# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0001145549-23-017776
**Filing Date:** 2023-3
**Character Count:** 69873
**Document Hash:** eb94e625b72dd5ffecb91aaf7a3ff42b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017776.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017776

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND III
- **CENTRAL INDEX KEY:** 0001424212
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22245
- **FILM NUMBER:** 23755602

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE
- **STREET 2:** SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE
- **STREET 2:** SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** First Trust Exchange-Traded Fund III
- **DATE OF NAME CHANGE:** 20160419

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** First Trust Exchange Traded Fund III
- **DATE OF NAME CHANGE:** 20080116

## Series and Classes Contracts Data

### First Trust Horizon Managed Volatility Small/Mid ETF (Series ID: S000068212)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000218390 | First Trust Horizon Managed Volatility Small/Mid ETF | HSMV            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Exchange-Traded Fund III

- **b. Investment Company Act file number:** 811-22245

- **c. CIK number of Registrant:** 0001424212

- **d. LEI of Registrant:** 5493003Z20QMESC6XS29

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

  - **Street Address 1:** 120 East Liberty Drive, Suite 400

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

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

- **a. Name of Series:** First Trust Horizon Managed Volatility Small/Mid ETF

- **b. EDGAR series identifier (if any):** S000068212

- **c. LEI of Series:** 5493003PJU7KHDQNZ665

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $19701780.64

**Total Liabilities:** $11939.58

**Net Assets:** $19689841.06

**Cash Not Reported:** $42539.58

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218390 | 6.08%                | -4.41%               | 5.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $909101.66                                 |
| Month 2  | $-5488.03                | $-746229.97                                |
| Month 3  | $-215649.40              | $1197238.89                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Post Holdings Inc.                                 | POST HOLDINGS INC            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1083 | NS      | $102830.85    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                          | REGAL REXNORD CORP           | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       648 | NS      | $90201.60     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                 | LTC PROPERTIES INC           | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      2771 | NS      | $105713.65    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                    | LITTELFUSE INC               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       409 | NS      | $104986.21    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                          | LAMAR ADVERTISING CO-A       | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      1117 | NS      | $119005.18    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                             | LANCASTER COLONY CORP        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       512 | NS      | $98257.92     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                               | GLACIER BANCORP INC          | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      1891 | NS      | $86210.69     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Med Inc                                     | GLOBUS MEDICAL INC-A         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      1389 | NS      | $104869.50    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                          | KINSALE CAPITAL GROUP INC    | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       146 | NS      | $40652.24     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.          | KNIGHT-SWIFT TRANSPORTATION  | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1911 | NS      | $112940.10    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                          | NATIONAL FUEL GAS CO         | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1658 | NS      | $96263.48     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation             | OLD REPUBLIC INTL CORP       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      4167 | NS      | $109967.13    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                               | BANK OF HAWAII CORP          | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      1255 | NS      | $95994.95     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                 | CIRRUS LOGIC INC             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1065 | NS      | $96265.35     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated         | REINSURANCE GROUP OF AM CL A | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       641 | NS      | $97284.57     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                      | RELIANCE STEEL & ALUMINUM    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       485 | NS      | $110313.25    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                      | JEFFERIES FINANCIAL GROUP IN | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      1141 | NS      | $44818.48     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                            | KBR INC                      | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      2039 | NS      | $104457.97    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                   | LIFE STORAGE INC             | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       995 | NS      | $107499.80    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                          | MDU RESOURCES GROUP INC      | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3329 | NS      | $102899.39    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                 | DOUGLAS EMMETT INC           | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6004 | NS      | $100567.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                                    | EMCOR GROUP INC              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       685 | NS      | $101551.25    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                          | GRACO INC                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      1445 | NS      | $98722.40     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                     | ZIFF DAVIS INC               | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      1153 | NS      | $103170.44    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.              | CRACKER BARREL OLD COUNTRY   | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       938 | NS      | $104662.04    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                            | ESSENTIAL UTILITIES INC      | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      2077 | NS      | $97058.21     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                | KNOWLES CORP                 | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      5755 | NS      | $110668.65    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                          | LENNOX INTERNATIONAL INC     | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       379 | NS      | $98774.98     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Inds Inc                                       | ABM INDUSTRIES INC           | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      2229 | NS      | $104562.39    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                    | AFFILIATED MANAGERS GROUP    | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       244 | NS      | $42148.56     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                      | ONE GAS INC                  | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      1104 | NS      | $90925.44     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                | OSHKOSH CORP                 | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      1088 | NS      | $109648.64    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                          | COMMUNITY BANK SYSTEM INC    | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      1580 | NS      | $91181.80     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                          | JABIL INC                    | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1349 | NS      | $106071.87    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                 | KEMPER CORP                  | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       759 | NS      | $44576.07     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                          | KILROY REALTY CORP           | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      2794 | NS      | $114665.76    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                        | MAXIMUS INC                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1391 | NS      | $104116.35    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp.                                     | MIDDLEBY CORP                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       607 | NS      | $94358.15     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                    | ACADIA HEALTHCARE CO INC     | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      1233 | NS      | $103596.66    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                              | AECOM                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      1221 | NS      | $106556.67    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                       | ENCOMPASS HEALTH CORP        | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1688 | NS      | $105415.60    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                              | FLOWSERVE CORP               | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2938 | NS      | $101125.96    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                   | PRESTIGE CONSUMER HEALTHCARE | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1549 | NS      | $101862.24    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                             | RPM INTERNATIONAL INC        | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1145 | NS      | $102946.95    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                       | EVERCORE INC - A             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       334 | NS      | $43356.54     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                       | EXPONENT INC                 | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      1020 | NS      | $104590.80    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp                | RETAIL OPPORTUNITY INVESTMEN | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6866 | NS      | $108688.78    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                     | REXFORD INDUSTRIAL REALTY IN | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      1740 | NS      | $110437.80    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                     | AMERICAN FINANCIAL GROUP INC | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       723 | NS      | $103092.57    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                             | CATHAY GENERAL BANCORP       | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      2361 | NS      | $103789.56    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                              | MGIC INVESTMENT CORP         | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      7399 | NS      | $104473.88    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc.                      | MSC INDUSTRIAL DIRECT CO-A   | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      1255 | NS      | $103788.50    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc.                                 | PNM RESOURCES INC            | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      2069 | NS      | $102374.12    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc.                     | PAPA JOHN'S INTL INC         | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      1188 | NS      | $106551.72    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                   | ROYAL GOLD INC               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       769 | NS      | $97686.07     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                 | SEI INVESTMENTS COMPANY      | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      1652 | NS      | $103134.36    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                    | MURPHY USA INC               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       388 | NS      | $105547.64    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                       | RAYONIER INC                 | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      2906 | NS      | $105749.34    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                 | AVISTA CORP                  | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      2407 | NS      | $96039.30     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                        | AVNET INC                    | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      2324 | NS      | $106625.12    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                               | LANDSTAR SYSTEM INC          | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       583 | NS      | $100759.89    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                     | LINCOLN ELECTRIC HOLDINGS    | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       647 | NS      | $107964.89    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Synnex Corp                                     | TD SYNNEX CORP               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       924 | NS      | $94386.60     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                     | TETRA TECH INC               | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       652 | NS      | $101399.04    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| F N B Corp (Pennsylvania)                          | FNB CORP                     | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      7656 | NS      | $109251.12    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                               | FTI CONSULTING INC           | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       638 | NS      | $101773.76    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                         | GRAND CANYON EDUCATION INC   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       890 | NS      | $103738.40    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HRTI LLC                                           | HEALTHCARE REALTY TRUST INC  | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |      5248 | NS      | $112989.44    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                  | AGREE REALTY CORP            | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1390 | NS      | $103735.70    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Allete Inc                                         | ALLETE INC                   | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      1545 | NS      | $95573.70     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                 | MANPOWER GROUP               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1233 | NS      | $107468.28    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                       | MATTEL INC                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      5072 | NS      | $103773.12    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies Inc.                           | PATTERSON COS INC            | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      3544 | NS      | $106993.36    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                 | PENNYMAC MORTGAGE INVESTMENT | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      3039 | NS      | $46344.75     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                    | SLM CORP                     | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |      2429 | NS      | $42677.53     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                               | SILGAN HOLDINGS INC          | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1944 | NS      | $104762.16    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                                   | STERICYCLE INC               | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      1932 | NS      | $103960.92    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                         | WATSCO INC                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       371 | NS      | $106614.27    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                            | PROGRESS SOFTWARE CORP       | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1922 | NS      | $101942.88    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                          | PROSPERITY BANCSHARES INC    | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1373 | NS      | $104155.78    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation               | FIRST AMERICAN FINANCIAL     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      1010 | NS      | $62488.70     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                     | FIRST FINL BANKSHARES INC    | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      2914 | NS      | $103796.68    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK Little Rock Arkansas                      | BANK OZK                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1641 | NS      | $74944.47     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                        | BANNER CORPORATION           | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1608 | NS      | $104246.64    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                          | SPIRIT REALTY CAPITAL INC    | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      2463 | NS      | $108076.44    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                        | SPROUTS FARMERS MARKET INC   | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      2527 | NS      | $80737.65     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                       | BALCHEM CORP                 | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       816 | NS      | $106594.08    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Carters Incorporation                              | CARTER'S INC                 | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1184 | NS      | $98710.08     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                 | TIMKEN CO                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1500 | NS      | $123525.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                   | TORO CO                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       879 | NS      | $98026.08     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                            | CACI INTERNATIONAL INC -CL A | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       347 | NS      | $106907.23    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                               | CAL-MAINE FOODS INC          | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      1700 | NS      | $97274.00     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                 | CHEMED CORP                  | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       205 | NS      | $103553.70    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.                  | CHOICE HOTELS INTL INC       | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       867 | NS      | $106545.63    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                                 | CRANE HOLDINGS CO            | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963 | NS      | $111621.33    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                         | CULLEN/FROST BANKERS INC     | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       813 | NS      | $105917.64    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                  | CORPORATE OFFICE PROPERTIES  | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      3801 | NS      | $106694.07    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.             | ESSENTIAL PROPERTIES REALTY  | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4231 | NS      | $107805.88    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc                                       | VERADIGM INC                 | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      4876 | NS      | $87329.16     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                          | AMERICAN STATES WATER CO     | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1066 | NS      | $100385.22    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                      | MEDICAL PROPERTIES TRUST INC | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      6452 | NS      | $83553.40     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                        | MERCURY GENERAL CORP         | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      1196 | NS      | $42733.08     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                            | PHYSICIANS REALTY TRUST      | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |      6668 | NS      | $105754.48    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                            | WERNER ENTERPRISES INC       | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      2324 | NS      | $109158.28    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                        | SIMMONS FIRST NATL CORP-CL A | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      4931 | NS      | $110010.61    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                            | SONOCO PRODUCTS CO           | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1701 | NS      | $103948.11    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                    | GENPACT LTD                  | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      2177 | NS      | $102928.56    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Limited                               | ESSENT GROUP LTD             | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      2233 | NS      | $98318.99     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income Reit Corp                         | APARTMENT INCOME REIT CO     | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2834 | NS      | $108428.84    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                    | APTARGROUP INC               | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       892 | NS      | $103150.88    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                            | BLACK HILLS CORP             | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      1411 | NS      | $102128.18    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                                      | H&R BLOCK INC                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      2909 | NS      | $113392.82    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                       | STIFEL FINANCIAL CORP        | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       875 | NS      | $58983.75     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                     | TRUSTMARK CORP               | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      2902 | NS      | $84506.24     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                | MR COOPER GROUP INC          | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       944 | NS      | $43414.56     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                  | PORTLAND GENERAL ELECTRIC CO | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      2043 | NS      | $97205.94     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                          | SPIRE INC                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      1399 | NS      | $101035.78    