# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0000940400-26-025146
**Filing Date:** 2026-6
**Character Count:** 128463
**Document Hash:** 8a036bfd422eb8a6363a04cca1713429
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025146.hdr.sgml**: 20260623

**ACCESSION NUMBER**: 0000940400-26-025146

**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:** 261110078

**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 Developed International ETF (Series ID: S000054959)

| Class ID   | Class Name                                                         | Ticker Symbol   |
|:---|:---|:---|
| C000172840 | First Trust Horizon Managed Volatility Developed International ETF | HDMV            |

## 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 Developed International ETF

- **b. EDGAR series identifier (if any):** S000054959

- **c. LEI of Series:** 549300DWE4QDWTZJV984

**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:** $17099248.76

**Total Liabilities:** $11363.84

**Net Assets:** $17087884.92

**Cash Not Reported:** $19745.37

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000172840 | 6.74%                | -6.50%               | 3.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-46.49                  | $1095119.14                                |
| Month 2  | $490798.81               | $-1711373.56                               |
| Month 3  | $-0.01                   | $424293.28                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MTR CORP LTD                                     | MTR CORP LTD NPV                                                          | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |     31612 | NS      | $135083.45    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI CORP                                        | KDDI CORP NPV                                                             | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      5400 | NS      | $88368.52     | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| GECINA SA                                        | GECINA SA EUR7.50                                                         | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |      1197 | NS      | $101199.85    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                      | NOVARTIS AG CHF0.49 (REGD)                                                | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       561 | NS      | $82910.00     | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO LTD                  | DAITO TRUST CONSTRUCTION CO LTD NPV                                       | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      4600 | NS      | $103467.89    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| J SAINSBURY PLC                                  | J SAINSBURY PLC ORD GBP0.28571428                                         | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |     16628 | NS      | $74301.31     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE HOLDINGS INC                                 | JFE HOLDINGS INC NPV                                                      | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |      2900 | NS      | $31848.80     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIVARDEN AB                                | INDUSTRIVARDEN AB SER'C'NPV                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      1642 | NS      | $86395.01     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| L'AIR LIQUIDE SA                                 | L'AIR LIQUIDE SA EUR5.50                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       667 | NS      | $143499.12    | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                          | E.ON SE NPV                                                               | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      4574 | NS      | $101407.05    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HELVETIA BALOISE HOLDING AG                      | HELVETIA BALOISE HOLDING AG CHF0.02 (REGD) POST SUBD                      | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |       327 | NS      | $89658.21     | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNTORY BEVERAGE & FOOD LTD                      | SUNTORY BEVERAGE & FOOD LTD NPV                                           | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      3900 | NS      | $112391.55    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA GROUP AG                                     | GEA GROUP AG NPV                                                          | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       878 | NS      | $60039.29     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLSBERG A/S                                    | CARLSBERG A/S SER'B'DKK20                                                 | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       621 | NS      | $84138.06     | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SA                                     | IBERDROLA SA EUR0.75                                                      | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      6941 | NS      | $162726.93    | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| BOLLORE SE                                       | BOLLORE SE EUR0.16                                                        | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |     27932 | NS      | $176378.49    | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                         | ASAHI GROUP HOLDINGS LTD NPV                                              | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |      8700 | NS      | $85656.98     | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| HENKEL AG & CO. KGAA                             | HENKEL AG & CO. KGAA NPV(BR)                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      1536 | NS      | $105855.16    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| TALANX AG                                        | TALANX AG NPV                                                             | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       680 | NS      | $88631.73     | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| HANNOVER RUECK SE                                | HANNOVER RUECK SE ORD NPV(REGD)                                           | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       354 | NS      | $106962.54    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON YUSEN KABUSHIKI KAISHA                    | NIPPON YUSEN KABUSHIKI KAISHA NPV                                         | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      1800 | NS      | $64689.66     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA HOLDINGS INC                                 | ANA HOLDINGS INC NPV                                                      | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      3600 | NS      | $59825.54     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                           | SGS SA CHF0.04 (REGD)                                                     | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |       799 | NS      | $86571.72     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| VICINITY CENTRES RE LTD                          | VICINITY CENTRES RE LTD NPV (STAPLED SECURITY)                            | CUSIP: 000000000<br>LEI: 549300S7GOEVR0EGFN47 | Long             | EC               | CORP              | AU        |     63837 | NS      | $116085.50    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| OTSUKA CORP                                      | OTSUKA CORP NPV                                                           | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      3000 | NS      | $55542.78     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TELIA