# EDGAR Filing Document

**Accession Number:** 0001537140
**File Stem:** 0001752724-23-044413
**Filing Date:** 2023-2
**Character Count:** 152905
**Document Hash:** cab05025b6f5ce5e0b3e704183a03cb7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044413.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044413

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**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:** 23679427

**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

### HCM Defender 500 Index ETF (Series ID: S000066142)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000213733 | HCM Defender 500 Index ETF | LGH             |

## 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:** HCM Defender 500 Index ETF

- **b. EDGAR series identifier (if any):** S000066142

- **c. LEI of Series:** 549300EDDAIZBPZQ5F37

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

- **a. Date of fiscal year-end:** 2023-06-30

- **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:** $237197081.70

**Total Liabilities:** $215402.74

**Net Assets:** $236981678.96

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213733 | 3.01%                | 3.54%                | -5.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-53072.37               | $7042540.80                                |
| Month 2  | $-154274.49              | $8455109.86                                |
| Month 3  | $-3411151.12             | $-9647277.38                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UnitedHealth Group Inc.                        | UNITEDHEALTH GRP         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2704 | NS      | $1433606.72   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | AMAZON.COM INC           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     51892 | NS      | $4358928.00   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated              | MICROCHIP TECH           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1633 | NS      | $114718.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                   | HONEYWELL INTL           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1932 | NS      | $414027.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Incorporated      | WEST PHARMACEUT          | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       209 | NS      | $49188.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF INDUSTRIES HO         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       627 | NS      | $53420.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                   | MARRIOTT INTL-A          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       827 | NS      | $123132.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                             | LENNAR CORP-A            | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       711 | NS      | $64345.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                  | ACCENTURE PLC-A          | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1913 | NS      | $510464.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                          | FREEPORT-MCMORAN         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      3986 | NS      | $151468.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                       | AMERICAN EXPRESS         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1657 | NS      | $244821.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                         | TJX COS INC              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3236 | NS      | $257585.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group                             | T ROWE PRICE GRP         | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       667 | NS      | $72743.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                 | AUTOZONE INC             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        58 | NS      | $143038.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| W. P. Carey Inc                                | WP CAREY INC             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       582 | NS      | $45483.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                         | ROPER TECHNOLOGI         | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       302 | NS      | $130491.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                    | AVALONBAY COMMUN         | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       379 | NS      | $61216.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                     | NASDAQ INC               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1006 | NS      | $61718.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                               | GENUINE PARTS CO         | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       404 | NS      | $70098.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                   | BIOMARIN PHARMAC         | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       571 | NS      | $59092.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                         | CMS ENERGY CORP          | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       867 | NS      | $54907.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM Brands Inc                                 | YUM! BRANDS INC          | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       812 | NS      | $104000.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                 | CITIGROUP INC            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      5706 | NS      | $258082.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                  | HILTON WORLDWIDE         | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       777 | NS      | $98181.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | UNITED RENTALS           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       201 | NS      | $71439.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                    | VERIZON COMMUNIC         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     12004 | NS      | $472957.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                   | SOUTHERN CO              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      3032 | NS      | $216515.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                   | WILLIAMS COS INC         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3536 | NS      | $116334.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                         | WASTE MANAGEMENT         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1143 | NS      | $179313.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                              | EPAM SYSTEMS INC         | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       150 | NS      | $49161.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                  | MONOLITHIC POWER         | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       137 | NS      | $48444.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                       | SKYWORKS SOLUTIO         | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       465 | NS      | $42375.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                          | GILEAD SCIENCES          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3599 | NS      | $308974.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                | BLACKROCK INC            | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       417 | NS      | $295498.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group                                     | CBRE GROUP INC-A         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       950 | NS      | $73112.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                             | CLOROX CO                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       347 | NS      | $48694.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.               | PHILIP MORRIS IN         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4479 | NS      | $453319.59    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                              | FEDEX CORP               | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       692 | NS      | $119854.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | COTERRA ENERGY I         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      2333 | NS      | $57321.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                      | VF CORP                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      1050 | NS      | $28990.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                            | FIFTH THIRD BANC         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2085 | NS      | $68408.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.        | INTL FLVR & FRAG         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       726 | NS      | $76113.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp                                    | MOODY'S CORP             | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       465 | NS      | $129558.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                        | DOW INC                  | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      2097 | NS      | $105667.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                       | GENERAL ELECTRIC         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3062 | NS      | $256564.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA CORP              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      6920 | NS      | $1011288.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                    | TRIMBLE INC              | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       744 | NS      | $37616.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                    | ABBVIE INC               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      5161 | NS      | $834069.21    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                             | META PLATFORMS-A         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      7093 | NS      | $853571.62    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                              | INTEL CORP               | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     11915 | NS      | $314913.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                               | WELLTOWER INC            | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1277 | NS      | $83707.