# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0000940400-26-011288
**Filing Date:** 2026-3
**Character Count:** 44059
**Document Hash:** 489b0996b3eca06021cfe98ac094fb49
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011288.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011288

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22245
- **FILM NUMBER:** 26791808

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE
- **STREET 2:** SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE
- **STREET 2:** SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** First Trust Exchange-Traded Fund III
- **DATE OF NAME CHANGE:** 20160419

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** First Trust Exchange Traded Fund III
- **DATE OF NAME CHANGE:** 20080116

## Series and Classes Contracts Data

### First Trust New York Municipal High Income ETF (Series ID: S000070485)

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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** First Trust Exchange-Traded Fund III

- **b. Investment Company Act file number:** 811-22245

- **c. CIK number of Registrant:** 0001424212

- **d. LEI of Registrant:** 5493003Z20QMESC6XS29

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 120 East Liberty Drive, Suite 400

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

**Item A.2. Information about the Series.**

- **a. Name of Series:** First Trust New York Municipal High Income ETF

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

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

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

- **a. Date of fiscal year-end:** 2026-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $29784372.18

**Total Liabilities:** $280016.60

**Net Assets:** $29504355.58

**Delayed Delivery Securities:** $267760.00

**Cash Not Reported:** $568073.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 21.15682000 | **1-Year:** 321.23147000 | **5-Year:** 4414.65045000 | **10-Year:** 17320.44024000 | **30-Year:** 260.87114000

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

- **3-Month:** 1.32641000 | **1-Year:** 64.84861000 | **5-Year:** 207.44551000 | **10-Year:** 113.01509000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000223991 | 0.27%                | 0.15%                | 0.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1210.99                 | $2513.61                                   |
| Month 2  | $-10065.85               | $-40663.08                                 |
| Month 3  | $-11968.99               | $154593.21                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -2 | NC      | $-781.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BROOKHAVEN NY LOCAL DEV CORP R              | Brookhaven Local Development Corp                                               | CUSIP: 113168BG2<br>LEI: 549300384JET720NAQ98 | Long             | DBT              | MUN               | US        |    560000 | PA      | $567919.97    | 1.92%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE              | Port Authority of New York & New Jersey                                         | CUSIP: 73358XNT5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    305000 | PA      | $332504.60    | 1.13%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO INDL TOURIST EDUCT              | Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth | CUSIP: 74528LAB7<br>LEI: 549300YJRISCG6HQ4512 | Long             | DBT              | MUN               | US        |    250000 | PA      | $285542.25    | 0.97%             | 2042-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BATAVIA NY                                  | City of Batavia NY                                                              | CUSIP: 070419MY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $301113.30    | 1.02%             | 2026-04-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &               | New York State Energy Research & Development Authority                          | CUSIP: 649845HY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $261482.95    | 0.89%             | 2034-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUTCHESS CNTY NY LOCAL DEV COR              | Dutchess County Local Development Corp                                          | CUSIP: 267045TH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $286188.69    | 0.97%             | 2043-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE              | Port Authority of New York & New Jersey                                         | CUSIP: 73358XNX6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    300000 | PA      | $315164.22    | 1.07%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WATERLOO NY CENTRL SCH DIST                 | Waterloo Central School District                                                | CUSIP: 941774MT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $256840.44    | 0.87%             | 2026-07-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UTILITY DEBT SECURITIZATION AU              | Utility Debt Securitization Authority                                           | CUSIP: 91802RGY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $356097.58    | 1.21%             | 2041-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTGE AGY HOMEOWNER              | State of New York Mortgage Agency Homeowner Mortgage Revenue                    | CUSIP: 64988YF36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $298470.21    | 1.01%             | 2045-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONONDAGA CNTY NY                            | County of Onondaga NY                                                           | CUSIP: 68277DAT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $73684.98     | 0.25%             | 2036-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN               | New York City Municipal Water Finance Authority                                 | CUSIP: 64972GUD4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    265000 | PA      | $267336.72    | 0.91%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ENERGY FIN DEV CORP                | New York Energy Finance Development Corp                                        | CUSIP: 64947PAA4<br>LEI: 254900PRGXZMJ912RI65 | Long             | DBT              | MUN               | US        |    500000 | PA      | $533365.70    | 1.81%             | 2056-07-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BATTERY PARK CITY NY AUTH                   | Battery Park City Authority                                                     | CUSIP: 07133AJK9<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |    275000 | PA      | $298419.47    | 1.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OYSTER BAY NY                               | Town of Oyster Bay NY                                                           | CUSIP: 692160TG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $218356.50    | 0.74%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GUAM GOVT WTRWKS AUTH WTR & WS              | Guam Government Waterworks Authority                                            | CUSIP: 40065FFB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $279415.00    | 0.95%             | 2039-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                 | City of New York NY                                                             | CUSIP: 64966SJS6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    275000 | PA      | $304560.99    | 1.03%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEMPSTEAD TOWN NY LOCAL DEV CO              | Hempstead Town Local Development Corp                                           | CUSIP: 424682LS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $343297.92    | 1.16%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES              | New York State Dormitory Authority                                              | CUSIP: 65000BJD1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    500000 | PA      | $503093.05    | 1.71%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BREWSTER NY CENTRL SCH DIST                 | Brewster Central School District                                                | CUSIP: 107745JD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $300074.43    | 1.02%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO              | New York State Dormitory Authority                                              | CUSIP: 64990KJB0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $268016.38    | 0.91%             | 2047-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YONKERS NY                                  | City of Yonkers NY                                                              | CUSIP: 986082W68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $272583.80    | 0.92%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                                          | CUSIP: 64972KKC8<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    300000 | PA      | $316562.07    | 1.07%             | 2040-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONROE CNTY NY INDL DEV AGY MF              | Monroe County Industrial Development Corp                                       | CUSIP: 61075NAC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $309387.90    | 1.05%             | 2028-07-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971WH52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $223620.33    | 0.76%             | 2039-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO              | New York State Dormitory Authority                                              | CUSIP: 64990FYF5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    290000 | PA      | $270802.03    | 0.92%             | 2038-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST               | New Jersey Transportation Trust Fund Authority                                  | CUSIP: 64613CHP6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    300000 | PA      | $320184.18    | 1.09%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP              | New York Transportation Development Corp                                        | CUSIP: 650116FE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $474159.96    | 1.61%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                                          | CUSIP: 64972KCC7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    250000 | PA      | $257412.08    | 0.87%             | 2035-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                          | Commonwealth of Puerto Rico                                                     | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    400000 | PA      | $404542.84    | 1.37%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRUST FOR CUL              | Trust for Cultural Resources of The City of New York/The                        | CUSIP: 649717WC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $261236.70    | 0.89%             | 2054-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MONROE CNTY NY INDL DEV CORP R              | Monroe County Industrial Development Corp/NY                                    | CUSIP: 61075TWT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $257991.48    | 0.87%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUFFALO NY SWR AUTH                         | Buffalo Sewer Authority                                                         | CUSIP: 119730HP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $397557.20    | 1.35%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS INFRASTRUCTURE CO              | Hudson Yards Infrastructure Corp                                                | CUSIP: 44420RBE9<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253654.85    | 0.86%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKLAND CNTY NY SOL WST MGMT               | Rockland County Solid Waste Management Authority                                | CUSIP: 77356FAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $283010.03    | 0.96%             | 2049-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN               | New York City Municipal Water Finance Authority                                 | CUSIP: 64972GR97<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    250000 | PA      | $271502.55    | 0.92%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP              | New York Transportation Development Corp                                        | CUSIP: 650116JE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $280865.53    | 0.95%             | 2042-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP              | New York Transportation Development Corp                                        | CUSIP: 650116CX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $365499.76    | 1.24%             | 2030-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS INFRASTRUCTURE CO              | Hudson Yards Infrastructure Corp                                                | CUSIP: 44420RBA7<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    250000 | PA      | $255176.53    | 0.86%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES              | New York State Dormitory Authority                                              | CUSIP: 65000B7V4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $267901.05    | 0.91%             | 2043-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUILD NYC RESOURCE CORP NY REV              | Build NYC Resource Corp                                                         | CUSIP: 12008EXF8<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    550000 | PA      | $546067.72    | 1.85%             | 2045-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY                     | New York State Housing Finance Agency                                           | CUSIP: 64987BKX5<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |    255000 | PA      | $244112.62    | 0.83%             | 2036-11-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENESEE CNTY NY FUNDING CORP                | Genesee County Funding Corp/The                                                 | CUSIP: 371669BC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $257439.48    | 0.87%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NASSAU CNTY NY INDL DEV AGY                 | Nassau County Industrial Development Agency                                     | CUSIP: 631657KW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500000.00    | 1.69%             | 2034-01-01      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES              | New York State Dormitory Authority                                              | CUSIP: 65000BT65<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    300000 | PA      | $309144.96    | 1.05%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LONG ISLAND NY PWR AUTH ELEC S              | Long Island Power Authority                                                     | CUSIP: 542691HM5<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    350000 | PA      | $364842.91    | 1.24%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH NY BRIDGE & TUNNEL               | Triborough Bridge & Tunnel Authority                                            | CUSIP: 89602RHP3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    250000 | PA      | $268606.43    | 0.91%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTH BABYLON NY UNION FREE SC              | North Babylon Union Free School District                                        | CUSIP: 657430MB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $298922.85    | 1.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES              | New York State Dormitory Authority                                              | CUSIP: 64985SBX0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $266550.13    | 0.90%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YONKERS NY                                  | City of Yonkers NY                                                              | CUSIP: 9860825F8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $268474.25    | 0.91%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTCHESTER CNTY NY LOCAL DEV               | Westchester County Local Development Corp                                       | CUSIP: 95737TFN1<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |    250000 | PA      | $269850.65    | 0.91%             | 2049-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA ST HLTH & EDUCTNL              | South Dakota Health & Educational Facilities Authority                          | CUSIP: 83755VY73<br>LEI: 549300ZW6LKR8UI2C378 | Long             | DBT              | MUN               | US        |    500000 | PA      | $496424.70    | 1.68%             | 2050-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN               | New York City Municipal Water Finance Authority                                 | CUSIP: 64972GC28<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    305000 | PA      | $318894.00    | 1.08%             | 2047-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH NY BRIDGE & TUNNEL               | Triborough Bridge & Tunnel Authority                                            | CUSIP: 89602RHT5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    250000 | PA      | $265300.03    | 0.90%             | 2057-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE               | Metropolitan Transportation Authority                                           | CUSIP: 59261A3P0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    250000 | PA      | $265450.20    | 0.90%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE               | Metropolitan Transportation Authority                                           | CUSIP: 59261A2G1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    300000 | PA      | $321060.30    | 1.09%             | 2047-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUTCHESS CNTY NY LOCAL DEV COR              | Dutchess County Local Development Corp                                          | CUSIP: 26704AAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    249530 | PA      | $272813.92    | 0.92%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY INDL DEV AGY               | New York City Industrial Development Agency                                     | CUSIP: 64971PLF0<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    250000 | PA      | $237243.80    | 0.80%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUILD NYC RESOURCE CORP NY REV              | Build NYC Resource Corp                                                         | CUSIP: 12008EVV5<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    300000 | PA      | $286382.70    | 0.97%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR              | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $398084.56    | 1.35%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                 | City of New York NY                                                             | CUSIP: 64966QQE3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    250000 | PA      | $251009.23    | 0.85%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONROE CNTY NY INDL DEV CORP R              | Monroe County Industrial Development Corp/NY                                    | CUSIP: 61075TXQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $264578.15    | 0.90%             | 2044-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARMEL NY                                   | Town of Carmel NY                                                               | CUSIP: 143357E31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $275079.75    | 0.93%             | 2045-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN SAMOA AS ECON DEV AUT              | American Samoa Economic Development Authority                                   | CUSIP: 02936TAV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $267506.25    | 0.91%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BATTERY PARK CITY NY AUTH                   | Battery Park City Authority                                                     | CUSIP: 07133AJM5<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |    500000 | PA      | $520443.35    | 1.76%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH NY BRIDGE & TUNNEL               | Triborough Bridge & Tunnel Authority                                            | CUSIP: 89602HCF2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    285000 | PA      | $295343.42    | 1.00%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971XF86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254155.90    | 0.86%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERIE CNTY NY                                | County of Erie NY                                                               | CUSIP: 295084YL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $493792.02    | 1.67%             | 2042-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUFFOLK REGL OFF-TRACK BETTING              | Suffolk Regional Off-Track Betting Corp                                         | CUSIP: 86480TAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $510026.55    | 1.73%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                                          | CUSIP: 64972KPG4<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250839.05    | 0.85%             | 2041-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES              | New York State Dormitory Authority                                              | CUSIP: 64985SNP4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    500000 | PA      | $505463.15    | 1.71%             | 2050-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES              | New York State Dormitory Authority                                              | CUSIP: 64990BR62<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $251448.33    | 0.85%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENVRNMNTL FACS COR              | New York State Environmental Facilities Corp                                    | CUSIP: 649852AT7<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    250000 | PA      | $262656.05    | 0.89%             | 2050-09-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY AFFORD              | New York State Housing Finance Agency                                           | CUSIP: 64987JY62<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |    250000 | PA      | $255605.30    | 0.87%             | 2042-05-01      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST THRUWAY AUTH GEN R              | New York State Thruway Authority                                                | CUSIP: 650010DT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $320373.24    | 1.09%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENVRNMNTL FACS COR              | New York State Environmental Facilities Corp                                    | CUSIP: 64986DQF5<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    300000 | PA      | $330901.38    | 1.12%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHINGLE CREEK AT BRONSON CDD F              | Shingle Creek at Bronson Community Development District                         | CUSIP: 82459NAC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $97316.40     | 0.33%             | 2041-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES              | New York State Dormitory Authority                                              | CUSIP: 65000BNB0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    355000 | PA      | $387924.48    | 1.31%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LONG ISLAND NY PWR AUTH ELEC S              | Long Island Power Authority                                                     | CUSIP: 542691JX9<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    250000 | PA      | $260573.43    | 0.88%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAKE EMMA CMNTY DEV DIST FL SP              | Lake Emma Community Development District                                        | CUSIP: 50964TAC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $230240.40    | 0.78%             | 2041-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYRACUSE REGL ARPT AUTH NY SEN              | Syracuse Regional Airport Authority                                             | CUSIP: 871740AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $251001.50    | 0.85%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP SAL              | Empire State Development Corp                                                   | CUSIP: 64985TFY2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    280000 | PA      | $299001.70    | 1.01%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIDGE AT APOPKA CDD FL SPL ASS              | Ridge at Apopka Community Development District                                  | CUSIP: 76571AAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $354908.47    | 1.20%             | 2042-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHAUTAUQUA CNTY NY CAPITAL RES              | Chautauqua County Capital Resource Corp                                         | CUSIP: 16254PAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $307036.65    | 1.04%             | 2042-04-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILD NYC RESOURCE CORP NY REV              | Build NYC Resource Corp                                                         | CUSIP: 12008ETW6<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    300000 | PA      | $307610.22    | 1.04%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST THRUWAY AUTH GEN R              | New York State Thruway Authority                                                | CUSIP: 650010CJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $283080.57    | 0.96%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES              | New York State Dormitory Authority                                              | CUSIP: 64985SMZ3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $282845.23    | 0.96%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALBANY NY CAPITAL RESOURCE COR              | Albany Capital Resource Corp                                                    | CUSIP: 012432ET3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $523954.10    | 1.78%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP              | New York Transportation Development Corp                                        | CUSIP: 650116CV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $260061.85    | 0.88%             | 2031-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUTCHESS CNTY NY LOCAL DEV COR              | Dutchess County Local Development Corp                                          | CUSIP: 267045QX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252892.23    | 0.86%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UTILITY DEBT SECURITIZATION AU              | Utility Debt Securitization Authority                                           | CUSIP: 91802RJN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $107933.54    | 0.37%             | 2046-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP              | New York Transportation Development Corp                                        | CUSIP: 650116BP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250267.63    | 0.85%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LONG BEACH NY                               | City of Long Beach NY                                                           | CUSIP: 542519EL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $334519.02    | 1.13%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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