# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0001145549-23-017783
**Filing Date:** 2023-3
**Character Count:** 101819
**Document Hash:** 6d1725ffad1cd1acbe7098f127ee20f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017783.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017783

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20231031

**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:** 23755609

**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 RiverFront Dynamic Europe ETF (Series ID: S000052738)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000165610 | First Trust RiverFront Dynamic Europe ETF | RFEU            |

## Nport-Ex

#### First Trust RiverFront Dynamic Developed International ETF (RFDI)<br>

#### Portfolio of Investments

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (a) – 96.8%** | **COMMON STOCKS (a) – 96.8%** | **COMMON STOCKS (a) – 96.8%** |
|  | **Australia – 6.3%** |  |
| &nbsp;&nbsp;86538 | ALS Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$802897 |
| &nbsp;&nbsp;82159 | BHP Group Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877385 |
| 406708 | Harvey Norman Holdings Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291192 |
| &nbsp;&nbsp;39172 | JB Hi-Fi Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346832 |
| &nbsp;&nbsp;68011 | Sonic Healthcare Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523281 |
| &nbsp;&nbsp;14978 | Woodside Energy Group Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387839 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8229426 |
|  | **Bermuda – 1.9%** |  |
| 255375 | CK Infrastructure Holdings Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420793 |
| &nbsp;&nbsp;64410 | Orient Overseas International Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070678 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2491471 |
|  | **Canada – 4.1%** |  |
| 113209 | ARC Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315404 |
| &nbsp;&nbsp;28868 | Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771936 |
| &nbsp;&nbsp;17598 | Tourmaline Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820151 |
| &nbsp;&nbsp;16166 | West Fraser Timber Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405618 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5313109 |
|  | **Denmark – 4.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | AP Moller - Maersk A.S., Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 | AP Moller - Maersk A.S., Class B (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453096 |
| &nbsp;&nbsp;24008 | Novo Nordisk A.S., Class B (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322464 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175594 |
|  | **France – 6.4%** |  |
| &nbsp;&nbsp;13798 | BioMerieux (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406650 |
| &nbsp;&nbsp;&nbsp;2351 | Christian Dior SE (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031478 |
| &nbsp;&nbsp;&nbsp;8383 | Dassault Aviation S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431509 |
| &nbsp;&nbsp;47379 | Engie S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672776 |
| &nbsp;&nbsp;&nbsp;2516 | LVMH Moet Hennessy Louis Vuitton SE (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196406 |
| &nbsp;&nbsp;&nbsp;5567 | Vinci S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629013 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8367832 |
|  | **Germany – 5.5%** |  |
| &nbsp;&nbsp;&nbsp;7830 | Hapag-Lloyd AG (b) (c) (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717187 |
| &nbsp;&nbsp;34119 | Mercedes-Benz Group AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2538864 |
| &nbsp;&nbsp;10903 | Nemetschek SE (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582922 |
| &nbsp;&nbsp;&nbsp;7126 | Siemens AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113119 |
| &nbsp;&nbsp;&nbsp;7519 | Volkswagen AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316126 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7268218 |
|  | **Hong Kong – 1.2%** |  |
| 268993 | Power Assets Holdings Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522007 |
|  | **Israel – 0.9%** |  |
| &nbsp;&nbsp;&nbsp;8985 | Check Point Software Technologies Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142892 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Italy – 1.2%** |  |
| 164695 | Banca Mediolanum S.p.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;$1575705 |
|  | **Japan – 24.4%** |  |
| &nbsp;&nbsp;61700 | Chugai Pharmaceutical Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599578 |
| &nbsp;&nbsp;&nbsp;9900 | Daito Trust Construction Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978304 |
| &nbsp;&nbsp;60900 | H.U. Group Holdings, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292604 |
| &nbsp;&nbsp;56600 | Honda Motor Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400086 |
| &nbsp;&nbsp;54200 | ITOCHU Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751844 |
| &nbsp;&nbsp;91400 | Japan Tobacco, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863822 |
| &nbsp;&nbsp;&nbsp;8700 | Kajima Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106847 |
| &nbsp;&nbsp;73000 | Mitsubishi Chemical Group Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409636 |
| &nbsp;&nbsp;58400 | Mitsubishi Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955580 |
| &nbsp;&nbsp;29100 | Mitsui OSK Lines Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722225 |
| &nbsp;&nbsp;41650 | Nintendo Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805853 |
| &nbsp;&nbsp;66100 | Nippon Yusen KK (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572444 |
| &nbsp;&nbsp;16200 | Nissan Chemical Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764796 |
| &nbsp;&nbsp;11200 | Oracle Corp., Japan (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767277 |
| &nbsp;&nbsp;93200 | ORIX Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638735 |
| &nbsp;&nbsp;38000 | Recruit Holdings Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222090 |
| 168400 | Santen Pharmaceutical Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312805 |
| &nbsp;&nbsp;65500 | SBI Holdings, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388555 |
| &nbsp;&nbsp;&nbsp;5500 | Shimano, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980845 |
| &nbsp;&nbsp;11600 | Softbank Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132728 |
| &nbsp;&nbsp;57500 | Sumitomo Mitsui Financial Group, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499013 |
| &nbsp;&nbsp;65200 | Takeda Pharmaceutical Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049718 |
| &nbsp;&nbsp;&nbsp;5700 | Tokyo Electron Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992289 |
| &nbsp;&nbsp;79900 | Tokyo Gas Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673082 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31880756 |
|  | **Jersey – 1.8%** |  |
| 348044 | Glencore PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330812 |
|  | **Luxembourg – 0.7%** |  |
| 162240 | B&M European Value Retail S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897239 |
|  | **Netherlands – 1.1%** |  |
| &nbsp;&nbsp;&nbsp;1227 | ASML Holding N.V. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811841 |
| &nbsp;&nbsp;&nbsp;2400 | Ferrari N.V. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599722 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411563 |
|  | **New Zealand – 0.8%** |  |
| 315262 | Spark New Zealand Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062981 |
|  | **Norway – 4.6%** |  |
| &nbsp;&nbsp;16920 | Aker ASA, Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223436 |
| 973652 | DNO ASA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201201 |
| &nbsp;&nbsp;42830 | Equinor ASA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305315 |
| 246723 | Wallenius Wilhelmsen ASA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2341421 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6071373 |

---

------

#### First Trust RiverFront Dynamic Developed International ETF (RFDI)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (a) (Continued)** | **COMMON STOCKS (a) (Continued)** | **COMMON STOCKS (a) (Continued)** |
|  | **Singapore – 1.1%** |  |
| 208200 | Singapore Exchange Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;$1466461 |
|  | **Spain – 4.6%** |  |
| 356706 | Banco Bilbao Vizcaya Argentaria S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519690 |
| 566295 | Banco Santander S.A., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953718 |
| &nbsp;&nbsp;86690 | Red Electrica Corp. S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534318 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6007726 |
|  | **Sweden – 0.6%** |  |
| &nbsp;&nbsp;36612 | Swedish Orphan Biovitrum AB (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816469 |
|  | **Switzerland – 14.1%** |  |
| &nbsp;&nbsp;&nbsp;3671 | Banque Cantonale Vaudoise (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348955 |
| &nbsp;&nbsp;&nbsp;6675 | Kuehne + Nagel International AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1591698 |
| &nbsp;&nbsp;29386 | Nestle S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585358 |
| &nbsp;&nbsp;40903 | Novartis AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3698003 |
| &nbsp;&nbsp;&nbsp;1812 | Partners Group Holding AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700195 |
| &nbsp;&nbsp;10414 | Roche Holding AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250943 |
| &nbsp;&nbsp;&nbsp;3761 | Roche Holding AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | SGS S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943751 |
| &nbsp;&nbsp;14537 | Straumann Holding AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1903431 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18399014 |
|  | **United Kingdom – 9.6%** |  |
| 117411 | 3i Group PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290659 |
| &nbsp;&nbsp;52876 | Anglo American PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280564 |
| &nbsp;&nbsp;74354 | Evraz PLC (b) (e) (f) (g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7416 |
| 150243 | IG Group Holdings PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477232 |
| &nbsp;&nbsp;72689 | Imperial Brands PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1823494 |
| &nbsp;&nbsp;44371 | RELX PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318215 |
| &nbsp;&nbsp;76373 | Rightmove PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554918 |
| &nbsp;&nbsp;35485 | Rio Tinto PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2778520 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12531018 |
|  | **United States – 1.2%** |  |
| &nbsp;&nbsp;31940 | Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572406 |
|  | **Total Common Stocks** | &nbsp;&nbsp;&nbsp;&nbsp;126534072 |
|  | (Cost $118,871,763) |  |
| **REAL ESTATE INVESTMENT TRUSTS (a) – 2.7%** | **REAL ESTATE INVESTMENT TRUSTS (a) – 2.7%** | **REAL ESTATE INVESTMENT TRUSTS (a) – 2.7%** |
|  | **Australia – 0.9%** |  |
| 489349 | Growthpoint Properties Australia Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130303 |
|  | **Belgium – 0.9%** |  |
| &nbsp;&nbsp;35009 | Warehouses De Pauw CVA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110202 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **United Kingdom – 0.9%** |  |
| 97249 | Safestore Holdings PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;$1210916 |
|  | **Total Real Estate Investment Trusts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3451421 |
|  | (Cost $3,460,325) |  |
|  | **Total Investments – 99.5%** | &nbsp;&nbsp;&nbsp;&nbsp;129985493 |
|  | (Cost $122,332,088) |  |
|  | **Net Other Assets and Liabilities – 0.5%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693619 |
|  | **Net Assets – 100.0%** | &nbsp;&nbsp;$130679112 |

---

------

#### First Trust RiverFront Dynamic Developed International ETF (RFDI)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| **Settlement<br> Date** | **Amount<br> Purchased** | **Amount<br> Purchased** | **Amount<br> Sold** | **Amount<br> Sold** | **Purchase<br> Value as of<br> 1/31/2023** | **Sale<br> Value as of<br> 1/31/2023** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| 02/28/23 BBH | USD | 5566013 | GBP | 4480590 | $5566013 | $5526837 | $39176 |

---

Counterparty Abbreviations <br> BBH Brown Brothers Harriman and Co.

(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.

(b) 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 January 31, 2023, securities noted as such are valued at $120,003,368 or 91.8% 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.

(c) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended (the "1933 Act").

(d) This security is exempt from registration upon resale under Rule 144A of 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. As such, it does not require the additional disclosure required of restricted securities.

(e) Non-income producing security.

(f) Pursuant to procedures adopted by the Trust's Board of Trustees, this security has been determined to be illiquid by First Trust Advisors L.P., the Fund's advisor.

(g) This security's value was determined using significant unobservable inputs (see Valuation Inputs in the Additional Information section).

ADR American Depositary Receipt

------

#### First Trust RiverFront Dynamic Developed International ETF (RFDI)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | |
|:---|:---|
| **Currency Exposure<br> Diversification** | **% of Total<br> Investments†** |
| JPY | &nbsp;&nbsp;&nbsp;24.5% |
| EUR | &nbsp;&nbsp;&nbsp;18.3 |
| CHF | &nbsp;&nbsp;&nbsp;14.2 |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;8.8 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;7.9 |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;7.2 |
| DKK | &nbsp;&nbsp;&nbsp;&nbsp;4.7 |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;4.7 |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;4.1 |
| HKD | &nbsp;&nbsp;&nbsp;&nbsp;3.1 |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;1.1 |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;0.8 |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| &nbsp;&nbsp;&nbsp;Total | 100.0% |

---

† The weightings include the impact of currency forwards.

---

| | |
|:---|:---|
| Currency Abbreviations | Currency Abbreviations |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;Australian Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;Canadian Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;Swiss Franc |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;Danish Krone |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;Euro |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;British Pound Sterling |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;Hong Kong Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;Japanese Yen |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;Norwegian Krone |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;New Zealand Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;Swedish Krona |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;Singapore Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;United States Dollar |

---

---

| | |
|:---|:---|
| **Sector Allocation** | &nbsp;&nbsp;**% of Total<br> Investments** |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;18.8% |
| Health Care | &nbsp;&nbsp;&nbsp;&nbsp;18.1 |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;14.5 |
| Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;11.2 |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;9.9 |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;6.4 |
| Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;5.6 |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;5.3 |
| Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;4.1 |
| Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;3.4 |
| Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;2.7 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total | &nbsp;&nbsp;100.0% |

---

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of January 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 1/31/2023** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;$5313109 | &nbsp;&nbsp;$5313109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1142892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1142892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6007726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1953718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4054008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12531018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12523602 | &nbsp;&nbsp;&nbsp;&nbsp; 7416 |
| &nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1572406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1572406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;Other Country Categories\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99966921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99966921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Real Estate Investment Trusts\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3451421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3451421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp;&nbsp; 129985493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9982125 | &nbsp;&nbsp;&nbsp;&nbsp; 119995952 | &nbsp;&nbsp;&nbsp;&nbsp; 7416 |
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total | $130024669 | &nbsp;&nbsp;$9982125 | $120035128 | $7416 |

---

\* See Portfolio of Investments for country breakout.

Level 3 investments are fair valued by the Advisor's Pricing Committee and are footnoted in the Portfolio of Investments. Level 3 investments values are based on unobservable and non-quantitative inputs.

------

#### First Trust RiverFront Dynamic Europe ETF (RFEU)<br>

#### Portfolio of Investments

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (a) – 96.6%** | **COMMON STOCKS (a) – 96.6%** | **COMMON STOCKS (a) – 96.6%** |
|  | **Australia – 1.6%** |  |
| &nbsp;&nbsp;1592 | Rio Tinto Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$142862 |
|  | **Belgium – 1.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;939 | KBC Ancora (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46103 |
| &nbsp;&nbsp;1230 | UCB S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100988 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147091 |
|  | **Denmark – 6.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | AP Moller - Maersk A.S., Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | AP Moller - Maersk A.S., Class B (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115291 |
| &nbsp;&nbsp;2603 | Novo Nordisk A.S., Class B (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360229 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586329 |
|  | **Finland – 1.1%** |  |
| &nbsp;&nbsp;3249 | TietoEVRY OYJ (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98945 |
|  | **France – 16.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;740 | Arkema S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74879 |
| &nbsp;&nbsp;&nbsp;&nbsp;964 | BioMerieux (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98276 |
| &nbsp;&nbsp;1579 | Bureau Veritas S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45146 |
| &nbsp;&nbsp;6187 | Carrefour S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | Euroapi S.A. (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
| &nbsp;&nbsp;&nbsp;&nbsp;843 | Ipsen S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88544 |
| &nbsp;&nbsp;&nbsp;&nbsp;424 | LVMH Moet Hennessy Louis Vuitton SE (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370142 |
| &nbsp;&nbsp;1041 | Sanofi (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101939 |
| &nbsp;&nbsp;&nbsp;&nbsp;195 | Sartorius Stedim Biotech (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68022 |
| &nbsp;&nbsp;&nbsp;&nbsp;785 | Sodexo S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77819 |
| &nbsp;&nbsp;4302 | TotalEnergies SE (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265953 |
| &nbsp;&nbsp;1372 | Vinci S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155022 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464100 |
|  | **Germany – 8.6%** |  |
| &nbsp;&nbsp;4062 | 1&1 AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56699 |
| &nbsp;&nbsp;2449 | Deutsche Post AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105446 |
| 11181 | E.ON SE (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121905 |
| &nbsp;&nbsp;3624 | Fresenius SE & Co., KGaA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105027 |
| &nbsp;&nbsp;1525 | HUGO BOSS AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103563 |
| &nbsp;&nbsp;2484 | Mercedes-Benz Group AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184840 |
| &nbsp;&nbsp;&nbsp;&nbsp;360 | Nemetschek SE (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19247 |
| &nbsp;&nbsp;&nbsp;&nbsp;513 | Volkswagen AG (Preference Shares) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71148 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767875 |
|  | **Israel – 2.4%** |  |
| 41551 | Bezeq Israeli Telecommunication Corp., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68859 |
| &nbsp;&nbsp;&nbsp;&nbsp;778 | Check Point Software Technologies Ltd. (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98962 |
| &nbsp;&nbsp;&nbsp;&nbsp;433 | Delek Group Ltd. (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47012 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214833 |
|  | **Italy – 2.4%** |  |
| 11780 | Autogrill S.p.A. (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85960 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Italy (Continued)** |  |
| &nbsp;&nbsp;5033 | Azimut Holding S.p.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$125652 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211612 |
|  | **Jersey – 2.6%** |  |
| &nbsp;&nbsp;2651 | Experian PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96946 |
| 19832 | Glencore PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132813 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229759 |
|  | **Luxembourg – 1.2%** |  |
| &nbsp;&nbsp;8521 | Subsea 7 S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106189 |
|  | **Netherlands – 9.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;422 | ASML Holding N.V. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279215 |
| &nbsp;&nbsp;1645 | ASR Nederland N.V. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77861 |
| &nbsp;&nbsp;&nbsp;&nbsp;124 | Ferrari N.V. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30986 |
| &nbsp;&nbsp;1387 | Heineken Holding N.V. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114519 |
| &nbsp;&nbsp;4749 | Koninklijke Ahold Delhaize N.V. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141743 |
| &nbsp;&nbsp;&nbsp;&nbsp;651 | OCI N.V. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22160 |
| &nbsp;&nbsp;&nbsp;&nbsp;191 | QIAGEN N.V. (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9359 |
| &nbsp;&nbsp;1184 | Wolters Kluwer N.V. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129083 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804926 |
|  | **Norway – 3.1%** |  |
| &nbsp;&nbsp;1102 | Aker ASA, Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79682 |
| 63400 | DNO ASA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78217 |
| &nbsp;&nbsp;3902 | Equinor ASA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118920 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276819 |
|  | **Portugal – 0.9%** |  |
| 21878 | Navigator (The) Co., S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76597 |
|  | **Spain – 3.3%** |  |
| &nbsp;&nbsp;4019 | Cia de Distribucion Integral Logista Holdings S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108889 |
| &nbsp;&nbsp;2866 | Grupo Catalana Occidente S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88836 |
| 46734 | Mapfre S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94003 |
| &nbsp;&nbsp;&nbsp;&nbsp;161 | Red Electrica Corp. S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294577 |
|  | **Switzerland – 19.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;802 | Banque Cantonale Vaudoise (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76236 |
| &nbsp;&nbsp;&nbsp;&nbsp;477 | Flughafen Zurich AG (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86906 |
| &nbsp;&nbsp;1007 | Galenica AG (b) (d) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78755 |
| &nbsp;&nbsp;&nbsp;&nbsp;364 | Kuehne + Nagel International AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86798 |
| &nbsp;&nbsp;&nbsp;&nbsp;887 | Logitech International S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51904 |
| &nbsp;&nbsp;2845 | Nestle S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347116 |
| &nbsp;&nbsp;3338 | Novartis AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301785 |
| 11013 | OC Oerlikon Corp. AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75613 |
| &nbsp;&nbsp;&nbsp;&nbsp;960 | Roche Holding AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299684 |
| &nbsp;&nbsp;&nbsp;&nbsp;258 | Roche Holding AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | SGS S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75598 |
| &nbsp;&nbsp;&nbsp;&nbsp;278 | Straumann Holding AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36400 |

---

------

#### First Trust RiverFront Dynamic Europe ETF (RFEU)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (a) (Continued)** | **COMMON STOCKS (a) (Continued)** | **COMMON STOCKS (a) (Continued)** |
|  | **Switzerland (Continued)** |  |
| &nbsp;&nbsp;1037 | VZ Holding AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$82542 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693776 |
|  | **United Kingdom – 16.5%** |  |
| &nbsp;&nbsp;8418 | 3i Group PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164233 |
| &nbsp;&nbsp;&nbsp;&nbsp;509 | AstraZeneca PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66685 |
| &nbsp;&nbsp;4683 | British American Tobacco PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179517 |
| 53534 | Diversified Energy Co. PLC (b) (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73228 |
| 44089 | Evraz PLC (b) (c) (f) (g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 |
| &nbsp;&nbsp;8157 | GSK PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143278 |
| &nbsp;&nbsp;4651 | HSBC Holdings PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34270 |
| &nbsp;&nbsp;5172 | Imperial Brands PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129746 |
| &nbsp;&nbsp;1016 | Intertek Group PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54607 |
| &nbsp;&nbsp;5313 | RELX PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157844 |
| &nbsp;&nbsp;7625 | Shell PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223853 |
| &nbsp;&nbsp;4563 | Unilever PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232253 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463911 |
|  | **Total Common Stocks** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8580201 |
|  | (Cost $9,092,266) |  |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **REAL ESTATE INVESTMENT TRUSTS (a) – 1.9%** | **REAL ESTATE INVESTMENT TRUSTS (a) – 1.9%** | **REAL ESTATE INVESTMENT TRUSTS (a) – 1.9%** |
|  | **Belgium – 0.7%** |  |
| &nbsp;&nbsp;1768 | Warehouses De Pauw CVA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$56067 |
|  | **United Kingdom – 1.2%** |  |
| 10558 | Segro PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108680 |
|  | **Total Real Estate Investment Trusts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164747 |
|  | (Cost $263,906) |  |
|  | **Total Investments – 98.5%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8744948 |
|  | (Cost $9,356,172) |  |
|  | **Net Other Assets and Liabilities – 1.5%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135466 |
|  | **Net Assets – 100.0%** | &nbsp;&nbsp;&nbsp;&nbsp;$8880414 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| **Settlement<br> Date** | **Amount<br> Purchased** | **Amount<br> Purchased** | **Amount<br> Sold** | **Amount<br> Sold** | **Purchase<br> Value as of<br> 1/31/2023** | **Sale<br> Value as of<br> 1/31/2023** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| 02/28/23 BBH | USD | 683271 | GBP | 550027 | $683271 | $678462 | $4809 |

---

Counterparty Abbreviations <br> BBH Brown Brothers Harriman and Co.

(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.

(b) 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 January 31, 2023, securities noted as such are valued at $8,636,627 or 97.3% 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.

(c) Non-income producing security.

(d) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended (the "1933 Act").

(e) This security is exempt from registration upon resale under Rule 144A of 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. As such, it does not require the additional disclosure required of restricted securities.

(f) Pursuant to procedures adopted by the Trust's Board of Trustees, this security has been determined to be illiquid by First Trust Advisors L.P., the Fund's advisor.

(g) This security's value was determined using significant unobservable inputs (see Valuation Inputs in the Additional Information section).

------

#### First Trust RiverFront Dynamic Europe ETF (RFEU)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | |
|:---|:---|
| **Currency Exposure<br> Diversification** | **% of Total<br> Investments†** |
| EUR | &nbsp;&nbsp;&nbsp;44.7% |
| CHF | &nbsp;&nbsp;&nbsp;19.4 |
| GBP | &nbsp;&nbsp;&nbsp;12.8 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;9.1 |
| DKK | &nbsp;&nbsp;&nbsp;&nbsp;6.7 |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;4.4 |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;1.6 |
| ILS | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| &nbsp;&nbsp;&nbsp;Total | 100.0% |

---

† The weightings include the impact of currency forwards.

---

| | |
|:---|:---|
| Currency Abbreviations | Currency Abbreviations |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;Australian Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;Swiss Franc |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;Danish Krone |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;Euro |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;British Pound Sterling |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;Israeli Shekel |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;Norwegian Krone |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;United States Dollar |

---

---

| | |
|:---|:---|
| **Sector Allocation** | &nbsp;&nbsp;**% of Total<br> Investments** |
| Health Care | &nbsp;&nbsp;&nbsp;&nbsp;22.4% |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;17.0 |
| Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;14.4 |
| Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;10.6 |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;10.4 |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;9.0 |
| Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;6.3 |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;5.2 |
| Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;1.9 |
| Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;1.4 |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;1.4 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total | &nbsp;&nbsp;100.0% |

---

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of January 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> Value at<br> 1/31/2023** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;Israel | &nbsp;&nbsp;$214833 | &nbsp;&nbsp;$98962 | &nbsp;&nbsp;$115871 | &nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 804926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 795567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp; 1463911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1459514 | &nbsp;&nbsp;&nbsp;&nbsp; 4397 |
| &nbsp;&nbsp;Other Country Categories\* | &nbsp;&nbsp;&nbsp; 6096531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6096531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Real Estate Investment Trusts\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp;&nbsp; 8744948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108321 | &nbsp;&nbsp;&nbsp;&nbsp; 8632230 | &nbsp;&nbsp;&nbsp;&nbsp; 4397 |
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total | $8749757 | &nbsp;&nbsp;$108321 | $8637039 | $4397 |

---

\* See Portfolio of Investments for country breakout.

Level 3 investments are fair valued by the Advisor's Pricing Committee and are footnoted in the Portfolio of Investments. Level 3 investments values are based on unobservable and non-quantitative inputs.

