# EDGAR Filing Document

**Accession Number:** 0001537140
**File Stem:** 0001752724-23-040904
**Filing Date:** 2023-2
**Character Count:** 211362
**Document Hash:** 11bee026c016374533eb44d21e7e24fa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040904.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040904

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN LIGHTS FUND TRUST III
- **CENTRAL INDEX KEY:** 0001537140
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22655
- **FILM NUMBER:** 23670554

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 631-470-2621

**MAIL ADDRESS:**
- **STREET 1:** 17605 WRIGHT STREET
- **CITY:** OMAHA
- **STATE:** NE
- **ZIP:** 68130

## Series and Classes Contracts Data

### Persimmon Long/Short Fund (Series ID: S000039332)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000121227 | Persimmon Long/Short Fund Class I Shares | LSEIX           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** | **SCHEDULE OF INVESTMENTS (Unaudited)** | **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9%** |  |
|  | **ADVERTISING & MARKETING - 0.1%** |  |
| 383 | Interpublic Group of Companies, Inc. (The) | &nbsp;&nbsp;&nbsp; $12758 |
| 230 | Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp; 18761 |
|  |  | &nbsp;&nbsp; 31519 |
|  | **AEROSPACE & DEFENSE - 1.8%** |  |
| 558 | Boeing Company<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 106293 |
| 240 | General Dynamics Corporation | &nbsp;&nbsp;&nbsp; 59546 |
| 364 | Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp; 14345 |
| 48 | Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp; 11073 |
| 234 | L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp; 48721 |
| 230 | Lockheed Martin Corporation | &nbsp;&nbsp;&nbsp; 111893 |
| 174 | Northrop Grumman Corporation | &nbsp;&nbsp;&nbsp; 94936 |
| 1536 | Raytheon Technologies Corporation | &nbsp;&nbsp;&nbsp; 155014 |
| 45 | Teledyne Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 17996 |
| 253 | Textron, Inc. | &nbsp;&nbsp;&nbsp; 17912 |
| 46 | TransDigm Group, Inc. | &nbsp;&nbsp;&nbsp; 28964 |
|  |  | &nbsp;&nbsp; 666693 |
|  | **APPAREL & TEXTILE PRODUCTS - 0.5%** |  |
| 340 | Hanesbrands, Inc. | &nbsp;&nbsp;&nbsp; 2162 |
| 1239 | NIKE, Inc., Class B | &nbsp;&nbsp;&nbsp; 144976 |
| 75 | PVH Corporation | &nbsp;&nbsp;&nbsp; 5294 |
| 52 | Ralph Lauren Corporation | &nbsp;&nbsp;&nbsp; 5495 |
| 310 | Tapestry, Inc. | &nbsp;&nbsp;&nbsp; 11805 |
| 234 | Under Armour, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2377 |
| 244 | Under Armour, Inc., Class C<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2176 |
| 344 | VF Corporation | &nbsp;&nbsp;&nbsp; 9498 |
|  |  | &nbsp;&nbsp; 183783 |
|  | **ASSET MANAGEMENT - 0.7%** |  |
| 109 | Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp; 33939 |
| 120 | BlackRock, Inc. | &nbsp;&nbsp;&nbsp; 85036 |
| 1157 | Charles Schwab Corporation (The) | &nbsp;&nbsp;&nbsp; 96332 |
| 264 | Franklin Resources, Inc. | &nbsp;&nbsp;&nbsp; 6964 |
| 392 | Invesco Ltd. | &nbsp;&nbsp;&nbsp; 7052 |
| 186 | Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp; 19874 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **ASSET MANAGEMENT - 0.7% (Continued)** |  |
| 217 | T Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp; $23666 |
|  |  | &nbsp;&nbsp; 272863 |
|  | **AUTOMOTIVE - 1.0%** |  |
| 235 | Aptiv plc<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 21886 |
| 198 | BorgWarner, Inc. | &nbsp;&nbsp;&nbsp; 7970 |
| 3772 | Ford Motor Company | &nbsp;&nbsp;&nbsp; 43868 |
| 1149 | General Motors Company | &nbsp;&nbsp;&nbsp; 38652 |
| 2295 | Tesla, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 282698 |
|  |  | &nbsp;&nbsp; 395074 |
|  | **BANKING - 3.3%** |  |
| 7503 | Bank of America Corporation | &nbsp;&nbsp;&nbsp; 248499 |
| 2039 | Citigroup, Inc. | &nbsp;&nbsp;&nbsp; 92224 |
| 442 | Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp; 17402 |
| 147 | Comerica, Inc. | &nbsp;&nbsp;&nbsp; 9827 |
| 730 | Fifth Third Bancorp | &nbsp;&nbsp;&nbsp; 23951 |
| 183 | First Republic Bank | &nbsp;&nbsp;&nbsp; 22306 |
| 1082 | Huntington Bancshares, Inc. | &nbsp;&nbsp;&nbsp; 15256 |
| 2980 | JPMorgan Chase & Company | &nbsp;&nbsp;&nbsp; 399618 |
| 1054 | KeyCorporation | &nbsp;&nbsp;&nbsp; 18361 |
| 194 | M&T Bank Corporation | &nbsp;&nbsp;&nbsp; 28142 |
| 442 | PNC Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp; 69809 |
| 975 | Regions Financial Corporation | &nbsp;&nbsp;&nbsp; 21021 |
| 49 | SVB Financial Group<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11277 |
| 1321 | Truist Financial Corporation | &nbsp;&nbsp;&nbsp; 56843 |
| 1389 | US Bancorp | &nbsp;&nbsp;&nbsp; 60574 |
| 3798 | Wells Fargo & Company | &nbsp;&nbsp;&nbsp; 156819 |
| 173 | Zions Bancorp NA | &nbsp;&nbsp;&nbsp; 8505 |
|  |  | &nbsp;&nbsp; 1260434 |
|  | **BEVERAGES - 1.5%** |  |
| 175 | Brown-Forman Corporation, Class B | &nbsp;&nbsp;&nbsp; 11494 |
| 3879 | Coca-Cola Company (The) | &nbsp;&nbsp;&nbsp; 246742 |
| 162 | Constellation Brands, Inc., Class A | &nbsp;&nbsp;&nbsp; 37544 |
| 179 | Molson Coors Beverage Company, Class B | &nbsp;&nbsp;&nbsp; 9222 |
| 395 | Monster Beverage Corporation<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40104 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **BEVERAGES - 1.5% (Continued)** |  |
| 1355 | PepsiCo, Inc. | &nbsp;&nbsp;&nbsp; $244794 |
|  |  | &nbsp;&nbsp; 589900 |
|  | **BIOTECH & PHARMA - 6.1%** |  |
| 1693 | AbbVie, Inc. | &nbsp;&nbsp;&nbsp; 273606 |
| 577 | Amgen, Inc. | &nbsp;&nbsp;&nbsp; 151543 |
| 452 | AstraZeneca plc - ADR | &nbsp;&nbsp;&nbsp; 30646 |
| 155 | Biogen, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 42923 |
| 2195 | Bristol-Myers Squibb Company | &nbsp;&nbsp;&nbsp; 157930 |
| 762 | Eli Lilly and Company | &nbsp;&nbsp;&nbsp; 278771 |
| 1166 | Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp; 100101 |
| 232 | Incyte Corporation<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 18634 |
| 2708 | Johnson & Johnson | &nbsp;&nbsp;&nbsp; 478369 |
| 2403 | Merck & Company, Inc. | &nbsp;&nbsp;&nbsp; 266613 |
| 240 | Organon & Company | &nbsp;&nbsp;&nbsp; 6703 |
| 136 | Perrigo Company plc | &nbsp;&nbsp;&nbsp; 4636 |
| 5243 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp; 268651 |
| 80 | Regeneron Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 57719 |
| 258 | Vertex Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 74505 |
| 718 | Viatris, Inc. | &nbsp;&nbsp;&nbsp; 7991 |
| 359 | Zoetis, Inc. | &nbsp;&nbsp;&nbsp; 52611 |
|  |  | &nbsp;&nbsp; 2271952 |
|  | **CABLE & SATELLITE - 0.5%** |  |
| 140 | Charter Communications, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 47474 |
| 4450 | Comcast Corporation, Class A | &nbsp;&nbsp;&nbsp; 155616 |
| 216 | DISH Network Corporation, Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3033 |
|  |  | &nbsp;&nbsp; 206123 |
|  | **CHEMICALS - 1.8%** |  |
| 224 | Air Products and Chemicals, Inc. | &nbsp;&nbsp;&nbsp; 69050 |
| 103 | Albemarle Corporation | &nbsp;&nbsp;&nbsp; 22337 |
| 92 | Avery Dennison Corporation | &nbsp;&nbsp;&nbsp; 16652 |
| 119 | Celanese Corporation | &nbsp;&nbsp;&nbsp; 12167 |
| 239 | CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp; 20363 |
| 764 | Corteva, Inc. | &nbsp;&nbsp;&nbsp; 44908 |
| 723 | Dow, Inc. | &nbsp;&nbsp;&nbsp; 36432 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **CHEMICALS - 1.8% (Continued)** |  |
| 676 | DuPont de Nemours, Inc. | &nbsp;&nbsp;&nbsp; $46394 |
| 126 | Eastman Chemical Company | &nbsp;&nbsp;&nbsp; 10261 |
| 244 | Ecolab, Inc. | &nbsp;&nbsp;&nbsp; 35517 |
| 132 | FMC Corporation | &nbsp;&nbsp;&nbsp; 16474 |
| 101 | International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp; 10589 |
| 506 | Linde plc | &nbsp;&nbsp;&nbsp; 165046 |
| 228 | LyondellBasell Industries N.V., Class A | &nbsp;&nbsp;&nbsp; 18931 |
| 362 | Mosaic Company (The) | &nbsp;&nbsp;&nbsp; 15881 |
| 241 | PPG Industries, Inc. | &nbsp;&nbsp;&nbsp; 30303 |
| 252 | Sherwin-Williams Company (The) | &nbsp;&nbsp;&nbsp; 59807 |
|  |  | &nbsp;&nbsp; 631112 |
|  | **COMMERCIAL SUPPORT SERVICES - 0.4%** |  |
| 74 | Cintas Corporation | &nbsp;&nbsp;&nbsp; 33420 |
| 211 | Republic Services, Inc. | &nbsp;&nbsp;&nbsp; 27217 |
| 114 | Robert Half International, Inc. | &nbsp;&nbsp;&nbsp; 8417 |
| 210 | Rollins, Inc. | &nbsp;&nbsp;&nbsp; 7673 |
| 410 | Waste Management, Inc. | &nbsp;&nbsp;&nbsp; 64321 |
|  |  | &nbsp;&nbsp; 141048 |
|  | **CONSTRUCTION MATERIALS - 0.1%** |  |
| 67 | Martin Marietta Materials, Inc. | &nbsp;&nbsp;&nbsp; 22644 |
| 143 | Vulcan Materials Company | &nbsp;&nbsp;&nbsp; 25041 |
|  |  | &nbsp;&nbsp; 47685 |
|  | **CONTAINERS & PACKAGING - 0.2%** |  |
| 1530 | Amcor PLC | &nbsp;&nbsp;&nbsp; 18222 |
| 345 | Ball Corporation | &nbsp;&nbsp;&nbsp; 17643 |
| 392 | International Paper Company | &nbsp;&nbsp;&nbsp; 13575 |
| 94 | Packaging Corp of America | &nbsp;&nbsp;&nbsp; 12024 |
| 158 | Sealed Air Corporation | &nbsp;&nbsp;&nbsp; 7881 |
| 314 | Westrock Company | &nbsp;&nbsp;&nbsp; 11040 |
|  |  | &nbsp;&nbsp; 80385 |
|  | **DATA CENTER REIT - 0.3%** |  |
| 206 | Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp; 20656 |
| 82 | Equinix, Inc. | &nbsp;&nbsp;&nbsp; 53711 |
|  |  | &nbsp;&nbsp; 74367 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **DIVERSIFIED INDUSTRIALS - 1.4%** |  |
| 582 | 3M Company | &nbsp;&nbsp;&nbsp; $69793 |
| 151 | Dover Corporation | &nbsp;&nbsp;&nbsp; 20447 |
| 364 | Eaton Corp plc | &nbsp;&nbsp;&nbsp; 57130 |
| 611 | Emerson Electric Company | &nbsp;&nbsp;&nbsp; 58693 |
| 1155 | General Electric Company | &nbsp;&nbsp;&nbsp; 96777 |
| 728 | Honeywell International, Inc. | &nbsp;&nbsp;&nbsp; 156010 |
