# EDGAR Filing Document

**Accession Number:** 0000927384
**File Stem:** 0001752724-23-035015
**Filing Date:** 2023-2
**Character Count:** 59875
**Document Hash:** 71219cd1148938ca376970dbb71b2399
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035015.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035015

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VARIABLE INSURANCE PRODUCTS FUND III
- **CENTRAL INDEX KEY:** 0000927384
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07205
- **FILM NUMBER:** 23657057

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VARIABLE INSURANCE PRODUCTS III
- **DATE OF NAME CHANGE:** 19970106

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY ADVISOR ANNUITY FUND
- **DATE OF NAME CHANGE:** 19940722

## Series and Classes Contracts Data

### Dynamic Capital Appreciation Portfolio (Series ID: S000007731)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000021030 | Initial Class   |  |
| C000021031 | Investor class  |  |
| C000021032 | Service Class   |  |
| C000021033 | Service Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Variable Insurance Products Fund III

- **b. Investment Company Act file number:** 811-07205

- **c. CIK number of Registrant:** 0000927384

- **d. LEI of Registrant:** C88PZA3GJP7OWPNW6V03

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** VIP Dynamic Capital Appreciation Portfolio

- **b. EDGAR series identifier (if any):** S000007731

- **c. LEI of Series:** 22G2AD8QRPQRHGVA1859

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $181132210.86

**Total Liabilities:** $1443430.70

**Net Assets:** $179688780.16

**Cash Not Reported:** $10330.69

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021032 | 5.56%                | 6.04%                | -5.40%               |
| Class ID C000021033 | 5.56%                | 6.00%                | -5.41%               |
| Class ID C000021030 | 5.62%                | 6.02%                | -5.38%               |
| Class ID C000021031 | 5.56%                | 6.04%                | -5.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-641758.97              | $10152462.99                               |
| Month 2  | $-1484757.49             | $12300841.05                               |
| Month 3  | $1024743.04              | $-11438041.11                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOSTON BEER COMPANY INC                      | BOSTON BEER COMPANY CL A                             | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      2200 | NS      | $724944.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                   | CHARTER COMMUNICATIONS INC A                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      4310 | NS      | $1461521.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                 | THERMO FISHER SCIENTIFIC INC                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5000 | NS      | $2753450.00   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                                 | PENUMBRA INC                                         | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      2600 | NS      | $578396.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                 | SYNOPSYS INC                                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      4300 | NS      | $1372947.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                               | CLOUDFLARE INC                                       | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      6200 | NS      | $280302.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD               | CANADIAN NATL RESOURCES LTD                          | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     28300 | NS      | $1571499.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS INC                         | SIMULATIONS PLUS INC                                 | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $91425.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP             | WESTINGHOUSE AIR BRAKE TECH CORP                     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     12500 | NS      | $1247625.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNLOGIC INC                                 | SYNLOGIC INC                                         | CUSIP: 87166L100<br>LEI: 5493007C6UCNXL4HOI66 | Long             | EC               | CORP              | US        |     34200 | NS      | $25992.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                       | OPTION CARE HEALTH INC                               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     20200 | NS      | $607818.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                              | ASML HLDG NV (NY REG SHS) NEW YORK REGISTERED SHARES | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1505 | NS      | $822332.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINES INC               | OLD DOMINION FREIGHT LINES INC                       | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      2100 | NS      | $595938.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                    | APPLE INC                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     26260 | NS      | $3411961.80   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                           | ANALOG DEVICES INC                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8800 | NS      | $1443464.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAMAS PHARMACEUTICALS INC                   | ADAMAS PHARMACEUTICALS INC (CVR) RT                  | CUSIP: N/A<br>LEI: 529900JBG6S9MXH83I79       | Long             | EC               | CORP              | US        |     47000 | NS      | $4230.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DOMA HOLDINGS INC                            | DOMA HOLDINGS INC PIPE                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     22979 | NS      | $10407.19     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| REVANCE THERAPEUTICS INC                     | REVANCE THERAPEUTICS INC                             | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     12100 | NS      | $223366.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                     | CONSTELLATION BRANDS INC CL A                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      5500 | NS      | $1274625.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                               | AMAZON.COM INC                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     35960 | NS      | $3020640.00   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLARAMA INC                                | DOLLARAMA INC                                        | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |     10100 | NS      | $590708.27    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                               | MICROSOFT CORP                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     58142 | NS      | $13943614.44  | 7.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | ALPHABET INC CL C                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     30860 | NS      | $2738207.80   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                          | AXON ENTERPRISE INC                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      2000 | NS      | $331860.