# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0001145549-23-017790
**Filing Date:** 2023-3
**Character Count:** 62482
**Document Hash:** 267285ccbcd78e289437bfc8857957f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017790.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017790

**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:** 23755621

**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 Developed International ETF (Series ID: S000054959)

| Class ID   | Class Name                                                         | Ticker Symbol   |
|:---|:---|:---|
| C000172840 | First Trust Horizon Managed Volatility Developed International ETF | HDMV            |

## 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 Developed International ETF

- **b. EDGAR series identifier (if any):** S000054959

- **c. LEI of Series:** 549300DWE4QDWTZJV984

**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:** $40256527.98

**Total Liabilities:** $29828.13

**Net Assets:** $40226699.85

**Cash Not Reported:** $4857.63

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000172840 | 10.54%               | 0.96%                | 4.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1375625.69             | $5068151.30                                |
| Month 2  | $0.00                    | $340161.95                                 |
| Month 3  | $230068.74               | $1659063.11                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Assicurazioni Generali S.p.A.                    | ASSICURAZIONI GENERALI /EUR/         | CUSIP: T05040109<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      5852 | NS      | $114238.69    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co                                     | AJINOMOTO CO INC /JPY/               | CUSIP: J00882126<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      2600 | NS      | $85718.35     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Ana Holdings Inc                                 | ANA HOLDINGS INC /JPY/               | CUSIP: J0156Q112<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      6300 | NS      | $139436.37    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                | ASAHI KASEI CORP /JPY/               | CUSIP: J0242P110<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     16700 | NS      | $126546.49    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobayashi Pharmaceutical Co Ltd                  | KOBAYASHI PHARMACEUTICAL /JPY/       | CUSIP: J3430E103<br>LEI: 529900WBSL04KD6TKP95 | Long             | EC               | CORP              | JP        |      1200 | NS      | $86150.53     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                       | CANON INC /JPY/                      | CUSIP: J05124144<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      4500 | NS      | $99865.58     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| TERNA - Rete Elettrica Nazionale S.p.A.          | TERNA-RETE ELETTRICA NAZ /EUR/       | CUSIP: T9471R100<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     21938 | NS      | $173570.41    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA             | INFRASTRUTTURE WIRELESS  /EUR/       | CUSIP: T6032P102<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |     17491 | NS      | $191680.09    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group PLC                               | INTERTEK GROUP PLC /GBP/             | CUSIP: G4911B108<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      1662 | NS      | $89327.60     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                          | E.ON SE /EUR/                        | CUSIP: D24914133<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     13012 | NS      | $141868.64    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                      | SWISSCOM AG-REG /CHF/                | CUSIP: H8398N104<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      1003 | NS      | $592628.53    | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                           | UCB SA /EUR/                         | CUSIP: B93562120<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      1868 | NS      | $153371.35    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica, S.A.                                 | TELEFONICA SA /EUR/                  | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |     55118 | NS      | $209394.36    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Company AB                                 | TELIA CO AB /SEK/                    | CUSIP: W95890104<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     45349 | NS      | $117120.27    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group Limited                   | ZURICH INSURANCE GROUP AG /CHF/      | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       771 | NS      | $381281.80    | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd     | BEZEQ THE ISRAELI TELECO /ILS/       | CUSIP: M2012Q100<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |     82949 | NS      | $137464.19    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust Ltd.      | CAPITALAND INTEGRATED CO /SGD/       | CUSIP: Y1100L160<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |    100700 | NS      | $164758.78    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                          | SINGAPORE AIRLINES LTD /SGD/         | CUSIP: Y7992P128<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    178500 | NS      | $807153.14    | 2.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                        | UNITED OVERSEAS BK LTD ORD /SGD/     | CUSIP: Y9T10P105<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     23600 | NS      | $536443.09    | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd.                                   | UOL GROUP LTD /SGD/                  | CUSIP: V95768103<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |     80400 | NS      | $428979.84    | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd.                                | VENTURE CORP LTD /SGD/               | CUSIP: Y9361F111<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |     34900 | NS      | $492835.52    | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holdings AG                                | ROCHE HOLDING AG-BR /CHF/            | CUSIP: H69293225<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       674 | NS      | $246711.65    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                               | BALOISE HOLDING AG /CHF/             | CUSIP: H04530202<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |      1939 | NS      | $318913.03    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                        | ENAGAS SA /EUR/                      | CUSIP: E41759106<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |      8908 | NS      | $159731.97    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades De Construccion Y Servicios S.A. | ACS ACTIVIDADES CONS Y S /EUR/       | CUSIP: E7813W163<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      6044 | NS      | $178864.44    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                 | SINGAPORE TELECOMMUNICAT /SGD/       | CUSIP: Y79985209<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    181700 | NS      | $347985.23    | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                        | BUNZL PLC /GBP/                      | CUSIP: G16968110<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      5115 | NS      | $187777.92    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                              | SWISS PRIME SITE-REG /CHF/           | CUSIP: H8403W107<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      3075 | NS      | $274008.05    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Ltd          | OVERSEA-CHINESE BANKING  /SGD/       | CUSIP: Y64248209<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     80800 | NS      | $798332.78    | 1.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                     | UNILEVER PLC /GBP/                   | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      6394 | NS      | $325448.96    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Corp Ltd                                  | KEPPEL CORP LTD /SGD/                | CUSIP: Y4722Z120<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |     85500 | NS      | $493647.77    | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                      | RECKITT BENCKISER GROUP  /GBP/       | CUSIP: G74079107<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      2954 | NS      | $210504.81    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola, S.A.                                  | IBERDROLA SA /EUR/                   | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     17403 | NS      | $204168.02    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                         | RELX PLC /GBP/                       | CUSIP: G74570121<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      6255 | NS      | $185829.40    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Reinsurance Company Limited                | SWISS RE LTD /CHF/                   | CUSIP: H8431B109<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      1832 | NS      | $191830.54    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB (publ)                                  | TELE2 AB-B SHS /SEK/                 | CUSIP: W95878166<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     13408 | NS      | $115798.56    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| RED Electrica Corporacion Sociedad Anonima       | RED ELECTRICA CORPORACIO /EUR/       | CUSIP: E42807110<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      9956 | NS      | $176210.28    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                        | BANQUE CANTONALE VAUDOIS /CHF/       | CUSIP: H04825354<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |      3069 | NS      | $291730.21    | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd.                             | ENDEAVOUR GROUP LTD/AUST /AUD/       | CUSIP: Q3482R103<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |     29806 | NS      | $139955.91    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                           | DBS GROUP HOLDINGS LTD /SGD/         | CUSIP: Y20246107<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     19500 | NS      | $533837.30    | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Odakyu Electric Railway Co Ltd                   | ODAKYU ELECTRIC RAILWAY  /JPY/       | CUSIP: J59568139<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $110437.94    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp                                    | OBAYASHI CORP /JPY/                  | CUSIP: J59826107<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     29400 | NS      | $228047.73    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Oji Holdings Corp.                               | OJI HOLDINGS CORPORIATON /JPY/       | CUSIP: J6031N109<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |     21900 | NS      | $90507.26     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                     | SECOM CO LTD /JPY/                   | CUSIP: J69972107<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |      2800 | NS      | $166812.28    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                          | SEKISUI CHEMICAL CO LTD /JPY/        | CUSIP: J70703137<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      8000 | NS      | $112066.29    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                | SEKISUI HOUSE LTD /JPY/              | CUSIP: J70746136<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      9600 | NS      | $181432.89    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp                                     | SHIMIZU CORP /JPY/                   | CUSIP: J72445117<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     34900 | NS      | $195638.83    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co Ltd.                                    | HULIC CO LTD /JPY/                   | CUSIP: J23594112<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15700 | NS      | $129050.74    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Scsk Corp                                        | SCSK CORPORATION /JPY/               | CUSIP: J70081104<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |      6400 | NS      | $104239.54    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co Ltd                         | SUMITOMO CHEMICAL CO LTD /JPY/       | CUSIP: J77153120<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |     27800 | NS      | $106713.96    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp                                      | TAISEI CORP /JPY/                    | CUSIP: J79561130<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      4000 | NS      | $138087.94    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                    | TAKEDA PHARMACEUTICAL CO /JPY/       | CUSIP: J8129E108<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      6900 | NS      | $216918.03    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp                                       | TOKYU CORP /JPY/                     | CUSIP: J88720149<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |     15400 | NS      | $198034.65    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Toppan Inc                                       | TOPPAN INC /JPY/                     | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      5700 | NS      | $91839.40     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co                            | WEST JAPAN RAILWAY CO /JPY/          | CUSIP: J95094108<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |      3200 | NS      | $134011.22    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                | COMPASS GROUP PLC /GBP/              | CUSIP: G23296208<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     14573 | NS      | $348120.14    | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB (publ)                  | SVENSKA HANDELSBANKEN-A  /SEK/       | CUSIP: W9112U104<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     12984 | NS      | $135397.45    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                  | NINTENDO CO LTD /JPY/                | CUSIP: J51699106<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      1800 | NS      | $78044.05     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co Ltd                           | YAMATO HOLDINGS CO LTD /JPY/         | CUSIP: J96612114<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $85735.05     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                      | NOVARTIS AG-REG /CHF/                | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      6467 | NS      | $584675.53    | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                 | SMITHS GROUP PLC /GBP/               | CUSIP: G82401111<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      7374 | NS      | $157412.93    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiji Holdings Co Ltd.                           | MEIJI HOLDINGS CO LTD /JPY/          | CUSIP: J41729104<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |      4200 | NS      | $216605.32    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Eneos Holdings Inc                               | ENEOS HOLDINGS INC /JPY/             | CUSIP: J29699105<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     26800 | NS      | $95949.27     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                | NATIONAL GRID PLC /GBP/              | CUSIP: G6S9A7120<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     14423 | NS      | $183358.26    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                               | VODAFONE GROUP PLC /GBP/             | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    107304 | NS      | $123808.91    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                        | TESCO PLC /GBP/                      | CUSIP: G8T67X102<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     49800 | NS      | $151361.22    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                          | GSK PLC /GBP/                        | CUSIP: G3910J179<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      9491 | NS      | $166709.78    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC               | COCA-COLA EUROPACIFIC PARTNE         | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      3024 | NS      | $170009.28    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Ruck SE                                 | HANNOVER RUECKVERSICHERU SE /EUR/    | CUSIP: D3015J135<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       930 | NS      | $188853.74    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                 | PERNOD RICARD SA /EUR/               | CUSIP: F72027109<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       548 | NS      | $113452.47    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                       | VIVENDI SE /EUR/                     | CUSIP: F97982106<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     15678 | NS      | $168378.21    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                           | SAP SE /EUR/                         | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1209 | NS      | $143314.88    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                             | HENKEL AG & CO KGAA /EUR/            | CUSIP: D3207M102<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      6491 | NS      | $433717.34    | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                    | BEIERSDORF AG /EUR/                  | CUSIP: D08792109<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      1858 | NS      | $225891.31    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange S.A.                                      | ORANGE SA /EUR/                      | CUSIP: F4113C103<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     60365 | NS      | $638828.07    | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Munich Reinsurance AG                            | MUENCHENER RUECKVER AG-R /EUR/       | CUSIP: D55535104<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       554 | NS      | $200108.98    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour S.A.                                   | CARREFOUR SA /EUR/                   | CUSIP: F13923119<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      9507 | NS      | $180832.34    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                           | SANOFI /EUR/                         | CUSIP: F5548N101<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1586 | NS      | $155308.21    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                         | MITSUBISHI ELECTRIC CORP /JPY/       | CUSIP: J43873116<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      9600 | NS      | $105799.24    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Tobu Railway Co Ltd                              | TOBU RAILWAY CO LTD /JPY/            | CUSIP: J84162148<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $201782.82    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo S.A.                                      | SODEXO SA /EUR/                      | CUSIP: F84941123<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      1921 | NS      | $190434.13    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                       | EIFFAGE /EUR/                        | CUSIP: F2924U106<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      1651 | NS      | $176344.23    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                         | VINCI SA /EUR/                       | CUSIP: F5879X108<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      1515 | NS      | $171179.21    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide S.A.