# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0000940400-26-011277
**Filing Date:** 2026-3
**Character Count:** 12705
**Document Hash:** ef63554206909d9fbcd7fa161350c097
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011277.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011277

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**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:** 26791797

**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:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $41787571.06

**Total Liabilities:** $2504807.26

**Net Assets:** $39282763.80

**Cash Not Reported:** $4286335.36

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000216993 | 1.42%                | 0.26%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $382334.25               | $85959.87                                  |
| Month 2  | $96686.04                | $-77218.48                                 |
| Month 3  | $73272.68                | $26243.83                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABIOMED Inc                        | ABIOMED Inc                        | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7137 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jamf Holding Corp                  | Jamf Holding Corp                  | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |    121111 | NS      | $1580498.55   | 4.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                        | Hologic Inc                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     18400 | NS      | $1378712.00   | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                     | Air Lease Corp                     | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     18501 | NS      | $1195719.63   | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Insurance Holdings Ltd       | Aspen Insurance Holdings Ltd       | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EC               | CORP              | BM        |     42706 | NS      | $1594214.98   | 4.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 89BIO INC                          | 89BIO INC                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69580 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC       | WALGREENS BOOTS ALLIANCE INC       | CUSIP: 000000000<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     76307 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Brighthouse Financial Inc          | Brighthouse Financial Inc          | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     24037 | NS      | $1539810.22   | 3.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ICOSAVAX INC                       | ICOSAVAX INC                       | CUSIP: 451CVR021<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100745 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dayforce Inc                       | Dayforce Inc                       | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     17069 | NS      | $1182369.63   | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAGON 28 INC                     | PARAGON 28 INC                     | CUSIP: 609CVR022<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97345 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  16759738 | NS      | $16759737.82  | 42.66%            |  |  |  | No            |                  1 | On Loan: No      |
| MIRATI THERAPEUTICS INC            | MIRATI THERAPEUTICS INC            | CUSIP: 604CVR027<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39856 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Confluent Inc                      | Confluent Inc                      | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     52244 | NS      | $1595531.76   | 4.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc     | MidWestOne Financial Group Inc     | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28103 | NS      | $1301730.96   | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINOOK THERAPEUTICS INC CVR       | CHINOOK THERAPEUTICS INC CVR       | CUSIP: 169CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43869 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nicolet Bankshares Inc             | Nicolet Bankshares Inc             | CUSIP: 65406E102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8921 | NS      | $-1302287.58  | -3.32%            |  |  |  | No            |                  1 | On Loan: No      |
| METSERA INC                        | METSERA INC                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20075 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ProAssurance Corp                  | ProAssurance Corp                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     24512 | NS      | $593680.64    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                    | Hillenbrand Inc                    | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     49391 | NS      | $1576066.81   | 4.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                | Exact Sciences Corp                | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     11644 | NS      | $1191646.96   | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                       | Cadence Bank                       | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     26849 | NS      | $1130611.39   | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp          | California Resources Corp          | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |         1 | NS      | $53.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH       | Huntington Bancshares Inc/OH       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Short            | EC               | CORP              | US        |    -66454 | NS      | $-1161615.92  | -2.96%            |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc      | CSG Systems International Inc      | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     19075 | NS      | $1521231.25   | 3.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc            | Alexander & Baldwin Inc            | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75413 | NS      | $1564065.62   | 3.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                | Electronic Arts Inc                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      8745 | NS      | $1783280.40   | 4.54%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-25

**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