# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0001752724-25-156385
**Filing Date:** 2025-6
**Character Count:** 40606
**Document Hash:** 8dc75e6154c742ef7e1d4390f1e5f759
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156385.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156385

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**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:** 251073535

**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 Emerging Markets Local Currency Bond ETF (Series ID: S000046751)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000146034 | First Trust Emerging Markets Local Currency Bond ETF | FEMB            |

## 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 Emerging Markets Local Currency Bond ETF

- **b. EDGAR series identifier (if any):** S000046751

- **c. LEI of Series:** 549300DP1S8SJV0BSG28

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $150054226.72

**Total Liabilities:** $2445947.43

**Net Assets:** $147608279.29

**Cash Not Reported:** $7033616.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 807.48269000 | **5-Year:** 1341.43282000 | **10-Year:** 1717.44206000 | **30-Year:** 879.34445000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000146034 | 0.65%                | 1.62%                | 2.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-429228.56              | $535744.73                                 |
| Month 2  | $0.00                    | $1457233.01                                |
| Month 3  | $-787110.07              | $3707495.06                                |

**Designated Index Information**

- **Index Name:** The Fund's Designated Reference Portfolio is the Fund's Securities Portfolio.

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                      | Title                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| The Bank of New York Mellon               | CURRENCY CONTRACT - MXN                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1589.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - USD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43855.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - THB                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5270.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - USD                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5864.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - MXN                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $205.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - ZAR                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2662.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - ZAR                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - PHP                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $44802.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - ZAR                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6740.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - KRW                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5236.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - BRL                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $402.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - USD                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31631.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - THB                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $382.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - KRW                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10304.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - TRY                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2714.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - CLP                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7321.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - THB                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9837.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - BRL                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11626.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - USD                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $527.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - ZAR                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2321.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                   | CURRENCY CONTRACT - PEN                             | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16525.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - PHP                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3172.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - COP                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4687.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - IDR                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-752.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - KRW                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $477.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - COP                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1447.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - HUF                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18860.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - INR                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5555.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - CNH                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $188.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - BRL                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2998.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - IDR                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10482.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                   | CURRENCY CONTRACT - PEN                             | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-518.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - COP                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1121.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - USD                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4539.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                   | CURRENCY CONTRACT - COP                             | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | N/A              | DFE              | CORP              | US        |           1 | NC      | $62911.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - TRY                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3359.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - CZK                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7031.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - ZAR                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2762.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - COP                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35216.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 34395000000 | PA      | $2275395.01   | 1.54%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                   | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    51180000 | PA      | $2595783.08   | 1.76%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                   | Hungary Government Bond                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1070000000 | PA      | $3039557.86   | 2.06%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                      | Colombian TES                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 32933000000 | PA      | $5732103.70   | 3.88%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                   | European Bank for Reconstruction & Development      | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   186000000 | PA      | $2191319.74   | 1.48%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - PLN                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-561.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                         | Israel Government Bond - Fixed                      | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      500000 | PA      | $141855.36    | 0.10%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   131100000 | PA      | $6542893.73   | 4.43%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                   | Philippine Government International Bond            | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   275000000 | PA      | $4786491.81   | 3.24%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                         | International Finance Corp                          | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    62500000 | PA      | $1038307.06   | 0.70%             | 2038-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                  | Brazil Notas do Tesouro Nacional Serie F            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    24300000 | PA      | $3865802.07   | 2.62%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                  | Thailand Government Bond                            | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    65660000 | PA      | $2187206.30   | 1.48%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 51993000000 | PA      | $3216738.00   | 2.18%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                            | Czech Republic Government Bond                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    22740000 | PA      | $1028400.61   | 0.70%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                   | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    37300000 | PA      | $1875416.23   | 1.27%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                     | India Government Bond                               | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   423000000 | PA      | $5007059.67   | 3.39%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - BRL                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $65984.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                       | Malaysia Government Bond                            | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    23855000 | PA      | $5274496.35   | 3.57%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                   | Turkiye Government Bond                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    11800000 | PA      | $242301.54    | 0.16%             | 2026-02-11      | Fixed         | 10.60%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                   | Hungary Government Bond                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   133540000 | PA      | $373571.94    | 0.25%             | 2025-06-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                   | Romania Government Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8600000 | PA      | $1603651.71   | 1.09%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                       | Malaysia Government Bond                            | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    17300000 | PA      | $4207267.91   | 2.85%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                            | Czech Republic Government Bond                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    23700000 | PA      | $740866.88    | 0.50%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                     | Bonos de la Tesoreria de la Republica en pesos      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   325000000 | PA      | $343547.90    | 0.23%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                    | Republic of Poland Government Bond                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    11590000 | PA      | $3249282.73   | 2.20%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                              | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   162020000 | PA      | $1913356.79   | 1.30%             | 2026-10-06      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    62000000 | PA      | $739291.14    | 0.50%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - MXN                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $44645.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                     | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   201000000 | PA      | $2454648.08   | 1.66%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                      | Colombian TES                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8150000000 | PA      | $1679566.07   | 1.14%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                     | Bonos de la Tesoreria de la Republica en pesos      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  3010000000 | PA      | $3072321.57   | 2.08%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    63380000 | PA      | $3535127.69   | 2.39%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                         | Israel Government Bond - Fixed                      | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1850000 | PA      | $502663.93    | 0.34%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                   | Hungary Government Bond                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   900000000 | PA      | $2557528.26   | 1.73%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                  | Thailand Government Bond                            | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   139450000 | PA      | $4769264.10   | 3.23%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 95930000000 | PA      | $5867853.17   | 3.98%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                  | African Development Bank                            | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   100000000 | PA      | $604888.54    | 0.41%             | 2046-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                   | Romania Government Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    24335000 | PA      | $5317596.95   | 3.60%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - MXN                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5699.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                  | Brazil Notas do Tesouro Nacional Serie F            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    29200000 | PA      | $4401088.47   | 2.98%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                    | Republic of Poland Government Bond                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    12699000 | PA      | $2742628.38   | 1.86%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                  | Brazil Notas do Tesouro Nacional Serie F            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    13500000 | PA      | $1966407.48   | 1.33%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                       | Malaysia Government Bond                            | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    19540000 | PA      | $4626080.55   | 3.13%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                   | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    47340000 | PA      | $2183643.65   | 1.48%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                   | Turkiye Government Bond                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    56000000 | PA      | $1211493.01   | 0.82%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                    | Republic of Poland Government Bond                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1016000 | PA      | $293235.15    | 0.20%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 24561000000 | PA      | $1620863.25   | 1.10%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                        | Peru Government Bond                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9170000 | PA      | $2475833.86   | 1.68%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                  | Brazil Notas do Tesouro Nacional Serie F            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    16000000 | PA      | $2253480.93   | 1.53%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - INR                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49105.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                            | Czech Republic Government Bond                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    31930000 | PA      | $1386245.79   | 0.94%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    20000000 | PA      | $834504.03    | 0.57%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    56360000 | PA      | $2718527.98   | 1.84%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                     | India Government Bond                               | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   105000000 | PA      | $1324079.73   | 0.90%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                      | Colombian TES                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 13260000000 | PA      | $2442520.70   | 1.65%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 78599000000 | PA      | $5124702.15   | 3.47%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                       | Malaysia Government Bond                            | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    12030000 | PA      | $2990724.35   | 2.03%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                        | Peru Government Bond                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1400000 | PA      | $415131.78    | 0.28%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

**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