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                   | AMETEK INC               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       667 | NS      | $93193.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                     | GARMIN LTD               | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       416 | NS      | $38392.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Incorporation                          | GARTNER INC              | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       228 | NS      | $76639.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | WESTERN DIGITAL          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       838 | NS      | $26438.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                        | EXXON MOBIL CORP         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     12166 | NS      | $1341909.80   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                 | BLACKSTONE INC           | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      1970 | NS      | $146154.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                            | LEIDOS HOLDINGS          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       380 | NS      | $39972.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perkinelmer, Inc.                              | PERKINELMER INC          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       391 | NS      | $54826.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                              | CIGNA CORP               | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       903 | NS      | $299200.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                       | STATE ST CORP            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1004 | NS      | $77880.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | WALMART INC              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      4067 | NS      | $576659.93    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                           | CORNING INC              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2170 | NS      | $69309.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                  | US BANCORP               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      4006 | NS      | $174701.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                    | XYLEM INC                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       562 | NS      | $62140.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                              | OMNICOM GROUP            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       575 | NS      | $46902.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                          | MICROSOFT CORP           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     20882 | NS      | $5007921.24   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                  | NETFLIX INC              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1268 | NS      | $373907.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                     | EVERGY INC               | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       589 | NS      | $37065.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                          | DUPONT DE NEMOUR         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1332 | NS      | $91415.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | CARDINAL HEALTH          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       853 | NS      | $65570.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                | ESTEE LAUDER             | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       598 | NS      | $148369.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                   | DOORDASH INC-A           | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       713 | NS      | $34808.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                       | ALLSTATE CORP            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       778 | NS      | $105496.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                             | DTE ENERGY CO            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       545 | NS      | $64053.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                   | CUMMINS INC              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       422 | NS      | $102246.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                    | UNITED PARCEL-B          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2117 | NS      | $368019.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                       | VISA INC-CLASS A         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4754 | NS      | $987691.04    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                           | KEURIG DR PEPPER         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      2338 | NS      | $83373.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                   | NORFOLK SOUTHERN         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       695 | NS      | $171261.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                | XCEL ENERGY INC          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1524 | NS      | $106847.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                        | TYLER TECHNOLOG          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       105 | NS      | $33853.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS HEALTH CORP          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3829 | NS      | $356824.51    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                      | TESLA INC                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7293 | NS      | $898351.74    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                      | EBAY INC                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1675 | NS      | $69462.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                    | NETAPP INC               | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       701 | NS      | $42102.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company             | HEWLETT PACKA            | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      3528 | NS      | $56306.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.               | MARSH & MCLENNAN         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1424 | NS      | $235643.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | SYNCHRONY FINANC         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      1543 | NS      | $50702.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc               | METTLER-TOLEDO           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        63 | NS      | $91063.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger W W Inc                               | WW GRAINGER INC          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       143 | NS      | $79543.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | MONDELEZ INTER-A         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      4039 | NS      | $269199.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                          | INVITATION HOMES         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1796 | NS      | $53233.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                   | CADENCE DESIGN           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       767 | NS      | $123210.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                     | SPLUNK INC               | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |       482 | NS      | $41495.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation        | BANK NY MELLON           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      2094 | NS      | $95318.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                     | CARRIER GLOB             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      2523 | NS      | $104073.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                          | MONSTER BEVERAGE         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1106 | NS      | $112292.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                             | HCA HEALTHCARE I         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       618 | NS      | $148295.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                            | NEWMONT CORP             | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2367 | NS      | $111722.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                   | RAYMOND JAMES            | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       630 | NS      | $67315.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                       | O'REILLY AUTOMOT         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       188 | NS      | $158677.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated            | VERTEX PHARM             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       737 | NS      | $212830.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                           | BAKER HUGHES CO          | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2805 | NS      | $82831.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                        | UDR INC                  | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       835 | NS      | $32339.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                    | RESMED INC               | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       415 | NS      | $86373.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                         | SEMPRA ENERGY            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       918 | NS      | $141867.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                        | ARCH CAPITAL GRP         | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1141 | NS      | $71631.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                        | AON PLC                  | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       585 | NS      | $175581.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                         | APPLIED MATERIAL         | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2515 | NS      | $244910.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                     | AMGEN INC                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1553 | NS      | $407879.