Reinsurance Group of America, <br> Inc. | 135123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426 | RenaissanceRe Holdings Ltd. | 130769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3305 | RLI Corp. | 171100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1791 | Unum Group | 143961 |
|  |  | 2559837 |
|  | **Machinery — 4.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2731 | Donaldson Co., Inc. | 240792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2335 | Franklin Electric Co., Inc. | 233944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4883 | Graco, Inc. | 391958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1060 | ITT, Inc. | 227200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 841 | &nbsp;&nbsp;&nbsp; Watts Water Technologies, Inc., <br> Class A | 252435 |
|  |  | 1346329 |
|  | **Media — 0.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3368 | &nbsp;&nbsp;&nbsp; New York Times (The) Co., <br> Class A | 266173 |
|  | **Metals & Mining — 1.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 953 | Reliance, Inc. | 345462 |
|  | **Mortgage REITs — 6.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14130 | &nbsp;&nbsp;&nbsp; Annaly Capital Management, <br> Inc. | 323577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21521 | &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate <br> Finance, Inc. | 235440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9132 | &nbsp;&nbsp;&nbsp; ARMOUR Residential REIT, <br> Inc. | 160175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13002 | &nbsp;&nbsp;&nbsp; Blackstone Mortgage Trust, Inc., <br> Class A | 246908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36093 | Ellington Financial, Inc. | 478232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11080 | &nbsp;&nbsp;&nbsp; PennyMac Mortgage Investment <br> Trust | 134955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27026 | Starwood Property Trust, Inc. | 496197 |
|  |  | 2075484 |

---

------

**First Trust Horizon Managed Volatility Small/Mid ETF (HSMV)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Multi-Utilities — 1.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7127 | Avista Corp. | $292920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1718 | Black Hills Corp. | 129348 |
|  |  | 422268 |
|  | **Office REITs — 1.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5695 | COPT Defense Properties | 177969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1927 | Cousins Properties, Inc. | 49350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1996 | &nbsp;&nbsp;&nbsp; Easterly Government Properties, <br> Inc. | 46726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2047 | Highwoods Properties, Inc. | 49763 |
|  |  | 323808 |
|  | **Oil, Gas & Consumable Fuels** <br> **— 2.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16165 | Antero Midstream Corp. | 353367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2660 | DT Midstream, Inc. | 393653 |
|  |  | 747020 |
|  | **Pharmaceuticals — 1.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9359 | Innoviva, Inc. (a) | 215163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4952 | &nbsp;&nbsp;&nbsp; Prestige Consumer Healthcare, <br> Inc. (a) | 278897 |
|  |  | 494060 |
|  | **Professional Services — 1.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1496 | FTI Consulting, Inc. (a) | 268233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3420 | Korn Ferry | 227225 |
|  |  | 495458 |
|  | **Residential REITs — 1.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2562 | &nbsp;&nbsp;&nbsp; American Homes 4 Rent, <br> Class A | 81574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4370 | Equity LifeStyle Properties, Inc. | 276577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2777 | Independence Realty Trust, Inc. | 45293 |
|  |  | 403444 |
|  | **Retail REITs — 6.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2179 | Acadia Realty Trust | 47110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5562 | Agree Realty Corp. | 428886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3421 | Brixmor Property Group, Inc. | 102938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1655 | Curbline Properties Corp. | 45678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2097 | Getty Realty Corp. | 69453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4020 | Kite Realty Group Trust | 105163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10121 | NNN REIT, Inc. | 443199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15946 | Phillips Edison & Co., Inc. | 640471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1249 | Tanger, Inc. | 46313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2557 | Urban Edge Properties | 56049 |
|  |  | 1985260 |
|  | **Software — 1.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4926 | &nbsp;&nbsp;&nbsp; Dolby Laboratories, Inc., <br> Class A | 315954 |
|  | **Specialized REITs — 2.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1136 | CubeSmart | 45985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 784 | EPR Properties | 43755 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Specialized REITs (Continued)**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16872 | Four Corners Property Trust, Inc. | $431417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4084 | &nbsp;&nbsp;&nbsp; Gaming and Leisure Properties, <br> Inc. | 197910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327 | Lamar Advertising Co., Class A | 45074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1419 | National Storage Affiliates Trust | 60393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2175 | Rayonier, Inc. | 46132 |
|  |  | 870666 |
|  | **Specialty Retail — 1.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1702 | Penske Automotive Group, Inc. | 291927 |
|  | **Tobacco — 1.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5529 | Universal Corp. | 296244 |
|  | **Trading Companies &** <br> **Distributors — 2.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2032 | GATX Corp. | 398109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2458 | &nbsp;&nbsp;&nbsp; MSC Industrial Direct Co., Inc., <br> Class A | 251380 |
|  |  | 649489 |
|  | **Water Utilities — 0.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1837 | American States Water Co. | 138308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 971 | California Water Service Group | 41015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 745 | H2O America | 41861 |
|  |  | 221184 |
|  | **Total Common Stocks** | 30314712 |
|  | (Cost $27,437,670) |  |
| **MONEY MARKET FUNDS — 0.2%** | **MONEY MARKET FUNDS — 0.2%** | **MONEY MARKET FUNDS — 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59488 | &nbsp;&nbsp;&nbsp; Dreyfus Government Cash <br> Management Fund, <br> Institutional Shares - <br> 3.53% (b) | 59488 |
|  | (Cost $59,488) |  |
|  | **Total Investments — 100.0%** | 30374200 |
|  | (Cost $27,497,158) |  |
|  | **Net Other Assets and** <br> **Liabilities — 0.0%** | 11321 |
|  | **Net Assets — 100.0%** | $30385521 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Rate shown reflects yield as of April 30, 2026.

