# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0000940400-25-013865
**Filing Date:** 2025-12
**Character Count:** 37020
**Document Hash:** f8d87225d36b2a22b056b0efc238359e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-013865.hdr.sgml**: 20251219

**ACCESSION NUMBER**: 0000940400-25-013865

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251219

**DATE AS OF CHANGE**: 20251219

**PERIOD START**: 20251031

**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:** 251587108

**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 Emerging Markets Local Currency Bond ETF (Series ID: S000046751)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000146034 | First Trust Emerging Markets Local Currency Bond ETF | FEMB            |

## 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 Emerging Markets Local Currency Bond ETF

- **b. EDGAR series identifier (if any):** S000046751

- **c. LEI of Series:** 549300DP1S8SJV0BSG28

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $265257549.05

**Total Liabilities:** $382172.42

**Net Assets:** $264875376.63

**Cash Not Reported:** $7179702.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 18.73271000 | **1-Year:** 1011.16414000 | **5-Year:** 4954.44622000 | **10-Year:** 3481.40069000 | **30-Year:** 1004.66745000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000146034 | 3.39%                | 1.70%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-40239.43               | $4834069.29                                |
| Month 2  | $64241.55                | $2297832.39                                |
| Month 3  | $9436.88                 | $-140329.17                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| The Bank of New York Mellon               | CURRENCY CONTRACT - USD                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-15099.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - ZAR                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-868.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - USD                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $5663.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - USD                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-16721.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - USD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1741.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - USD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2156.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                   | CURRENCY CONTRACT - PEN                             | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4827.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                   | CURRENCY CONTRACT - PEN                             | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | N/A              | DFE              | CORP              | US        |            1 | NC      | $50319.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - MXN                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4712.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - MXN                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-12107.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - MXN                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-19163.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - USD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2415.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - KRW                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1561.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - KRW                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-26429.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - INR                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8099.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - INR                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-12186.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - HUF                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $24020.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - CZK                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1950.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - COP                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $61946.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                   | CURRENCY CONTRACT - COP                             | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | N/A              | DFE              | CORP              | US        |            1 | NC      | $19061.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - CNH                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1340.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - CLP                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8319.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - USD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-600.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - CLP                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $17742.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - BRL                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $240573.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  90624000000 | PA      | $6267115.53   | 2.37%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                   | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     82430000 | PA      | $4515851.71   | 1.70%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                   | Hungary Government Bond                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2133000000 | PA      | $6417776.23   | 2.42%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                      | Colombian TES                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  38183000000 | PA      | $7643501.46   | 2.89%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                            | Czech Republic Government Bond                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     81990000 | PA      | $4049922.66   | 1.53%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                   | European Bank for Reconstruction & Development      | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    186000000 | PA      | $2095405.66   | 0.79%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                         | Israel Government Bond - Fixed                      | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       500000 | PA      | $157010.72    | 0.06%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    206215000 | PA      | $11860069.73  | 4.48%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - TRY                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $272.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                   | Philippine Government International Bond            | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    331000000 | PA      | $5536699.15   | 2.09%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                  | Brazil Notas do Tesouro Nacional Serie F            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     48300000 | PA      | $8299478.87   | 3.13%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                         | International Finance Corp                          | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |     62500000 | PA      | $1158410.93   | 0.44%             | 2038-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    528500000 | PA      | $5927546.81   | 2.24%             | 2035-01-21      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                  | Thailand Government Bond                            | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    139720000 | PA      | $4847870.52   | 1.83%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  51993000000 | PA      | $3220251.95   | 1.22%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                     | India Government Bond                               | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    647000000 | PA      | $7183799.46   | 2.71%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                       | Malaysia Government Bond                            | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     55449000 | PA      | $12762571.08  | 4.82%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                   | Turkiye Government Bond                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     11800000 | PA      | $262095.90    | 0.10%             | 2026-02-11      | Fixed         | 10.60%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                   | Romania Government Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8600000 | PA      | $1677389.90   | 0.63%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - TRY                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $68641.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                            | Czech Republic Government Bond                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     23700000 | PA      | $745338.84    | 0.28%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                       | Malaysia Government Bond                            | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     21309000 | PA      | $5352011.28   | 2.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                     | Bonos de la Tesoreria de la Republica en pesos      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    325000000 | PA      | $344897.06    | 0.13%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                    | Republic of Poland Government Bond                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     21383000 | PA      | $6123481.56   | 2.31%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                              | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    162020000 | PA      | $1825943.52   | 0.69%             | 2026-10-06      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     62000000 | PA      | $704451.67    | 0.27%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                     | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    521000000 | PA      | $6042153.29   | 2.28%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                      | Colombian TES                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8150000000 | PA      | $1849305.68   | 0.70%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                     | Bonos de la Tesoreria de la Republica en pesos      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   8380000000 | PA      | $8667314.47   | 3.27%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     76580000 | PA      | $4563880.89   | 1.72%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - THB                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $41140.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                         | Israel Government Bond - Fixed                      | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      1850000 | PA      | $568253.48    | 0.21%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                   | Hungary Government Bond                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1130000000 | PA      | $3395603.55   | 1.28%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                      | Colombian TES                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  12650000000 | PA      | $2656189.78   | 1.00%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                  | Thailand Government Bond                            | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    183450000 | PA      | $6588923.47   | 2.49%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                   | Romania Government Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     30115000 | PA      | $6739754.68   | 2.54%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                  | African Development Bank                            | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    100000000 | PA      | $788567.96    | 0.30%             | 2046-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 127269000000 | PA      | $8138940.56   | 3.07%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                  | Brazil Notas do Tesouro Nacional Serie F            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     36700000 | PA      | $5996395.73   | 2.26%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                  | Brazil Notas do Tesouro Nacional Serie F            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     23500000 | PA      | $3686353.93   | 1.39%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                    | Republic of Poland Government Bond                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     15109000 | PA      | $3383764.96   | 1.28%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - PLN                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3191.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                       | Malaysia Government Bond                            | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     19540000 | PA      | $4776112.70   | 1.80%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                   | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     93440000 | PA      | $4751292.35   | 1.79%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                   | Turkiye Government Bond                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    149800000 | PA      | $3216121.97   | 1.21%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                   | Romania Government Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3735000 | PA      | $887795.57    | 0.34%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                    | Republic of Poland Government Bond                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1016000 | PA      | $297855.37    | 0.11%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 106563000000 | PA      | $7436982.43   | 2.81%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                        | Peru Government Bond                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     17704000 | PA      | $5482153.38   | 2.07%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                  | Brazil Notas do Tesouro Nacional Serie F            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     34000000 | PA      | $5167852.21   | 1.95%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                            | Czech Republic Government Bond                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     82050000 | PA      | $3600194.57   | 1.36%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     78529000 | PA      | $4058869.39   | 1.53%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CURRENCY CONTRACT - PHP                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-34397.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                   | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     63600000 | PA      | $3270092.43   | 1.23%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    101560000 | PA      | $5871243.85   | 2.22%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                     | India Government Bond                               | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    463820000 | PA      | $5374875.50   | 2.03%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                      | Colombian TES                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  34840000000 | PA      | $7185465.67   | 2.71%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 153786000000 | PA      | $10324283.94  | 3.90%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                       | Malaysia Government Bond                            | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     17030000 | PA      | $4381539.72   | 1.65%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                        | Peru Government Bond                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1400000 | PA      | $456263.66    | 0.17%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon               | CURRENCY CONTRACT - ZAR                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4409.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-19

**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