| 296 | Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp; 65209 |
| 154 | Pentair PLC | &nbsp;&nbsp;&nbsp; 6927 |
|  |  | &nbsp;&nbsp; 530986 |
|  | **E-COMMERCE DISCRETIONARY - 2.0%** |  |
| 8300 | Amazon.com, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 697199 |
| 740 | eBay, Inc. | &nbsp;&nbsp;&nbsp; 30688 |
| 120 | Etsy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14374 |
|  |  | &nbsp;&nbsp; 742261 |
|  | **ELECTRIC UTILITIES - 2.6%** |  |
| 691 | AES Corporation (The) | &nbsp;&nbsp;&nbsp; 19873 |
| 279 | Alliant Energy Corporation | &nbsp;&nbsp;&nbsp; 15404 |
| 277 | Ameren Corporation | &nbsp;&nbsp;&nbsp; 24631 |
| 540 | American Electric Power Company, Inc. | &nbsp;&nbsp;&nbsp; 51273 |
| 521 | CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp; 15625 |
| 327 | CMS Energy Corporation | &nbsp;&nbsp;&nbsp; 20709 |
| 298 | Consolidated Edison, Inc. | &nbsp;&nbsp;&nbsp; 28402 |
| 341 | Constellation Energy Corporation | &nbsp;&nbsp;&nbsp; 29398 |
| 745 | Dominion Resources, Inc. | &nbsp;&nbsp;&nbsp; 45683 |
| 204 | DTE Energy Company | &nbsp;&nbsp;&nbsp; 23976 |
| 685 | Duke Energy Corporation | &nbsp;&nbsp;&nbsp; 70548 |
| 399 | Edison International | &nbsp;&nbsp;&nbsp; 25384 |
| 214 | Entergy Corporation | &nbsp;&nbsp;&nbsp; 24075 |
| 241 | Evergy, Inc. | &nbsp;&nbsp;&nbsp; 15166 |
| 382 | Eversource Energy | &nbsp;&nbsp;&nbsp; 32027 |
| 1024 | Exelon Corporation | &nbsp;&nbsp;&nbsp; 44268 |
| 621 | FirstEnergy Corporation | &nbsp;&nbsp;&nbsp; 26045 |
| 1908 | NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp; 159509 |
| 238 | NRG Energy, Inc. | &nbsp;&nbsp;&nbsp; 7573 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **ELECTRIC UTILITIES - 2.6% (Continued)** |  |
| 108 | Pinnacle West Capital Corporation | &nbsp;&nbsp;&nbsp; $8212 |
| 815 | PPL Corporation | &nbsp;&nbsp;&nbsp; 23814 |
| 561 | Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp; 34372 |
| 311 | Sempra Energy | &nbsp;&nbsp;&nbsp; 48062 |
| 1131 | Southern Company (The) | &nbsp;&nbsp;&nbsp; 80765 |
| 346 | WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp; 32441 |
| 574 | Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp; 40243 |
|  |  | &nbsp;&nbsp; 947478 |
|  | **ELECTRICAL EQUIPMENT - 1.1%** |  |
| 140 | A O Smith Corporation | &nbsp;&nbsp;&nbsp; 8014 |
| 96 | Allegion plc | &nbsp;&nbsp;&nbsp; 10105 |
| 218 | AMETEK, Inc. | &nbsp;&nbsp;&nbsp; 30459 |
| 584 | Amphenol Corporation, Class A | &nbsp;&nbsp;&nbsp; 44465 |
| 729 | Carrier Global Corporation | &nbsp;&nbsp;&nbsp; 30071 |
| 316 | Fortive Corporation | &nbsp;&nbsp;&nbsp; 20303 |
| 810 | Johnson Controls International plc | &nbsp;&nbsp;&nbsp; 51839 |
| 193 | Keysight Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 33017 |
| 397 | Otis Worldwide Corporation | &nbsp;&nbsp;&nbsp; 31089 |
| 103 | Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp; 26530 |
| 95 | Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp; 41049 |
| 321 | TE Connectivity Ltd. | &nbsp;&nbsp;&nbsp; 36851 |
| 249 | Trane Technologies PLC | &nbsp;&nbsp;&nbsp; 41854 |
| 126 | Vontier Corporation | &nbsp;&nbsp;&nbsp; 2436 |
|  |  | &nbsp;&nbsp; 408082 |
|  | **ENGINEERING & CONSTRUCTION - 0.1%** |  |
| 134 | Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp; 16089 |
| 155 | Quanta Services, Inc. | &nbsp;&nbsp;&nbsp; 22088 |
| 86 | Technip Energies N.V. - ADR | &nbsp;&nbsp;&nbsp; 1345 |
|  |  | &nbsp;&nbsp; 39522 |
|  | **ENTERTAINMENT CONTENT - 0.9%** |  |
| 831 | Activision Blizzard, Inc. | &nbsp;&nbsp;&nbsp; 63613 |
| 319 | Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp; 38975 |
| 339 | Fox Corporation, Class A | &nbsp;&nbsp;&nbsp; 10295 |
| 154 | Fox Corporation - Class B, CLASS B | &nbsp;&nbsp;&nbsp; 4381 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **ENTERTAINMENT CONTENT - 0.9% (Continued)** |  |
| 459 | Paramount Global, Class B | &nbsp;&nbsp;&nbsp; $7748 |
| 122 | Take-Two Interactive Software, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12704 |
| 1908 | Walt Disney Company (The)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 165768 |
| 2212 | Warner Bros Discovery, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20970 |
|  |  | &nbsp;&nbsp; 324454 |
|  | **FOOD - 0.9%** |  |
| 177 | Campbell Soup Company | &nbsp;&nbsp;&nbsp; 10045 |
| 524 | Conagra Brands, Inc. | &nbsp;&nbsp;&nbsp; 20279 |
| 649 | General Mills, Inc. | &nbsp;&nbsp;&nbsp; 54419 |
| 168 | Hershey Company (The) | &nbsp;&nbsp;&nbsp; 38904 |
| 279 | Hormel Foods Corporation | &nbsp;&nbsp;&nbsp; 12708 |
| 118 | J M Smucker Company (The) | &nbsp;&nbsp;&nbsp; 18698 |
| 269 | Kellogg Company | &nbsp;&nbsp;&nbsp; 19164 |
| 635 | Kraft Heinz Company (The) | &nbsp;&nbsp;&nbsp; 25851 |
| 139 | Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp; 12421 |
| 262 | McCormick & Company, Inc. | &nbsp;&nbsp;&nbsp; 21717 |
| 1397 | Mondelez International, Inc., Class A | &nbsp;&nbsp;&nbsp; 93110 |
| 321 | Tyson Foods, Inc., Class A | &nbsp;&nbsp;&nbsp; 19982 |
|  |  | &nbsp;&nbsp; 347298 |
|  | **FORESTRY, PAPER & WOOD PRODUCTS - 0.0%<sup>(b)</sup>** |  |
| 35 | Sylvamo Corporation | &nbsp;&nbsp;&nbsp; 1701 |
|  | **GAS & WATER UTILITIES - 0.1%** |  |
| 201 | American Water Works Company, Inc. | &nbsp;&nbsp;&nbsp; 30637 |
| 132 | Atmos Energy Corporation | &nbsp;&nbsp;&nbsp; 14793 |
| 372 | NiSource, Inc. | &nbsp;&nbsp;&nbsp; 10200 |
|  |  | &nbsp;&nbsp; 55630 |
|  | **HEALTH CARE FACILITIES & SERVICES - 3.4%** |  |
| 157 | AmerisourceBergen Corporation | &nbsp;&nbsp;&nbsp; 26016 |
| 291 | Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp; 22369 |
| 164 | Catalent, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7382 |
| 657 | Centene Corporation<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 53881 |
| 325 | Cigna Corporation | &nbsp;&nbsp;&nbsp; 107686 |
| 1386 | CVS Health Corporation | &nbsp;&nbsp;&nbsp; 129161 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **HEALTH CARE FACILITIES & SERVICES - 3.4% (Continued)** |  |
| 88 | DaVita, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $6571 |
| 252 | Elevance Health, Inc. | &nbsp;&nbsp;&nbsp; 129267 |
| 257 | HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp; 61670 |
| 142 | Henry Schein, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11342 |
| 135 | Humana, Inc. | &nbsp;&nbsp;&nbsp; 69146 |
| 174 | IQVIA Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35651 |
| 95 | Laboratory Corp of America Holdings | &nbsp;&nbsp;&nbsp; 22371 |
| 190 | McKesson Corporation | &nbsp;&nbsp;&nbsp; 71273 |
| 130 | Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp; 20337 |
| 918 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp; 486704 |
| 76 | Universal Health Services, Inc., Class B | &nbsp;&nbsp;&nbsp; 10708 |
|  |  | &nbsp;&nbsp; 1271535 |
|  | **HEALTH CARE REIT - 0.1%** |  |
| 527 | Healthpeak Properties, Inc. | &nbsp;&nbsp;&nbsp; 13212 |
| 373 | Ventas, Inc. | &nbsp;&nbsp;&nbsp; 16804 |
| 410 | Welltower, Inc. | &nbsp;&nbsp;&nbsp; 26876 |
|  |  | &nbsp;&nbsp; 56892 |
|  | **HOME & OFFICE PRODUCTS - 0.0%<sup>(b)</sup>** |  |
| 137 | Leggett & Platt, Inc. | &nbsp;&nbsp;&nbsp; 4416 |
| 421 | Newell Brands, Inc. | &nbsp;&nbsp;&nbsp; 5507 |
| 58 | Whirlpool Corporation | &nbsp;&nbsp;&nbsp; 8204 |
|  |  | &nbsp;&nbsp; 18127 |
|  | **HOME CONSTRUCTION - 0.3%** |  |
| 274 | DR Horton, Inc. | &nbsp;&nbsp;&nbsp; 24424 |
| 109 | Fortune Brands Home & Security, Inc. | &nbsp;&nbsp;&nbsp; 6225 |
| 287 | Lennar Corporation, Class A | &nbsp;&nbsp;&nbsp; 25974 |
| 287 | Masco Corporation | &nbsp;&nbsp;&nbsp; 13394 |
| 109 | Masterbrand, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 823 |
| 64 | Mohawk Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6542 |
| 3 | NVR, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13838 |
| 213 | PulteGroup, Inc. | &nbsp;&nbsp;&nbsp; 9698 |
|  |  | &nbsp;&nbsp; 100918 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **HOTEL REITS - 0.0%<sup>(b)</sup>** |  |
| 699 | Host Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp; $11219 |
|  | **HOUSEHOLD PRODUCTS - 1.5%** |  |
| 272 | Church & Dwight Company, Inc. | &nbsp;&nbsp;&nbsp; 21926 |
| 139 | Clorox Company (The) | &nbsp;&nbsp;&nbsp; 19506 |
| 826 | Colgate-Palmolive Company | &nbsp;&nbsp;&nbsp; 65081 |
| 222 | Estee Lauder Companies, Inc. (The), Class A | &nbsp;&nbsp;&nbsp; 55080 |
| 314 | Kimberly-Clark Corporation | &nbsp;&nbsp;&nbsp; 42626 |
| 2385 | Procter & Gamble Company (The) | &nbsp;&nbsp;&nbsp; 361470 |
|  |  | &nbsp;&nbsp; 565689 |
|  | **INDUSTRIAL REIT - 0.4%** |  |
| 866 | Prologis, Inc. | &nbsp;&nbsp;&nbsp; 97623 |
|  | **INDUSTRIAL SUPPORT SERVICES - 0.2%** |  |
| 550 | Fastenal Company | &nbsp;&nbsp;&nbsp; 26026 |
| 66 | United Rentals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 23458 |
| 41 | WW Grainger, Inc. | &nbsp;&nbsp;&nbsp; 22806 |
|  |  | &nbsp;&nbsp; 72290 |
|  | **INFRASTRUCTURE REIT - 0.5%** |  |
| 408 | American Tower Corporation | &nbsp;&nbsp;&nbsp; 86438 |
| 401 | Crown Castle, Inc. | &nbsp;&nbsp;&nbsp; 54392 |
| 110 | SBA Communications Corporation, A | &nbsp;&nbsp;&nbsp; 30834 |
|  |  | &nbsp;&nbsp; 171664 |
|  | **INSTITUTIONAL FINANCIAL SERVICES - 1.3%** |  |
| 922 | Bank of New York Mellon Corporation (The) | &nbsp;&nbsp;&nbsp; 41969 |
| 118 | Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp; 14805 |
| 387 | CME Group, Inc. | &nbsp;&nbsp;&nbsp; 65078 |
| 326 | Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;&nbsp; 111942 |
| 588 | Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp; 60323 |
| 1418 | Morgan Stanley | &nbsp;&nbsp;&nbsp; 120559 |
| 351 | Nasdaq, Inc. | &nbsp;&nbsp;&nbsp; 21534 |
| 231 | Northern Trust Corporation | &nbsp;&nbsp;&nbsp; 20441 |
| 384 | State Street Corporation | &nbsp;&nbsp;&nbsp; 29787 |