------

#### First Trust RiverFront Dynamic Emerging Markets ETF (RFEM)<br>

#### Portfolio of Investments

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (a) – 99.4%** | **COMMON STOCKS (a) – 99.4%** | **COMMON STOCKS (a) – 99.4%** |
|  | **Argentina – 1.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;27491 | Grupo Financiero Galicia S.A., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$368379 |
|  | **Brazil – 14.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;65652 | Bradespar S.A. (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412564 |
| &nbsp;&nbsp;&nbsp;&nbsp;73748 | Cia Siderurgica Nacional S.A., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271393 |
| &nbsp;&nbsp;&nbsp;&nbsp;59093 | CPFL Energia S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387411 |
| &nbsp;&nbsp;&nbsp;&nbsp;65048 | EDP - Energias do Brasil S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261022 |
| &nbsp;&nbsp;&nbsp;&nbsp;57869 | Equatorial Energia S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319424 |
| &nbsp;&nbsp;118918 | JBS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470396 |
| &nbsp;&nbsp;&nbsp;&nbsp;81739 | Marfrig Global Foods S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123986 |
| &nbsp;&nbsp;&nbsp;&nbsp;86155 | Petroleo Brasileiro S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499995 |
| &nbsp;&nbsp;&nbsp;&nbsp;97951 | Petroleo Brasileiro S.A. (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503040 |
| &nbsp;&nbsp;&nbsp;&nbsp;36730 | Petroleo Brasileiro S.A., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426068 |
| &nbsp;&nbsp;&nbsp;&nbsp;36262 | Petroleo Brasileiro S.A., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374224 |
| &nbsp;&nbsp;&nbsp;&nbsp;26870 | Suzano S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245394 |
| &nbsp;&nbsp;&nbsp;&nbsp;20968 | Vale S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390380 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685297 |
|  | **Cayman Islands – 8.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;41400 | Alibaba Group Holding Ltd. (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569195 |
| &nbsp;&nbsp;&nbsp;&nbsp;25886 | ANTA Sports Products Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392655 |
| &nbsp;&nbsp;394711 | Country Garden Holdings Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1994 | Meituan, Class B (b) (c) (d) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44577 |
| &nbsp;&nbsp;509572 | Sino Biopharmaceutical Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296514 |
| &nbsp;&nbsp;&nbsp;&nbsp;78219 | Sunac China Holdings Ltd. (b) (c) (f) (g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22844 |
| &nbsp;&nbsp;&nbsp;&nbsp;19847 | Tencent Holdings Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967123 |
| &nbsp;&nbsp;101589 | Wisdom Marine Lines Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206794 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2647810 |
|  | **Chile – 1.0%** |  |
| 3901509 | Cia Sud Americana de Vapores S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339132 |
|  | **Colombia – 0.6%** |  |
| &nbsp;&nbsp;319685 | Ecopetrol S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182745 |
|  | **Hong Kong – 1.1%** |  |
| &nbsp;&nbsp;442000 | Lenovo Group Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354515 |
|  | **India – 22.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;10396 | Asian Paints Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347169 |
| &nbsp;&nbsp;&nbsp;&nbsp;25452 | Aurobindo Pharma Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127255 |
| &nbsp;&nbsp;&nbsp;&nbsp;17334 | Axis Bank Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185261 |
| &nbsp;&nbsp;&nbsp;&nbsp;74190 | Bharat Petroleum Corp., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311389 |
| &nbsp;&nbsp;&nbsp;&nbsp;50007 | Chambal Fertilisers and Chemicals Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191914 |
| &nbsp;&nbsp;&nbsp;&nbsp;36747 | Dabur India Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6162 | Divi's Laboratories Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250376 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **India (Continued)** |  |
| &nbsp;&nbsp;28030 | HCL Technologies Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$386523 |
| &nbsp;&nbsp;&nbsp;4823 | HDFC Asset Management Co., Ltd. (b) (d) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111671 |
| &nbsp;&nbsp;15045 | Hindustan Unilever Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474675 |
| &nbsp;&nbsp;33547 | Infosys Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631868 |
| &nbsp;&nbsp;17390 | Infosys Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326932 |
| 151751 | ITC Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654900 |
| &nbsp;&nbsp;53780 | Jindal Steel & Power Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385776 |
| &nbsp;&nbsp;15948 | Jubilant Foodworks Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95352 |
| &nbsp;&nbsp;&nbsp;2161 | LTIMindtree Ltd. (b) (d) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116144 |
| &nbsp;&nbsp;&nbsp;3351 | Reliance Industries Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96668 |
| &nbsp;&nbsp;32568 | State Bank of India (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221170 |
| &nbsp;&nbsp;39490 | Sun Pharmaceutical Industries Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 |
| &nbsp;&nbsp;30195 | Sun TV Network Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171032 |
| &nbsp;&nbsp;12497 | Tata Consultancy Services Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515797 |
| 506568 | Tata Steel Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746044 |
| &nbsp;&nbsp;45440 | Vedanta Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185665 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7284490 |
|  | **Mexico – 3.0%** |  |
| 108867 | Grupo Mexico S.A.B. de C.V., Series B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484194 |
| 132133 | Wal-Mart de Mexico S.A.B. de C.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516098 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000292 |
|  | **Poland – 0.6%** |  |
| &nbsp;&nbsp;12136 | Asseco Poland S.A. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213579 |
|  | **Russia – 0.1%** |  |
| &nbsp;&nbsp;59735 | Rosneft Oil Co. PJSC (b) (f) (g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560 |
| &nbsp;&nbsp;23602 | Severstal PAO (b) (c) (f) (g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11866 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18426 |
|  | **South Africa – 4.9%** |  |
| &nbsp;&nbsp;&nbsp;3492 | Capitec Bank Holdings Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360676 |
| &nbsp;&nbsp;24336 | Exxaro Resources Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305413 |
| &nbsp;&nbsp;35287 | Impala Platinum Holdings Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409182 |
| &nbsp;&nbsp;11808 | Kumba Iron Ore Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361562 |
| &nbsp;&nbsp;27938 | Vodacom Group Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196344 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633177 |
|  | **South Korea – 15.0%** |  |
| &nbsp;&nbsp;&nbsp;3515 | Coway Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159399 |
| &nbsp;&nbsp;&nbsp;7242 | GS Holdings Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260226 |
| &nbsp;&nbsp;21780 | HMM Co., Ltd. (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387327 |
| &nbsp;&nbsp;&nbsp;6747 | Kia Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367590 |
| &nbsp;&nbsp;&nbsp;4047 | KIWOOM Securities Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324507 |
| &nbsp;&nbsp;&nbsp;6539 | Korea Investment Holdings Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333683 |
| &nbsp;&nbsp;14909 | KT Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424842 |

