# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0001145549-23-017780
**Filing Date:** 2023-3
**Character Count:** 23011
**Document Hash:** 8d4091e46ff62b307a80b0d3aecfb6b0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017780.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017780

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20230731

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22245
- **FILM NUMBER:** 23755605

**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 New York Municipal High Income ETF (Series ID: S000070485)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000223991 | First Trust New York Municipal High Income ETF | FMNY            |

## 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 New York Municipal High Income ETF

- **b. EDGAR series identifier (if any):** S000070485

- **c. LEI of Series:** 549300NJG12AJVBCY722

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

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

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $13573309.22

**Total Liabilities:** $40696.09

**Net Assets:** $13532613.13

**Cash Not Reported:** $228670.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7.690357087936 | **1-Year:** 256.604902745762 | **5-Year:** 3487.338197832729 | **10-Year:** 3796.663687750352 | **30-Year:** 281.642670695633

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

- **3-Month:** 25.033797297424 | **1-Year:** 19.973993718014 | **5-Year:** 82.978472153829 | **10-Year:** 678.601058264641 | **30-Year:** 196.531349219323

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000223991 | 4.49%                | 0.61%                | 3.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11504.15               | $453423.12                                 |
| Month 2  | $-123700.85              | $153364.86                                 |
| Month 3  | $-162.40                 | $374022.60                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BUILD NYC RESOURCE CORP N Y                       | BUILD NYC RESOURCE 4% 06/15/31 | CUSIP: 12008ERN8<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    300000 | PA      | $302123.97    | 2.23%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUILD NYC RESOURCE CORP N Y                       | BUILD NYC RESOURCE 5% 06/15/42 | CUSIP: 12008ETD8<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    250000 | PA      | $247842.00    | 1.83%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | F/C US 10YR ULTRA FUT MAR23    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -1 | NC      | $-1459.15     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HORSEHEADS N Y CENT SCH DIST                      | HORSEHEADS NY CENT 3% 06/22/23 | CUSIP: 440722GX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $245014.55    | 1.81%             | 2023-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH                             | NEW YORK ST DORM A 5% 07/01/40 | CUSIP: 64990C7P0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    245000 | PA      | $268582.65    | 1.98%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LONG IS PWR AUTH N Y                              | LONG ISLAND NY PWR 5% 09/01/35 | CUSIP: 542691DF4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    350000 | PA      | $402479.46    | 2.97%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH                              | NEW YORK ST THRUWA 4% 01/01/45 | CUSIP: 650010CJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $244780.13    | 1.81%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUILD NYC RESOURCE CORP N Y                       | BUILD NYC RESOU 5.75% 06/01/42 | CUSIP: 12008ETJ5<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104548.04    | 0.77%             | 2042-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUILD NYC RESOURCE CORP N Y                       | BUILD NYC RESOURCE 5% 07/01/42 | CUSIP: 12008ETW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $316482.51    | 2.34%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIVINGSTON CNTY N Y                               | LIVINGSTON CNTY NY 4% 05/01/33 | CUSIP: 538650MH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $321949.73    | 2.38%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LONG BEACH N Y                                    | LONG BEACH NY 5.25% 07/15/32   | CUSIP: 542519EL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $342750.99    | 2.53%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH                | NEW YORK CITY NY M 5% 06/15/40 | CUSIP: 64972GSQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $220021.80    | 1.63%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING CORP                   | PUERTO RICO SA 4.329% 07/01/40 | CUSIP: 74529JRH0<br>LEI: 549300EIUFISISP8X671 | Long             | DBT              | MUN               | US        |    250000 | PA      | $239955.65    | 1.77%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| YONKERS N Y                                       | YONKERS NY 5% 11/15/41         | CUSIP: 986082W68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $276953.88    | 2.05%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y                      | MET TRANSPRTN AUTH 5% 11/15/36 | CUSIP: 59259N3K7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    255000 | PA      | $274341.27    | 2.03%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y                      | MET TRANSPRTN AUTH 4% 11/15/37 | CUSIP: 59261AQL4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    275000 | PA      | $266536.11    | 1.97%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONROE CNTY N Y INDL DEV CORP                     | MONROE CNTY NY IND 5% 12/01/30 | CUSIP: 61075TWD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $277048.80    | 2.05%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NASSAU CNTY N Y INDL DEV AGY                      | NASSAU CNTY NY IN V/R 01/01/34 | CUSIP: 631657KW2<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200000.00    | 1.48%             | 2034-01-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| NASSAU CNTY N Y                                   | NASSAU CNTY NY 5% 04/01/29     | CUSIP: 63165TW84<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |    305000 | PA      | $353910.84    | 2.62%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                      | NEW YORK NY 5% 10/01/32        | CUSIP: 64966QFE5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    250000 | PA      | $291266.15    | 2.15%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH           | NEW YORK CITY NY T 5% 08/01/34 | CUSIP: 