|  |  | &nbsp;&nbsp; 486438 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **INSURANCE - 4.0%** |  |
| 795 | Aflac, Inc. | &nbsp;&nbsp;&nbsp; $57192 |
| 356 | Allstate Corporation (The) | &nbsp;&nbsp;&nbsp; 48274 |
| 753 | American International Group, Inc. | &nbsp;&nbsp;&nbsp; 47620 |
| 220 | Aon plc, CLASS A | &nbsp;&nbsp;&nbsp; 66031 |
| 164 | Arthur J Gallagher & Company | &nbsp;&nbsp;&nbsp; 30921 |
| 67 | Assurant, Inc. | &nbsp;&nbsp;&nbsp; 8379 |
| 2072 | Berkshire Hathaway, Inc., Class B<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 640040 |
| 464 | Chubb Ltd. | &nbsp;&nbsp;&nbsp; 102358 |
| 237 | Cincinnati Financial Corporation | &nbsp;&nbsp;&nbsp; 24266 |
| 38 | Everest Re Group Ltd. | &nbsp;&nbsp;&nbsp; 12588 |
| 111 | Globe Life, Inc. | &nbsp;&nbsp;&nbsp; 13381 |
| 396 | Hartford Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp; 30029 |
| 173 | Lincoln National Corporation | &nbsp;&nbsp;&nbsp; 5315 |
| 259 | Loews Corporation | &nbsp;&nbsp;&nbsp; 15107 |
| 532 | Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;&nbsp; 88035 |
| 806 | MetLife, Inc. | &nbsp;&nbsp;&nbsp; 58330 |
| 227 | Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp; 19050 |
| 652 | Progressive Corporation (The) | &nbsp;&nbsp;&nbsp; 84571 |
| 407 | Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp; 40480 |
| 293 | Travelers Companies, Inc. (The) | &nbsp;&nbsp;&nbsp; 54935 |
| 226 | Unum Group | &nbsp;&nbsp;&nbsp; 9273 |
| 219 | W R Berkley Corporation | &nbsp;&nbsp;&nbsp; 15893 |
| 134 | Willis Towers Watson plc | &nbsp;&nbsp;&nbsp; 32774 |
|  |  | &nbsp;&nbsp; 1504842 |
|  | **INTERNET MEDIA & SERVICES - 4.0%** |  |
| 5680 | Alphabet, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 501146 |
| 5460 | Alphabet, Inc., Class C<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 484466 |
| 41 | Booking Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 82626 |
| 121 | Expedia Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10600 |
| 2304 | Meta Platforms, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 277263 |
| 463 | Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 136529 |
| 96 | VeriSign, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 19722 |
|  |  | &nbsp;&nbsp; 1512352 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **LEISURE FACILITIES & SERVICES - 1.5%** |  |
| 369 | Carnival Corporation<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $2974 |
| 23 | Chipotle Mexican Grill, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 31912 |
| 113 | Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp; 15631 |
| 38 | Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp; 13163 |
| 284 | Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;&nbsp; 35886 |
| 343 | Las Vegas Sands Corporation<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 16488 |
| 127 | Live Nation Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8857 |
| 258 | Marriott International, Inc., Class A | &nbsp;&nbsp;&nbsp; 38414 |
| 707 | McDonald's Corporation | &nbsp;&nbsp;&nbsp; 186317 |
| 475 | MGM Resorts International | &nbsp;&nbsp;&nbsp; 15927 |
| 210 | Norwegian Cruise Line Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2570 |
| 166 | Royal Caribbean Cruises Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8205 |
| 1246 | Starbucks Corporation | &nbsp;&nbsp;&nbsp; 123603 |
| 92 | Wynn Resorts Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7587 |
| 319 | Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp; 40858 |
|  |  | &nbsp;&nbsp; 548392 |
|  | **LEISURE PRODUCTS - 0.0%<sup>(b)</sup>** |  |
| 146 | Hasbro, Inc. | &nbsp;&nbsp;&nbsp; 8907 |
|  | **MACHINERY - 1.0%** |  |
| 581 | Caterpillar, Inc. | &nbsp;&nbsp;&nbsp; 139185 |
| 323 | Deere & Company | &nbsp;&nbsp;&nbsp; 138490 |
| 140 | Flowserve Corporation | &nbsp;&nbsp;&nbsp; 4295 |
| 73 | IDEX Corporation | &nbsp;&nbsp;&nbsp; 16668 |
| 342 | Ingersoll Rand, Inc. | &nbsp;&nbsp;&nbsp; 17869 |
| 109 | Parker-Hannifin Corporation | &nbsp;&nbsp;&nbsp; 31719 |
| 51 | Snap-on, Inc. | &nbsp;&nbsp;&nbsp; 11653 |
| 136 | Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp; 10216 |
| 186 | Xylem, Inc. | &nbsp;&nbsp;&nbsp; 20566 |
|  |  | &nbsp;&nbsp; 390661 |
|  | **MEDICAL EQUIPMENT & DEVICES - 3.8%** |  |
| 1715 | Abbott Laboratories | &nbsp;&nbsp;&nbsp; 188291 |
| 44 | ABIOMED, Inc. - CVR<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; – |
| 299 | Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp; 44745 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **MEDICAL EQUIPMENT & DEVICES - 3.8% (Continued)** |  |
| 70 | Align Technology, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $14763 |
| 487 | Baxter International, Inc. | &nbsp;&nbsp;&nbsp; 24822 |
| 297 | Becton Dickinson and Company | &nbsp;&nbsp;&nbsp; 75527 |
| 21 | Bio-Rad Laboratories, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8830 |
| 1472 | Boston Scientific Corporation<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 68109 |
| 48 | Cooper Companies, Inc. (The) | &nbsp;&nbsp;&nbsp; 15872 |
| 615 | Danaher Corporation | &nbsp;&nbsp;&nbsp; 163234 |
| 214 | DENTSPLY SIRONA, Inc. | &nbsp;&nbsp;&nbsp; 6814 |
| 376 | DexCom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 42578 |
| 681 | Edwards Lifesciences Corporation<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50809 |
| 59 | Embecta Corporation | &nbsp;&nbsp;&nbsp; 1492 |
| 249 | Hologic, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 18628 |
| 79 | IDEXX Laboratories, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 32229 |
| 157 | Illumina, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 31745 |
| 342 | Intuitive Surgical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90750 |
| 1329 | Medtronic plc | &nbsp;&nbsp;&nbsp; 103290 |
| 23 | Mettler-Toledo International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 33245 |
| 111 | PerkinElmer, Inc. | &nbsp;&nbsp;&nbsp; 15564 |
| 139 | ResMed, Inc. | &nbsp;&nbsp;&nbsp; 28930 |
| 83 | STERIS plc | &nbsp;&nbsp;&nbsp; 15329 |
| 335 | Stryker Corporation | &nbsp;&nbsp;&nbsp; 81904 |
| 45 | Teleflex, Inc. | &nbsp;&nbsp;&nbsp; 11233 |
| 395 | Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp; 217524 |
| 61 | Waters Corporation<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20897 |
| 74 | West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp; 17416 |
| 204 | Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp; 26010 |
| 20 | Zimvie, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 187 |
|  |  | &nbsp;&nbsp; 1450767 |
|  | **METALS & MINING - 0.2%** |  |
| 1337 | Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp; 50806 |
| 880 | Newmont Corporation | &nbsp;&nbsp;&nbsp; 41536 |
|  |  | &nbsp;&nbsp; 92342 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **MULTI ASSET CLASS REIT - 0.0%<sup>(b)</sup>** |  |
| 154 | Vornado Realty Trust | &nbsp;&nbsp;&nbsp; $3205 |
|  | **OFFICE REIT - 0.0%<sup>(b)</sup>** |  |
| 118 | Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp; 17189 |
| 139 | Boston Properties, Inc. | &nbsp;&nbsp;&nbsp; 9394 |
| 32 | Orion Office REIT, Inc. | &nbsp;&nbsp;&nbsp; 273 |
| 68 | SL Green Realty Corporation | &nbsp;&nbsp;&nbsp; 2293 |
|  |  | &nbsp;&nbsp; 29149 |
|  | **OIL & GAS PRODUCERS - 4.1%** |  |
| 372 | APA Corporation | &nbsp;&nbsp;&nbsp; 17365 |
| 1850 | Chevron Corporation | &nbsp;&nbsp;&nbsp; 332057 |
| 1271 | ConocoPhillips | &nbsp;&nbsp;&nbsp; 149978 |
| 411 | Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp; 10098 |
| 376 | Devon Energy Corporation | &nbsp;&nbsp;&nbsp; 23128 |
| 160 | Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp; 21885 |
| 102 | DT Midstream, Inc. | &nbsp;&nbsp;&nbsp; 5637 |
| 573 | EOG Resources, Inc. | &nbsp;&nbsp;&nbsp; 74215 |
| 4422 | Exxon Mobil Corporation | &nbsp;&nbsp;&nbsp; 487747 |
| 270 | Hess Corporation | &nbsp;&nbsp;&nbsp; 38291 |
| 152 | HF Sinclair Corporation | &nbsp;&nbsp;&nbsp; 7887 |
| 1871 | Kinder Morgan, Inc. | &nbsp;&nbsp;&nbsp; 33828 |
| 777 | Marathon Oil Corporation | &nbsp;&nbsp;&nbsp; 21033 |
| 637 | Marathon Petroleum Corporation | &nbsp;&nbsp;&nbsp; 74140 |
| 850 | Occidental Petroleum Corporation | &nbsp;&nbsp;&nbsp; 53542 |
| 436 | ONEOK, Inc. | &nbsp;&nbsp;&nbsp; 28645 |
| 424 | Phillips 66 | &nbsp;&nbsp;&nbsp; 44130 |
| 162 | Pioneer Natural Resources Company | &nbsp;&nbsp;&nbsp; 36999 |
| 398 | Valero Energy Corporation | &nbsp;&nbsp;&nbsp; 50490 |
| 1200 | Williams Companies, Inc. (The) | &nbsp;&nbsp;&nbsp; 39480 |
|  |  | &nbsp;&nbsp; 1550575 |
|  | **OIL & GAS SERVICES & EQUIPMENT - 0.4%** |  |
| 649 | Baker Hughes Company | &nbsp;&nbsp;&nbsp; 19165 |
| 865 | Halliburton Company | &nbsp;&nbsp;&nbsp; 34038 |
| 390 | NOV, Inc. | &nbsp;&nbsp;&nbsp; 8147 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **OIL & GAS SERVICES & EQUIPMENT - 0.4% (Continued)** |  |
| 1377 | Schlumberger Ltd | &nbsp;&nbsp;&nbsp; $73614 |
| 431 | TechnipFMC plc<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5254 |
|  |  | &nbsp;&nbsp; 140218 |
|  | **PUBLISHING & BROADCASTING - 0.0%<sup>(b)</sup>** |  |
| 306 | News Corporation, CLASS A - NON-VOTING | &nbsp;&nbsp;&nbsp; 5570 |
| 101 | News Corporation, Class B | &nbsp;&nbsp;&nbsp; 1862 |
|  |  | &nbsp;&nbsp; 7432 |
|  | **REAL ESTATE SERVICES - 0.1%** |  |
| 330 | CBRE Group, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25397 |
|  | **RESIDENTIAL REIT - 0.2%** |  |
| 137 | AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp; 22128 |
| 334 | Equity Residential | &nbsp;&nbsp;&nbsp; 19706 |
| 64 | Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp; 13563 |
| 117 | Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp; 18368 |
| 311 | UDR, Inc. | &nbsp;&nbsp;&nbsp; 12045 |
