X0101 24F-2NT LIVE 0001424212 XXXXXXXX 333-176976 false false N-1A First Trust Exchange-Traded Fund III 120 East Liberty Drive Suite 400 Wheaton IL X1 60187 First Trust Municipal High Income ETF S000051606 First Trust Municipal High Income ETF C000162358 First Trust Horizon Managed Volatility Developed International ETF S000054959 First Trust Horizon Managed Volatility Developed International ETF C000172840 First Trust Horizon Managed Volatility Domestic ETF S000054960 First Trust Horizon Managed Volatility Domestic ETF C000172841 First Trust California Municipal High Income ETF S000057894 First Trust California Municipal High Income ETF C000187865 First Trust Ultra Short Duration Municipal ETF S000063443 First Trust Ultra Short Duration Municipal ETF C000205579 First Trust Short Duration Managed Municipal ETF S000063445 First Trust Short Duration Managed Municipal ETF C000205581 First Trust Merger Arbitrage ETF S000067481 First Trust Merger Arbitrage ETF C000216993 First Trust Horizon Managed Volatility Small/Mid ETF S000068212 First Trust Horizon Managed Volatility Small/Mid ETF C000218390 First Trust New York Municipal High Income ETF S000070485 First Trust New York Municipal High Income ETF C000223991 811-22245 333-176976 07/31/2024 442520369.00 265500970.00 0.00 265500970.00 177019399.00 0.00 0.000153100 27101.67 0.00 27101.67 /s/ Jodi L. Baltimore Jodi L. Baltimore, Assistant Treasurer 10/15/2024