# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0001145549-23-017789
**Filing Date:** 2023-3
**Character Count:** 28138
**Document Hash:** 88d1b4a728fca16f4fec01ca3e6b64b9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017789.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017789

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20230731

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22245
- **FILM NUMBER:** 23755620

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

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

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

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

## Series and Classes Contracts Data

### First Trust Horizon Managed Volatility Domestic ETF (Series ID: S000054960)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000172841 | First Trust Horizon Managed Volatility Domestic ETF | HUSV            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

- **a. Name of Series:** First Trust Horizon Managed Volatility Domestic ETF

- **b. EDGAR series identifier (if any):** S000054960

- **c. LEI of Series:** 549300NWFIBRO46QFA81

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $100284259.14

**Total Liabilities:** $60638.90

**Net Assets:** $100223620.24

**Cash Not Reported:** $166061.21

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000172841 | 5.07%                | -2.29%               | -0.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1551173.39             | $6443141.88                                |
| Month 2  | $208538.43               | $-2865244.22                               |
| Month 3  | $699928.18               | $-1431814.15                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Raytheon Technologies Corporation           | RAYTHEON TECHNOLOGIES CORP   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      9712 | NS      | $969743.20    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                      | ROPER TECHNOLOGIES INC       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      5112 | NS      | $2181546.00   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                     | JM SMUCKER CO/THE            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      9189 | NS      | $1404079.20   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                        | SNAP-ON INC                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      3987 | NS      | $991686.51    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                | SOUTHERN CO/THE              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     21235 | NS      | $1437184.80   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                      | TJX COMPANIES INC            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     11376 | NS      | $931239.36    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                             | T-MOBILE US INC              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      5515 | NS      | $823444.65    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                   | TRAVELERS COS INC/THE        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      6395 | NS      | $1222212.40   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                     | UNITEDHEALTH GROUP INC       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2632 | NS      | $1313868.08   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                 | VERIZON COMMUNICATIONS INC   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     32070 | NS      | $1333149.90   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                         | VICI PROPERTIES INC          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     33755 | NS      | $1153745.90   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                       | WEC ENERGY GROUP INC         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      8378 | NS      | $787448.22    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                      | WASTE MANAGEMENT INC         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     12885 | NS      | $1993696.05   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company | WILLIS TOWERS WATSON PLC     | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      4190 | NS      | $1065056.10   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                          | ALTRIA GROUP INC             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     19637 | NS      | $884450.48    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                     | BERKSHIRE HATHAWAY INC-CL B  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4963 | NS      | $1546073.76   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                | BRISTOL-MYERS SQUIBB CO      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     28737 | NS      | $2087743.05   | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                              | CME GROUP INC                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      7521 | NS      | $1328659.86   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                      | CENTERPOINT ENERGY INC       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     34598 | NS      | $1042091.76   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                       | COCA-COLA CO/THE             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     30355 | NS      | $1861368.60   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                          | CONAGRA BRANDS INC           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     12029 | NS      | $447358.51    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                   | CONSOLIDATED EDISON INC      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     15295 | NS      | $1457766.45   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                          | DTE ENERGY COMPANY           | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      8034 | NS      | $934916.58    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                            | DUKE ENERGY CORP             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     14063 | NS      | $1440754.35   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                  | EVERGY INC                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     13289 | NS      | $832555.85    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                           | FIRSTENERGY CORP             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     35527 | NS      | $1454830.65   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                | GENERAL DYNAMICS CORP        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      5147 | NS      | $1199559.82   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                         | GENERAL MILLS INC            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     11773 | NS      | $922532.28    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                            | GENUINE PARTS CO             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      8001 | NS      | $1342727.82   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                              | GLOBE LIFE INC               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     11036 | NS      | $1333700.60   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                | JACK HENRY & ASSOCIATES INC  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     12776 | NS      | $2300829.84   | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co (The)                            | HERSHEY CO/THE               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      7728 | NS      | $1735708.80   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                | HONEYWELL INTERNATIONAL INC  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4818 | NS      | $1004456.64   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                           | HORMEL FOODS CORP            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     29664 | NS      | $1344075.84   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation | INTL BUSINESS MACHINES CORP  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     17607 | NS      | $2372191.11   | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                          | AFLAC INC                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     20794 | NS      | $1528359.00   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                 | ABBVIE INC                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      7769 | NS      | $1147869.75   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                          | AMEREN CORPORATION           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     14069 | NS      | $1222174.03   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                | AMETEK INC                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      7316 | NS      | $1060234.72   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                  | AMGEN INC                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      6841 | NS      | $1726668.40   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.             | AUTOMATIC DATA PROCESSING    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     10534 | NS      | $2378682.54   | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                              | AUTOZONE INC                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       370 | NS      | $902374.50    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company               | BECTON DICKINSON AND CO      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      4409 | NS      | $1112037.98   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                       | CAMDEN PROPERTY TRUST        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      8284 | NS      | $1020671.64   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                       | CAMPBELL SOUP CO             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     12813 | NS      | $665379.09    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                         | CISCO SYSTEMS INC            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     52912 | NS      | $2575227.04   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                             | KELLOGG CO                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     12092 | NS      | $829269.36    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                   | AMCOR PLC                    | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     69702 | NS      | $840606.12    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                               | CHUBB LTD                    | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      5501 | NS      | $1251422.49   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                      | CMS ENERGY CORP              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     13969 | NS      | $882701.11    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                           | JOHNSON & JOHNSON            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     14310 | NS      | $2338540.20   | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                        | KEURIG DR PEPPER INC         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     34198 | NS      | $1206505.44   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                  | KIMBERLY-CLARK CORP          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     11022 | NS      | $1432970.22   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                         | KINDER MORGAN INC            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     44322 | NS      | $811092.60    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                     | KRAFT HEINZ CO/THE           | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10102 | NS      | $409434.06    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                         | LEIDOS HOLDINGS INC          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     11577 | NS      | $1144270.68   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                 | LOCKHEED MARTIN CORP         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2307 | NS      | $1068740.82   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                           | LOEWS CORP                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     24127 | NS      | $1483327.96   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                      | MCDONALDS CORP               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      8344 | NS      | $2231185.60   | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                        | MCKESSON CORP                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3474 | NS      | $1315534.32   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                            | MERCK & CO. INC.             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     20878 | NS      | $2242505.98   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                | METLIFE INC                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     16693 | NS      | $1218922.86   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                | MONDELEZ INTERNATIONAL INC-A | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     23867 | NS      | $1561856.48   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                    | O'REILLY AUTOMOTIVE INC      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1468 | NS      | $1163169.80   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                             | PPL CORP                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     38258 | NS      | $1132436.80   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                  | PACCAR INC                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      9834 | NS      | $1074954.54   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                 | PAYCHEX INC                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     18784 | NS      | $2176314.24   | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                 | PEPSICO INC                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     10893 | NS      | $1862920.86   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.            | PHILIP MORRIS INTERNATIONAL  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      3496 | NS      | $364423.04    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                | PROCTER & GAMBLE CO/THE      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      7623 | NS      | $1085362.74   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                 | PROGRESSIVE CORP             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      8120 | NS      | $1107162.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated              | QUEST DIAGNOSTICS INC        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      8301 | NS      | $1232532.48   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                         | REALTY INCOME CORP           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     22338 | NS      | $1515186.54   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                     | REPUBLIC SERVICES INC        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     14335 | NS      | $1789294.70   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM Brands Inc                              | YUM! BRANDS INC              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     10685 | NS      | $1394499.35   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**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