|  |  | &nbsp;&nbsp; 85810 |
|  | **RETAIL - CONSUMER STAPLES - 1.6%** |  |
| 392 | Costco Wholesale Corporation | &nbsp;&nbsp;&nbsp; 178948 |
| 225 | Dollar General Corporation | &nbsp;&nbsp;&nbsp; 55406 |
| 247 | Dollar Tree, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 34936 |
| 900 | Kroger Company (The) | &nbsp;&nbsp;&nbsp; 40122 |
| 455 | Target Corporation | &nbsp;&nbsp;&nbsp; 67813 |
| 881 | Walgreens Boots Alliance, Inc. | &nbsp;&nbsp;&nbsp; 32914 |
| 1263 | Walmart, Inc. | &nbsp;&nbsp;&nbsp; 179081 |
|  |  | &nbsp;&nbsp; 589220 |
|  | **RETAIL - DISCRETIONARY - 2.3%** |  |
| 63 | Advance Auto Parts, Inc. | &nbsp;&nbsp;&nbsp; 9263 |
| 23 | AutoZone, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 56722 |
| 216 | Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp; 9102 |
| 213 | Best Buy Company, Inc. | &nbsp;&nbsp;&nbsp; 17085 |
| 152 | CarMax, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9255 |
| 226 | Gap, Inc. (The) | &nbsp;&nbsp;&nbsp; 2549 |
| 149 | Genuine Parts Company | &nbsp;&nbsp;&nbsp; 25853 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **RETAIL - DISCRETIONARY - 2.3% (Continued)** |  |
| 1006 | Home Depot, Inc. (The) | &nbsp;&nbsp;&nbsp; $317756 |
| 767 | Lowe's Companies, Inc. | &nbsp;&nbsp;&nbsp; 152818 |
| 75 | O'Reilly Automotive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 63302 |
| 356 | Ross Stores, Inc. | &nbsp;&nbsp;&nbsp; 41321 |
| 1188 | TJX Companies, Inc. (The) | &nbsp;&nbsp;&nbsp; 94565 |
| 114 | Tractor Supply Company | &nbsp;&nbsp;&nbsp; 25647 |
| 61 | Ulta Beauty, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28613 |
| 72 | Victoria's Secret & Company<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2576 |
|  |  | &nbsp;&nbsp; 856427 |
|  | **RETAIL REIT - 0.2%** |  |
| 69 | Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp; 6972 |
| 425 | Kimco Realty Corporation | &nbsp;&nbsp;&nbsp; 9002 |
| 329 | Realty Income Corporation | &nbsp;&nbsp;&nbsp; 20868 |
| 155 | Regency Centers Corporation | &nbsp;&nbsp;&nbsp; 9688 |
| 323 | Simon Property Group, Inc. | &nbsp;&nbsp;&nbsp; 37946 |
|  |  | &nbsp;&nbsp; 84476 |
|  | **SELF-STORAGE REIT - 0.1%** |  |
| 123 | Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp; 18103 |
| 151 | Public Storage | &nbsp;&nbsp;&nbsp; 42309 |
|  |  | &nbsp;&nbsp; 60412 |
|  | **SEMICONDUCTORS - 3.8%** |  |
| 909 | Advanced Micro Devices, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 58876 |
| 531 | Analog Devices, Inc. | &nbsp;&nbsp;&nbsp; 87100 |
| 984 | Applied Materials, Inc. | &nbsp;&nbsp;&nbsp; 95822 |
| 410 | Broadcom, Inc. | &nbsp;&nbsp;&nbsp; 229243 |
| 3816 | Intel Corporation | &nbsp;&nbsp;&nbsp; 100857 |
| 37 | IPG Photonics Corporation<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3503 |
| 153 | KLA Corporation | &nbsp;&nbsp;&nbsp; 57686 |
| 135 | Lam Research Corporation | &nbsp;&nbsp;&nbsp; 56741 |
| 432 | Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp; 30348 |
| 942 | Micron Technology, Inc. | &nbsp;&nbsp;&nbsp; 47081 |
| 2356 | NVIDIA Corporation | &nbsp;&nbsp;&nbsp; 344305 |
| 111 | Qorvo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10061 |
| 1140 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp; 125332 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **SEMICONDUCTORS - 3.8% (Continued)** |  |
| 161 | Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp; $14672 |
| 161 | Teradyne, Inc. | &nbsp;&nbsp;&nbsp; 14063 |
| 899 | Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp; 148533 |
|  |  | &nbsp;&nbsp; 1424223 |
|  | **SOFTWARE - 6.8%** |  |
| 441 | Adobe, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 148410 |
| 150 | Akamai Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12645 |
| 83 | ANSYS, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20052 |
| 224 | Autodesk, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 41859 |
| 261 | Cadence Design Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 41927 |
| 650 | Fortinet, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 31779 |
| 246 | Intuit, Inc. | &nbsp;&nbsp;&nbsp; 95748 |
| 7444 | Microsoft Corporation | &nbsp;&nbsp;&nbsp; 1785219 |
| 581 | NortonLifeLock, Inc. | &nbsp;&nbsp;&nbsp; 12451 |
| 2082 | Oracle Corporation | &nbsp;&nbsp;&nbsp; 170182 |
| 771 | Salesforce, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 102227 |
| 169 | ServiceNow, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65618 |
| 135 | Synopsys, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 43104 |
| 40 | Tyler Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12896 |
|  |  | &nbsp;&nbsp; 2584117 |
|  | **SPECIALTY FINANCE - 0.5%** |  |
| 643 | American Express Company | &nbsp;&nbsp;&nbsp; 95004 |
| 431 | Capital One Financial Corporation | &nbsp;&nbsp;&nbsp; 40066 |
| 286 | Discover Financial Services | &nbsp;&nbsp;&nbsp; 27979 |
| 541 | Synchrony Financial | &nbsp;&nbsp;&nbsp; 17777 |
|  |  | &nbsp;&nbsp; 180826 |
|  | **SPECIALTY REITS - 0.0%<sup>(b)</sup>** |  |
| 316 | Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp; 15753 |
|  | **STEEL - 0.1%** |  |
| 304 | Nucor Corporation | &nbsp;&nbsp;&nbsp; 40070 |
|  | **TECHNOLOGY HARDWARE - 6.8%** |  |
| 16418 | Apple, Inc. | &nbsp;&nbsp;&nbsp; 2133192 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **TECHNOLOGY HARDWARE - 6.8% (Continued)** |  |
| 204 | Arista Networks, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $24755 |
| 4461 | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp; 212523 |
| 752 | Corning, Inc. | &nbsp;&nbsp;&nbsp; 24019 |
| 61 | F5, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8754 |
| 149 | Garmin Ltd. | &nbsp;&nbsp;&nbsp; 13751 |
| 1288 | Hewlett Packard Enterprise Company | &nbsp;&nbsp;&nbsp; 20556 |
| 1352 | HP, Inc. | &nbsp;&nbsp;&nbsp; 36328 |
| 342 | Juniper Networks, Inc. | &nbsp;&nbsp;&nbsp; 10930 |
| 161 | Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp; 41491 |
| 217 | NetApp, Inc. | &nbsp;&nbsp;&nbsp; 13033 |
| 217 | Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp; 11416 |
| 302 | Western Digital Corporation<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9528 |
| 165 | Xerox Holdings Corporation | &nbsp;&nbsp;&nbsp; 2409 |
| 51 | Zebra Technologies Corporation, Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13077 |
|  |  | &nbsp;&nbsp; 2575762 |
|  | **TECHNOLOGY SERVICES - 4.5%** |  |
| 643 | Accenture plc, Class A | &nbsp;&nbsp;&nbsp; 171578 |
| 435 | Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp; 103904 |
| 115 | Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp; 15425 |
| 142 | CDW Corporation/DE | &nbsp;&nbsp;&nbsp; 25358 |
| 524 | Cognizant Technology Solutions Corporation, Class A | &nbsp;&nbsp;&nbsp; 29968 |
| 249 | DXC Technology Company<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6599 |
| 114 | Equifax, Inc. | &nbsp;&nbsp;&nbsp; 22157 |
| 615 | Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp; 41728 |
| 568 | Fiserv, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 57408 |
| 82 | FleetCor Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15062 |
| 88 | Gartner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 29580 |
| 280 | Global Payments, Inc. | &nbsp;&nbsp;&nbsp; 27810 |
| 897 | International Business Machines Corporation | &nbsp;&nbsp;&nbsp; 126378 |
| 80 | Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp; 14045 |
| 179 | Kyndryl Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1990 |
| 124 | Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp; 13044 |
| 39 | MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp; 10877 |
| 855 | Mastercard, Inc., Class A | &nbsp;&nbsp;&nbsp; 297309 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **TECHNOLOGY SERVICES - 4.5% (Continued)** |  |
| 166 | Moody's Corporation | &nbsp;&nbsp;&nbsp; $46251 |
| 83 | MSCI, Inc. | &nbsp;&nbsp;&nbsp; 38609 |
| 311 | Paychex, Inc. | &nbsp;&nbsp;&nbsp; 35939 |
| 1093 | PayPal Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 77843 |
| 293 | S&P Global, Inc. | &nbsp;&nbsp;&nbsp; 98138 |
| 170 | Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp; 29991 |
| 1637 | Visa, Inc., Class A | &nbsp;&nbsp;&nbsp; 340103 |
| 411 | Western Union Company (The) | &nbsp;&nbsp;&nbsp; 5659 |
|  |  | &nbsp;&nbsp; 1682753 |
|  | **TELECOMMUNICATIONS - 0.9%** |  |
| 7017 | AT&T, Inc. | &nbsp;&nbsp;&nbsp; 129183 |
| 1036 | Lumen Technologies, Inc. | &nbsp;&nbsp;&nbsp; 5408 |
| 424 | T-Mobile US, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 59360 |
| 3977 | Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp; 156694 |
|  |  | &nbsp;&nbsp; 350645 |
|  | **TIMBER REIT - 0.1%** |  |
| 729 | Weyerhaeuser Company | &nbsp;&nbsp;&nbsp; 22599 |
|  | **TOBACCO & CANNABIS - 0.7%** |  |
| 1895 | Altria Group, Inc. | &nbsp;&nbsp;&nbsp; 86620 |
| 1586 | Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp; 160520 |
|  |  | &nbsp;&nbsp; 247140 |
|  | **TRANSPORTATION & LOGISTICS - 1.5%** |  |
| 124 | Alaska Air Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5325 |
| 442 | American Airlines Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5622 |
| 282 | Canadian Pacific Railway Ltd. | &nbsp;&nbsp;&nbsp; 21034 |
| 134 | CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp; 12269 |
| 2331 | CSX Corporation | &nbsp;&nbsp;&nbsp; 72214 |
| 620 | Delta Air Lines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20373 |
| 179 | Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp; 18602 |
| 221 | FedEx Corporation | &nbsp;&nbsp;&nbsp; 38277 |
| 89 | JB Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp; 15518 |
| 253 | Norfolk Southern Corporation | &nbsp;&nbsp;&nbsp; 62344 |
| 94 | Old Dominion Freight Line, Inc. | &nbsp;&nbsp;&nbsp; 26675 |