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                            | IQVIA HOLDINGS I         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       518 | NS      | $106133.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Co                             | TARGA RESOURCES          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       600 | NS      | $44100.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM RESORTS INTE         | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       940 | NS      | $31518.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                           | BOOKING HOLDINGS         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       119 | NS      | $239818.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                           | STEEL DYNAMICS           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       540 | NS      | $52758.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                             | BROWN-FORMAN -B          | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       817 | NS      | $53660.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                 | WALGREENS BOOTS          | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      2014 | NS      | $75243.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated   | PUB SERV ENTERP          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1372 | NS      | $84062.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                              | EXPEDIA GROUP IN         | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       477 | NS      | $41785.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                       | DEVON ENERGY CO          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1826 | NS      | $112317.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                       | LAM RESEARCH             | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       413 | NS      | $173583.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                              | SYSCO CORP               | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1485 | NS      | $113528.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings            | LABORATORY CP            | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       284 | NS      | $66876.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                      | PALANTIR TECHN-A         | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      4923 | NS      | $31605.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                      | UNION PAC CORP           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1796 | NS      | $371897.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON SEMICONDUCTOR         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1267 | NS      | $79022.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                           | LAS VEGAS SANDS          | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1026 | NS      | $49319.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                          | ROYAL CARIBBEAN GROUP    | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       543 | NS      | $26840.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.             | AMERICAN WATER W         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       519 | NS      | $79105.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                          | ALIGN TECHNOLOGY         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       219 | NS      | $46187.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                    | ZOETIS INC               | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1312 | NS      | $192273.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                    | LOCKHEED MARTIN          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       760 | NS      | $369732.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | ALPHABET INC-C           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15566 | NS      | $1381171.18   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company              | PIONEER NATURAL          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       658 | NS      | $150280.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubspot Inc                                    | HUBSPOT INC              | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       139 | NS      | $40189.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                 | OLD DOMINION FRT         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       284 | NS      | $80593.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                            | HALLIBURTON CO           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      2454 | NS      | $96564.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                              | TYSON FOODS-A            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       804 | NS      | $50049.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                             | NEXTERA ENERGY           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5334 | NS      | $445922.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | ELI LILLY & CO           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2466 | NS      | $902161.44    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                | CATERPILLAR INC          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1542 | NS      | $369401.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation               | OCCIDENTAL PETE          | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      2698 | NS      | $169947.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                         | GENERAL MOTORS C         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      3663 | NS      | $123223.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                             | BOEING CO/THE            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1686 | NS      | $321166.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                               | POOL CORP                | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       118 | NS      | $35674.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                    | ECOLAB INC               | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       727 | NS      | $105822.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                       | ATMOS ENERGY             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       424 | NS      | $47517.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                              | DR HORTON INC            | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       897 | NS      | $79958.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                     | APPLE INC                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     50222 | NS      | $6525344.46   | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                           | EMERSON ELEC CO          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1696 | NS      | $162917.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                         | HP INC                   | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      3029 | NS      | $81389.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                  | TERADYNE INC             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       519 | NS      | $45334.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                              | TRACTOR SUPPLY           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       317 | NS      | $71315.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                          | SUN COMMUNITIES          | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       366 | NS      | $52338.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc               | PNC FINANCIAL SE         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1221 | NS      | $192844.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                      | PRINCIPAL FINL           | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       772 | NS      | $64786.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                   | TRUIST FINANCIAL         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      3826 | NS      | $164632.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                             | MOSAIC CO/THE            | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       975 | NS      | $42773.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | CISCO SYSTEMS            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     10865 | NS      | $517608.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                   | NORTHROP GRUMMAN         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       396 | NS      | $216061.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                            | GLOBAL PAYMENTS          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       822 | NS      | $81641.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                             | WATERS CORP              | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       166 | NS      | $56868.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                     | TRANSUNION               | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       513 | NS      | $29112.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                            | CENTENE CORP             | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1707 | NS      | $139991.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                 | PUBLIC STORAGE           | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       445 | NS      | $124684.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                 | AIR PRODS & CHEM         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       612 | NS      | $188655.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                     | BAXTER INTL INC          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1619 | NS      | $82520.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                            | STRYKER CORP             | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       970 | NS      | $237155.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                       | ILLINOIS TOOL WO         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       796 | NS      | $175358.