COMPANY AB                                 | TELIA COMPANY AB NPV                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     17519 | NS      | $91572.60     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LTD                             | MEDIBANK PRIVATE LTD NPV                                                  | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     36294 | NS      | $123411.26    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALAND ASCENDAS REIT                         | CAPITALAND ASCENDAS REIT NPV(REAL ESTATE INVESTMENT TRUSTS)               | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |    165900 | NS      | $326071.06    | 1.91%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                 | SMITHS GROUP PLC ORD GBP0.375                                             | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      3456 | NS      | $119320.54    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| KERRY GROUP PLC                                  | KERRY GROUP PLC 'A'ORD EUR0.125                                           | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |       779 | NS      | $66019.14     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                           | AXA SA EUR2.29                                                            | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      2284 | NS      | $110101.25    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| L E LUNDBERGFORETAGEN AB                         | L E LUNDBERGFORETAGEN AB SER'B'NPV                                        | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |      1570 | NS      | $91004.32     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI SPA                       | ASSICURAZIONI GENERALI SPA NPV                                            | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      2843 | NS      | $127400.90    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| LINK REAL ESTATE INVESTMENT TRUST                | LINK REAL ESTATE INVESTMENT TRUST UNITS                                   | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |     23488 | NS      | $118268.97    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                          | M&G PLC ORD GBP0.05                                                       | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |     26771 | NS      | $110027.43    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| CK ASSET HOLDINGS LTD                            | CK ASSET HOLDINGS LTD HKD1                                                | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     14832 | NS      | $93430.56     | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOMERIEUX SA                                    | BIOMERIEUX SA NPV                                                         | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |       827 | NS      | $69786.64     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISSCOM AG                                      | SWISSCOM AG CHF1(REGD)                                                    | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       150 | NS      | $126874.26    | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                     | CARREFOUR SA EUR2.50                                                      | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      4478 | NS      | $89273.13     | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE AIRLINES LTD                           | SINGAPORE AIRLINES LTD NPV                                                | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |     24700 | NS      | $122332.38    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                    | KONINKLIJKE AHOLD DELHAIZE NV EUR0.01                                     | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      2103 | NS      | $98777.12     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GEBERIT AG                                       | GEBERIT AG CHF0.10 (REGD)                                                 | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |       115 | NS      | $77712.54     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYU CORP                                       | TOKYU CORP NPV                                                            | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |     10400 | NS      | $110598.91    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                         | UNITED OVERSEAS BANK LTD NPV                                              | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      7300 | NS      | $207897.13    | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AGEAS SA/NV                                      | AGEAS SA/NV NPV                                                           | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      1968 | NS      | $154222.24    | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURITAS AB                                     | SECURITAS AB SER'B'NPV                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |      5411 | NS      | $90812.63     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMADZU CORP                                    | SHIMADZU CORP NPV                                                         | CUSIP: 000000000<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |      1700 | NS      | $39517.32     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| FERROVIAL NV                                     | FERROVIAL NV EUR0.01                                                      | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |      1341 | NS      | $92088.82     | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN HOLDING NV                              | HEINEKEN HOLDING NV EUR1.60                                               | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |      1349 | NS      | $95861.61     | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                      | NATIONAL AUSTRALIA BANK LTD NPV                                           | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      2528 | NS      | $73129.04     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| COLES GROUP LTD                                  | COLES GROUP LTD NPV                                                       | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      9445 | NS      | $150533.86    | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| AUCKLAND INTERNATIONAL AIRPORT LTD               | AUCKLAND INTERNATIONAL AIRPORT LTD NPV                                    | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |     23608 | NS      | $115058.25    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC               | COCA-COLA EUROPACIFIC PARTNERS PLC COM EUR0.01                            | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |       931 | NS      | $88044.67     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                        | SHELL PLC ORD EUR0.07                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      2216 | NS      | $100754.29    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOPLAST A/S                                    | COLOPLAST A/S SER'B'DKK1                                                  | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       665 | NS      | $41079.49     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| STOCKLAND TRUST MANAGEMENT LTD                   | STOCKLAND TRUST MANAGEMENT LTD NPV (STAPLED)                              | CUSIP: 000000000<br>LEI: 549300Y8E5TMSOLM7P64 | Long             | EC               | CORP              | AU        |     31112 | NS      | $91241.78     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| KAO