---

---

| | | |
|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 84.9% (Continued)** |  |
|  | **TRANSPORTATION & LOGISTICS - 1.5% (Continued)** |  |
| 534 | Southwest Airlines Company<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $17980 |
| 646 | Union Pacific Corporation | &nbsp;&nbsp;&nbsp; 133768 |
| 244 | United Airlines Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9199 |
| 706 | United Parcel Service, Inc., Class B | &nbsp;&nbsp;&nbsp; 122731 |
|  |  | &nbsp;&nbsp; 581931 |
|  | **TRANSPORTATION EQUIPMENT - 0.2%** |  |
| 149 | Cummins, Inc. | &nbsp;&nbsp;&nbsp; 36102 |
| 356 | PACCAR, Inc. | &nbsp;&nbsp;&nbsp; 35233 |
| 178 | Westinghouse Air Brake Technologies Corporation | &nbsp;&nbsp;&nbsp; 17766 |
|  |  | &nbsp;&nbsp; 89101 |
|  | **WHOLESALE - CONSUMER STAPLES - 0.3%** |  |
| 612 | Archer-Daniels-Midland Company | &nbsp;&nbsp;&nbsp; 56824 |
| 526 | Sysco Corporation | &nbsp;&nbsp;&nbsp; 40213 |
|  |  | &nbsp;&nbsp; 97037 |
|  | **WHOLESALE - DISCRETIONARY - 0.1%** |  |
| 352 | Copart, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 21433 |
| 268 | LKQ Corporation | &nbsp;&nbsp;&nbsp; 14314 |
| 39 | Pool Corporation | &nbsp;&nbsp;&nbsp; 11791 |
|  |  | &nbsp;&nbsp; 47538 |
|  | **TOTAL COMMON STOCKS (Cost $23,511,718)** | &nbsp;&nbsp; 31982824 |
|  | **EXCHANGE-TRADED FUND — 2.5%** |  |
|  | **EQUITY - 2.5%** |  |
| 2478 | SPDR S&P 500 ETF Trust | &nbsp;&nbsp;&nbsp; 947662 |
|  | **TOTAL EXCHANGE-TRADED FUND (Cost $597,882)** | &nbsp;&nbsp; 947662 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** | **PERSIMMON LONG/SHORT FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  |  |  | **Fair Value** |
|  | **SHORT-TERM INVESTMENT — 2.3%** |  |  |  |
|  | **MONEY MARKET FUND - 2.3%** |  |  |  |
| 875683 | First American Government Obligations Fund Class X, Class X, 4.08% (Cost $875,683)<sup>(c)</sup> |  |  | &nbsp;&nbsp;&nbsp; $875683 |
|  | **TOTAL INVESTMENTS - 89.7% (Cost $24,985,283)** |  |  | &nbsp;&nbsp;&nbsp; $33806169 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES- 10.3%** |  |  | &nbsp;&nbsp; 3896432 |
|  | **NET ASSETS - 100.0%** |  |  | &nbsp;&nbsp; $37702601 |
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |  |  |  |
| **Number of Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional Amount<sup>(d)</sup>** | **Value and Unrealized Depreciation** |
| 90 | CME E-Mini Standard & Poor's 500 Index Future | 03/17/2023 | &nbsp;&nbsp;&nbsp; $17374500 | &nbsp;&nbsp;&nbsp; $(77275) |
|  | **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** |  |  |

---

---

| | |
|:---|:---|
| ADR | - American Depositary Receipt |
| ETF | - Exchange-Traded Fund |
| LTD | - Limited Company |
| MSCI | - Morgan Stanley Capital International |
| PLC | - Public Limited Company |
| REIT | - Real Estate Investment Trust |
| SPDR | - Standard & Poor's Depositary Receipt |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> Percentage rounds to less than 0.1%.

<sup>(c)</sup> Rate disclosed is the seven day effective yield as of December 31, 2022.

<sup>(d)</sup> The amounts shown are the underlying reference notional amounts to stock exchange indices and equities upon which the fair value of the futures contracts held by the Fund are based. Notional values do not represent the current fair value of, and are not necessarily indicative of the future cash flows of the Fund's futures contracts. Further, the underlying price changes in relation to the variables specified by the notional values affects the fair value of these derivative financial instruments. The notional values as set forth within this schedule do not purport to represent economic value at risk to the Fund.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHERN LIGHTS FUND TRUST III

- **b. Investment Company Act file number:** 811-22655

- **c. CIK number of Registrant:** 0001537140

- **d. LEI of Registrant:** 549300PPUECJSQFBYV98

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Persimmon Long/Short Fund

- **b. EDGAR series identifier (if any):** S000039332

- **c. LEI of Series:** 549300FUXDUHJZGIMH54

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

- **a. Date of fiscal year-end:** 2023-09-30

- **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:** $37798608.47

**Total Liabilities:** $97926.30

**Net Assets:** $37700682.17

**Cash Not Reported:** $4022070.33

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000121227 | 3.52%                | 3.49%                | -3.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $22126.23                | $2511544.05                                |
| Month 2  | $0.00                    | $1783080.60                                |
| Month 3  | $2528.02                 | $-2015590.84                               |

**Designated Index Information**

- **Index Name:** S&P 500 (TR)