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                   | METLIFE INC              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      1773 | NS      | $128312.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                              | NUCOR CORP               | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       759 | NS      | $100043.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                        | INTUITIVE SURGIC         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1040 | NS      | $275964.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                     | ALLIANT ENERGY           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       668 | NS      | $36880.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                    | VENTAS INC               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      1125 | NS      | $50681.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                               | IDEX CORP                | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       194 | NS      | $44296.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                            | COMCAST CORP-A           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     14340 | NS      | $501469.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                     | CHIPOTLE MEXICAN         | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82 | NS      | $113774.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                  | BOSTON SCIENTIFC         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      4116 | NS      | $190447.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | KINDER MORGAN IN         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      6062 | NS      | $109600.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                       | EXTRA SPACE STOR         | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |       376 | NS      | $55339.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.    | HARTFORD FINL SV         | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       948 | NS      | $71886.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                | AUTOMATIC DATA           | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1209 | NS      | $288781.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                         | PALO ALTO NETWOR         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       852 | NS      | $118888.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T INC                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     20276 | NS      | $373281.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                        | KRAFT HEINZ CO/T         | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2147 | NS      | $87404.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.            | BROADRIDGE FINL          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       311 | NS      | $41714.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                     | AMERICAN TOWER C         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1286 | NS      | $272451.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC             | JOHNSON CONTROLS         | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      2093 | NS      | $133952.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                         | TRANE TECHNOLOGI         | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       695 | NS      | $116822.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                            | ENTERGY CORP             | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       612 | NS      | $68850.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                | PPL CORP                 | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      2082 | NS      | $60836.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | ALEXANDRIA REAL          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       496 | NS      | $72252.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                     | TWILIO INC - A           | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       473 | NS      | $23158.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                 | ARCHER-DANIELS           | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1616 | NS      | $150045.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                             | ORACLE CORP              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4398 | NS      | $359492.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc                                 | HOME DEPOT INC           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2986 | NS      | $943157.96    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                             | CROWN HOLDINGS I         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       300 | NS      | $24663.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansys Inc                                      | ANSYS INC                | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       258 | NS      | $62330.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation               | EDWARDS LIFE             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1776 | NS      | $132507.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                    | WABTEC CORP              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       540 | NS      | $53897.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | BROADCOM INC             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1128 | NS      | $630698.64    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                 | QUEST DIAGNOSTIC         | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       369 | NS      | $57726.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                            | WALT DISNEY CO           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      5215 | NS      | $453079.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America               | PACKAGING CORP           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       287 | NS      | $36710.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                       | VULCAN MATERIALS         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       372 | NS      | $65140.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                            | CHENIERE ENERGY          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       683 | NS      | $102422.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                        | REPUBLIC SVCS            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       579 | NS      | $74685.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                    | PFIZER INC               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     16586 | NS      | $849866.64    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc.                                   | MONGODB INC              | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       205 | NS      | $40352.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                            | AES CORP                 | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      1827 | NS      | $52544.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                    | MODERNA INC              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1009 | NS      | $181236.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                           | ELEVANCE HEALTH          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       700 | NS      | $359079.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                            | ARISTA NETWORKS          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       695 | NS      | $84338.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                   | SYNOPSYS INC             | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       441 | NS      | $140806.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation               | CINCINNATI FIN           | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       509 | NS      | $52116.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                   | CITIZENS FINANCI         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1337 | NS      | $52637.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                  | FACTSET RESEARCH         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       124 | NS      | $49750.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fleetcor Technologies Inc                      | FLEETCOR TECHNOL         | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       231 | NS      | $42430.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                    | BANK OF AMERICA          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     20484 | NS      | $678430.08    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                              | MASCO CORP               | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       731 | NS      | $34115.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                          | LOWE'S COS INC           | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1846 | NS      | $367797.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                               | BALL CORP                | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       962 | NS      | $49196.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                | ULTA BEAUTY INC          | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       149 | NS      | $69891.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                      | MSCI INC                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       216 | NS      | $100476.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | CONSTELLATION-A          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       438 | NS      | $101506.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                           | SCHLUMBERGER LTD         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      4150 | NS      | $221859.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                   | GENERAL DYNAMICS         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       714 | NS      | $177150.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                   | AUTODESK INC             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       615 | NS      | $114925.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                            | FORTIVE CORP             | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       960 | NS      | $61680.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | THERMO FISHER            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1126 | NS      | $620076.94    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                     | 3M CO                    | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1637 | NS      | $196309.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                        | BERKSHIRE HATH-B         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      3723 | NS      | $1150034.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | CAMDEN PROP TR           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       287 | NS      | $32109.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                     | NORTHERN TRUST           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       615 | NS      | $54421.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                   | SHERWIN-WILLIAMS         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       652 | NS      | $154739.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                    | HUMANA INC               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       373 | NS      | $191046.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.             | AMERICAN INTERNA         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2343 | NS      | $148171.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                     | ESSEX PROPERTY           | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       176 | NS      | $37297.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                    | PEPSICO INC              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3986 | NS      | $720110.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                    | LPL FINANCIAL HO         | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       201 | NS      | $43450.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                  | BECTON DICKINSON         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       811 | NS      | $206237.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                             | FORD MOTOR CO            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     10791 | NS      | $125499.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                 | ZEBRA TECH CORP          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       145 | NS      | $37179.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                              | DOVER CORP               | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       382 | NS      | $51726.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential Properties Trust            | EQUITY RESIDENTI         | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      1019 | NS      | $60121.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                     | COPART INC               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1276 | NS      | $77695.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                | LIVE NATION ENTE         | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       426 | NS      | $29709.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                   | BRISTOL-MYER SQB         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6239 | NS      | $448896.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                 | TEXAS INSTRUMENT         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2646 | NS      | $437172.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                   | ENTEGRIS INC             | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       380 | NS      | $24924.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                      | TELEDYNE TECH            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       135 | NS      | $53987.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                          | COCA-COLA CO/THE         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     11176 | NS      | $710905.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                     | AIRBNB INC-A             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      1015 | NS      | $86782.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | DARDEN RESTAURAN         | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       322 | NS      | $44542.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                               | DUKE ENERGY CORP         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      2191 | NS      | $225651.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                               | ARTHUR J GALLAGH         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       630 | NS      | $118780.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.    | EXPEDITORS INTL          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       480 | NS      | $49881.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                          | QUANTA SERVICES          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       425 | NS      | $60562.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                     | ZIMMER BIOMET HO         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       637 | NS      | $81217.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                      | COLGATE-PALMOLIV         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2376 | NS      | $187205.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                | GEN DIGITAL INC          | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1584 | NS      | $33945.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                   | ADV MICRO DEVICE         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      4697 | NS      | $304224.69    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                            | INSULET CORP             | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       205 | NS      | $60349.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BBH SWEEP VEHICLE                              | BBH SWEEP VEHICLE        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        | 141061661 | PA      | $141061660.81 | 59.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                 | CLOUDFLARE INC - CLASS A | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       815 | NS      | $36846.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                      | CONS EDISON INC          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1014 | NS      | $96644.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                     | SEAGEN INC               | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $51018.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                            | DELTA AIR LI             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1911 | NS      | $62795.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp                                       | CDW CORP/DE              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       397 | NS      | $70896.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                             | MARKEL CORP              | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        40 | NS      | $52699.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | PHILLIPS 66              | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1362 | NS      | $141756.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                        | MASTERCARD INC-A         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2449 | NS      | $851590.77    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk Inc                             | TRADE DESK INC-A         | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      1260 | NS      | $56485.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                     | DEXCOM                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1138 | NS      | $128867.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                           | M&T BANK CORP            | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       518 | NS      | $75141.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                      | TRAVELERS COS IN         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       711 | NS      | $133305.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.           | COGNIZANT TECH-A         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1621 | NS      | $92704.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                   | ILLUMINA INC             | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       468 | NS      | $94629.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                     | COOPER COS INC           | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       154 | NS      | $50923.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                         | MICRON TECH              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3240 | NS      | $161935.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                       | SNAP INC - A             | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |      3045 | NS      | $27252.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                               | MERCK & CO               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      7405 | NS      | $821584.75    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                    | PARKER HANNIFIN          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       357 | NS      | $103887.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                      | BLOCK INC                | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      1488 | NS      | $93505.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                  | REGIONS FINANCIA         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2840 | NS      | $61230.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                          | STARBUCKS CORP           | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      3172 | NS      | $314662.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                             | AMEREN CORP              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       759 | NS      | $67490.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                   | ALNYLAM PHARMACE         | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       350 | NS      | $83177.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.            | HUNT (JB) TRANS          | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       229 | NS      | $39928.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                      | ADOBE INC                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1334 | NS      | $448931.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co (The)                               | HERSHEY CO/THE           | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       402 | NS      | $93091.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                               | HESS CORP                | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       832 | NS      | $117994.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                | DOLLAR TREE INC          | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       609 | NS      | $86136.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                    | HOLOGIC INC              | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       697 | NS      | $52142.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                               | P G & E CORP             | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      4604 | NS      | $74861.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                    | AVANTOR INC              | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1836 | NS      | $38721.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                        | JM SMUCKER CO            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       305 | NS      | $48330.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank San Francisco              | FIRST REPUBLIC B         | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       504 | NS      | $61432.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                     | IRON MOUNTAIN            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       827 | NS      | $41225.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                  | EQUINIX INC              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       243 | NS      | $159172.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                             | INGERSOLL-RAND I         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1259 | NS      | $65782.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KEYCORP                  | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      2777 | NS      | $48375.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                  | ZOOM VIDEO COM-A         | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       661 | NS      | $44776.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costar Group Inc                               | COSTAR GROUP INC         | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1133 | NS      | $87558.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                             | CONOCOPHILLIPS           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      3700 | NS      | $436600.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                           | OTIS WORLDWI             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1156 | NS      | $90526.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                         | DIAMONDBACK ENER         | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       484 | NS      | $66201.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                           | TRANSDIGM GROUP          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $92558.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                    | WARNER BROS DISC         | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      6587 | NS      | $62444.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                          | WEC ENERGY GROUP         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       867 | NS      | $81289.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | JOHNSON&JOHNSON          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      7592 | NS      | $1341126.80   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                            | ANALOG DEVICES           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1525 | NS      | $250145.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                              | CROWN CASTLE INC         | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1214 | NS      | $164666.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                     | PACCAR INC               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       883 | NS      | $87390.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                       | MARATHON OIL             | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      2091 | NS      | $56603.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                   | CHARTER COMMUN-A         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       316 | NS      | $107155.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation              | RAYTHEON TECHNOL         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      4168 | NS      | $420634.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                  | PROLOGIS INC             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2649 | NS      | $298621.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                        | BOSTON PROPERTIE         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       438 | NS      | $29600.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                         | MOTOROLA SOLUTIO         | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       466 | NS      | $120092.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                    | ZSCALER INC              | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       267 | NS      | $29877.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc.                | SS&C TECHNOLOGIE         | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       684 | NS      | $35609.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                             | AFLAC INC                | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1772 | NS      | $127477.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                 | S&P GLOBAL INC           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       972 | NS      | $325561.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                            | REALTY INCOME            | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      1760 | NS      | $111636.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, INC.                                  | ABIOMED INC -CVR         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       143 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                           | ELECTRONIC ARTS          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       822 | NS      | $100431.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.             | TAKE-TWO INTERAC         | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       450 | NS      | $46858.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                     | KIMBERLY-CLARK           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       970 | NS      | $131677.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Company                     | MARATHON PETROLE         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1560 | NS      | $181568.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc     | FIDELITY NATIONA         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1697 | NS      | $115141.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                    | KEYSIGHT TEC             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       505 | NS      | $86390.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.               | AMERICAN ELECTRI         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1525 | NS      | $144798.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                | BIO-TECHNE CORP          | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       436 | NS      | $36135.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | AMERIPRISE FINAN         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       309 | NS      | $96213.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                          | WELLS FARGO & CO         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     11226 | NS      | $463521.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                    | CORTEVA INC              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      2095 | NS      | $123144.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                            | DOMINION ENERGY          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      2328 | NS      | $142752.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                             | CONAGRA BRANDS I         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1469 | NS      | $56850.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                  | LIBERTY BR-C             | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       438 | NS      | $33406.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                            | CHEVRON CORP             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5556 | NS      | $997246.44    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | MID-AMERICA APAR         | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       329 | NS      | $51649.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | GENERAL MILLS IN         | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1729 | NS      | $144976.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc.                                  | KKR & CO INC-A           | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      2382 | NS      | $110572.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                            | DANAHER CORP             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1875 | NS      | $497662.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                      | ROCKWELL AUTOMAT         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       328 | NS      | $84482.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                | CSX CORP                 | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      6224 | NS      | $192819.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                             | TARGET CORP              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1316 | NS      | $196136.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | ALTRIA GROUP INC         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      5159 | NS      | $235817.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                 | SALESFORCE INC           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2792 | NS      | $370191.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | INTUIT INC               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       782 | NS      | $304370.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                  | MARTIN MAR MTLS          | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       177 | NS      | $59820.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                   | TEXTRON INC              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       617 | NS      | $43683.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                  | AMERISOURCEBERGE         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       479 | NS      | $79375.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                              | FIRSTENERGY CORP         | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1495 | NS      | $62700.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                            | PAYCOM SOFTWARE          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       154 | NS      | $47787.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Limited                                  | BUNGE LTD                | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |       442 | NS      | $44098.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | PARAMOUNT GLOBAL         | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      1671 | NS      | $28206.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | PRUDENTL FINL            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1127 | NS      | $112091.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                   | UNITED AIRLINES          | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       825 | NS      | $31102.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company    | WILLIS TOWERS WA         | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       348 | NS      | $85113.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                | SEAGATE TECHNOLO         | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       632 | NS      | $33249.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                     | L3HARRIS TECHNOL         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       567 | NS      | $118055.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                  | INTERCONTINENTAL         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1592 | NS      | $163323.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                    | VIATRIS INC              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      4051 | NS      | $45087.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoominfo Technologies Inc                      | ZOOMINFO TECH            | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       802 | NS      | $24148.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                            | EOG RESOURCES            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1769 | NS      | $229120.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                   | STANLEY BLACK &          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       479 | NS      | $35982.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis N.V                                 | STELLANTIS NV            | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      6455 | NS      | $91661.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                           | AMPHENOL CORP-A          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1700 | NS      | $129438.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated              | MCCORMICK-N/V            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       692 | NS      | $57359.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                   | APOLLO GLOBAL MA         | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1252 | NS      | $79865.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                | ROSS STORES INC          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       989 | NS      | $114793.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                | MATCH GROUP INC          | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       844 | NS      | $35017.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                     | BIOGEN INC               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       423 | NS      | $117137.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                     | AVERY DENNISON           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       213 | NS      | $38553.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                            | VICI PROPERTIES          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      2683 | NS      | $86929.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                      | AKAMAI TECHNOLOG         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       424 | NS      | $35743.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Engineering Group Inc.                  | JACOBS SOLUTIONS         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       371 | NS      | $44545.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | ALPHABET INC-A           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     17367 | NS      | $1532290.41   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                    | PROGRESSIVE CORP         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1669 | NS      | $216485.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc                              | DOMINO'S PIZZA           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       104 | NS      | $36025.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                 | KROGER CO                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1925 | NS      | $85816.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                    | DISCOVER FINANCI         | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       804 | NS      | $78655.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                 | SCHWAB (CHARLES)         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      4330 | NS      | $360515.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                   | CATALENT INC             | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $20254.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                       | SIMON PROPERTY           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       935 | NS      | $109843.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | MEDTRONIC PLC            | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      3809 | NS      | $296035.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                                 | SERVICENOW INC           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       578 | NS      | $224420.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                | DEERE & CO               | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       813 | NS      | $348581.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                   | FASTENAL CO              | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1610 | NS      | $76185.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Incorporation                  | PAYPAL HOLDINGS          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      3356 | NS      | $239014.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                            | SVB FINANCIAL GR         | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       156 | NS      | $35901.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                       | CROWDSTRIKE HO-A         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       601 | NS      | $63279.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                            | ABBOTT LABS              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      5020 | NS      | $551145.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                    | PAYCHEX INC              | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       938 | NS      | $108395.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                   | COSTCO WHOLESALE         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1273 | NS      | $581124.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | EDISON INTL              | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1073 | NS      | $68264.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | CHARLES RIVER LA         | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       165 | NS      | $35953.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                         | MARVELL TECHNOLO         | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2409 | NS      | $89229.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                 | VERISIGN INC             | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       278 | NS      | $57112.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                    | WORKDAY INC-A            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       585 | NS      | $97888.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                | KLA CORP                 | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       439 | NS      | $165516.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | EVERSOURCE ENERG         | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      1020 | NS      | $85516.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated             | HUNTINGTON BANC          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3817 | NS      | $53819.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill Com Holdings Inc                          | BILL.COM HOLDING         | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       308 | NS      | $33559.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                      | CHURCH & DWIGHT          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       726 | NS      | $58522.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                     | VMWARE INC-CL A          | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       687 | NS      | $84336.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                     | STERIS PLC               | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       270 | NS      | $49866.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                              | VEEVA SYSTEMS-A          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       407 | NS      | $65681.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                        | ADVANCE AUTO PAR         | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       160 | NS      | $23524.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                      | GOLDMAN SACHS GP         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1000 | NS      | $343380.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                     | NIKE INC -CL B           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3607 | NS      | $422055.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                           | PPG INDS INC             | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       698 | NS      | $87766.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                          | EATON CORP PLC           | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1154 | NS      | $181120.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                    | INTL PAPER CO            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1162 | NS      | $40240.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                              | BROWN & BROWN            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       627 | NS      | $35720.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                      | VALERO ENERGY            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1188 | NS      | $150709.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                   | PROCTER & GAMBLE         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      6884 | NS      | $1043339.04   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                       | ETSY INC                 | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       381 | NS      | $45636.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                      | APA CORP                 | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       847 | NS      | $39537.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                     | ONEOK INC                | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1322 | NS      | $86855.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                   | EQUIFAX INC              | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       343 | NS      | $66665.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                        | IDEXX LABS               | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       229 | NS      | $93422.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                     | DOLLAR GENERAL C         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       646 | NS      | $159077.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                  | CHUBB LTD                | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1180 | NS      | $260308.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                  | QUALCOMM INC             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3395 | NS      | $373246.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                       | KIMCO REALTY             | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      1820 | NS      | $38547.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                         | VERISK ANALYTI           | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       427 | NS      | $75331.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                 | ALBEMARLE CORP           | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       338 | NS      | $73298.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                        | NVR INC                  | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         9 | NS      | $41513.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation    | IBM                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2596 | NS      | $365750.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                | REGENERON PHARM          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       309 | NS      | $222940.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                           | WEYERHAEUSER CO          | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      2172 | NS      | $67332.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LYONDELLBASELL-A         | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       790 | NS      | $65593.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                             | ENPHASE ENERGY           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       371 | NS      | $98300.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                         | SOUTHWEST AIR            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1849 | NS      | $62255.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                           | MCKESSON CORP            | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       413 | NS      | $154924.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                          | UBER TECHNOLOGIE         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      5257 | NS      | $130005.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                      | HEALTHPEAK PROPE         | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      1451 | NS      | $36376.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                 | SBA COMM CORP            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       298 | NS      | $83532.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMORGAN CHASE           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      8443 | NS      | $1132206.30   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics PLC                       | HORIZON THERAPEU         | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |       596 | NS      | $67824.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                 | PLUG POWER INC           | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      1398 | NS      | $17293.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                         | CENTERPOINT ENER         | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1911 | NS      | $57310.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                      | AGILENT TECH INC         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       838 | NS      | $125406.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | MORGAN STANLEY           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3971 | NS      | $337614.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                       | DIGITAL REALTY           | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       801 | NS      | $80316.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                             | ROYALTY PHARMA-A         | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |       911 | NS      | $36002.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                     | CONSTELLATION EN         | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       765 | NS      | $65950.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                | FMC CORP                 | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       361 | NS      | $45052.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                        | ACTIVISION BLIZZ         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      2108 | NS      | $161367.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                | KELLOGG CO               | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       685 | NS      | $48799.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation              | CAPITAL ONE FINA         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1120 | NS      | $104115.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | MOLINA HEALTHCAR         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       158 | NS      | $52174.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                | EQT CORP                 | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       901 | NS      | $30480.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                    | DATADOG INC-A            | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       723 | NS      | $53140.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                 | CME GROUP INC            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1055 | NS      | $177408.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                             | CINTAS CORP              | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       241 | NS      | $108840.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                    | FISERV INC               | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1704 | NS      | $172223.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                             | EXELON CORP              | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2830 | NS      | $122340.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                         | MCDONALDS CORP           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2124 | NS      | $559737.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                  | SNOWFLAKE INC-A          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       777 | NS      | $111530.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                   | FORTINET INC             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2016 | NS      | $98562.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                              | HORMEL FOODS CRP         | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       814 | NS      | $37077.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                | T-MOBILE US INC          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1827 | NS      | $255780.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Inc                                   | BEST BUY CO INC          | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       526 | NS      | $42190.46     | 0.02%             |  |  |  | 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