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOCORE HOLDINGS PLC                      | IMMUNOCORE HOLDINGS LTD ADR                          | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |      4600 | NS      | $262522.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ACLARIS THERAPEUTICS INC                     | ACLARIS THERAPEUTICS INC                             | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      7300 | NS      | $114975.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                    | ADOBE INC                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      8018 | NS      | $2698297.54   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH and PAYNE INC                      | HELMERICH and PAYNE INC                              | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      4800 | NS      | $237936.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                                | CONFLUENT INC                                        | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     10400 | NS      | $231296.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                               | CHAMPIONX CORP                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     18500 | NS      | $536315.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                | REGENERON PHARMACEUTICALS INC                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      3179 | NS      | $2293616.71   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                           | META PLATFORMS INC CL A                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     19154 | NS      | $2304992.36   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                   | INTUIT INC                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3700 | NS      | $1440114.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                | CME GROUP INC CL A                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     19636 | NS      | $3301989.76   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| CODEXIS INC                                  | CODEXIS INC                                          | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12700 | NS      | $59182.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                   | PACCAR INC                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      5400 | NS      | $534438.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                                  | BRUKER CORP                                          | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     14600 | NS      | $997910.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CERTARA INC                                  | CERTARA INC                                          | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17900 | NS      | $287653.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                            | BLOOM ENERGY CORP CL A                               | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      3900 | NS      | $74568.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| EPIC GAMES INC                               | EPIC GAMES INC PP                                    | CUSIP: N/A<br>LEI: 549300I2RHITL4UP9K78       | Long             | EC               | CORP              | US        |       156 | NS      | $127221.12    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FERGUSON PLC                                 | FERGUSON PLC                                         | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |     15877 | NS      | $2003905.71   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC                                   | KFORCE INC                                           | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      2000 | NS      | $109660.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                        | NXP SEMICONDUCTORS NV                                | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       100 | NS      | $15803.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                    | FLUTTER ENTERTAINMENT PLC                            | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |      8174 | NS      | $1115672.98   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVID CORP                                 | ION ACQUISITION CORP 2 LTD PIPE                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11766 | NS      | $20119.86     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| HEALTHEQUITY INC                             | HEALTHEQUITY INC                                     | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     30600 | NS      | $1886184.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                           | INGERSOLL RAND INC                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     63422 | NS      | $3313799.50   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                  | ORACLE CORP                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     37200 | NS      | $3040728.00   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HASHICORP INC                                | HASHICORP INC                                        | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |      7800 | NS      | $213252.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| MONOLITHIC POWER SYSTEMS INC                 | MONOLITHIC POWER SYS INC                             | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       400 | NS      | $141444.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | CHARLES RIVER LABS INTL INC                          | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1100 | NS      | $239690.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBILEYE GLOBAL INC                          | MOBILEYE GLOBAL INC                                  | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $59602.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGEN INC                                   | SEAGEN INC                                           | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $1002378.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAPP INC                                    | ASAPP INC SER C PC PP                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     17672 | NS      | $74222.40     | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HUBBELL INC                                  | HUBBELL INC                                          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2600 | NS      | $610168.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                            | TJX COMPANIES INC NEW                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     50958 | NS      | $4056256.80   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AIXTRON AG                                   | AIXTRON SE                                           | CUSIP: N/A<br>LEI: 5299004UJ4D51M25LD67       | Long             | EC               | CORP              | DE        |     20200 | NS      | $583174.74    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCS INC                         | MANHATTAN ASSOCIATES INC                             | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      6100 | NS      | $740540.