# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-23-011607
**Filing Date:** 2023-1
**Character Count:** 88055
**Document Hash:** fdf09ac5d11c20b535d8a35f2695283f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-011607.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-011607

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PROSHARES TRUST
- **CENTRAL INDEX KEY:** 0001174610
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21114
- **FILM NUMBER:** 23550617

**BUSINESS ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814
- **BUSINESS PHONE:** 240-497-6400

**MAIL ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** XTRASHARES TRUST
- **DATE OF NAME CHANGE:** 20030409

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROFUNDS ETF TRUST
- **DATE OF NAME CHANGE:** 20020531

## Series and Classes Contracts Data

### ProShares Ultra Financials (Series ID: S000014252)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000038811 | ProShares Ultra Financials | UYG             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ProShares Trust

- **b. Investment Company Act file number:** 811-21114

- **c. CIK number of Registrant:** 0001174610

- **d. LEI of Registrant:** 5493005D9DS7C1P5AM59

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

  - **Street Address 1:** 7272 Wisconsin Avenue

  - **City:** Bethesda

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20814

  - **Telephone number:** 240-497-6400

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

- **a. Name of Series:** ProShares Ultra Financials

- **b. EDGAR series identifier (if any):** S000014252

- **c. LEI of Series:** LYB0BLOHQZOQ1IGGW139

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $624921443.12

**Total Liabilities:** $1753566.32

**Net Assets:** $623167876.80

**Cash Not Reported:** $27221396.64

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000038811 | -18.15%              | 21.02%               | 12.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2636447.76             | $-35798332.56                              |
| Month 2  | $-233480.89              | $38952159.22                               |
| Month 3  | $218260.22               | $26026248.56                               |