- **Index Identifier:** 500TR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ameren Corporation                           | AMEREN CORP             | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       277 | NS      | $24630.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                      | UDR INC                 | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       311 | NS      | $12045.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                | CHUBB LTD               | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       464 | NS      | $102358.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                            | NUCOR CORP              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       304 | NS      | $40070.24     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                        | QUANTA SERVICES         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       155 | NS      | $22087.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                    | MSCI INC                | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        83 | NS      | $38609.11     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                   | INTUIT INC              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       246 | NS      | $95748.12     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                            | LOEWS CORP              | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       259 | NS      | $15107.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation               | SCHWAB (CHARLES)        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1157 | NS      | $96331.82     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                          | SYLVAMO CORP            | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |        35 | NS      | $1700.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                  | CH ROBINSON             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       134 | NS      | $12269.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                | PROLOGIS INC            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       866 | NS      | $97624.18     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                         | EMERSON ELEC CO         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       611 | NS      | $58692.66     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                       | CENTERPOINT ENER        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       521 | NS      | $15624.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                | US BANCORP              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1389 | NS      | $60574.29     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                             | IDEX CORP               | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        73 | NS      | $16668.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC           | JOHNSON CONTROLS        | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       810 | NS      | $51840.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                   | BAXTER INTL INC         | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       487 | NS      | $24822.39     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank   | ZIONS BANCORP NA        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       173 | NS      | $8504.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                 | TAPESTRY INC            | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       310 | NS      | $11804.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                         | LAS VEGAS SANDS         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       343 | NS      | $16488.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                             | POOL CORP               | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        39 | NS      | $11790.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.         | COGNIZANT TECH-A        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       524 | NS      | $29967.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                           | EXELON CORP             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1024 | NS      | $44267.52     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                              | ASTRAZENECA-ADR         | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       452 | NS      | $30645.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                           | INGERSOLL-RAND I        | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       342 | NS      | $17869.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                    | VF CORP                 | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       344 | NS      | $9497.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                            | INTEL CORP              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      3816 | NS      | $100856.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                          | CHEVRON CORP            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1850 | NS      | $332056.50    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                              | ROSS STORES INC         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       356 | NS      | $41320.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                 | NVIDIA CORP             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2356 | NS      | $344305.84    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                  | ROLLINS INC             | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       210 | NS      | $7673.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                            | HF SINCLAIR CORP        | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       152 | NS      | $7887.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation.                          | INCYTE CORP             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       232 | NS      | $18634.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                  | PARKER HANNIFIN         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       109 | NS      | $31719.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                    | AMCOR PLC               | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      1530 | NS      | $18222.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                 | EQUIFAX INC             | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       114 | NS      | $22157.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                          | DENTSPLY SIRONA         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       214 | NS      | $6813.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                      | BOSTON PROPERTIE        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       139 | NS      | $9393.62      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                         | PPG INDS INC            | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       241 | NS      | $30303.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                            | FEDEX CORP              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       221 | NS      | $38277.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                        | CARDINAL HEALTH         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       291 | NS      | $22369.17     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                   | CARRIER GLOB            | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       729 | NS      | $30071.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated | PUB SERV ENTERP         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       561 | NS      | $34372.47     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company           | HEWLETT PACKA           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1288 | NS      | $20556.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                          | LEIDOS HOLDINGS         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       124 | NS      | $13043.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                | INTERCONTINENTAL        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       588 | NS      | $60322.92     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                          | SVB FINANCIAL GR        | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        49 | NS      | $11276.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                  | PAYCHEX INC             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       311 | NS      | $35939.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                     | MARATHON OIL            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       777 | NS      | $21033.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.             | MARSH & MCLENNAN        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       532 | NS      | $88035.36     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co (The)                             | HERSHEY CO/THE          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       168 | NS      | $38903.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                           | AFLAC INC               | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       795 | NS      | $57192.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Incorporation               | ALASKA AIR GROUP        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       124 | NS      | $5324.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                          | HALLIBURTON CO          | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       865 | NS      | $34037.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company PLC                          | PERRIGO CO PLC          | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |       136 | NS      | $4636.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                | QUALCOMM INC            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1140 | NS      | $125331.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                              | KLA CORP                | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       153 | NS      | $57685.59     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                     | DEVON ENERGY CO         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       376 | NS      | $23127.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.              | UNIVERSAL HLTH-B        | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        76 | NS      | $10707.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                      | TYLER TECHNOLOG         | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        40 | NS      | $12896.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                  | BANK OF AMERICA         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      7503 | NS      | $248499.36    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.      | INTL FLVR & FRAG        | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       101 | NS      | $10588.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                  | HOLOGIC INC             | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       249 | NS      | $18627.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                          | ANALOG DEVICES          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       531 | NS      | $87099.93     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                          | DANAHER CORP            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       615 | NS      | $163233.30    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                          | WALT DISNEY CO          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1908 | NS      | $165767.04    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                       | TJX COS INC             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1188 | NS      | $94564.80     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                       | HP INC                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      1352 | NS      | $36328.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                    | TELEDYNE TECH           | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        45 | NS      | $17995.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.               | WALGREENS BOOTS         | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       881 | NS      | $32914.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                       | SEMPRA ENERGY           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       311 | NS      | $48061.94     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                             | AMAZON.COM INC          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8300 | NS      | $697200.00    | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                       | DXC TECHNOLOGY C        | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       249 | NS      | $6598.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perkinelmer, Inc.                            | PERKINELMER INC         | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       111 | NS      | $15564.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                 | BROADCOM INC            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       410 | NS      | $229243.30    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                               | PUBLIC STORAGE          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       151 | NS      | $42308.69     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                        | WELLS FARGO & CO        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3798 | NS      | $156819.42    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources                           | FRANKLIN RES INC        | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       264 | NS      | $6964.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                               | VERISIGN INC            | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        96 | NS      | $19722.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                | HILTON WORLDWIDE        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       284 | NS      | $35886.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                          | DOMINION ENERGY         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       745 | NS      | $45683.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                   | L3HARRIS TECHNOL        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       234 | NS      | $48721.14     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                    | VALERO ENERGY           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       398 | NS      | $50490.28     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                         | WYNN RESORTS LTD        | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        92 | NS      | $7587.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc                            | DOMINO'S PIZZA          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        38 | NS      | $13163.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                          | FORTIVE CORP            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       316 | NS      | $20303.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                | NISOURCE INC            | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       372 | NS      | $10200.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                    | COLGATE-PALMOLIV        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       826 | NS      | $65080.54     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                 | LINCOLN NATL CRP        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       173 | NS      | $5314.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                          | ARISTA NETWORKS         | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       204 | NS      | $24755.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                              | T-MOBILE US INC         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       424 | NS      | $59360.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                | MEDTRONIC PLC           | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1329 | NS      | $103289.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                             | DT MIDSTREAM            | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       102 | NS      | $5636.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                 | AUTODESK INC            | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       224 | NS      | $41858.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                              | DEERE & CO              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       323 | NS      | $138489.48    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                 | LYONDELLBASELL-A        | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       228 | NS      | $18930.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                  | KEYSIGHT TEC            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       193 | NS      | $33016.51     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated            | MICROCHIP TECH          | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       432 | NS      | $30348.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Inc                                 | BEST BUY CO INC         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       213 | NS      | $17084.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                 | CUMMINS INC             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       149 | NS      | $36101.21     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                   | CONSTELLATION-A         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       162 | NS      | $37543.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                         | UNITED RENTALS          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        66 | NS      | $23457.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                          | IQVIA HOLDINGS I        | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       174 | NS      | $35650.86     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                      | REPUBLIC SVCS           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       211 | NS      | $27216.89     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                       | CMS ENERGY CORP         | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       327 | NS      | $20708.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                   | ALLIANT ENERGY          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       279 | NS      | $15403.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                   | AVERY DENNISON          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        92 | NS      | $16652.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                          | CISCO SYSTEMS           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      4461 | NS      | $212522.04    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                | REGIONS FINANCIA        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       975 | NS      | $21021.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                              | FOX CORP - B            | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       154 | NS      | $4381.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                   | GARMIN LTD              | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       149 | NS      | $13751.21     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                           | MOSAIC CO/THE           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       362 | NS      | $15880.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Incorporation                        | GARTNER INC             | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        88 | NS      | $29580.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                            | CROWN CASTLE INC        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       401 | NS      | $54391.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger W W Inc                             | WW GRAINGER INC         | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        41 | NS      | $22806.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                              | ULTA BEAUTY INC         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        61 | NS      | $28613.27     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                   | CONSTELLATION EN        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       341 | NS      | $29397.61     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                        | COCA-COLA CO/THE        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      3879 | NS      | $246743.19    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                           | FORD MOTOR CO           | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      3772 | NS      | $43868.36     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                  | NETAPP INC              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       217 | NS      | $13033.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                           | HENRY SCHEIN INC        | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       142 | NS      | $11341.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company  | WILLIS TOWERS WA        | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       134 | NS      | $32773.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                   | NASDAQ INC              | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       351 | NS      | $21533.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                | ALPHABET INC-A          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5680 | NS      | $501146.40    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                   | PRUDENTL FINL           | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       407 | NS      | $40480.22     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                      | BERKSHIRE HATH-B        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      2072 | NS      | $640040.80    | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                  | WALMART INC             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1263 | NS      | $179080.77    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                           | CLOROX CO               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       139 | NS      | $19505.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                 | MARRIOTT INTL-A         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       258 | NS      | $38413.62     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.          | BROADRIDGE FINL         | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       115 | NS      | $15424.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                      | ACTIVISION BLIZZ        | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       831 | NS      | $63613.05     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                   | DEXCOM                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       376 | NS      | $42578.24     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                   | ZIMMER BIOMET HO        | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       204 | NS      | $26010.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                           | TARGET CORP             | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       455 | NS      | $67813.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, INC.                                | ABIOMED INC -CVR        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        44 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                   | COOPER COS INC          | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        48 | NS      | $15872.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                   | ZIMVIE INC              | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |        20 | NS      | $186.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                           | NEXTERA ENERGY          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1908 | NS      | $159508.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                       | MOTOROLA SOLUTIO        | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       161 | NS      | $41491.31     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                               | TECHNIPFMC PLC          | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |       431 | NS      | $5253.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                              | BLACKROCK INC           | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       120 | NS      | $85035.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company            | PIONEER NATURAL         | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       162 | NS      | $36999.18     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                              | FMC CORP                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       132 | NS      | $16473.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                               | KROGER CO               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       900 | NS      | $40122.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                 | COSTCO WHOLESALE        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       392 | NS      | $178948.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                             | NRG ENERGY              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       238 | NS      | $7573.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Engineering Group Inc.                | JACOBS SOLUTIONS        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $16089.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                     | ILLINOIS TOOL WO        | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       296 | NS      | $65208.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                     | SKYWORKS SOLUTIO        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       161 | NS      | $14671.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                    | WESTERN UNION           | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |       411 | NS      | $5659.47      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                        | EATON CORP PLC          | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       364 | NS      | $57129.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                      | MOHAWK INDS             | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        64 | NS      | $6542.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                        | STARBUCKS CORP          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1246 | NS      | $123603.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                        | TELEFLEX INC            | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        45 | NS      | $11233.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                    | ADOBE INC               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       441 | NS      | $148409.73    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                         | BAKER HUGHES CO         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       649 | NS      | $19164.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                         | KYNDRYL HOLD-W/I        | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       179 | NS      | $1990.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                | ACCENTURE PLC-A         | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       643 | NS      | $171578.12    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                    | TESLA INC               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2295 | NS      | $282698.10    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corporation                              | PVH CORP                | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |        75 | NS      | $5294.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                | EMBECTA CORP            | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |        59 | NS      | $1492.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                     | GENERAL ELECTRIC        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1155 | NS      | $96777.45     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                             | ARTHUR J GALLAGH        | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       164 | NS      | $30920.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                 | AMETEK INC              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       218 | NS      | $30458.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                           | CONAGRA BRANDS I        | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       524 | NS      | $20278.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                           | ALTRIA GROUP INC        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1895 | NS      | $86620.45     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                | BOSTON SCIENTIFC        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1472 | NS      | $68109.44     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                              | CATERPILLAR INC         | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       581 | NS      | $139184.36    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc.                         | LEGGETT & PLATT         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       137 | NS      | $4415.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                    | APTIV PLC               | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       235 | NS      | $21885.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential Properties Trust          | EQUITY RESIDENTI        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       334 | NS      | $19706.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                     | RALPH LAUREN COR        | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        52 | NS      | $5494.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                 | ADV MICRO DEVICE        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       909 | NS      | $58875.93     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                | ASSURANT INC            | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        67 | NS      | $8379.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc             | METTLER-TOLEDO          | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        23 | NS      | $33245.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                     | DIGITAL REALTY          | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       206 | NS      | $20655.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                  | FISERV INC              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       568 | NS      | $57407.76     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                      | UNITEDHEALTH GRP        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       918 | NS      | $486705.24    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc                              | MASTERBRAND             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |       109 | NS      | $822.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                          | DELTA AIR LI            | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       620 | NS      | $20373.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                       | VERISK ANALYTI          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       170 | NS      | $29991.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                   | BIO-RAD LABS-A          | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        21 | NS      | $8830.29      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                  | RESMED INC              | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       139 | NS      | $28930.07     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd           | NORWEGIAN CRUISE        | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       210 | NS      | $2570.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                         | AMPHENOL CORP-A         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       584 | NS      | $44465.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                      | ADVANCE AUTO PAR        | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        63 | NS      | $9262.89      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank San Francisco            | FIRST REPUBLIC B        | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       183 | NS      | $22305.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                      | NVR INC                 | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         3 | NS      | $13837.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                             | DUKE ENERGY CORP        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       685 | NS      | $70548.15     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                  | PFIZER INC              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      5243 | NS      | $268651.32    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                  | PHILLIPS 66             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       424 | NS      | $44129.92     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                        | EVEREST RE GROUP        | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        38 | NS      | $12588.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation            | RAYTHEON TECHNOL        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1536 | NS      | $155013.12    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                  | CORTEVA INC             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       764 | NS      | $44907.92     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                      | KEYCORP                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      1054 | NS      | $18360.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                        | ROYAL CARIBBEAN GROUP   | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       166 | NS      | $8205.38      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC              | SEAGATE TECHNOLO        | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       217 | NS      | $11416.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                  | AVALONBAY COMMUN        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       137 | NS      | $22128.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                         | CORNING INC             | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       752 | NS      | $24018.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr S&P 500 Etf Trust                       | SPDR S&P 500 ETF        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      2478 | NS      | $947661.54    | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                        | ALIGN TECHNOLOGY        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        70 | NS      | $14763.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                           | COTERRA ENERGY I        | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       411 | NS      | $10098.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                         | JPMORGAN CHASE          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2980 | NS      | $399618.00    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                            | TRACTOR SUPPLY          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       114 | NS      | $25646.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                              | GEN DIGITAL INC         | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       581 | NS      | $12450.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                 | SOUTHERN CO             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1131 | NS      | $80764.71     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                        | DUPONT DE NEMOUR        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       676 | NS      | $46393.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                  | ECOLAB INC              | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       244 | NS      | $35516.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                    | HOST HOTELS & RE        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       699 | NS      | $11218.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.           | AMERICAN INTERNA        | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       753 | NS      | $47619.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings          | LABORATORY CP           | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |        95 | NS      | $22370.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                      | KRAFT HEINZ CO/T        | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       635 | NS      | $25850.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                          | KINDER MORGAN IN        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1871 | NS      | $33827.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.              | REGENERON PHARM         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        80 | NS      | $57719.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc                                  | GAP INC/THE             | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       226 | NS      | $2549.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                         | SNAP-ON INC             | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        51 | NS      | $11652.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                           | ORACLE CORP             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2082 | NS      | $170182.68    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.  | HARTFORD FINL SV        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       396 | NS      | $30028.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                    | APA CORP                | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       372 | NS      | $17364.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                         | OTIS WORLDWI            | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       397 | NS      | $31089.07     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                        | LOWE'S COS INC          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       767 | NS      | $152817.08    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                       | SOUTHWEST AIR           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       534 | NS      | $17979.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                     | ETSY INC                | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       120 | NS      | $14373.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | JOHNSON&JOHNSON         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2708 | NS      | $478368.20    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                  | WABTEC CORP             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       178 | NS      | $17766.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                   | UNUM GROUP              | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       226 | NS      | $9272.78      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                 | HONEYWELL INTL          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       728 | NS      | $156010.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                 | RAYMOND JAMES           | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       186 | NS      | $19874.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | EVERSOURCE ENERG        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       382 | NS      | $32026.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                      | AON PLC                 | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       220 | NS      | $66030.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                            | EXPEDIA GROUP IN        | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       121 | NS      | $10599.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                            | SYSCO CORP              | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       526 | NS      | $40212.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                         | EDISON INTL             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       399 | NS      | $25384.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                              | FOX CORP - A            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       339 | NS      | $10295.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                 | CATALENT INC            | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       164 | NS      | $7381.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                 | CITIZENS FINANCI        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       442 | NS      | $17401.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                           | IPG PHOTONICS           | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |        37 | NS      | $3502.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.               | ROBERT HALF INTL        | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       114 | NS      | $8416.62      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                | TERADYNE INC            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       161 | NS      | $14063.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                 | FASTENAL CO             | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       550 | NS      | $26026.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation            | PINNACLE WEST           | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       108 | NS      | $8212.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansys Inc                                    | ANSYS INC               | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        83 | NS      | $20051.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                     | LAMB WESTON             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       139 | NS      | $12421.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                 | METLIFE INC             | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       806 | NS      | $58330.22     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                 | NORFOLK SOUTHERN        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       253 | NS      | $62344.26     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                   | ONEOK INC               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       436 | NS      | $28645.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                  | PENTAIR PLC             | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       154 | NS      | $6926.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                      | DOW INC                 | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       723 | NS      | $36431.97     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                  | HUMANA INC              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       135 | NS      | $69145.65     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                           | CINTAS CORP             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $33419.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                             | WESTROCK CO             | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       314 | NS      | $11040.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America             | PACKAGING CORP          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        94 | NS      | $12023.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                | ALPHABET INC-C          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5460 | NS      | $484465.80    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Victorias Secret and Co                      | VICTORIA'S SECRE        | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |        72 | NS      | $2576.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                | AMERISOURCEBERGE        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       157 | NS      | $26016.47     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                      | EXXON MOBIL CORP        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4422 | NS      | $487746.60    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                       | SEALED AIR CORP         | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       158 | NS      | $7881.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                           | BROWN-FORMAN -B         | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       175 | NS      | $11494.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                 | ILLUMINA INC            | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       157 | NS      | $31745.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                    | CHURCH & DWIGHT         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       272 | NS      | $21925.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                 | JACK HENRY              | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        80 | NS      | $14044.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                               | SERVICENOW INC          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       169 | NS      | $65617.63     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                               | CITIGROUP INC           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      2039 | NS      | $92223.97     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                              | DOLLAR TREE INC         | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       247 | NS      | $34935.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                          | REALTY INCOME           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       329 | NS      | $20868.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                           | UNDER ARMOUR-A          | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       234 | NS      | $2377.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                             | GENUINE PARTS CO        | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       149 | NS      | $25852.99     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                        | COMERICA INC            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       147 | NS      | $9826.95      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                           | DTE ENERGY CO           | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       204 | NS      | $23976.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                   | NORTHERN TRUST          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       231 | NS      | $20441.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                    | AKAMAI TECHNOLOG        | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       150 | NS      | $12645.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                        | FLOWSERVE CORP          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       140 | NS      | $4295.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                 | MONDELEZ INTER-A        | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1397 | NS      | $93110.05     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                         | WEYERHAEUSER CO         | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       729 | NS      | $22599.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                  | LOCKHEED MARTIN         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       230 | NS      | $111892.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                    | MARKETAXESS             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        39 | NS      | $10876.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                       | GENERAL MOTORS C        | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1149 | NS      | $38652.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                            | OMNICOM GROUP           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       230 | NS      | $18761.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                              | PPL CORP                | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       815 | NS      | $23814.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                  | PROGRESSIVE CORP        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       652 | NS      | $84570.92     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                  | AMERICAN AIRLINE        | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       442 | NS      | $5622.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                 | FORTINET INC            | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       650 | NS      | $31778.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                             | NEWS CORP-CL A          | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       306 | NS      | $5569.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                 | THERMO FISHER           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       395 | NS      | $217522.55    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.          | HUNT (JB) TRANS         | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        89 | NS      | $15518.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                     | SIMON PROPERTY          | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       323 | NS      | $37946.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                           | CONOCOPHILLIPS          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1271 | NS      | $149978.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                            | FIRSTENERGY CORP        | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       621 | NS      | $26044.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                             | NEWS CORP-CL B          | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       101 | NS      | $1862.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Davita Inc                                   | DAVITA INC              | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        88 | NS      | $6570.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                     | STATE ST CORP           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       384 | NS      | $29786.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Technip Energies N V                         | TECHN ADR - SPON        | CUSIP: 87854Y109<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | NL        |        86 | NS      | $1345.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                           | BOEING CO/THE           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       558 | NS      | $106293.42    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                 | SHERWIN-WILLIAMS        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       252 | NS      | $59807.16     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | ABBOTT LABS             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1715 | NS      | $188289.85    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation  | IBM                     | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       897 | NS      | $126378.33    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                  | INTL PAPER CO           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       392 | NS      | $13574.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                   | COPART INC              | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       352 | NS      | $21433.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                    | GOLDMAN SACHS GP        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       326 | NS      | $111941.88    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                       | F5 INC                  | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        61 | NS      | $8754.11      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                  | XYLEM INC               | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       186 | NS      | $20566.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Inc                                   | CARMAX INC              | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |       152 | NS      | $9255.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.               | OLD DOMINION FRT        | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        94 | NS      | $26675.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                   | ESSEX PROPERTY          | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        64 | NS      | $13562.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.              | LIVE NATION ENTE        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       127 | NS      | $8856.98      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                        | MICROSOFT CORP          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7444 | NS      | $1785220.08   | 4.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Company                   | MARATHON PETROLE        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       637 | NS      | $74140.43     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                       | LUMEN TECHNOLOGI        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      1036 | NS      | $5407.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                        | GILEAD SCIENCES         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1166 | NS      | $100101.10    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                    | CONS EDISON INC         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       298 | NS      | $28402.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.          | HUNTINGTON INGAL        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        48 | NS      | $11072.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                 | ORGANON & CO            | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       240 | NS      | $6703.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc   | FIDELITY NATIONA        | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       615 | NS      | $41727.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Incorporated    | WEST PHARMACEUT         | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        74 | NS      | $17415.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM Brands Inc                               | YUM! BRANDS INC         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       319 | NS      | $40857.52     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                    | TRAVELERS COS IN        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       293 | NS      | $54934.57     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                  | PEPSICO INC             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1355 | NS      | $244794.30    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                         | ELEVANCE HEALTH         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       252 | NS      | $129268.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                | MARTIN MAR MTLS         | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        67 | NS      | $22643.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                     | WR BERKLEY CORP         | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       219 | NS      | $15892.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.  | EXPEDITORS INTL         | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       179 | NS      | $18601.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | MORGAN STANLEY          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1418 | NS      | $120558.39    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                        | WEC ENERGY GROUP        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       346 | NS      | $32440.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc             | PNC FINANCIAL SE        | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       442 | NS      | $69809.48     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                     | ATMOS ENERGY            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       132 | NS      | $14793.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion PLC                                 | ALLEGION PLC            | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        96 | NS      | $10104.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                   | STERIS PLC              | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        83 | NS      | $15329.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                     | LAM RESEARCH            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       135 | NS      | $56740.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                     | O'REILLY AUTOMOT        | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        75 | NS      | $63302.25     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated            | MCCORMICK-N/V           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       262 | NS      | $21717.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                  | DISCOVER FINANCI        | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       286 | NS      | $27979.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                             | HESS CORP               | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       270 | NS      | $38291.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                         | VORNADO RLTY TST        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       154 | NS      | $3204.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                            | CIGNA CORP              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       325 | NS      | $107685.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith(Ao)Corp                                | SMITH (A.O.)CORP        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       140 | NS      | $8013.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                         | TRANSDIGM GROUP         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $28963.