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                      | ENERGIZER HLDGS INC                                  | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     15100 | NS      | $506605.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                   | MARSH and MCLENNAN COS INC                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     15000 | NS      | $2482200.00   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                          | GUARDANT HEALTH INC                                  | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     12000 | NS      | $326400.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE PARTNERS LP             | BROOKFIELD RENEWABLE PARTNERS                        | CUSIP: N/A<br>LEI: VA8DFMRI2GY8Y7V79H93       | Long             | EC               | CORP              | BM        |      4000 | NS      | $101360.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NANOSTRING TECHNOLOGIES INC                  | NANOSTRING TECHNOLOGIES INC                          | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |       500 | NS      | $3985.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINATED HOLDINGS INC                     | ILLUMINATED HOLDINGS INC SER C-3 PC PP               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      4298 | NS      | $203596.26    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SNOWFLAKE INC                                | SNOWFLAKE INC CL A                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       800 | NS      | $114832.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                     | ALLEGRO MICROSYSTEMS INC                             | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6400 | NS      | $192128.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS HLDGS INC                 | SPIRIT AEROSYSTEM HLD INC CL A                       | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31600 | NS      | $935360.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB AS                                    | GENMAB AS                                            | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       500 | NS      | $211397.39    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR INC                                      | KBR INC                                              | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     55785 | NS      | $2945448.00   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                         | CHART INDUSTRIES INC                                 | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      1900 | NS      | $218937.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                               | FIVE BELOW INC                                       | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      8100 | NS      | $1432647.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| PRELUDE THERAPEUTICS INC                     | PRELUDE THERAPEUTICS INC                             | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $4832.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                            | M and T BANK CORP                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      9500 | NS      | $1378070.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                         | KEURIG DR PEPPER INC                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     28400 | NS      | $1012744.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                     | ASGN INC                                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      4400 | NS      | $358512.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINATED HOLDINGS INC                     | ILLUMINATED HOLDINGS INC SER C-5 PC PP               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2617 | NS      | $123967.29    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE          | LVMH MOET HENNESSY LOUIS VUITTON SE                  | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      1800 | NS      | $1309847.90   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                         | PARKER HANNIFIN CORP                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3300 | NS      | $960300.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                 | ARTHUR J GALLAGHAR AND CO                            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     15957 | NS      | $3008532.78   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINATED HOLDINGS INC                     | ILLUMINATED HOLDINGS INC SER C-4 PC PP               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1252 | NS      | $59307.24     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ASTRAZENECA PLC                              | ASTRAZENECA PLC SPONS ADR                            | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     20300 | NS      | $1376340.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                       | BOSTON SCIENTIFIC CORP                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     28600 | NS      | $1323322.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAPAGOS NV                                 | GALAPAGOS GENOMICS NV SPON AR                        | CUSIP: 36315X101<br>LEI: 549300QKJ78IY0IOV655 | Long             | EC               | CORP              | BE        |     12400 | NS      | $550312.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                 | COCA COLA CO                                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     55100 | NS      | $3504911.00   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| EVELO BIOSCIENCES INC                        | EVELO BIOSCIENCES INC                                | CUSIP: 299734103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12700 | NS      | $20447.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DENBURY INC                                  | DENBURY INC                                          | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      6000 | NS      | $522120.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                          | GENERAL ELECTRIC CO                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     18000 | NS      | $1508220.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                           | ENPHASE ENERGY INC                                   | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      4778 | NS      | $1265978.88   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BUMBLE INC                                   | BUMBLE INC CL A                                      | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16700 | NS      | $351535.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LYNAS RARE EARTHS LTD                        | LYNAS RARE EARTHS LTD                                | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | AU        |     72431 | NS      | $381821.15    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                   | CF INDUSTRIES HOLDINGS INC                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      8245 | NS      | $702474.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HOOKIPA PHARMA INC                           | HOOKIPA PHARMA INC                                   | CUSIP: 43906K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32100 | NS      | $26001.