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

Abbreviations throughout the Portfolio of Investments: <br> REITs – Real Estate Investment Trusts

------

**First Trust Horizon Managed Volatility Small/Mid ETF (HSMV)**

**Portfolio of Investments (Continued)**

**April 30, 2026 (Unaudited)**

------

**Valuation Inputs**

A summary of the inputs used to value the Fund's investments as of April 30, 2026 is as follows (see Valuation Inputs in the Additional Information section):

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total** <br>**Value at** <br>**4/30/2026**<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>|
| Common Stocks\* | $30314712 | &nbsp;&nbsp; $30314712 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| Money Market Funds | 59488 | &nbsp;&nbsp; 59488 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total Investments | $30374200 | &nbsp;&nbsp; $30374200 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

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

\* See Portfolio of Investments for industry breakout.

------

**First Trust Exchange-Traded Fund III**

**Additional Information**

**April 30, 2026 (Unaudited)**

**Valuation Inputs**

The Funds are 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.

------

## 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 III

- **b. Investment Company Act file number:** 811-22245

- **c. CIK number of Registrant:** 0001424212

- **d. LEI of Registrant:** 5493003Z20QMESC6XS29

- **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 Horizon Managed Volatility Domestic ETF

- **b. EDGAR series identifier (if any):** S000054960

- **c. LEI of Series:** 549300NWFIBRO46QFA81

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $72580978.06

**Total Liabilities:** $41460.49

**Net Assets:** $72539517.57

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000172841 | 3.22%                | -5.41%               | 2.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $2298582.63                                |
| Month 2  | $-2039970.07             | $-2238326.99                               |
| Month 3  | $0.00                    | $1511120.23                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALLIANT ENERGY CORP                      | ALLIANT ENERGY CORP COM                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     10983 | NS      | $806481.69    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LABCORP HOLDINGS INC                     | LABCORP HOLDINGS INC COM SHS                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1301 | NS      | $334096.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                | EDWARDS LIFESCIENCES CORP COM                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      4857 | NS      | $405559.50    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                           | MASTERCARD INC CL A                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       888 | NS      | $446592.96    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC (THE)       | HARTFORD INSURANCE GROUP INC (THE) COM              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      6378 | NS      | $872574.18    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                          | ROSS STORES INC COM                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1865 | NS      | $424828.35    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                       | DTE ENERGY COMPANY COM                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      3211 | NS      | $487076.59    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                   | ROPER TECHNOLOGIES INC COM                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      5109 | NS      | $1812724.29   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                             | VERALTO CORP COM SHS                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      4933 | NS      | $435090.60    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                | LINDE PLC COM EUR0.001                              | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      1773 | NS      | $888521.22    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                         | FIRSTENERGY CORP COM                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     14857 | NS      | $706004.64    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC              | HONEYWELL INTERNATIONAL INC COM                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1639 | NS      | $351286.87    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                          | YUM! BRANDS INC COM                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      3002 | NS      | $479269.30    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                            | MEDTRONIC PLC SHS                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      8008 | NS      | $648407.76    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                         | DUKE ENERGY CORP COM NEW                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      6663 | NS      | $863191.65    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)           | SHERWIN-WILLIAMS COMPANY (THE) COM                  | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1122 | NS      | $360846.42    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORP                                 | PPL CORP COM                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      4689 | NS      | $175556.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORP                | CINCINNATI FINANCIAL CORP COM                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      3115 | NS      | $509614.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                          | CMS ENERGY CORP COM                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      8862 | NS      | $680069.88    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                     | WASTE MANAGEMENT INC COM                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      4281 | NS      | $995546.55    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                           | GLOBE LIFE INC COM                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      3697 | NS      | $570447.10    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                 | VISA INC COM CL A                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1583 | NS      | $522136.72    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                         | ALTRIA GROUP INC COM                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      8237 | NS      | $598418.05    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                              | PEPSICO INC COM                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3280 | NS      | $519847.20    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC (THE)                  | TJX COMPANIES INC (THE) COM                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      7219 | NS      | $1131578.25   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                               | EVERGY INC COM                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      6147 | NS      | $509217.48    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                               | PFIZER INC COM                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      9899 | NS      | $264303.30    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                               | ECOLAB INC COM                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2308 | NS      | $601464.80    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                   | ARCH CAPITAL GROUP LTD ORD                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      5287 | NS      | $499410.02    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                              | CINTAS CORP COM                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3826 | NS      | $668440.46    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                        | CISCO SYSTEMS INC COM                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     22376 | NS      | $2047404.00   | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER INC                        | W.W. GRAINGER INC COM                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       332 | NS      | $385568.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                    | REPUBLIC SERVICES INC COM                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      5755 | NS      | $1204061.10   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC (THE)                     | HOME DEPOT INC (THE) COM                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1236 | NS      | $406396.80    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC               | VERIZON COMMUNICATIONS INC COM                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      6987 | NS      | $335585.61    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT FUNDS | DREYFUS GOVERNMENT CASH MANAGEMENT FUNDS SH BEN INT | CUSIP: 262006208<br>LEI: 549300F7IDB6WRO7VJ11 | Long             | STIV             | RF                | US        |    193374 | NS      | $193373.81    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC COM NEW                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      3810 | NS      | $1672704.30   | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC            | INTERCONTINENTAL EXCHANGE INC COM                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2893 | NS      | $457354.37    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA COMPANY (THE)                  | COCA-COLA COMPANY (THE) COM                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     18792 | NS      | $1480057.92   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC            | AUTOMATIC DATA PROCESSING INC COM                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2039 | NS      | $432145.66    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & COMPANY               | BECTON DICKINSON & COMPANY COM                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1753 | NS      | $261267.12    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COMPANIES INC (THE)            | TRAVELERS COMPANIES INC (THE) COM                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2660 | NS      | $811672.40    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                | APPLE INC COM                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6901 | NS      | $1872586.35   | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                               | AMETEK INC COM                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1963 | NS      | $462286.50    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                  | O'REILLY AUTOMOTIVE INC COM                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      5535 | NS      | $550179.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                  | CONSOLIDATED EDISON INC COM                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1575 | NS      | $175596.75    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                      | VICI PROPERTIES INC COM                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     53335 | NS      | $1557382.00   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                       | UNION PACIFIC CORP COM                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2346 | NS      | $632200.08    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                      | ABBOTT LABORATORIES COM                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      4603 | NS      | $417906.37    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP                     | REGENCY CENTERS CORP COM                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     16940 | NS      | $1318779.00   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                             | VERISIGN INC COM                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      7689 | NS      | $2065726.74   | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                        | ATMOS ENERGY CORP COM                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      4512 | NS      | $857189.76    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                             | NORDSON CORP COM                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1458 | NS      | $420560.10    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                             | CHEVRON CORP COM                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2434 | NS      | $470516.54    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA INC                       | DOMINO'S PIZZA INC COM                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       739 | NS      | $250831.38    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                | COLGATE-PALMOLIVE COMPANY COM                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5759 | NS      | $491588.24    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                      | OTIS WORLDWIDE CORP COM                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      6177 | NS      | $481064.76    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP               | PINNACLE WEST CAPITAL CORP COM                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      4443 | NS      | $460827.96    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                | AFLAC INC COM                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      9312 | NS      | $1058495.04   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                              | CENCORA INC COM                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       883 | NS      | $271972.83    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST          | FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW      | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      7638 | NS      | $847054.20    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)             | WILLIAMS COMPANIES INC (THE) COM                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      4931 | NS      | $376284.61    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                   | BERKSHIRE HATHAWAY INC CL B NEW                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      2439 | NS      | $1155110.40   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                 | CSX CORP COM                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     12296 | NS      | $558607.28    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC COM                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3829 | NS      | $184864.