CORP                                         | KAO CORP NPV                                                              | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      2900 | NS      | $108065.22    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| ALFA LAVAL AB                                    | ALFA LAVAL AB NPV                                                         | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |      1489 | NS      | $89606.92     | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE CANTONALE VAUDOISE SA                     | BANQUE CANTONALE VAUDOISE SA CHF1 (REGD)                                  | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |      1088 | NS      | $171441.27    | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HALEON PLC                                       | HALEON PLC ORD GBP0.01                                                    | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     16112 | NS      | $74403.03     | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| CK INFRASTRUCTURE HOLDINGS LTD                   | CK INFRASTRUCTURE HOLDINGS LTD HKD1                                       | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |     13796 | NS      | $116142.79    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS PRIME SITE AG                              | SWISS PRIME SITE AG CHF2.00 (REGD)                                        | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |       795 | NS      | $137770.08    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA GAS CO LTD (OSAKA GAS KABUSHIKI KAISHA)    | OSAKA GAS CO LTD (OSAKA GAS KABUSHIKI KAISHA) NPV                         | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      1100 | NS      | $39526.79     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                     | DNB BANK ASA NOK12.50                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      2737 | NS      | $82885.53     | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| RECORDATI - INDUSTRIA CHIMICA E FARMACEUTICA SPA | RECORDATI - INDUSTRIA CHIMICA E FARMACEUTICA SPA EUR0.125                 | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      1527 | NS      | $89158.35     | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTTERY CORP LTD (THE)                           | LOTTERY CORP LTD (THE) NPV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     26449 | NS      | $105877.86    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                          | ENI SPA NPV                                                               | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      3568 | NS      | $100890.57    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALAND INTEGRATED COMMERCIAL TRUST           | CAPITALAND INTEGRATED COMMERCIAL TRUST NPV (REAL ESTATE INVESTMENT TRUST) | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |    161600 | NS      | $300982.67    | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| WILMAR INTERNATIONAL LTD                         | WILMAR INTERNATIONAL LTD NPV                                              | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     56400 | NS      | $160873.91    | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBU ELECTRIC POWER CO INC                      | CHUBU ELECTRIC POWER CO INC NPV                                           | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      2200 | NS      | $37837.53     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE LTD                                | SEKISUI HOUSE LTD NPV                                                     | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      4600 | NS      | $100160.33    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                    | SOFTBANK CORP NPV                                                         | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |    164800 | NS      | $231950.95    | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | WESTPAC BANKING CORP NPV                                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      2904 | NS      | $81243.95     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE SPA             | TERNA - RETE ELETTRICA NAZIONALE SPA ORD EUR0.22                          | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      8586 | NS      | $103275.08    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| ORKLA ASA                                        | ORKLA ASA NOK1.25                                                         | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      9305 | NS      | $114768.08    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIVARDEN AB                                | INDUSTRIVARDEN AB SER'A'NPV                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      1558 | NS      | $82769.97     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| BUREAU VERITAS SA                                | BUREAU VERITAS SA EUR0.12                                                 | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      3555 | NS      | $108937.53    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| KIRIN HOLDINGS COMPANY LTD                       | KIRIN HOLDINGS COMPANY LTD NPV                                            | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      3900 | NS      | $61499.32     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| NATURGY ENERGY GROUP SA                          | NATURGY ENERGY GROUP SA EUR1                                              | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      3585 | NS      | $112678.16    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| KLEPIERRE SA                                     | KLEPIERRE SA EUR1.40                                                      | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      5181 | NS      | $209915.37    | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORP LTD                 | OVERSEA-CHINESE BANKING CORP LTD NPV                                      | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     11000 | NS      | $189778.72    | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                           | SINGAPORE EXCHANGE LTD NPV                                                | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      5900 | NS      | $100882.61    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER ASSETS HOLDINGS LTD                        | POWER ASSETS HOLDINGS LTD NPV                                             | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |     14850 | NS      | $122721.52    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| HULIC COMPANY LTD                                | HULIC COMPANY LTD NPV                                                     | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |      7200 | NS      | $81205.05     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESTOR AB                                      | INVESTOR AB SER'B'NPV                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      2491 | NS      | $101098.68    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| GETLINK SE                                       | GETLINK SE EUR0.40                                                        | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |      7583 | NS      | $169719.51    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC                                | JAPAN TOBACCO INC NPV                                                     | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      2600 | NS      | $96862.32     | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                        | GJENSIDIGE FORSIKRING ASA NOK2                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      2843 | NS      | $79862.93     | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                              | DEUTSCHE TELEKOM AG NPV(REGD)                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      2114 | NS      | $68283.79     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA HOUSE INDUSTRY CO LTD                      | DAIWA HOUSE INDUSTRY CO LTD NPV                                           | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      3800 | NS      | $115941.66    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| SNAM SPA                                         | SNAM SPA NPV                                                              | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     23214 | NS      | $183052.87    | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GROUPE BRUXELLES LAMBERT SA                      | GROUPE BRUXELLES LAMBERT SA NPV                                           | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      1882 | NS      | $175809.82    | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                        | ZURICH INSURANCE GROUP AG CHF0.10                                         | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       133 | NS      | $92730.30     | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                    | ASSA ABLOY AB SER'B'NPV                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      2149 | NS      | $82710.11     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPFRE SA                                        | MAPFRE SA EUR0.10                                                         | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |     12485 | NS      | $61118.37     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP HOLDINGS LTD                                 | CLP HOLDINGS LTD NPV                                                      | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |     35230 | NS      | $338747.78    | 1.98%             |  |  |  | No            |                  2 | On Loan: No      |
| DHL GROUP                                        | DHL GROUP                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       989 | NS      | $58563.08     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| VONOVIA SE                                       | VONOVIA SE NPV                                                            | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      2336 | NS      | $62939.55     | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                 | ASR NEDERLAND NV EUR0.16                                                  | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      2509 | NS      | $190582.97    | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGESTONE CORP                                 | BRIDGESTONE CORP NPV                                                      | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      2400 | NS      | $49874.54     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CANON INC                                        | CANON INC NPV                                                             | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      2000 | NS      | $51453.12     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| REDEIA CORPORACION SA                            | REDEIA CORPORACION SA EUR0.5                                              | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      8035 | NS      | $140511.60    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT INC                                          | NTT INC NPV                                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    197900 | NS      | $192766.76    | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                 | TOTALENERGIES SE EUR2.5                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      1113 | NS      | $103479.92    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHINDLER HOLDING AG                             | SCHINDLER HOLDING AG CHF0.10 (PTG CERT)                                   | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EP               | CORP              | CH        |       235 | NS      | $82160.36     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| MATSUKIYOCOCOKARA & COMPANY                      | MATSUKIYOCOCOKARA & COMPANY NPV                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $35044.55     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                          | SEKISUI CHEMICAL CO LTD NPV                                               | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      3600 | NS      | $55165.95     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                     | UNILEVER PLC ORD GBP0.035                                                 | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2092 | NS      | $121995.07    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                      | ITALGAS SPA NPV                                                           | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      8010 | NS      | $96759.68     | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                               | KONINKLIJKE KPN NV EUR0.04                                                | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     22281 | NS      | $119149.14    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| SEVERN TRENT PLC                                 | SEVERN TRENT PLC ORD GBP0.9789                                            | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |      2509 | NS      | $111534.39    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                         | SVENSKA HANDELSBANKEN AB SER'A'NPV                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      5822 | NS      | $82730.23     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG & CHINA GAS CO LTD (TOWNGAS)           | HONG KONG & CHINA GAS CO LTD (TOWNGAS) NPV                                | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |    344594 | NS      | $319032.93    | 1.87%             |  |  |  | No            |                  2 | On Loan: No      |
| NN GROUP NV                                      | NN GROUP NV EUR0.12                                                       | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      1602 | NS      | $140229.65    | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                          | SIEMENS HEALTHINEERS AG NPV                                               | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      1241 | NS      | $50886.37     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| HANKYU HANSHIN HOLDINGS INC                      | HANKYU HANSHIN HOLDINGS INC NPV                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $69573.87     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                       | ANHEUSER-BUSCH INBEV SA/NV NPV                                            | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      1145 | NS      | $86518.36     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| AENA SME SA                                      | AENA SME SA EUR10                                                         | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      2134 | NS      | $58285.33     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                      | RECKITT BENCKISER GROUP PLC ORD GBP0.1041666666666667                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      1881 | NS      | $119685.26    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| TELENOR ASA                                      | TELENOR ASA ORD NOK6                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      4157 | NS      | $68425.58     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI HC CAPITAL INC                        | MITSUBISHI HC CAPITAL INC NPV                                             | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |     10600 | NS      | $96280.95     | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                           | DBS GROUP HOLDINGS LTD NPV                                                | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      3930 | NS      | $181214.92    | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SECOM COMPANY LTD                                | SECOM COMPANY LTD NPV                                                     | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |      3000 | NS      | $109993.29    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TELSTRA GROUP LTD                                | TELSTRA GROUP LTD NPV                                                     | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     90882 | NS      | $349033.30    | 2.