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BK NEW YORK NY                     | SIGNATURE BANK                                       | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      1900 | NS      | $218918.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                                  | MONGODB INC CL A                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      3100 | NS      | $610204.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                 | QUALCOMM INC                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      7539 | NS      | $828837.66    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN WILLIAMS CO                          | SHERWIN WILLIAMS CO                                  | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      9760 | NS      | $2316340.80   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                             | CYTOKINETICS INC                                     | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      5500 | NS      | $252010.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARL CORP                                | ALBEMARLE CORP                                       | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      3500 | NS      | $759010.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WEWORK INC                                   | WEWORK INC CL A                                      | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103400 | NS      | $147862.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| MONSTER BEVERAGE CORP NEW                    | MONSTER BEVERAGE CORP                                | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     21174 | NS      | $2149796.22   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                 | Fidelity Cash Central Fund                           | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   2763585 | NS      | $2764137.89   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GRP CORP                        | WARNER MUSIC GRP CORP CL A                           | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99475 | NS      | $3483614.50   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGEND BIOTECH CORP                          | LEGEND BIOTECH CORP SPON ADR                         | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      3700 | NS      | $184704.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMIDA CELL LTD                              | GAMIDA CELL LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     62500 | NS      | $80625.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CACTUS INC                                   | CACTUS INC CL A                                      | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      4700 | NS      | $236222.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VOR BIOPHARMA INC                            | VOR BIOPHARMA INC                                    | CUSIP: 929033108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19984 | NS      | $132893.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                   | VERTEX PHARMACEUTICALS INC                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     11525 | NS      | $3328189.50   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                 | DANAHER CORP                                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      7000 | NS      | $1857940.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVRO CORP                                   | NEVRO CORPORATION                                    | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |      1900 | NS      | $75240.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP GROUP INC                                | BRP GROUP INC                                        | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16600 | NS      | $417324.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                              | BAKER HUGHES CO                                      | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57600 | NS      | $1700928.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC                       | PALO ALTO NETWORKS INC                               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      4183 | NS      | $583695.82    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINATED HOLDINGS INC                     | ILLUMINATED HOLDINGS INC SER C-2 PC PP               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      3438 | NS      | $162858.06    | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VOLUE AS                                     | VOLUE ASA                                            | CUSIP: N/A<br>LEI: 549300WCI347SOTFJB71       | Long             | EC               | CORP              | NO        |     48500 | NS      | $139359.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                        | NORTHROP GRUMMAN CORP                                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      4000 | NS      | $2182440.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC                               | ROCKET COS INC                                       | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19600 | NS      | $137200.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| DOXIMITY INC                                 | DOXIMITY INC                                         | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $114104.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELLX INC                                  | ARCELLX INC                                          | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $52666.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                    | BOEING CO                                            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     14000 | NS      | $2666860.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                            | MP MATERIALS CORP                                    | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13500 | NS      | $327780.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| SERES THERAPEUTICS INC                       | SERES THERAPEUTICS INC                               | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     10900 | NS      | $61040.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                  | NETFLIX INC                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1000 | NS      | $294880.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                  | ALNYLAM PHARMACEUTICALS INC                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      4579 | NS      | $1088199.35   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                               | MORGAN STANLEY                                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     22810 | NS      | $1939306.20   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAMAS PHARMACEUTICALS INC                   | ADAMAS PHARMACEUTICALS INC (CVR) RT                  | CUSIP: N/A<br>LEI: 529900JBG6S9MXH83I79       | Long             | EC               | CORP              | US        |     47000 | NS      | $12690.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                   | CHIPOTLE MEXICAN GRILL INC                           | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       305 | NS      | $423184.