# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0000940400-26-024916
**Filing Date:** 2026-6
**Character Count:** 37414
**Document Hash:** a203435c94a0b6624970f3f93452e2fb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-024916.hdr.sgml**: 20260622

**ACCESSION NUMBER**: 0000940400-26-024916

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260622

**DATE AS OF CHANGE**: 20260622

**PERIOD START**: 20261031

**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:** 261107162

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $354050492.92

**Total Liabilities:** $1125777.87

**Net Assets:** $352924715.05

**Cash Not Reported:** $9645922.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 55.50050000 | **1-Year:** 1317.36533000 | **5-Year:** 7696.81920000 | **10-Year:** 4838.15848000 | **30-Year:** 1195.62393000

**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 | 1.91%                | -6.12%               | 2.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1428838.84             | $5557252.27                                |
| Month 2  | $-3145.51                | $-23929782.32                              |
| Month 3  | $1169822.69              | $5483614.68                                |

**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 - CZK    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3333.22     | -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      | $140769.35    | 0.04%             |  |  |  | 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      | $-18630.26    | -0.01%            |  |  |  | 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      | $-7872.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                        | CURRENCY CONTRACT - RON    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-23267.87    | -0.01%            |  |  |  | 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      | $-60762.46    | -0.02%            |  |  |  | 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      | $-114194.16   | -0.03%            |  |  |  | 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      | $-2089.67     | -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      | $-17040.38    | -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      | $-68380.40    | -0.02%            |  |  |  | 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      | $24352.50     | 0.01%             |  |  |  | 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      | $-16637.06    | -0.00%            |  |  |  | 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      | $-27866.98    | -0.01%            |  |  |  | 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      | $-3258.90     | -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      | $-10362.12    | -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      | $108429.51    | 0.03%             |  |  |  | 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      | $10389.92     | 0.00%             |  |  |  | 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      | $131194.82    | 0.04%             |  |  |  | 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      | $-6411.84     | -0.00%            |  |  |  | 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      | $-47101.81    | -0.01%            |  |  |  | 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      | $-232295.30   | -0.07%            |  |  |  | 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      | $-47845.59    | -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      | $-16288.13    | -0.00%            |  |  |  | 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      | $-14579.47    | -0.00%            |  |  |  | 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      | $-6294.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                       | INDOGB 8.375 03/15/34 FR68 | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 228156000000 | PA      | $14287819.91  | 4.05%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                         | HGB 7 10/24/35 35/A        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2669800000 | PA      | $9242732.93   | 2.62%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO    | COLTES 7.25 10/18/34 B     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  12938000000 | PA      | $2465683.84   | 0.70%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                              | CZGB 5 09/30/30 150        | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    103280000 | PA      | $5099066.58   | 1.44%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                   | EBRD 6.3 10/26/27 GMTN     | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    186000000 | PA      | $1921623.81   | 0.54%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF - MINISTRY OF FINANCE                             | ILGOV 6.25 10/30/26 1026   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       500000 | PA      | $171687.83    | 0.05%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                   | PHILIP 6.25 01/14/36       | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    331000000 | PA      | $5132640.26   | 1.45%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                      | SAGB 8.25 03/31/32 2032    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    195215000 | PA      | $11586927.00  | 3.28%             | 2032-03-31      | Fixed         | 8.25%                 | 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      | $-6493.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL    | BNTNF 10 01/01/29 NTNF     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     53300000 | PA      | $9945605.51   | 2.82%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORP                                         | IFC 0 02/22/38 GMTN        | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     62500000 | PA      | $1209112.26   | 0.34%             | 2038-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                   | TURKGB 31.08 11/08/28 5Y   | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     93000000 | PA      | $1874430.96   | 0.53%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                      | SAGB 10.5 12/21/26 R187    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     25526667 | PA      | $1561258.15   | 0.44%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK) | IBRD 6.71 01/21/35 EMTN    | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1032500000 | PA      | $10253067.26  | 2.91%             | 2035-01-21      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                       | INDOGB 8.375 09/15/26 FR56 | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  51993000000 | PA      | $3027668.63   | 0.86%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                         | THAIGB 3.35 06/17/33       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    234450000 | PA      | $7858424.02   | 2.23%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INDIA, GOVERNMENT OF                                               | IGB 6.1 07/12/31           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    802000000 | PA      | $8190091.98   | 2.32%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                            | MGS 2.632 04/15/31 0220    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     72654000 | PA      | $17705801.02  | 5.02%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                         | ROMGB 4.75 10/11/34 15Y    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8600000 | PA      | $1644366.45   | 0.47%             | 2034-10-11      | Fixed         | 4.75%                 | 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      | $415.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                              | CZGB 1.5 04/24/40 125      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     56910000 | PA      | $1778756.81   | 0.50%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                            | MGS 4.498 04/15/30 0310    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     21309000 | PA      | $5601775.86   | 1.59%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                               | POLGB 6 10/25/33 1033      | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     46327000 | PA      | $13144575.90  | 3.72%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                             | ASIA 6.2 10/06/26 GMTN     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |    162020000 | PA      | $1693644.98   | 0.48%             | 2026-10-06      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK) | IBRD 6.75 07/13/29 EMTN    | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     62000000 | PA      | $637318.62    | 0.18%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                    | IADB 7.35 10/06/30 GMTN    | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    797000000 | PA      | $8339425.76   | 2.36%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO    | COLTES 7.75 09/18/30 B     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  12650000000 | PA      | $2777861.38   | 0.79%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                           | BTPCL 4.7 09/01/30         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  10445000000 | PA      | $11317750.33  | 3.21%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF - MINISTRY OF FINANCE                             | ILGOV 3.75 02/28/29 0229   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      1850000 | PA      | $627228.68    | 0.18%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                         | HGB 6.75 10/22/28 28/A     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    710540000 | PA      | $2333685.34   | 0.66%             | 2028-10-22      | Fixed         | 6.75%                 | 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      | $487.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO    | COLTES 9.25 05/28/42 B     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  12650000000 | PA      | $2598996.18   | 0.74%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                         | THAIGB 3.39 06/17/37       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    221950000 | PA      | $7483904.66   | 2.12%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                       | INDOGB 7 09/15/30 FR82     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 201489000000 | PA      | $11719071.89  | 3.32%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                           | AFDB 0 04/05/46 EMTN       | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | CI        |    100000000 | PA      | $1077020.68   | 0.31%             | 2046-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                         | ROMGB 6.7 02/25/32 10Y     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     30115000 | PA      | $6641830.66   | 1.88%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL    | BNTNF 10 01/01/31 NTNF     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     36700000 | PA      | $6509480.87   | 1.84%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                               | POLGB 1.75 04/25/32 0432   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     10539000 | PA      | $2378361.12   | 0.67%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL    | BNTNF 10 01/01/33 NTNF     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     56500000 | PA      | $9621483.20   | 2.73%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                            | MGS 3.885 08/15/29 0219    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     16040000 | PA      | $4122311.54   | 1.17%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO   | MBONO 7.5 05/26/33 M       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    186610000 | PA      | $9831086.65   | 2.79%             | 2033-05-26      | Fixed         | 7.50%                 | 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      | $5035.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                   | TURKGB 26.2 10/05/33 10Y   | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    187150000 | PA      | $3437337.11   | 0.97%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                         | ROMGB 8.75 10/30/28 6Y     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     17245000 | PA      | $4088470.94   | 1.16%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                               | POLGB 7.5 07/25/28 0728    | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1016000 | PA      | $297037.00    | 0.08%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                       | INDOGB 8.25 05/15/36 FR72  | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 185623000000 | PA      | $11779178.76  | 3.34%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO           | PERUGB 6.9 08/12/37        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     25689000 | PA      | $7425381.14   | 2.10%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                              | CZGB 3.5 05/30/35 145      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     82050000 | PA      | $3577856.26   | 1.01%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL    | BNTNF 10 01/01/35 NTNF     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     69000000 | PA      | $11404974.46  | 3.23%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                      | SAGB 8.75 01/31/44 2044    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    131280000 | PA      | $7436841.26   | 2.11%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                    | IADB 7 08/08/33 EMTN       | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    170000000 | PA      | $1722357.40   | 0.49%             | 2033-08-08      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO   | MBONO 8.5 11/18/38 M       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    143540000 | PA      | $7613216.65   | 2.16%             | 2038-11-18      | Fixed         | 8.50%                 | 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      | $-22663.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                      | SAGB 8.875 02/28/35 2035   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    173499000 | PA      | $10479776.33  | 2.97%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                            | MGS 4.762 04/07/37 0317    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3186000 | PA      | $876633.86    | 0.25%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                      | SAGB 10.5 12/21/27 R188    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     25526666 | PA      | $1596327.28   | 0.45%             | 2027-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| INDIA, GOVERNMENT OF                                               | IGB 7.18 07/24/37          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   1082760000 | PA      | $11436350.37  | 3.24%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO    | COLTES 7 06/30/32 B        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  45440000000 | PA      | $9013981.74   | 2.55%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                       | INDOGB 9 03/15/29 FR71     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 174586000000 | PA      | $10717280.42  | 3.04%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                            | MGS 4.642 11/07/33 0318    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     26196000 | PA      | $7076959.72   | 2.01%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO           | PERUGB 6.95 08/12/31       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1400000 | PA      | $432237.05    | 0.12%             | 2031-08-12      | Fixed         | 6.95%                 | 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      | $-81224.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-22

**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