(L')                             | AIR LIQUIDE SA /EUR/                 | CUSIP: F01764103<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       964 | NS      | $153493.98    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                | BUREAU VERITAS SA /EUR/              | CUSIP: F96888114<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      5897 | NS      | $168603.86    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| La Francaise Des Jeux                            | LA FRANCAISE DES JEUX SA /EUR/       | CUSIP: F55896108<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      3895 | NS      | $166659.23    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                  | COLES GROUP LTD /AUD/                | CUSIP: Q26203408<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     33306 | NS      | $418910.79    | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                              | DEUTSCHE TELEKOM AG-REG /EUR/        | CUSIP: D2035M136<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     13789 | NS      | $307202.29    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd                                 | CLP HOLDINGS LTD /HKD/               | CUSIP: Y1660Q104<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |     41438 | NS      | $307881.53    | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co                      | DAITO TRUST CONSTRUCT CO /JPY/       | CUSIP: J11151107<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |       800 | NS      | $79054.89     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd.                     | DAIWA HOUSE INDUSTRY CO  /JPY/       | CUSIP: J11508124<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $184915.71    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                       | DAIWA SECURITIES GROUP I /JPY/       | CUSIP: J11718111<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     29400 | NS      | $138741.50    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc.                       | MITSUBISHI UFJ LEASE & FINANCE /JPY/ | CUSIP: J4706D100<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |     40500 | NS      | $206718.05    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co                            | EAST JAPAN RAILWAY CO /JPY/          | CUSIP: J1257M109<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |      3500 | NS      | $195153.86    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                 | SBI HOLDINGS INC /JPY/               | CUSIP: J6991H100<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      5000 | NS      | $105996.54    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                      | HANKYU HOLDINGS INC /JPY/            | CUSIP: J18439109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $208057.10    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                | JAPAN TOBACCO INC /JPY/              | CUSIP: J27869106<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      8000 | NS      | $163135.37    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                               | DEUTSCHE BOERSE AG /EUR/             | CUSIP: D1882G119<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1008 | NS      | $180373.84    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                       | SYMRISE AG /EUR/                     | CUSIP: D827A1108<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      1146 | NS      | $121830.84    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SA                                       | EDENRED /EUR/                        | CUSIP: F3192L109<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      4018 | NS      | $218858.32    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                           | CK ASSET HOLDINGS LTD /HKD/          | CUSIP: G2177B101<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |     42675 | NS      | $272843.06    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc.                 | NOMURA REAL ESTATE HOLDI /JPY/       | CUSIP: J5893B104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $90365.84     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd.                          | JAPAN POST BANK CO LTD /JPY/         | CUSIP: J2800C101<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     12300 | NS      | $109284.04    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                      | TELENOR ASA /NOK/                    | CUSIP: R21882106<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     15221 | NS      | $159342.80    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                | WOLTERS KLUWER /EUR/                 | CUSIP: N9643A197<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      1562 | NS      | $170293.90    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                             | KONINKLIJKE KPN NV /EUR/             | CUSIP: N4297B146<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    162308 | NS      | $554905.95    | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.          | SINGAPORE TECH ENGINEERI /SGD/       | CUSIP: Y7996W103<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |    273200 | NS      | $768113.51    | 1.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd.                          | SINGAPORE EXCHANGE LTD /SGD/         | CUSIP: Y79946102<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |    109500 | NS      | $771265.56    | 1.92%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                         | CAPITALAND ASCENDAS REIT /SGD/       | CUSIP: Y0205X103<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |    139200 | NS      | $306327.84    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshin Seifun Group Inc.                        | NISSHIN SEIFUN GROUP INC /JPY/       | CUSIP: J57633109<br>LEI: 529900N4QFZS1P6PYX29 | Long             | EC               | CORP              | JP        |     13200 | NS      | $165336.50    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph and Telephone Corp.             | NIPPON TELEGRAPH & TELEP /JPY/       | CUSIP: J59396101<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      9900 | NS      | $296856.69    | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co Ltd.                    | NISSIN FOOD HOLDINGS CO LTD /JPY/    | CUSIP: J58063124<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |      1900 | NS      | $148537.59    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                            | NOMURA HOLDINGS INC  /JPY/           | CUSIP: J58646100<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     60000 | NS      | $239449.92    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                            | SPARK NEW ZEALAND LTD /NZD/          | CUSIP: Q89499109<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |     94612 | NS      | $319006.86    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                       | TOSOH CORP /JPY/                     | CUSIP: J90096116<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |      7600 | NS      | $99434.01     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co Ltd                             | YAKULT HONSHA CO LTD /JPY/           | CUSIP: J95468120<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |      1900 | NS      | $135637.05    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Ltd                            | CITY DEVELOPMENTS LTD /SGD/          | CUSIP: V23130111<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |     37300 | NS      | $236736.66    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc.                             | ASTELLAS PHARMA INC /JPY/            | CUSIP: J03393105<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      7000 | NS      | $103040.93    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holdings AG                                | ROCHE HOLDING AG-GENUSSC /CHF/       | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |       790 | NS      | $246614.61    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                               | NGK INSULATORS LTD /JPY/             | CUSIP: J49076110<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |      6000 | NS      | $83047.74     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                            | WOOLWORTHS GROUP LTD /AUD/           | CUSIP: Q98418108<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     13528 | NS      | $345741.49    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                        | NESTLE SA-REG /CHF/                  | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      3768 | NS      | $459730.13    | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken N.V.                                    | HEINEKEN NV /EUR/                    | CUSIP: N39427211<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      2114 | NS      | $211270.79    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                    | BRAMBLES LTD /AUD/                   | CUSIP: Q6634U106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     28859 | NS      | $245404.24    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Limited                    | TREASURY WINE ESTATES LT /AUD/       | CUSIP: Q9194S107<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |     20506 | NS      | $211227.91    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                            | HEINEKEN HOLDING NV /EUR/            | CUSIP: N39338194<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |      1865 | NS      | $153985.40    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                        | WILMAR INTERNATIONAL LTD /SGD/       | CUSIP: Y9586L109<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     69000 | NS      | $214522.62    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                             | AURIZON HOLDINGS LTD /AUD/           | CUSIP: Q0695Q104<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |     67959 | NS      | $177628.63    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity Aktiebolag                                | ESSITY AKTIEBOLAG-B /SEK/            | CUSIP: W3R06F100<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      4496 | NS      | $117454.18    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                        | ORKLA ASA /NOK/                      | CUSIP: R67787102<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     26828 | NS      | $200290.27    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                        | GJENSIDIGE FORSIKRING AS /NOK/       | CUSIP: R2763X101<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      8429 | NS      | $151498.27    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                    | KONINKLIJKE AHOLD DELHAI /EUR/       | CUSIP: N0139V308<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      6946 | NS      | $207317.04    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                    | SOFTBANK CORP /JPY/                  | CUSIP: J75963116<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |     41900 | NS      | $479424.08    | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd.                      | JAPAN POST HOLDINGS CO L /JPY/       | CUSIP: J2800D109<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     30100 | NS      | $264261.82    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Qiagen NV                                        | QIAGEN N.V. /EUR/                    | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      4083 | NS      | $199181.47    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co.,Ltd.                         | OTSUKA HOLDINGS CO LTD /JPY/         | CUSIP: J63117105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $131529.77    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                         | CENTRAL JAPAN RAILWAY CO /JPY/       | CUSIP: J05523105<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      1700 | NS      | $207357.09    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc.                     | CHUBU ELECTRIC POWER CO  /JPY/       | CUSIP: J06510101<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      8300 | NS      | $89399.92     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                        | KDDI CORP /JPY/                      | CUSIP: J31843105<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      7900 | NS      | $246823.29    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                       | DAI NIPPON PRINTING CO L /JPY/       | CUSIP: J10584142<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |      4500 | NS      | $106243.40    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd.                                    | MTR CORP /HKD/                       | CUSIP: Y6146T101<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |    147580 | NS      | $789776.06    | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Mcdonald's Holding                               | MCDONALD'S HOLDINGS CO J /JPY/       | CUSIP: J4261C109<br>LEI: 529900FY9FV0AYNRC729 | Long             | EC               | CORP              | JP        |     19900 | NS      | $786196.84    | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                               | HANG SENG BANK LTD /HKD/             | CUSIP: Y30327103<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |     15596 | NS      | $259723.62    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                       | POWER ASSETS HOLDINGS LIMITED  /HKD/ | CUSIP: Y33549117<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |    119959 | NS      | $678748.16    | 1.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong & China Gas Co Ltd.                     | HONG KONG & CHINA GAS /HKD/          | CUSIP: Y33370100<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |    286145 | NS      | $287295.36    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co Ltd.                                     | AEON CO LTD /JPY/                    | CUSIP: J00288100<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |      4400 | NS      | $90207.41     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                        | KAO CORP /JPY/                       | CUSIP: J30642169<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      2000 | NS      | $80843.68     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Keio Corp.                                       | KEIO CORP /JPY/                      | CUSIP: J32190126<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $113783.95    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co Ltd                   | KINTETSU GROUP HOLDINGS  /JPY/       | CUSIP: J3S955116<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $97694.96     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                            | KIRIN HOLDINGS CO LTD /JPY/          | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     11300 | NS      | $174129.92    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                     | KYOCERA CORP /JPY/                   | CUSIP: J37479110<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $150485.08    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong (Holdings) Ltd.                    | BOC HONG KONG HOLDINGS L /HKD/       | CUSIP: Y0920U103<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     74500 | NS      | $260369.15    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc              | SUMITOMO MITSUI FINANCIA /JPY/       | CUSIP: J7771X109<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      1900 | NS      | $82576.08     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                      | MIZUHO FINANCIAL GROUP I /JPY/       | CUSIP: J4599L102<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     10900 | NS      | $170263.05    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                         | MITSUBISHI ESTATE CO LTD /JPY/       | CUSIP: J43916113<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     10100 | NS      | $129816.53    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                      | SUN HUNG KAI PROPERTIES /HKD/        | CUSIP: Y82594121<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     25039 | NS      | $355093.91    | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert SA                      | GROUPE BRUXELLES LAMBERT /EUR/       | CUSIP: B4746J115<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      1725 | NS      | $147565.45    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Limited                    | CK HUTCHISON HOLDINGS LT /HKD/       | CUSIP: G21765105<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     45975 | NS      | $292582.69    | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd.                  | CK INFRASTRUCTURE HOLDIN /HKD/       | CUSIP: G2178K100<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |     41606 | NS      | $231477.33    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.           | CHECK POINT SOFTWARE TECH            | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      1632 | NS      | $207590.40    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                      | BOUYGUES SA /EUR/                    | CUSIP: F11487125<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      6544 | NS      | $215585.17    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                    | CARLSBERG AS-B /DKK/                 | CUSIP: K36628137<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      1234 | NS      | $175180.72    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                  | KERRY GROUP PLC-A /EUR/              | CUSIP: G52416107<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      1302 | NS      | $121997.49    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                       | ALLIANZ SE REGISTERED /EUR/          | CUSIP: D03080112<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       714 | NS      | $170727.29    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                            | WESTPAC BANKING CORP /AUD/           | CUSIP: Q97417101<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     13379 | NS      | $225113.53    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Limited                            | TELSTRA GROUP LTD /AUD/              | CUSIP: Q8975N105<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    107973 | NS      | $312061.97    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                          | CSL LTD /AUD/                        | CUSIP: Q3018U109<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      1087 | NS      | $229520.67    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                   | COMMONWEALTH BANK OF AUS /AUD/       | CUSIP: Q26915100<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      2300 | NS      | $179542.87    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                   | INSURANCE AUSTRALIA GROU /AUD/       | CUSIP: Q49361100<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |     54739 | NS      | $190096.26    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                            | MITSUI FUDOSAN CO LTD /JPY/          | CUSIP: J4509L101<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      4400 | NS      | $82472.10     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                     | NATIONAL AUSTRALIA BANK  /AUD/       | CUSIP: Q65336119<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     10613 | NS      | $239473.21    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Soul Pattinson(Washington H.)&Co Ltd.            | WASHINGTON H. SOUL PATTI /AUD/       | CUSIP: Q85717108<br>LEI: 549300G2Q3P6ZVNC1465 | Long             | EC               | CORP              | AU        |      9745 | NS      | $198475.73    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                      | SNAM SPA /EUR/                       | CUSIP: T8578L107<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     32253 | NS      | $164281.64    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                       | GETLINK SE /EUR/                     | CUSIP: F4R053105<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     11022 | NS      | $186423.55    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg AS                                          | TRYG A/S /DKK/                       | CUSIP: K9640A110<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      9951 | NS      | $228356.57    | 0.57%             |  |  |  | No            |                  2 | 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