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                              | AMEREN CORP COM                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      7386 | NS      | $839418.90    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                               | RESMED INC COM                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1482 | NS      | $316866.42    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD (SWITZERLAND)                  | CHUBB LTD (SWITZERLAND) COM                         | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2604 | NS      | $851508.00    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC COM                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        75 | NS      | $277802.25    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                          | GEN DIGITAL INC COM                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     82735 | NS      | $1595958.15   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                          | T-MOBILE US INC COM                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1414 | NS      | $276437.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                           | MICROSOFT CORP COM                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      4538 | NS      | $1850505.64   | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                    | GENERAL DYNAMICS CORP COM                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1417 | NS      | $487873.10    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC           | MARSH & MCLENNAN COMPANIES INC COM                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2825 | NS      | $473780.75    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                   | CENTERPOINT ENERGY INC COM                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     15029 | NS      | $656015.85    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES INC    | MID-AMERICA APARTMENT COMMUNITIES INC COM           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      6660 | NS      | $860338.80    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INC                              | SNAP-ON INC COM                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1306 | NS      | $500720.40    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                  | CBOE GLOBAL MARKETS INC COM                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      2080 | NS      | $624187.20    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES INC                     | LOWE'S COMPANIES INC COM                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1327 | NS      | $316874.33    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                    | QUEST DIAGNOSTICS INC COM                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1956 | NS      | $379855.20    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                               | LOEWS CORP COM                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     12007 | NS      | $1352108.27   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                             | STRYKER CORP COM                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1745 | NS      | $549901.85    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE COMPANY (THE)           | PROCTER & GAMBLE COMPANY (THE) COM                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      5491 | NS      | $807671.19    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                               | VENTAS INC COM                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     10998 | NS      | $966284.28    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                    | COSTCO WHOLESALE CORP COM                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       642 | NS      | $651328.26    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                     | WEC ENERGY GROUP INC COM                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     10307 | NS      | $1215607.58   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                            | CME GROUP INC COM                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2923 | NS      | $841297.86    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP COM                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     24349 | NS      | $1564179.76   | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                               | STERIS PLC SHS USD                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1574 | NS      | $341369.12    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                              | CORTEVA INC COM                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      4064 | NS      | $329224.64    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                 | AT&T INC COM                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     15401 | NS      | $402428.13    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                        | JOHNSON & JOHNSON COM                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4916 | NS      | $1129942.60   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                          | MCDONALD'S CORP COM                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4034 | NS      | $1184342.06   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                | TELEDYNE TECHNOLOGIES INC COM                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      2837 | NS      | $1832276.45   | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                              | ROLLINS INC COM                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      6585 | NS      | $366982.05    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                  | ILLINOIS TOOL WORKS INC COM                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1723 | NS      | $444551.23    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                      | AVERY DENNISON CORP COM                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      2051 | NS      | $336220.43    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                         | EXXON MOBIL CORP COM                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2317 | NS      | $357582.61    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                        | KINDER MORGAN INC COM                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     17629 | NS      | $579465.23    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                   | SOUTHERN COMPANY (THE) COM                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      3062 | NS      | $296095.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                  | PTC INC COM                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     10907 | NS      | $1486624.10   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-23

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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