---

------

#### First Trust RiverFront Dynamic Emerging Markets ETF (RFEM)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (a) (Continued)** | **COMMON STOCKS (a) (Continued)** | **COMMON STOCKS (a) (Continued)** |
|  | **South Korea (Continued)** |  |
| &nbsp;&nbsp;&nbsp;2875 | Kumho Petrochemical Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$345791 |
| &nbsp;&nbsp;&nbsp;2927 | LX Semicon Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192467 |
| &nbsp;&nbsp;62570 | Mirae Asset Securities Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347350 |
| &nbsp;&nbsp;29415 | NH Investment & Securities Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220400 |
| &nbsp;&nbsp;11257 | Samsung Electronics Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560714 |
| &nbsp;&nbsp;12838 | Samsung Securities Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349472 |
| &nbsp;&nbsp;&nbsp;6494 | SIMMTECH Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161051 |
| &nbsp;&nbsp;&nbsp;7349 | SK Hynix, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531655 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966474 |
|  | **Taiwan – 23.3%** |  |
| 662270 | AUO Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372407 |
| &nbsp;&nbsp;42624 | Evergreen Marine Corp. Taiwan Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217755 |
| &nbsp;&nbsp;65297 | Faraday Technology Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373506 |
| &nbsp;&nbsp;76475 | Gigabyte Technology Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297002 |
| &nbsp;&nbsp;24775 | International Games System Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409876 |
| 222485 | Macronix International Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267408 |
| &nbsp;&nbsp;23213 | MediaTek, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560849 |
| &nbsp;&nbsp;45198 | Nan Ya Printed Circuit Board Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371147 |
| &nbsp;&nbsp;42590 | Novatek Microelectronics Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507156 |
| &nbsp;&nbsp;32999 | Realtek Semiconductor Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354373 |
| 100408 | Taiwan Semiconductor Manufacturing Co., Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771880 |
| &nbsp;&nbsp;&nbsp;2670 | Taiwan Semiconductor Manufacturing Co., Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247589 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
|  | **Taiwan (Continued)** |  |
| &nbsp;&nbsp;412194 | United Microelectronics Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$674533 |
| &nbsp;&nbsp;&nbsp;&nbsp;94201 | United Microelectronics Corp., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765854 |
| &nbsp;&nbsp;109222 | Wan Hai Lines Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278351 |
| &nbsp;&nbsp;116180 | Yang Ming Marine Transport Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244020 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7713706 |
|  | **Thailand – 0.6%** |  |
| &nbsp;&nbsp;202200 | Com7 PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192774 |
|  | **Turkey – 3.8%** |  |
| 1023223 | Dogan Sirketler Grubu Holding A.S. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481180 |
| &nbsp;&nbsp;197560 | Haci Omer Sabanci Holding A.S. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410909 |
| &nbsp;&nbsp;328205 | Turk Telekomunikasyon A.S. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359477 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251566 |
|  | **Total Common Stocks** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32852362 |
|  | (Cost $33,083,454) |  |
| **EXCHANGE-TRADED FUNDS (a) – 0.3%** | **EXCHANGE-TRADED FUNDS (a) – 0.3%** | **EXCHANGE-TRADED FUNDS (a) – 0.3%** |
|  | **United States – 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907 | iShares Core MSCI Emerging Markets ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97009 |
|  | (Cost $90,110) |  |
|  | **Total Investments – 99.7%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32949371 |
|  | (Cost $33,173,564) |  |
|  | **Net Other Assets and Liabilities – 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88922 |
|  | **Net Assets – 100.0%** | &nbsp;&nbsp;&nbsp;$33038293 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| **Settlement<br> Date** | **Counterparty** | **Amount<br> Purchased** | **Amount<br> Purchased** | **Amount<br> Sold** | **Amount<br> Sold** | **Purchase<br> Value as of<br> 1/31/2023** | **Sale<br> Value as of<br> 1/31/2023** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| 02/02/23 | SG | KRW | 1429110000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161123 | $1160180 | $1161123 | $(943) |
| 02/02/23 | SG | TWD | &nbsp;&nbsp;&nbsp;&nbsp;66906150 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227829 | &nbsp;&nbsp;&nbsp; 2228348 | &nbsp;&nbsp;&nbsp; 2227829 | &nbsp;&nbsp;&nbsp; 519 |
| 02/02/23 | SG | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123329 | KRW | 1429110000 | &nbsp;&nbsp;&nbsp; 1123329 | &nbsp;&nbsp;&nbsp; 1160180 | &nbsp;&nbsp;&nbsp; (36851) |
| 03/06/23 | SG | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157746 | KRW | 1429110000 | &nbsp;&nbsp;&nbsp; 1157746 | &nbsp;&nbsp;&nbsp; 1161456 | &nbsp;&nbsp;&nbsp; (3710) |
| 02/02/23 | SG | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175597 | TWD | &nbsp;&nbsp;&nbsp;&nbsp;66906150 | &nbsp;&nbsp;&nbsp; 2175597 | &nbsp;&nbsp;&nbsp; 2228348 | &nbsp;&nbsp;&nbsp; (52751) |
| 03/06/23 | SG | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230726 | TWD | &nbsp;&nbsp;&nbsp;&nbsp;66906150 | &nbsp;&nbsp;&nbsp; 2230726 | &nbsp;&nbsp;&nbsp; 2235207 | &nbsp;&nbsp;&nbsp; (4481) |
| Net Unrealized Appreciation / (Depreciation) | Net Unrealized Appreciation / (Depreciation) | Net Unrealized Appreciation / (Depreciation) | Net Unrealized Appreciation / (Depreciation) | Net Unrealized Appreciation / (Depreciation) | Net Unrealized Appreciation / (Depreciation) | Net Unrealized Appreciation / (Depreciation) | Net Unrealized Appreciation / (Depreciation) | &nbsp;&nbsp;$(98217) |

---

Counterparty Abbreviations <br> SG Societe Generale

------

#### First Trust RiverFront Dynamic Emerging Markets ETF (RFEM)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)
(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.

(b) 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 January 31, 2023, securities noted as such are valued at $25,082,500 or 75.9% 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.

(c) Non-income producing security.

(d) This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended (the "1933 Act").

(e) This security is exempt from registration upon resale under Rule 144A of 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. As such, it does not require the additional disclosure required of restricted securities.

(f) Pursuant to procedures adopted by the Trust's Board of Trustees, this security has been determined to be illiquid by First Trust Advisors L.P., the Fund's advisor.

(g) This security's value was determined using significant unobservable inputs (see Valuation Inputs in the Additional Information section).

ADR American Depositary Receipt <br> NVDR Non-Voting Depositary Receipt

---

| | |
|:---|:---|
| **Currency Exposure<br> Diversification** | **% of Total<br> Investments†** |
| INR | &nbsp;&nbsp;&nbsp;21.2% |
| USD | &nbsp;&nbsp;&nbsp;18.8 |
| TWD | &nbsp;&nbsp;&nbsp;14.2 |
| KRW | &nbsp;&nbsp;&nbsp;11.6 |
| BRL | &nbsp;&nbsp;&nbsp;11.0 |
| HKD | &nbsp;&nbsp;&nbsp;&nbsp;8.5 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;5.0 |
| TRY | &nbsp;&nbsp;&nbsp;&nbsp;3.8 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;3.0 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;1.0 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| RUB | &nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| &nbsp;&nbsp;&nbsp;Total | 100.0% |

---

† The weightings include the impact of currency forwards.

---

| | |
|:---|:---|
| Currency Abbreviations | Currency Abbreviations |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;Brazilian Real |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;Chilean Peso |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;Colombian Peso |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;Hong Kong Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;Indian Rupee |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;South Korean Won |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;Mexican Peso |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;Polish Zloty |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RUB | &nbsp;&nbsp;Russian Ruble |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;Thai Baht |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TRY | &nbsp;&nbsp;Turkish Lira |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TWD | &nbsp;&nbsp;New Taiwan Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;United States Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;South African Rand |

---

---

| | |
|:---|:---|
| **Sector Allocation** | &nbsp;&nbsp;**% of Total<br> Investments** |
| Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;32.0% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;14.5 |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;9.8 |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;8.2 |
| Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;7.7 |
| Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;7.6 |
| Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;7.0 |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;5.9 |
| Health Care | &nbsp;&nbsp;&nbsp;&nbsp;3.6 |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;2.9 |
| Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;0.5 |
| Other †† | &nbsp;&nbsp;&nbsp;&nbsp;0.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total | &nbsp;&nbsp;100.0% |

---

†† Exchange-traded fund with holdings representing multiple sectors.