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                       | WYNDHAM HOTELS & RESORTS INC | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      1415 | NS      | $109676.65    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                      | ARMOUR RESIDENTIAL REIT INC  | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      6902 | NS      | $43344.56     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                            | ARROW ELECTRONICS INC        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       907 | NS      | $106563.43    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                            | BRANDYWINE REALTY TRUST      | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     14353 | NS      | $94155.68     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                     | CSG SYSTEMS INTL INC         | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1763 | NS      | $105198.21    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                           | UGI CORP                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      2714 | NS      | $108098.62    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                | UMB FINANCIAL CORP           | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1040 | NS      | $93797.60     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Caseys Gen Stores                                  | CASEY'S GENERAL STORES INC   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       461 | NS      | $108754.51    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                            | COMMERCE BANCSHARES INC      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1475 | NS      | $98176.00     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial                                      | CVB FINANCIAL CORP           | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4099 | NS      | $99277.78     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                   | OMEGA HEALTHCARE INVESTORS   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      3627 | NS      | $106778.88    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                | VIAVI SOLUTIONS INC          | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      7173 | NS      | $81054.90     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc.                                | VITESSE ENERGY INC           | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $2138.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                    | JONES LANG LASALLE INC       | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       497 | NS      | $91880.39     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                          | SJW GROUP                    | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1270 | NS      | $98310.70     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corp                                      | UNIFIRST CORP/MA             | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       509 | NS      | $101005.96    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc                         | UNITED COMMUNITY BANKS/GA    | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      3118 | NS      | $101459.72    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc                              | UNITED BANKSHARES INC W VA   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      2513 | NS      | $101022.60    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                    | UNITED THERAPEUTICS CORP     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       384 | NS      | $101057.28    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                             | WASHINGTON FEDERAL INC       | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2936 | NS      | $104110.56    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                                | WESTAMERICA BANCORPORATION   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1769 | NS      | $98285.64     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Governor                                  | WOODWARD INC                 | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      1081 | NS      | $110543.06    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.                | WORLD WRESTLING ENTERTAIN-A  | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      1169 | NS      | $98920.78     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                       | SABRA HEALTH CARE REIT INC   | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      7479 | NS      | $100966.50    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation New | SCIENCE APPLICATIONS INTE    | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       955 | NS      | $99109.90     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                    | COUSINS PROPERTIES INC       | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      4010 | NS      | $109954.20    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                  | GETTY REALTY CORP            | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      2883 | NS      | $105027.69    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                            | VALLEY NATIONAL BANCORP      | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      6283 | NS      | $74642.04     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                     | CALIFORNIA WATER SERVICE GRP | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      1636 | NS      | $100074.12    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                    | CARLISLE COS INC             | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       444 | NS      | $111381.84    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.                   | NATIONAL RETAIL PROPERTIES   | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      2164 | NS      | $102465.40    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.                    | NEW YORK COMMUNITY BANCORP   | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      6087 | NS      | $60809.13     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmarket Corporation                              | NEWMARKET CORP               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       292 | NS      | $100596.92    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                  | NATIONAL STORAGE AFFILIATES  | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2712 | NS      | $110649.60    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                         | NEW JERSEY RESOURCES CORP    | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      1993 | NS      | $99490.56     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company                  | NORTHWEST NATURAL HOLDING CO | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2090 | NS      | $104792.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Corporation                           | NORTHWESTERN CORP            | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      1731 | NS      | $98320.80     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                         | NEW YORK TIMES CO-A          | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      2787 | NS      | $97099.08     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corporation                             | OGE ENERGY CORP              | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      2525 | NS      | $99283.00     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                       | ASHLAND INC                  | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       917 | NS      | $100200.59    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                             | COMMVAULT SYSTEMS INC        | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1826 | NS      | $113631.98    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                   | DONALDSON CO INC             | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1666 | NS      | $103875.10    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                               | EAGLE MATERIALS INC          | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       707 | NS      | $103278.56    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                           | RLI CORP                     | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       745 | NS      | $98675.25     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.                | FIRST INDUSTRIAL REALTY TR   | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2027 | NS      | $108140.45    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                         | HIGHWOODS PROPERTIES INC     | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      3479 | NS      | $105657.23    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                 | HOSTESS BRANDS INC           | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4574 | NS      | $105796.62    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                               | HUBBELL INC                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       429 | NS      | $98202.39     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                | CLEAN HARBORS INC            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       842 | NS      | $109712.60    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                 | ENOVIS CORP                  | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      1576 | NS      | $99209.20     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Agco Corporation                                   | AGCO CORP                    | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       670 | NS      | $92547.10     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Asgn Incorporated                                  | ASGN INC                     | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      1017 | NS      | $92496.15     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                               | ASSOCIATED BANC-CORP         | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      3788 | NS      | $84889.08     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NVent Electric PLC                                 | NVENT ELECTRIC PLC           | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2588 | NS      | $102873.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                          | JANUS HENDERSON GROUP PLC    | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      1551 | NS      | $40201.92     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                           | JAZZ PHARMACEUTICALS PLC     | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       661 | NS      | $103552.26    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                        | RENAISSANCERE HOLDINGS LTD   | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       274 | NS      | $53619.06     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                     | SELECTIVE INSURANCE GROUP    | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      1107 | NS      | $105165.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                  | SERVICE CORP INTERNATIONAL   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      1431 | NS      | $106108.65    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                 | EASTERLY GOVERNMENT PROPERTI | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      6670 | NS      | $108320.80    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties, Inc.                         | EASTGROUP PROPERTIES INC     | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       653 | NS      | $109867.25    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                             | ENERGIZER HOLDINGS INC       | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      2895 | NS      | $107404.50    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                       | ENVISTA HOLDINGS CORP        | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      3193 | NS      | $124495.07    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                | FLOWERS FOODS INC            | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      3640 | NS      | $100791.60    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc.                   | FOUR CORNERS PROPERTY TRUST  | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      3667 | NS      | $105462.92    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                       | FULTON FINANCIAL CORP        | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      6036 | NS      | $100982.28    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                        | GENTEX CORP                  | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      3602 | NS      | $106295.02    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                       | GROCERY OUTLET HOLDING CORP  | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3023 | NS      | $91868.97     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                  | HANOVER INSURANCE GROUP INC/ | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       754 | NS      | $101473.32    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.                 | HAWAIIAN ELECTRIC INDS       | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      2413 | NS      | $101997.51    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                            | ITT INC                      | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1236 | NS      | $113205.24    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Idacorp Inc                                        | IDACORP INC                  | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       943 | NS      | $99778.83     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                               | OLD NATIONAL BANCORP         | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      5533 | NS      | $96827.50     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                             | PACIRA BIOSCIENCES INC       | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      2614 | NS      | $102651.78    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                        | PLEXUS CORP                  | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       924 | NS      | $88694.76     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                      | INDEPENDENCE REALTY TRUST IN | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      5843 | NS      | $110023.69    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                             | INDEPENDENT BANK CORP/MA     | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1263 | NS      | $100648.47    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                             | INGREDION INCORPORATED       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1023 | NS      | $105164.40    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                           | INSIGHT ENTERPRISES INC      | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       928 | NS      | $104604.16    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation          | INTEGRA LIFESCIENCES HOLDING | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      1772 | NS      | $101535.60    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                      | INTERNATIONAL BANCSHARES CRP | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      2244 | NS      | $105176.28    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                               | JBG SMITH PROPERTIES         | CUSIP: 46590V100<br>LEI: 549300HHIW6GDQCPEC54 | Long             | EC               | CORP              | US        |      5183 | NS      | $104385.62    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                       | SERVISFIRST BANCSHARES INC   | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1072 | NS      | $73088.96     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                            | COLUMBIA SPORTSWEAR CO       | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1229 | NS      | $117861.10    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** First Trust Exchange-Traded Fund III

**Signature:** Donald P. Swade

**Name of Signer:** First Trust Exchange-Traded Fund III

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer