# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0001145549-23-017779
**Filing Date:** 2023-3
**Character Count:** 11686
**Document Hash:** 57abc8efff7037394766268c4498d23d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017779.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017779

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND III
- **CENTRAL INDEX KEY:** 0001424212
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22245
- **FILM NUMBER:** 23755604

**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 Merger Arbitrage ETF (Series ID: S000067481)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000216993 | First Trust Merger Arbitrage ETF | MARB            |

## 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 Merger Arbitrage ETF

- **b. EDGAR series identifier (if any):** S000067481

- **c. LEI of Series:** 549300X8SYNEGGE8J693

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $98417807.40

**Total Liabilities:** $66187.06

**Net Assets:** $98351620.34

**Cash Not Reported:** $57569599.71

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000216993 | -0.69%               | 0.49%                | -0.35%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $135175.22               | $-1087619.56                               |
| Month 2  | $427659.25               | $-46743.33                                 |
| Month 3  | $234984.91               | $-642885.61                                |

**Designated Index Information**

- **Index Name:** S&P 500

- **Index Identifier:** SPX US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Activision Blizzard Inc               | ACTIVISION BLIZZARD INC      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     33097 | NS      | $2534237.29   | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Incorporation     | MERIDIAN BIOSCIENCE INC      | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |    122580 | NS      | $4164042.60   | 4.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Banking System Incorporation | COLUMBIA BANKING SYSTEM INC  | CUSIP: 197236102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -153882 | NS      | $-4756492.62  | -4.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                             | COWEN INC-CLASS A            | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     75965 | NS      | $2953519.20   | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abiomed Inc                           | CONTRA ABIOMED INC @         | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |      7137 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altra Industrial Motion Corporation   | ALTRA INDUSTRIAL MOTION CORP | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     25192 | NS      | $1538475.44   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc.          | MONEYGRAM INTERNATIONAL INC  | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |    266263 | NS      | $2867652.51   | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.       | NEW YORK COMMUNITY BANCORP   | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       926 | NS      | $9250.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                    | SIGNIFY HEALTH INC -CLASS A  | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25057 | NS      | $713122.22    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.    | ATLAS AIR WORLDWIDE HOLDINGS | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     20070 | NS      | $2051354.70   | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc.                 | 1LIFE HEALTHCARE INC         | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170391 | NS      | $2724552.09   | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                        | PBF ENERGY INC-CLASS A       | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Short            | EC               | CORP              | US        |    -25472 | NS      | $-1069569.28  | -1.09%            |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                        | PBF ENERGY INC-CLASS A       | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     26107 | NS      | $1096232.93   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                           | ROGERS CORP                  | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      6010 | NS      | $838935.90    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                  | SITIO ROYALTIES CORP-A       | CUSIP: 82983N108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -1 | NS      | $-26.57       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc           | SOUTH JERSEY INDUSTRIES      | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     55463 | NS      | $2001659.67   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                   | STORE CAPITAL CORP           | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |    124859 | NS      | $4021708.39   | 4.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation             | FIRST HORIZON CORPORATION    | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    147616 | NS      | $3650543.68   | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Forgerock Inc                         | FORGEROCK INC-A              | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179869 | NS      | $3572198.34   | 3.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Tegna Inc                             | TEGNA INC                    | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    108686 | NS      | $2166111.98   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Co                    | UMPQUA HOLDINGS CORP         | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    259409 | NS      | $4721243.80   | 4.80%             |  |  |  | No            |                  1 | On Loan: No      |
| IRobot Corp                           | IROBOT CORP                  | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     49278 | NS      | $2217510.00   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                         | LHC GROUP INC                | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     16955 | NS      | $2689063.00   | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                          | BIOHAVEN LTD                 | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      4631 | NS      | $88405.79     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

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

**Signature:** Donald P. Swade

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

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