**Designated Index Information**

- **Index Name:** Dow Jones U.S. Financials Index

- **Index Identifier:** DJUSFN

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                              | CBRE Group, Inc., Class A                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     23727 | NS      | $1888669.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group, Inc.                            | Radian Group, Inc.                                      | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     11942 | NS      | $233704.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                           | Brown & Brown, Inc.                                     | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     17319 | NS      | $1032039.21   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                   | Host Hotels & Resorts, Inc.                             | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     52822 | NS      | $1000448.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Intercontinental Exchange, Inc.                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     41263 | NS      | $4469195.53   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                            | Agree Realty Corp.                                      | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5899 | NS      | $412635.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust             | Corporate Office Properties Trust                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      8307 | NS      | $230685.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                      | Wintrust Financial Corp.                                | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      4486 | NS      | $410154.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                     | RLI Corp.                                               | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2983 | NS      | $387998.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                           | Synchrony Financial                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     35585 | NS      | $1337284.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                      | FirstCash Holdings, Inc.                                | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2815 | NS      | $264215.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                     | CubeSmart                                               | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16585 | NS      | $686453.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                              | Zions Bancorp NA                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     11117 | NS      | $576082.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                               | CME Group, Inc.                                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     26558 | NS      | $4687487.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.               | Interactive Brokers Group, Inc., Class A                | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      7602 | NS      | $610440.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                       | Robinhood Markets, Inc., Class A                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     37263 | NS      | $357352.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                   | Loews Corp.                                             | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     14771 | NS      | $858933.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                    | Chubb Ltd.                                              | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     30849 | NS      | $6774131.91   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                   | Huntington Bancshares, Inc.                             | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    106602 | NS      | $1650198.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                            | CoStar Group, Inc.                                      | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29255 | NS      | $2370825.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.             | Equity LifeStyle Properties, Inc.                       | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     12925 | NS      | $858478.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                    | Essex Property Trust, Inc.                              | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      4812 | NS      | $1060468.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd.                             | Enstar Group Ltd.                                       | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |      1003 | NS      | $218643.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                         | Glacier Bancorp, Inc.                                   | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      8185 | NS      | $473911.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.       | Mid-America Apartment Communities, Inc.                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      8529 | NS      | $1406261.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    115844 | NC      | $3837558.71   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                               | BlackRock, Inc.                                         | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     11134 | NS      | $7971944.00   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                      | Bank OZK                                                | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      8217 | NS      | $379214.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                | WP Carey, Inc.                                          | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     15337 | NS      | $1208555.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.             | Fidelity National Financial, Inc.                       | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     20417 | NS      | $824030.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                      | SBA Communications Corp.                                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      7971 | NS      | $2385720.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                         | Everest Re Group Ltd.                                   | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      2913 | NS      | $984419.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                 | Moody's Corp.                                           | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     11660 | NS      | $3477828.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                   | Spirit Realty Capital, Inc.                             | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     10075 | NS      | $417306.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.           | Gaming and Leisure Properties, Inc.                     | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     18873 | NS      | $992908.53    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                         | Sun Communities, Inc.                                   | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      9114 | NS      | $1338846.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                        | Stifel Financial Corp.                                  | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      7837 | NS      | $503527.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage, Inc.                            | Life Storage, Inc.                                      | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      6236 | NS      | $670307.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                           | Equity Commonwealth                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |      8225 | NS      | $222815.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                 | Starwood Property Trust, Inc.                           | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     22846 | NS      | $489132.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.               | National Health Investors, Inc.                         | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      3301 | NS      | $185714.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                          | American Express Co.                                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     44318 | NS      | $6984073.62   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                          | Allstate Corp. (The)                                    | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     19971 | NS      | $2674116.90   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                    | Digital Realty Trust, Inc.                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     21250 | NS      | $2389775.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp. (The)                     | Howard Hughes Corp. (The)                               | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      2655 | NS      | $197903.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                         | Camden Property Trust                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      7870 | NS      | $946997.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                         | MGIC Investment Corp.                                   | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     22419 | NS      | $307812.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                              | Mastercard, Inc., Class A                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     63044 | NS      | $22468881.60  | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                         | American Homes 4 Rent, Class A                          | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     22354 | NS      | $739246.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                      | Equitable Holdings, Inc.                                | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     25792 | NS      | $818638.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                          | Ally Financial, Inc.                                    | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     22796 | NS      | $615719.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                    | EastGroup Properties, Inc.                              | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      3219 | NS      | $499717.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                       | Regions Financial Corp.                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     69041 | NS      | $1602441.61   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust               | Federal Realty Investment Trust                         | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5381 | NS      | $597829.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                    | Prudential Financial, Inc.                              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     27477 | NS      | $2968340.31   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.              | New York Community Bancorp, Inc.                        | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     34442 | NS      | $322032.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Simon Property Group, Inc.                    | Simon Property Group, Inc.                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     24183 | NS      | $2888417.52   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                             | Morningstar, Inc.                                       | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      1851 | NS      | $453735.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.              | Omega Healthcare Investors, Inc.                        | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     17301 | NS      | $523874.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                 | Raymond James Financial, Inc.                           | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     14352 | NS      | $1677748.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                | Assurant, Inc.                                          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      3932 | NS      | $504161.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                              | Globe Life, Inc.                                        | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      6696 | NS      | $803252.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                           | First Republic Bank                                     | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     13497 | NS      | $1722352.17   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                             | Essent Group Ltd.                                       | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      7957 | NS      | $318996.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                               | KKR & Co., Inc.                                         | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     42568 | NS      | $2210130.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                       | Credit Acceptance Corp.                                 | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $213282.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hartford Financial Services Group, Inc. (The) | Hartford Financial Services Group, Inc. (The)           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     23878 | NS      | $1823562.86   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                       | Progressive Corp. (The)                                 | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     43219 | NS      | $5711390.85   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                      | Jones Lang LaSalle, Inc.                                | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      3540 | NS      | $595321.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                                | Comerica, Inc.                                          | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      9664 | NS      | $693295.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    141752 | NC      | $6142577.09   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners, Inc.             | Pinnacle Financial Partners, Inc.                       | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      5647 | NS      | $473726.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                     | UDR, Inc.                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     22562 | NS      | $935646.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                       | United Bankshares, Inc.                                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      9944 | NS      | $426498.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                 | Popular, Inc.                                           | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      5543 | NS      | $404749.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                        | Lincoln National Corp.                                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     11444 | NS      | $445629.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.              | Old Republic International Corp.                        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     21230 | NS      | $520135.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)      | PNC Financial Services Group, Inc. (The)                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     30304 | NS      | $5098951.04   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                              | Weyerhaeuser Co.                                        | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     54700 | NS      | $1789237.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp.                    | Cincinnati Financial Corp.                              | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     11763 | NS      | $1305222.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                    | Travelers Cos., Inc. (The)                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     17535 | NS      | $3328318.35   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                           | Rithm Capital Corp.                                     | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     34493 | NS      | $312161.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                         | Regency Centers Corp.                                   | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     11367 | NS      | $755109.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                    | MarketAxess Holdings, Inc.                              | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      2781 | NS      | $745085.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                  | Ventas, Inc.                                            | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     29529 | NS      | $1373984.37   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                           | UMB Financial Corp.                                     | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      3212 | NS      | $274690.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                    | Axis Capital Holdings Ltd.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      5693 | NS      | $327689.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                           | CNA Financial Corp.                                     | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      2005 | NS      | $85372.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                    | MSCI, Inc.                                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      5948 | NS      | $3020572.84   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                            | Kimco Realty Corp.                                      | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     45698 | NS      | $1047398.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.               | Annaly Capital Management, Inc.                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     31850 | NS      | $690189.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.               | Blackstone Mortgage Trust, Inc., Class A                | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     12578 | NS      | $317846.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                               | Citigroup, Inc.                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    143086 | NS      | $6926793.26   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                      | Cousins Properties, Inc.                                | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     11189 | NS      | $295165.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    123695 | NC      | $26460488.63  | 4.25%             |  |  |  | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                          | LXP Industrial Trust                                    | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     20667 | NS      | $222376.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| S&P Global, Inc.                              | S&P Global, Inc.                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     25174 | NS      | $8881387.20   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                          | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  11030926 | PA      | $11030925.58  | 1.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosperity Bancshares, Inc.                   | Prosperity Bancshares, Inc.                             | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6739 | NS      | $509266.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.          | White Mountains Insurance Group Ltd.                    | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |       213 | NS      | $289437.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                  | Nasdaq, Inc.                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     25043 | NS      | $1714443.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    133137 | NC      | $5772326.96   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Discover Financial Services                   | Discover Financial Services                             | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     20161 | NS      | $2184645.96   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                  | Invesco Ltd.                                            | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     33590 | NS      | $641904.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                            | Zillow Group, Inc., Class C                             | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     12229 | NS      | $464457.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Lazard Ltd.                                   | Lazard Ltd., Class A                                    | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |      8332 | NS      | $305034.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                           | Kilroy Realty Corp.                                     | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      7772 | NS      | $335905.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies, Inc.                       | SoFi Technologies, Inc.                                 | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     59972 | NS      | $289664.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital One Financial Corp.                   | Capital One Financial Corp.                             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     28360 | NS      | $2927886.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp.                           | TFS Financial Corp.                                     | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3522 | NS      | $48075.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                       | Aon plc, Class A                                        | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     15584 | NS      | $4804235.52   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                           | SVB Financial Group                                     | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      4366 | NS      | $1011951.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                      | Willis Towers Watson plc                                | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      8126 | NS      | $2000296.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                           | Realty Income Corp.                                     | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     45630 | NS      | $2877884.10   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp.                                  | Markel Corp.                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       999 | NS      | $1323515.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes, Inc.                        | Invitation Homes, Inc.                                  | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42843 | NS      | $1397967.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                       | Arch Capital Group Ltd.                                 | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     27270 | NS      | $1633745.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                        | Federated Hermes, Inc., Class B                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      6257 | NS      | $237515.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    331095 | NC      | $23222970.78  | 3.73%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     50316 | NC      | $2181515.31   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SouthState Corp.                              | SouthState Corp.                                        | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      5590 | NS      | $491081.