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                 | Fidelity Securities Lending Cash Central Fund        | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   1079205 | NS      | $1079312.47   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                  | NVIDIA CORP                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      4787 | NS      | $699572.18    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE       | LIBERTY FORMULA ONE-C                                | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5700 | NS      | $340746.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                                  | SITIME CORP                                          | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $406480.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE          | LVMH MOET HENNESSY LOUIS VUITTON SE                  | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       700 | NS      | $512176.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET and CO                     | VICTORIA'S SECRET and CO                             | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     24874 | NS      | $889991.72    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                        | JPMORGAN CHASE and CO                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     37300 | NS      | $5001930.00   | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAM THERAPEUTICS INC                        | BEAM THERAPEUTICS INC                                | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $82131.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MASTERCARD INC                               | MASTERCARD INC CL A                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      9000 | NS      | $3129570.00   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                     | UNIVERSAL MUSIC GROUP NV                             | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |    165269 | NS      | $3996649.01   | 2.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                  | BANK OF AMERICA CORPORATION                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    118100 | NS      | $3911472.00   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO TECHNE CORP                              | BIO TECHNE CORP                                      | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      6800 | NS      | $563584.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                               | AMETEK INC NEW                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5600 | NS      | $782432.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                   | AIRBNB INC CLASS A                                   | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      9800 | NS      | $837900.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRX INC                                     | EQRX INC                                             | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11677 | NS      | $28725.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                          | GILEAD SCIENCES INC                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     13000 | NS      | $1116050.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UNITEDHEALTH GROUP INC                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     14624 | NS      | $7753352.32   | 4.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORP                       | UNIVERSAL DISPLAY CORP                               | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6439 | NS      | $695669.56    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                 | INSULET CORP                                         | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       400 | NS      | $117756.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                  | OVINTIV INC                                          | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $172414.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ERASCA INC                                   | ERASCA INC                                           | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4900 | NS      | $21119.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                         | RANGE RESOURCES CORP                                 | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     23500 | NS      | $587970.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                 | AMERICAN FINL GROUP INC OHIO                         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      8900 | NS      | $1221792.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVATEBIO, LLC                              | ELEVATEBIO LLC SER C PC PP                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      5300 | NS      | $19398.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROCKWELL AUTOMATION INC                      | ROCKWELL AUTOMATION INC                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      5600 | NS      | $1442392.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC                      | NEW FORTRESS ENERGY INC                              | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11300 | NS      | $479346.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN AEROGELS INC                           | ASPEN AEROGELS INC                                   | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18500 | NS      | $218115.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE CORP                    | BROOKFIELD RENEWABLE CORP                            | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     19500 | NS      | $537030.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | ALPHABET INC CL A                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     29180 | NS      | $2574551.40   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | UBER TECHNOLOGIES INC                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    113000 | NS      | $2794490.00   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| 2SEVENTY BIO INC                             | 2SEVENTY BIO INC-W/I                                 | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $21551.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                          | CHENIERE ENERGY INC                                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     16300 | NS      | $2444348.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UPWORK INC                                   | UPWORK INC                                           | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      7960 | NS      | $83102.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSONITE INTERNATIONAL SA                   | SAMSONITE INTERNATIONAL S.A.                         | CUSIP: N/A<br>LEI: 549300UULS5HYFJSEL12       | Long             | EC               | CORP              | LU        |    391545 | NS      | $1028082.37   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| XOMA CORP                                    | XOMA CORPORATION                                     | CUSIP: 98419J206<br>LEI: 549300U6ZVYFCWNBJ613 | Long             | EC               | CORP              | US        |     10300 | NS      | $189520.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer