0001752724-24-124579.txt : 20240529 0001752724-24-124579.hdr.sgml : 20240529 20240529093530 ACCESSION NUMBER: 0001752724-24-124579 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240529 DATE AS OF CHANGE: 20240529 PERIOD START: 20240930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NORTHERN LIGHTS FUND TRUST III CENTRAL INDEX KEY: 0001537140 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22655 FILM NUMBER: 24994486 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 0001537140 S000083338 PlanRock Market Neutral Income ETF C000246897 PlanRock Market Neutral Income ETF PRMN NPORT-P 1 primary_doc.xml NPORT-P false 0001537140 XXXXXXXX S000083338 C000246897 NORTHERN LIGHTS FUND TRUST III 811-22655 0001537140 549300PPUECJSQFBYV98 225 PICTORIA DRIVE SUITE 450 CINCINNATI 45246 631-470-2600 PlanRock Market Neutral Income ETF S000083338 529900AZE5XB8R08IH25 2024-09-30 2024-03-31 N 2295065.87 71252.06 2223813.81 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 429791.13000000 N DBX ETF Trust DNLQXYGHEZ10Q9SIK386 XTRACKERS MSCI E 233051630 9053.00000000 NS USD 223337.51000000 10.04299501134 Long EC RF US N 1 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 MSCI EAFE Jun24 N/A -5.00000000 NC USD -6450.00000000 -0.29004226752 Short DE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC WOPZ3KWZW5JSJMG3U094 Short ICE US mini MSCI EAFE Index MXEA 2024-06-21 -582825.00000000 USD -6450.00000000 N N N CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 CBOE VIX FUTURE Oct24 N/A -3.00000000 NC USD 1080.00000000 0.048565216887 Short DE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC WOPZ3KWZW5JSJMG3U094 Short CBOE Volatility Index VIX 2024-10-16 -62880.00000000 USD 1080.00000000 N N N Wisdomtree Trust 549300SEVJBU47TE8855 WISDOMTREE US SM 97717W604 6937.00000000 NS USD 226701.16000000 10.19425092966 Long EC RF US N 1 N N N Vanguard Whitehall Funds 5493006QD7VQBS2FQD13 VANGUARD HI DV Y 921946406 2003.00000000 NS USD 242342.97000000 10.89762861037 Long EC RF US N 1 N N N OPTION ISSUER N/A S&P Emini 1st Wee Apr24P N/A -3.00000000 NC USD -847.50000000 -0.03811020491 Short DE CORP US N 2 R.J. O'BRIEN & ASSOCIATES LLC WOPZ3KWZW5JSJMG3U094 Put Written N/A N/A Chicago Mercantile Exchange N/A S&P EMINI 1ST WKL Jun24 N/A 50.00000000 NC USD N/A N/A DE CORP US US Long CME Standard & Poor's 500 Inde SPX 2024-06-21 13271250.00000000 USD -3.00000000 5220.00000000 USD 2024-04-05 XXXX 15815.79000000 N N N OPTION ISSUER N/A S&P Emini 3rd Wk Apr24P N/A -3.00000000 NC USD -5175.00000000 -0.23270833091 Short DE CORP US N 2 R.J. O'BRIEN & ASSOCIATES LLC WOPZ3KWZW5JSJMG3U094 Put Written N/A N/A Chicago Mercantile Exchange N/A S&P EMINI 3RD WKL Jun24 N/A 50.00000000 NC USD N/A N/A DE CORP US US Long CME Standard & Poor's 500 Inde SPX 2024-06-21 13271250.00000000 USD -3.00000000 5260.00000000 USD 2024-04-19 XXXX 12712.09000000 N N N CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 CBOE VIX FUTURE May24 N/A -8.00000000 NC USD 6280.00000000 0.282397742641 Short DE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC WOPZ3KWZW5JSJMG3U094 Short CBOE Volatility Index VIX 2024-05-22 -129628.00000000 USD 6280.00000000 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 MSCI EmgMkt Jun24 N/A -8.00000000 NC USD 120.00000000 0.005396135209 Short DE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC WOPZ3KWZW5JSJMG3U094 Short ICE US MSCI Emerging Markets E MXEF 2024-06-21 -419720.00000000 USD 120.00000000 N N N CME GLOBEX N/A SP500 MIC EMIN FUTJun24 N/A -18.00000000 NC USD -10552.50000000 -0.47452264000 Short DE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC WOPZ3KWZW5JSJMG3U094 Short CME Standard & Poor's 500 Inde SPX 2024-06-21 -467212.50000000 USD -10552.50000000 N N N Pacer Funds Trust 549300L3D3N0PW0L9M73 PACER US SMALL C 69374H857 4647.00000000 NS USD 228446.52000000 10.27273591758 Long EC RF US N 1 N N N CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 CBOE VIX FUTURE Apr24 N/A 18.00000000 NC USD -17317.80000000 -0.77874325279 Long DE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC WOPZ3KWZW5JSJMG3U094 Long CBOE Volatility Index VIX 2024-04-17 275954.40000000 USD -17317.80000000 N N N CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 CBOE VIX FUTURE Jul24 N/A -10.00000000 NC USD 5821.00000000 0.261757525464 Short DE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC WOPZ3KWZW5JSJMG3U094 Short CBOE Volatility Index VIX 2024-07-17 -175002.00000000 USD 5821.00000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 ISHARES EMERGING 464286319 8431.00000000 NS USD 220554.96000000 9.917869877784 Long EC RF US N 1 N N N Schwab Strategic Trust 549300NAZEQOIX80E226 SCHWAB DVD EQ 808524797 2936.00000000 NS USD 236729.68000000 10.64521134527 Long EC RF US N 1 N N N Wisdomtree Trust 549300SEVJBU47TE8855 WISDOMTREE EMERG 97717W315 5493.00000000 NS USD 229827.12000000 10.33481845316 Long EC RF US N 1 N N N Vanguard Whitehall Funds 5493006QD7VQBS2FQD13 VANGUARD INT HDV 921946794 3362.00000000 NS USD 231305.60000000 10.40130243637 Long EC RF US N 1 N N N CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 CBOE VIX FUTURE Sep24 N/A 9.00000000 NC USD -4060.80000000 -0.18260521549 Long DE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC WOPZ3KWZW5JSJMG3U094 Long CBOE Volatility Index VIX 2024-09-18 166149.00000000 USD -4060.80000000 N N N CME GLOBEX N/A MICRO EMIN RUS2000Jun24 N/A -44.00000000 NC USD -8129.00000000 -0.36554319266 Short DE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC WOPZ3KWZW5JSJMG3U094 Short RUSSELL 2000 INDEX RTY 2024-06-21 -463969.00000000 USD -8129.00000000 N N N 2024-04-26 NORTHERN LIGHTS FUND TRUST III Rich Gleason Rich Gleason Treasurer