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                          | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   2206156 | PA      | $2206155.57   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone, Inc.                              | Blackstone, Inc., Class A                               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     51846 | NS      | $4745464.38   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp.                            | UWM Holdings Corp.                                      | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6837 | NS      | $30424.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Blue Owl Capital, Inc.                        | Blue Owl Capital, Inc.                                  | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24858 | NS      | $280895.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                      | Arthur J Gallagher & Co.                                | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     15542 | NS      | $3094567.62   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                    | US Bancorp                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     99904 | NS      | $4534642.56   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                             | Wells Fargo & Co.                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    280297 | NS      | $13440241.15  | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                       | Synovus Financial Corp.                                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     10740 | NS      | $452476.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                       | KeyCorp                                                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     68912 | NS      | $1296234.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.         | Alexandria Real Estate Equities, Inc.                   | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     10971 | NS      | $1707197.31   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Berkley Corp.                              | W R Berkley Corp.                                       | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     15097 | NS      | $1151599.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                           | Fifth Third Bancorp                                     | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     50717 | NS      | $1844070.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.           | First Industrial Realty Trust, Inc.                     | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9758 | NS      | $493266.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                          | JPMorgan Chase & Co.                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    216686 | NS      | $29941671.48  | 4.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)           | Hanover Insurance Group, Inc. (The)                     | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      2633 | NS      | $387840.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                      | Berkshire Hathaway, Inc., Class B                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    133358 | NS      | $42487858.80  | 6.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     98929 | NS      | $9207322.03   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                | Apollo Global Management, Inc.                          | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32063 | NS      | $2224851.57   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                               | Primerica, Inc.                                         | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      2767 | NS      | $412366.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                     | Cboe Global Markets, Inc.                               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      7836 | NS      | $993918.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                  | Sabra Health Care REIT, Inc.                            | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     17065 | NS      | $220309.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.               | Rexford Industrial Realty, Inc.                         | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     12640 | NS      | $698865.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG, Inc.                                     | TPG, Inc.                                               | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      3775 | NS      | $125707.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                       | Physicians Realty Trust                                 | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     16720 | NS      | $249629.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                   | RenaissanceRe Holdings Ltd.                             | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      3229 | NS      | $609990.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co.                            | Erie Indemnity Co., Class A                             | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      1842 | NS      | $520162.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.               | First Citizens BancShares, Inc., Class A                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       975 | NS      | $796048.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                          | Houlihan Lokey, Inc.                                    | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      3670 | NS      | $360944.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp.                           | BOK Financial Corp.                                     | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      2155 | NS      | $225650.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                            | Crown Castle, Inc.                                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     31988 | NS      | $4524062.84   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                         | SL Green Realty Corp.                                   | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      4751 | NS      | $199351.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Charles Schwab Corp. (The)                    | Charles Schwab Corp. (The)                              | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    112779 | NS      | $9308778.66   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                    | Cullen/Frost Bankers, Inc.                              | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      4738 | NS      | $687341.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                      | Western Alliance Bancorp                                | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      8001 | NS      | $548388.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                     | T. Rowe Price Group, Inc.                               | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     16677 | NS      | $2083124.07   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                     | Janus Henderson Group plc                               | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |      9792 | NS      | $247639.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                         | Umpqua Holdings Corp.                                   | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     16038 | NS      | $325090.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     36863 | NS      | $6383934.34   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                               | Welltower, Inc.                                         | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     34234 | NS      | $2431641.02   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                   | Apartment Income REIT Corp.                             | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11393 | NS      | $433503.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                    | Ameriprise Financial, Inc.                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      7993 | NS      | $2653276.35   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                          | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  10457177 | PA      | $10457177.40  | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                   | AvalonBay Communities, Inc.                             | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     10332 | NS      | $1807066.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                         | VICI Properties, Inc.                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     71162 | NS      | $2433740.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust, Inc.                  | Americold Realty Trust, Inc.                            | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     19904 | NS      | $594134.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Truist Financial Corp.                        | Truist Financial Corp.                                  | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     98007 | NS      | $4587707.67   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                     | Commerce Bancshares, Inc.                               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8060 | NS      | $603855.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                     | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |   1091330 | NS      | $1091330.35   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                | American Financial Group, Inc.                          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      5161 | NS      | $733997.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                | First American Financial Corp.                          | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      7696 | NS      | $420586.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings, Inc.                 | Ryan Specialty Holdings, Inc., Class A                  | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6110 | NS      | $246110.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                  | LPL Financial Holdings, Inc.                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      5898 | NS      | $1396115.58   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                 | MetLife, Inc.                                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     49505 | NS      | $3797033.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                         | Coinbase Global, Inc., Class A                          | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |     11617 | NS      | $531245.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Bankshares, Inc.              | First Financial Bankshares, Inc.                        | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      9585 | NS      | $354165.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)               | Goldman Sachs Group, Inc. (The)                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     25221 | NS      | $9739089.15   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                             | Rocket Cos., Inc., Class A                              | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8530 | NS      | $70799.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| National Retail Properties, Inc.              | National Retail Properties, Inc.                        | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     13087 | NS      | $606713.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                      | Franklin Resources, Inc.                                | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     20989 | NS      | $562715.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.               | Principal Financial Group, Inc.                         | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     17127 | NS      | $1535949.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                         | Ares Management Corp.                                   | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     11431 | NS      | $896076.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                         | Bank of America Corp.                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    516688 | NS      | $19556640.80  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                | Public Storage                                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     11673 | NS      | $3478087.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                | Prologis, Inc.                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     67985 | NS      | $8007953.15   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                | FactSet Research Systems, Inc.                          | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      2806 | NS      | $1294379.74   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.               | Selective Insurance Group, Inc.                         | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      4456 | NS      | $428310.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)           | Bank of New York Mellon Corp. (The)                     | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     54310 | NS      | $2492829.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                          | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   2206156 | PA      | $2206155.57   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp.                           | First Horizon Corp.                                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     39649 | NS      | $985277.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                | Rayonier, Inc.                                          | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     10820 | NS      | $388221.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                       | Boston Properties, Inc.                                 | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     10539 | NS      | $759651.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp.                         | AGNC Investment Corp.                                   | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     38621 | NS      | $385823.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings, Inc.                        | OneMain Holdings, Inc.                                  | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      9139 | NS      | $359711.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                           | SEI Investments Co.                                     | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      7606 | NS      | $473701.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.                 | Healthcare Realty Trust, Inc.                           | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     28117 | NS      | $577242.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                    | Unum Group                                              | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     13891 | NS      | $585922.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                            | Equity Residential                                      | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     25002 | NS      | $1621629.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                            | State Street Corp.                                      | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     27162 | NS      | $2163996.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     73573 | NC      | $2056813.61   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| East West Bancorp, Inc.                       | East West Bancorp, Inc.                                 | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10412 | NS      | $731026.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                          | Northern Trust Corp.                                    | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     15387 | NS      | $1432683.57   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                          | Vornado Realty Trust                                    | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11903 | NS      | $301026.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                          | Douglas Emmett, Inc.                                    | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12988 | NS      | $224952.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.            | Reinsurance Group of America, Inc.                      | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      4951 | NS      | $714924.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                          | JBG SMITH Properties                                    | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7352 | NS      | $151524.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.               | Affiliated Managers Group, Inc.                         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      2824 | NS      | $453026.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                        | Tradeweb Markets, Inc., Class A                         | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7942 | NS      | $488115.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                     | FNB Corp.                                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     25914 | NS      | $365387.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                            | Zillow Group, Inc., Class A                             | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      4358 | NS      | $162989.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.            | American International Group, Inc.                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     56185 | NS      | $3545835.35   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies, Inc.                   | Opendoor Technologies, Inc.                             | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |     37173 | NS      | $68770.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Voya Financial, Inc.                          | Voya Financial, Inc.                                    | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      7233 | NS      | $477233.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                   | Brighthouse Financial, Inc.                             | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      5307 | NS      | $295812.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.                | Medical Properties Trust, Inc.                          | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     44259 | NS      | $580678.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                    | Visa, Inc., Class A                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    120835 | NS      | $26221195.00  | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                         | STAG Industrial, Inc.                                   | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     13243 | NS      | $435827.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                    | Highwoods Properties, Inc.                              | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      7772 | NS      | $231605.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                   | Aflac, Inc.                                             | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     42489 | NS      | $3056233.77   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                   | Healthpeak Properties, Inc.                             | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     39869 | NS      | $1046959.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                     | Carlyle Group, Inc. (The)                               | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     16013 | NS      | $499125.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                | Signature Bank                                          | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      4642 | NS      | $647559.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                           | STORE Capital Corp.                                     | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     19631 | NS      | $626228.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                       | Webster Financial Corp.                                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     12992 | NS      | $705985.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                          | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  21620325 | PA      | $21620324.58  | 3.47%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                          | American Tower Corp.                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     34382 | NS      | $7607017.50   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                | M&T Bank Corp.                                          | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     12969 | NS      | $2204989.38   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                       | Valley National Bancorp                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     31050 | NS      | $393093.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                | Citizens Financial Group, Inc.                          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     36612 | NS      | $1551616.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                         | Home BancShares, Inc.                                   | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14090 | NS      | $358590.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                  | Brixmor Property Group, Inc.                            | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     22141 | NS      | $513228.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                           | Iron Mountain, Inc.                                     | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     21478 | NS      | $1166899.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                     | SLM Corp.                                               | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18573 | NS      | $324284.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                     | Extra Space Storage, Inc.                               | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9895 | NS      | $1590027.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                         | Lamar Advertising Co., Class A                          | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      6438 | NS      | $644701.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust             | National Storage Affiliates Trust                       | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6308 | NS      | $251121.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.               | Jefferies Financial Group, Inc.                         | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     13723 | NS      | $521336.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                                  | Kemper Corp.                                            | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      4718 | NS      | $268548.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                          | PotlatchDeltic Corp.                                    | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      5955 | NS      | $284589.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                 | Equinix, Inc.                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      6729 | NS      | $4647383.85   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                         | Virtu Financial, Inc., Class A                          | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      7190 | NS      | $159474.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** ProShares Trust

**Signature:** Maria Clem Sell

**Name of Signer:** Maria Clem Sell

**Title:** Treasurer