------

#### First Trust RiverFront Dynamic Emerging Markets ETF (RFEM)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

------

#### Valuation Inputs
A summary of the inputs used to value the Fund's investments as of January 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** |
|  | **Total<br> Value at<br> 1/31/2023** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;Argentina | &nbsp;&nbsp;&nbsp;$368379 | &nbsp;&nbsp;$368379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4685297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4685297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;Cayman Islands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2647810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2624966 | &nbsp;&nbsp;&nbsp;&nbsp; 22844 |
| &nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7284490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6957558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;Russia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 18426 |
| &nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7713706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1013443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6700263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;Other Country Categories\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8758443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8758443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Exchange-Traded Funds\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp;&nbsp; 32949371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7866871 | &nbsp;&nbsp;&nbsp;&nbsp; 25041230 | &nbsp;&nbsp;&nbsp;&nbsp; 41270 |
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total | $32949890 | &nbsp;&nbsp;$7866871 | $25041749 | $41270 |
| **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** |
|  | **Total<br> Value at<br> 1/31/2023** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;$(98736) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(98736) | &nbsp;&nbsp;&nbsp;&nbsp;$— |

---

\* See Portfolio of Investments for country breakout.

Level 3 investments are fair valued by the Advisor's Pricing Committee and are footnoted in the Portfolio of Investments. Level 3 investments values are based on unobservable and non-quantitative inputs.

------

#### Additional Information

#### First Trust Exchange-Traded Fund III

#### January 31, 2023 (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:

• Level 1 – Level 1 inputs are quoted prices in active markets for identical investments.

• 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.)

• 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 RiverFront Dynamic Europe ETF

- **b. EDGAR series identifier (if any):** S000052738

- **c. LEI of Series:** 549300SDK57MHJ515Y86

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

- **a. Date of fiscal year-end:** 2023-10-31

- **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:** $9569834.21

**Total Liabilities:** $689450.72

**Net Assets:** $8880383.49

**Cash Not Reported:** $16640.07

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000165610 | 9.25%                | -1.54%               | 4.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-532727.34              | $2029305.76                                |
| Month 2  | $-23177.08               | $-134402.95                                |
| Month 3  | $-549.21                 | $402262.71                                 |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                     | Title                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LVMH Moet Hennessy Vuitton SE                            | LVMH MOET HENNESSY LOUIS /EUR/     | CUSIP: F58485115<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       424 | NS      | $370141.58    | 4.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller-Maersk                                         | AP MOLLER-MAERSK A/S-B /DKK/       | CUSIP: K0514G101<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        53 | NS      | $115290.52    | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller-Maersk                                         | AP MOLLER-MAERSK A/S-A /DKK/       | CUSIP: K0514G135<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        52 | NS      | $110809.38    | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour S.A.                                           | CARREFOUR SA /EUR/                 | CUSIP: F13923119<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      6187 | NS      | $117682.74    | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                   | SANOFI /EUR/                       | CUSIP: F5548N101<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1041 | NS      | $101939.38    | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                          | ASTRAZENECA PLC /GBP/              | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       509 | NS      | $66685.38     | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo S.A.                                              | SODEXO SA /EUR/                    | CUSIP: F84941123<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       785 | NS      | $77819.26     | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                 | IPSEN /EUR/                        | CUSIP: F5362H107<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       843 | NS      | $88544.53     | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                   | SGS SA-REG /CHF/                   | CUSIP: H7485A108<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |        31 | NS      | $75597.65     | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holdings AG                                        | ROCHE HOLDING AG-BR /CHF/          | CUSIP: H69293225<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       258 | NS      | $94438.58     | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                | ARKEMA /EUR/                       | CUSIP: F0392W125<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |       740 | NS      | $74878.94     | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                 | VINCI SA /EUR/                     | CUSIP: F5879X108<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      1372 | NS      | $155021.69    | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                | NESTLE SA-REG /CHF/                | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      2845 | NS      | $347115.77    | 3.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne & Nagel International AG                          | KUEHNE + NAGEL INTL AG-R /CHF/     | CUSIP: H4673L145<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       364 | NS      | $86798.22     | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Ancora                                               | KBC ANCORA /EUR/                   | CUSIP: B5341G109<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |       939 | NS      | $46102.79     | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                        | BUREAU VERITAS SA /EUR/            | CUSIP: F96888114<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      1579 | NS      | $45145.92     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw N.V.                                  | WAREHOUSES DE PAUW SCA /EUR/       | CUSIP: B9T59Z100<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |      1768 | NS      | $56066.64     | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                | MAPFRE SA /EUR/                    | CUSIP: E7347B107<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |     46734 | NS      | $94002.81     | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari N V                                              | FERRARI NV /EUR/                   | CUSIP: N3167Y103<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       124 | NS      | $30985.63     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland N.V.                                       | ASR NEDERLAND NV /EUR/             | CUSIP: N0709G103<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      1645 | NS      | $77860.34     | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| OC Oerlikon Corp                                         | OC OERLIKON CORP AG-REG /CHF/      | CUSIP: H59187106<br>LEI: 529900I8VLAZR2FJ0M10 | Long             | EC               | CORP              | CH        |     11013 | NS      | $75612.55     | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| The Navigator Company SA                                 | NAVIGATOR CO SA/THE /EUR/          | CUSIP: X67182109<br>LEI: 549300UNIB7M2AXUXS35 | Long             | EC               | CORP              | PT        |     21878 | NS      | $76596.66     | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                              | NOVARTIS AG-REG /CHF/              | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      3338 | NS      | $301785.52    | 3.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holdings AG                                        | ROCHE HOLDING AG-GENUSSC /CHF/     | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |       960 | NS      | $299683.58    | 3.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                              | EQUINOR ASA /NOK/                  | CUSIP: R8413J103<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      3902 | NS      | $118919.94    | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker ASA                                                 | AKER ASA/NOK/                      | CUSIP: R0114P108<br>LEI: 5967007LIEEXZXJ10071 | Long             | EC               | CORP              | NO        |      1102 | NS      | $79682.43     | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| DNO ASA                                                  | DNO ASA /NOK/                      | CUSIP: R6007G105<br>LEI: 5967007LIEEXZXH3K072 | Long             | EC               | CORP              | NO        |     63400 | NS      | $78216.98     | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Catalana Occidente S A                             | GRUPO CATALANA OCCIDENTE /EUR/     | CUSIP: E5701Q116<br>LEI: 959800H2P9S8MS95DT42 | Long             | EC               | CORP              | ES        |      2866 | NS      | $88836.09     | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RED Electrica Corporacion Sociedad Anonima               | RED ELECTRICA CORPORACIO /EUR/     | CUSIP: E42807110<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |       161 | NS      | $2849.52      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Compania De Distribucion Integral Logista Holdings S.A.U | CIA DE DISTRIBUCION INTE /EUR/     | CUSIP: E0304S106<br>LEI: 9598000ANNAL42UJ7X28 | Long             | EC               | CORP              | ES        |      4019 | NS      | $108888.57    | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Qiagen NV                                                | QIAGEN N.V.                        | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       191 | NS      | $9359.00      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                                                   | OCI NV /EUR/                       | CUSIP: N6667A111<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |       651 | NS      | $22160.33     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                  | GSK PLC /GBP/                      | CUSIP: G3910J179<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      8157 | NS      | $143278.01    | 1.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                | SHELL PLC-NEW /GBP/                | CUSIP: G80827101<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      7625 | NS      | $223853.14    | 2.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Energy Company PLC                           | DIVERSIFIED ENERGY CO PL /GBP/     | CUSIP: G2891G105<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | GB        |     53534 | NS      | $73227.64     | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                   | CHECK POINT SOFTWARE TECH          | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       778 | NS      | $98961.60     | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                         | DEUTSCHE POST AG-REG /EUR/         | CUSIP: D19225107<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      2449 | NS      | $105445.82    | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                  | E.ON SE /EUR/                      | CUSIP: D24914133<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     11181 | NS      | $121905.41    | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Autogrill S.p.A.                                         | AUTOGRILL SPA /EUR/                | CUSIP: T8347V105<br>LEI: 5299003D9N2698I3C257 | Long             | EC               | CORP              | IT        |     11780 | NS      | $85959.51     | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Subsea 7 SA                                              | SUBSEA 7 SA /NOK/                  | CUSIP: L8882U106<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |      8521 | NS      | $106189.39    | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Aktiengesellschaft                            | VOLKSWAGENWERK AG PRF /EUR/        | CUSIP: D94523103<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       513 | NS      | $71148.33     | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                   | MERCEDES-BENZ GROUP AG /EUR/       | CUSIP: D1668R123<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      2484 | NS      | $184839.47    | 2.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                            | NEMETSCHEK SE  /EUR/               | CUSIP: D56134105<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |       360 | NS      | $19247.16     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| 1&1 AG                                                   | 1&1 AG /EUR/                       | CUSIP: D23138106<br>LEI: 5299003VKVDCUPSS5X23 | Long             | EC               | CORP              | DE        |      4062 | NS      | $56699.44     | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd             | BEZEQ THE ISRAELI TELECO /ILS/     | CUSIP: M2012Q100<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |     41551 | NS      | $68858.87     | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Group Ltd.                                         | DELEK GROUP LTD /ILS/              | CUSIP: M27635107<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |       433 | NS      | $47012.53     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                       | AZIMUT HOLDING SPA /EUR/           | CUSIP: T0783G106<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |      5033 | NS      | $125652.32    | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                             | EXPERIAN PLC /GBP/                 | CUSIP: G32655105<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      2651 | NS      | $96945.76     | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                             | GLENCORE PLC /GBP/                 | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     19832 | NS      | $132812.68    | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Hugo Boss AG                                             | HUGO BOSS AG  -ORD /EUR/           | CUSIP: D34902102<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |      1525 | NS      | $103562.99    | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech SA                              | SARTORIUS STEDIM BIOTECH /EUR/     | CUSIP: F8005V210<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |       195 | NS      | $68021.53     | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Tietoevry Oyj                                            | TIETO OYJ /EUR/                    | CUSIP: Y8T39G104<br>LEI: 549300EW2KM4KROKQV31 | Long             | EC               | CORP              | FI        |      3249 | NS      | $98945.19     | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                        | WOLTERS KLUWER /EUR/               | CUSIP: N9643A197<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      1184 | NS      | $129083.22    | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                | LOGITECH INTERNATIONAL-R /CHF/     | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       887 | NS      | $51904.39     | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                            | KONINKLIJKE AHOLD DELHAI /EUR/     | CUSIP: N0139V308<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      4749 | NS      | $141743.26    | 1.60%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ Holdings                                              | VZ HOLDING AG /CHF/                | CUSIP: H9239A111<br>LEI: 529900JMJUZCFUVQ0Q82 | Long             | EC               | CORP              | CH        |      1037 | NS      | $82541.84     | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                             | BRITISH AMERICAN TOBACCO /GBP/     | CUSIP: G1510J102<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      4683 | NS      | $179517.29    | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                      | IMPERIAL BRANDS PLC /GBP/          | CUSIP: G4720C107<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      5172 | NS      | $129746.08    | 1.46%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                        | HSBC HOLDINGS PLC /GBP/            | CUSIP: G4634U169<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      4651 | NS      | $34270.18     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                       | INTERTEK GROUP PLC /GBP/           | CUSIP: G4911B108<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      1016 | NS      | $54607.00     | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                  | FRESENIUS SE & CO KGAA /EUR/       | CUSIP: D27348263<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      3624 | NS      | $105026.69    | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                   | UCB SA /EUR/                       | CUSIP: B93562120<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      1230 | NS      | $100988.63    | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO Tinto Limited                                        | RIO TINTO LTD /AUD/                | CUSIP: Q81437107<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      1592 | NS      | $142861.83    | 1.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                                    | HEINEKEN HOLDING NV /EUR/          | CUSIP: N39338194<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |      1387 | NS      | $114518.90    | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                             | UNILEVER PLC /GBP/                 | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      4563 | NS      | $232252.68    | 2.62%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                         | TOTALENERGIES SE /EUR/             | CUSIP: F92124100<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      4302 | NS      | $265953.05    | 2.99%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                             | 3I GROUP PLC /GBP/                 | CUSIP: G88473148<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      8418 | NS      | $164233.07    | 1.85%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                 | RELX PLC /GBP/                     | CUSIP: G74570121<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      5313 | NS      | $157843.58    | 1.78%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                | SEGRO PLC /GBP/                    | CUSIP: G80277141<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     10558 | NS      | $108679.87    | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| EVRAZ PLC                                                | EVRAZ PLC /GBP/                    | CUSIP: G33090104<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |     44089 | NS      | $4397.33      | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| ASML Holding N.V.                                        | ASML HOLDING NV /EUR/              | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       422 | NS      | $279215.24    | 3.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux SA                                            | BIOMERIEUX /EUR/                   | CUSIP: F1149Y232<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |       964 | NS      | $98275.87     | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                         | NOVO NORDISK A/S-B /DKK/           | CUSIP: K72807132<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2603 | NS      | $360228.85    | 4.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                | BANQUE CANTONALE VAUDOIS /CHF/     | CUSIP: H04825354<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |       802 | NS      | $76235.78     | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                     | STRAUMANN HOLDING AG-REG /CHF/     | CUSIP: H8300N127<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |       278 | NS      | $36400.49     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Euroapi SA                                               | EUROAPI SASU /EUR/                 | CUSIP: F33077102<br>LEI: 9695002FT7GGI3CKKJ14 | Long             | EC               | CORP              | FR        |        42 | NS      | $675.24       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                      | FLUGHAFEN ZURICH AG-REG /CHF/      | CUSIP: H26552135<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |       477 | NS      | $86906.50     | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Galenica AG                                              | GALENICA AG /CHF/                  | CUSIP: H85158113<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |      1007 | NS      | $78755.07     | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                            | GBP/USD FWD 20230228 000000010 USD | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $4809.17      | 0.05%             |  |  |  | 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