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD LIFE PLC                                | STANDARD LIFE PLC ORD GBP0.10                                             | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      8769 | NS      | $90216.15     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| SCENTRE GROUP LTD                                | SCENTRE GROUP LTD NPV STAPLED UNIT                                        | CUSIP: 000000000<br>LEI: 529900TUCASM3W86E831 | Long             | EC               | CORP              | AU        |     55129 | NS      | $148141.66    | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                       | ALLIANZ SE NPV(REGD)(VINKULIERT)                                          | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       348 | NS      | $158943.43    | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE LTD               | AUSTRALIAN SECURITIES EXCHANGE LTD NPV                                    | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |      2906 | NS      | $127328.16    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE' CAPITAL MARKETS SA                       | NESTLE' CAPITAL MARKETS SA CHF0.10 (REGD)                                 | CUSIP: 000000000<br>LEI: 549300PZN3NFSOUXLC42 | Long             | EC               | CORP              | CH        |       748 | NS      | $75727.25     | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                               | POSTE ITALIANE SPA NPV                                                    | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | NUSS              | IT        |      5703 | NS      | $151380.65    | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED UTILITIES GROUP PLC                       | UNITED UTILITIES GROUP PLC ORD GBP0.05                                    | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      6352 | NS      | $125973.90    | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                   | WESFARMERS LTD ORD NPV                                                    | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      1570 | NS      | $83401.84     | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG    | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG NPV(REGD)                   | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       173 | NS      | $103484.12    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALAND INVESTMENT LTD                        | CAPITALAND INVESTMENT LTD NPV                                             | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |     58200 | NS      | $127639.62    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSITY AB                                        | ESSITY AB SER'B'NPV                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      3758 | NS      | $99518.67     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYG A/S                                         | TRYG A/S DKK5                                                             | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      9140 | NS      | $219621.41    | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS LIFE HOLDING AG                            | SWISS LIFE HOLDING AG CHF0.1 (REGD)                                       | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |       112 | NS      | $131499.52    | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                 | SINGAPORE TELECOMMUNICATIONS LTD NPV(BOARD LOT 100)                       | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     19300 | NS      | $69900.71     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL COMPANY LTD                | TAKEDA PHARMACEUTICAL COMPANY LTD NPV                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      2500 | NS      | $83581.99     | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| WEST JAPAN RAILWAY COMPANY                       | WEST JAPAN RAILWAY COMPANY NPV                                            | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |      5300 | NS      | $95938.43     | 0.56%             |  |  |  | No            |                  2 | 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        |     54819 | NS      | $54819.04     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI O.S.K.LINES LTD                           | MITSUI O.S.K.LINES LTD NPV                                                | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      1200 | NS      | $45329.00     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                      | HEINEKEN NV EUR1.60                                                       | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      1218 | NS      | $94821.42     | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                     | UNIBAIL-RODAMCO-WESTFIELD SE NPV (1 ORD UNIBAIL-R & 1CLASS A WFD)         | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | EC               | CORP              | FR        |       793 | NS      | $96276.48     | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                          | VEOLIA ENVIRONNEMENT SA EUR5                                              | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |      2790 | NS      | $117987.27    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| SINO LAND CO LTD                                 | SINO LAND CO LTD NPV                                                      | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |     58645 | NS      | $94041.39     | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTACT ENERGY LTD                               | CONTACT ENERGY LTD NPV                                                    | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |     32128 | NS      | $180306.72    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST JAPAN RAILWAY COMPANY                       | EAST JAPAN RAILWAY COMPANY NPV                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |      2600 | NS      | $56755.20     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LTD                     | BOC HONG KONG (HOLDINGS) LTD NPV                                          | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     15000 | NS      | $86282.83     | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                      | BOUYGUES SA EUR1                                                          | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      1380 | NS      | $81613.14     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                | NATIONAL GRID PLC ORD GBP0.12431289                                       | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      9362 | NS      | $167585.00    | 0.98%             |  |  |  | No            |                  2 | 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