64971XHJ0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    250000 | PA      | $281611.40    | 2.08%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                    | NEW YORK CITY NY  V/R 11/01/62 | CUSIP: 64972E3D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $302603.10    | 2.24%             | 2062-11-01      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH                | NEW YORK CITY NY M 5% 06/15/41 | CUSIP: 64972GWR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $278154.08    | 2.06%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENVIRONMENTAL FACS CORP               | NEW YORK ST ENVRNM 5% 06/15/44 | CUSIP: 64986DJR7<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    290000 | PA      | $317922.71    | 2.35%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                               | PUERTO RICO CMWLTH 4% 07/01/33 | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    250000 | PA      | $234336.10    | 1.73%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH BRDG & TUNL AUTH N Y                   | TRIBOROUGH NY BRID 5% 11/15/38 | CUSIP: 89602N7S7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    250000 | PA      | $269683.18    | 1.99%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTCHESTER CNTY N Y                              | WESTCHESTER CNTY N 4% 12/15/34 | CUSIP: 95736VEU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $278471.35    | 2.06%             | 2034-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTCHESTER TOBACCO ASSET SECURITIZATION CORP N Y | WESTCHESTER NY TOB 5% 06/01/41 | CUSIP: 957480BR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $258800.88    | 1.91%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUTCHESS CNTY N Y LOC DEV CORP                    | DUTCHESS CNTY NY L 5% 07/01/52 | CUSIP: 267045QX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $266588.88    | 1.97%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERIE CNTY N Y INDL DEV AGY                        | ERIE CNTY NY INDL  5% 05/01/25 | CUSIP: 29509PLR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $265058.35    | 1.96%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH                             | NEW YORK ST DORM A 5% 07/01/39 | CUSIP: 64990GVG4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $273500.63    | 2.02%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH                             | NEW YORK ST DORM A 5% 07/01/31 | CUSIP: 65000BLB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    280000 | PA      | $327649.06    | 2.42%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH                             | NEW YORK ST DORM A 5% 05/01/38 | CUSIP: 65000BNB0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $274289.85    | 2.03%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH                             | NEW YORK ST DORM A 5% 10/01/29 | CUSIP: 65000BNQ7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $292775.13    | 2.16%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP                        | NEW YORK ST URBAN  5% 03/15/35 | CUSIP: 650036AE6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    250000 | PA      | $290073.28    | 2.14%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSN DEV CORP                          | NEW YORK ST TRANSP 5% 08/01/31 | CUSIP: 650116BP0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250002.40    | 1.85%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GUAM INTL ARPT AUTH                               | GUAM INTERNATI 6.125% 10/01/43 | CUSIP: 40064REQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $255382.38    | 1.89%             | 2043-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HARRISON N Y WTR DIST NO 2 & FIRE PROTN DIST NO 2 | HARRISON NY WTR DI 4% 08/01/34 | CUSIP: 415409CJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $271247.53    | 2.00%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSN DEV CORP                          | NEW YORK ST TRANSP 5% 12/01/30 | CUSIP: 650116FE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $320956.57    | 2.37%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OYSTER BAY N Y                                    | OYSTER BAY NY 2% 03/01/35      | CUSIP: 692160TG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $216052.55    | 1.60%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                               | PORT AUTH OF NEW Y 5% 07/15/32 | CUSIP: 73358WV68<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    250000 | PA      | $284073.25    | 2.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUDSON YDS INFRASTRUCTURE CORP N Y                | HUDSON YARDS INFRA 5% 02/15/38 | CUSIP: 44420RBC3<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    250000 | PA      | $270389.40    | 2.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRONDEQUOIT N Y                                   | IRONDEQUOIT NY 4% 12/15/23     | CUSIP: 463074K94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253140.60    | 1.87%             | 2023-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH           | NEW YORK CITY NY T 5% 07/15/35 | CUSIP: 64972H7C0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    250000 | PA      | $300706.88    | 2.22%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH                             | NEW YORK ST DORM A 5% 10/01/25 | CUSIP: 6499077C0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    265000 | PA      | $285134.54    | 2.11%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIDGE AT APOPKA CMNTY DEV DIST FLA                | RIDGE AT APOPK 5.375% 05/01/42 | CUSIP: 76571AAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250994.53    | 1.85%             | 2042-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROCKLAND CNTY N Y SOLID WASTE MGMT AUTH           | ROCKLAND CNTY NY S 5% 12/15/28 | CUSIP: 773562EU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $302422.33    | 2.23%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHAMPTON VLG N Y                               | SOUTHAMPTON VL 2.125% 03/01/29 | CUSIP: 841212EZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $286138.04    | 2.11%             | 2029-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SYRACUSE N Y REGL ARPT AUTH                       | SYRACUSE REGL ARPT 4% 07/01/36 | CUSIP: 871740AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $244380.95    | 1.81%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-03

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

**Signature:** Donald P. Swade

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

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