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                             | MERCK & CO              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2403 | NS      | $266612.85    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                     | ALLSTATE CORP           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       356 | NS      | $48273.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                 | CHARTER COMMUN-A        | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       140 | NS      | $47474.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                         | CELANESE CORP           | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       119 | NS      | $12166.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                    | HEALTHPEAK PROPE        | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |       527 | NS      | $13211.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                          | FIFTH THIRD BANC        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       730 | NS      | $23951.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                    | ROCKWELL AUTOMAT        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       103 | NS      | $26529.71     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.              | ESTEE LAUDER            | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       222 | NS      | $55080.42     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                         | HOWMET AEROSPACE        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       364 | NS      | $14345.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                     | KIMCO REALTY            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |       425 | NS      | $9001.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                            | TYSON FOODS-A           | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       321 | NS      | $19982.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation             | CINCINNATI FIN          | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       237 | NS      | $24266.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.              | AUTOMATIC DATA          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       435 | NS      | $103904.10    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                  | VERIZON COMMUNIC        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      3977 | NS      | $156693.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated               | TEXAS INSTRUMENT        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       899 | NS      | $148532.78    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation             | EDWARDS LIFE            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       681 | NS      | $50809.41     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                 | WILLIAMS COS INC        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1200 | NS      | $39480.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                          | COMCAST CORP-A          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      4450 | NS      | $155616.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                   | IRON MOUNTAIN           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       316 | NS      | $15752.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                           | NEWELL BRANDS IN        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |       421 | NS      | $5506.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                               | GLOBE LIFE INC          | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       111 | NS      | $13381.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                              | LKQ CORP                | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       268 | NS      | $14313.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                       | MCDONALDS CORP          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       707 | NS      | $186315.71    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                 | TEXTRON INC             | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       253 | NS      | $17912.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                    | AGILENT TECH INC        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       299 | NS      | $44745.35     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                        | MONSTER BEVERAGE        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       395 | NS      | $40104.35     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                    | PRINCIPAL FINL          | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       227 | NS      | $19049.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust              | FED REALTY INVS         | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $6971.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                      | JM SMUCKER CO           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       118 | NS      | $18698.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                               | ALBEMARLE CORP          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       103 | NS      | $22336.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                   | HASBRO INC              | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       146 | NS      | $8907.46      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                   | AMERIPRISE FINAN        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       109 | NS      | $33939.33     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                  | VIATRIS INC             | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       718 | NS      | $7991.34      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                            | DOVER CORP              | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       151 | NS      | $20446.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                        | FREEPORT-MCMORAN        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1337 | NS      | $50806.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                         | SCHLUMBERGER LTD        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1377 | NS      | $73614.42     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.           | AMERICAN WATER W        | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       201 | NS      | $30636.42     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                    | UNION PAC CORP          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       646 | NS      | $133767.22    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                       | WASTE MANAGEMENT        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       410 | NS      | $64320.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                      | MASTERCARD INC-A        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       855 | NS      | $297309.15    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation      | BANK NY MELLON          | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       922 | NS      | $41969.44     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                   | 3M CO                   | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       582 | NS      | $69793.44     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                  | ABBVIE INC              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1693 | NS      | $273605.73    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                         | ELECTRONIC ARTS         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       319 | NS      | $38975.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp                                  | MOODY'S CORP            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       166 | NS      | $46250.92     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                | BECTON DICKINSON        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       297 | NS      | $75527.10     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                          | VONTIER CORP            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       126 | NS      | $2435.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                        | CAMPBELL SOUP CO        | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       177 | NS      | $10044.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                 | NORTHROP GRUMMAN        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       174 | NS      | $94936.14     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                      | INTUITIVE SURGIC        | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       342 | NS      | $90749.70     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                 | SYNOPSYS INC            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       135 | NS      | $43104.15     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                          | STRYKER CORP            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       335 | NS      | $81904.15     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                              | CVS HEALTH CORP         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1386 | NS      | $129161.34    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | SYNCHRONY FINANC        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       541 | NS      | $17777.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                              | KELLOGG CO              | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       269 | NS      | $19163.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fleetcor Technologies Inc                    | FLEETCOR TECHNOL        | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        82 | NS      | $15061.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Incorporation                | PAYPAL HOLDINGS         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      1093 | NS      | $77843.46     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation            | CAPITAL ONE FINA        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       431 | NS      | $40065.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                     | DISH NETWORK-A          | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |       216 | NS      | $3032.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd.                | CANADIAN PACIFIC        | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       282 | NS      | $21034.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                             | BALL CORP               | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       345 | NS      | $17643.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                              | ELI LILLY & CO          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       762 | NS      | $278770.08    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group                                   | CBRE GROUP INC-A        | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       330 | NS      | $25396.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                              | XCEL ENERGY INC         | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       574 | NS      | $40243.14     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated               | QUEST DIAGNOSTIC        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       130 | NS      | $20337.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                   | APPLE INC               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     16418 | NS      | $2133190.74   | 5.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                       | DIAMONDBACK ENER        | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       160 | NS      | $21884.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                     | DARDEN RESTAURAN        | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       113 | NS      | $15631.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                         | MCKESSON CORP           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       190 | NS      | $71272.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc                               | HOME DEPOT INC          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1006 | NS      | $317755.16    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                 | UNITED AIRLINES         | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       244 | NS      | $9198.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                        | BATH & BODY WORK        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       216 | NS      | $9102.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                  | WARNER BROS DISC        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      2212 | NS      | $20969.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                           | UNDER ARMO-C            | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       244 | NS      | $2176.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                        | WESTERN DIGITAL         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       302 | NS      | $9528.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                        | REGENCY CENTERS         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       155 | NS      | $9687.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                 | PROCTER & GAMBLE        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2385 | NS      | $361470.60    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                           | LENNAR CORP-A           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       287 | NS      | $25973.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                       | MICRON TECH             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       942 | NS      | $47081.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                             | HANESBRANDS INC         | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |       340 | NS      | $2162.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                         | M&T BANK CORP           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       194 | NS      | $28141.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated           | HUNTINGTON BANC         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      1082 | NS      | $15256.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                          | AES CORP                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       691 | NS      | $19873.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.             | PHILIP MORRIS IN        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1586 | NS      | $160519.06    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                 | STANLEY BLACK &         | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       136 | NS      | $10216.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                             | WELLTOWER INC           | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       410 | NS      | $26875.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                   | CHIPOTLE MEXICAN        | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $31912.27     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                              | CSX CORP                | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      2331 | NS      | $72214.38     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                     | NOV INC                 | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |       390 | NS      | $8147.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                              | BORGWARNER INC          | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       198 | NS      | $7969.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                               | S&P GLOBAL INC          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       293 | NS      | $98137.55     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                    | QORVO INC               | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       111 | NS      | $10061.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company               | ARCHER-DANIELS          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       612 | NS      | $56824.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                          | GENERAL MILLS IN        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       649 | NS      | $54418.65     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.               | AIR PRODS & CHEM        | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       224 | NS      | $69050.24     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                          | NEWMONT CORP            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       880 | NS      | $41536.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                          | CENTENE CORP            | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       657 | NS      | $53880.57     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                    | LINDE PLC               | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       506 | NS      | $165047.08    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE (FLOOR)          | S&P500 EMINI FUT  Mar23 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |       -90 | NC      | $-77275.00    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                     | AMERICAN EXPRESS        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       643 | NS      | $95003.25     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                   | PACCAR INC              | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       356 | NS      | $35233.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                  | UNITED PARCEL-B         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       706 | NS      | $122731.04    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                   | NIKE INC -CL B          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1239 | NS      | $144975.39    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                               | SALESFORCE INC          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       771 | NS      | $102226.89    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.             | AMERICAN ELECTRI        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       540 | NS      | $51273.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                    | MGM RESORTS INTE        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       475 | NS      | $15926.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                   | XEROX HOLDINGS C        | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |       165 | NS      | $2409.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                     | VULCAN MATERIALS        | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       143 | NS      | $25040.73     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                          | TE CONNECTIVITY         | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       321 | NS      | $36850.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                  | ZOETIS INC              | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       359 | NS      | $52611.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                | MOLSON COORS-B          | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       179 | NS      | $9222.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation             | OCCIDENTAL PETE         | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       850 | NS      | $53541.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                              | PULTEGROUP INC          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       213 | NS      | $9697.89      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                     | EXTRA SPACE STOR        | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |       123 | NS      | $18103.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FDS INC                          | FRST AM-GV OB-X         | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |    875683 | PA      | $875682.98    | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc               | FORTUNE BRANDS I        | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       109 | NS      | $6224.99      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation               | ZEBRA TECH CORP         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        51 | NS      | $13076.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.      | MID-AMERICA APAR        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       117 | NS      | $18367.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated          | VERTEX PHARM            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       258 | NS      | $74505.24     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                   | EVERGY INC              | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       241 | NS      | $15166.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                             | PARAMOUNT GLOBAL        | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       459 | NS      | $7747.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                   | DOLLAR GENERAL C        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       225 | NS      | $55406.25     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group                           | T ROWE PRICE GRP        | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       217 | NS      | $23666.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                 | TRUIST FINANCIAL        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1321 | NS      | $56842.63     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.        | ALEXANDRIA REAL         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       118 | NS      | $17189.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                       | APPLIED MATERIAL        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       984 | NS      | $95821.92     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                               | CME GROUP INC           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       387 | NS      | $65077.92     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                               | AUTOZONE INC            | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        23 | NS      | $56722.14     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                       | ROPER TECHNOLOGI        | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        95 | NS      | $41048.55     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                       | JUNIPER NETWORKS        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       342 | NS      | $10930.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                           | META PLATFORMS-A        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2304 | NS      | $277263.36    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                  | INVESCO LTD             | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       392 | NS      | $7052.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                            | DR HORTON INC           | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       274 | NS      | $24424.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                         | BOOKING HOLDINGS        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        41 | NS      | $82626.48     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                 | CF INDUSTRIES HO        | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       239 | NS      | $20362.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                   | AMERICAN TOWER C        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       408 | NS      | $86438.88     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                   | BIOGEN INC              | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       155 | NS      | $42922.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                          | ENTERGY CORP            | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       214 | NS      | $24075.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                           | HCA HEALTHCARE I        | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       257 | NS      | $61669.72     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office Reit Inc                        | ORION OFFICE REI        | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32 | NS      | $273.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp                                     | CDW CORP/DE             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       142 | NS      | $25358.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.           | TAKE-TWO INTERAC        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       122 | NS      | $12703.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                            | MASCO CORP              | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       287 | NS      | $13394.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                     | VISA INC-CLASS A        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1637 | NS      | $340103.12    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                   | AMGEN INC               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       577 | NS      | $151543.28    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                     | AT&T INC                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      7017 | NS      | $129182.97    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                  | VENTAS INC              | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       373 | NS      | $16803.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                 | CADENCE DESIGN          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       261 | NS      | $41927.04     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                          | EOG RESOURCES           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       573 | NS      | $74214.96     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                           | WATERS CORP             | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        61 | NS      | $20897.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | CBOE GLOBAL MARK        | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       118 | NS      | $14805.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation               | SBA COMM CORP           | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       110 | NS      | $30834.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                 | BRISTOL-MYER SQB        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      2195 | NS      | $157930.25    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                 | GENERAL DYNAMICS        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       240 | NS      | $59546.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                         | CARNIVAL CORP           | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       369 | NS      | $2974.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                        | WHIRLPOOL CORP          | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        58 | NS      | $8204.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                       | TRANE TECHNOLOGI        | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       249 | NS      | $41854.41     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.     | INTERPUBLIC GRP         | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       383 | NS      | $12757.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                            | HORMEL FOODS CRP        | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       279 | NS      | $12708.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                          | GLOBAL PAYMENTS         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       280 | NS      | $27809.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                | NETFLIX INC             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       463 | NS      | $136529.44    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sl Green Realty Corp                         | SL GREEN REALTY         | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |        68 | NS      | $2292.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                | EQUINIX INC             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        82 | NS      | $53712.46     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                    | EBAY INC                | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       740 | NS      | $30687.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                      | IDEXX LABS              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        79 | NS      | $32228.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                   | KIMBERLY-CLARK          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       314 | NS      | $42625.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                     | EASTMAN CHEMICAL        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       126 | NS      | $10261.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** NORTHERN LIGHTS FUND TRUST III

**Signature:** Brian Curley

**Name of Signer:** Brian Curley

**Title:** Treasurer