# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-23-011586
**Filing Date:** 2023-1
**Character Count:** 116724
**Document Hash:** 4474a015f98066b6d1f7391df1bd37fa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-011586.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-011586

**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:** 23550602

**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 Large Cap Core Plus (Series ID: S000020962)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000059344 | ProShares Large Cap Core Plus | CSM             |

## 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 Large Cap Core Plus

- **b. EDGAR series identifier (if any):** S000020962

- **c. LEI of Series:** 37E0KTDC3GUWOZOYE729

**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:** $463042036.74

**Total Liabilities:** $8131516.55

**Net Assets:** $454910520.19

**Cash Not Reported:** $9391874.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000059344 | -9.53%               | 9.16%                | 5.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $355531.78               | $-39734783.44                              |
| Month 2  | $943529.54               | $32920835.32                               |
| Month 3  | $2415989.81              | $19951084.41                               |

**Designated Index Information**

- **Index Name:** Credit Suisse 130/30 Large Cap Index

- **Index Identifier:** CS13030

### 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        |      2167 | NS      | $172493.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                   | Host Hotels & Resorts, Inc.                             | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     77068 | NS      | $1459667.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Intercontinental Exchange, Inc.                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2322 | NS      | $251495.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                  | Oracle Corp.                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2008 | NS      | $166724.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                         | Kraft Heinz Co. (The)                                   | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     28842 | NS      | $1134932.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                | Walgreens Boots Alliance, Inc.                          | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     35957 | NS      | $1492215.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                           | Synchrony Financial                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     14754 | NS      | $554455.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                  | Cadence Design Systems, Inc.                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     10840 | NS      | $1864913.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                    | Archer-Daniels-Midland Co.                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     18554 | NS      | $1809015.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp.                                    | Pool Corp.                                              | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      3444 | NS      | $1134488.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                             | Exxon Mobil Corp.                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     52380 | NS      | $5831989.20   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class A                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     45507 | NS      | $4595751.93   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                 | Walmart, Inc.                                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      5074 | NS      | $773379.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                               | CME Group, Inc.                                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     10091 | NS      | $1781061.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                           | Valero Energy Corp.                                     | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      9147 | NS      | $1222222.14   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                         | PayPal Holdings, Inc.                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      6139 | NS      | $481358.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                    | Microchip Technology, Inc.                              | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     23582 | NS      | $1867458.58   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                | Amphenol Corp., Class A                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     10426 | NS      | $838563.18    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                   | Loews Corp.                                             | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     24200 | NS      | $1407230.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                  | AMETEK, Inc.                                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     11147 | NS      | $1587555.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                    | Chubb Ltd.                                              | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      3892 | NS      | $854644.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                    | Baxter International, Inc.                              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     20610 | NS      | $1165083.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                  | NVIDIA Corp.                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     16258 | NS      | $2751341.34   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                              | Amazon.com, Inc.                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    101582 | NS      | $9806726.28   | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                    | Essex Property Trust, Inc.                              | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      6473 | NS      | $1426519.74   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.               | Hilton Worldwide Holdings, Inc.                         | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     11966 | NS      | $1706590.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                     | KLA Corp.                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2195 | NS      | $862964.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.       | Mid-America Apartment Communities, Inc.                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      8997 | NS      | $1483425.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Bristol-Myers Squibb Co.                      | Bristol-Myers Squibb Co.                                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      4987 | NS      | $400356.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                             | Gen Digital, Inc.                                       | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     53813 | NS      | $1235546.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                  | Waters Corp.                                            | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      2897 | NS      | $1004100.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                               | Eli Lilly & Co.                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4175 | NS      | $1549259.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                 | Danaher Corp.                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      9563 | NS      | $2614619.83   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| JM Smucker Co. (The)                          | J M Smucker Co. (The)                                   | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      9156 | NS      | $1410115.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                        | Howmet Aerospace, Inc.                                  | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     36983 | NS      | $1393149.61   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class C                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     40474 | NS      | $4106087.30   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                  | Intuit, Inc.                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2013 | NS      | $820478.67    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                  | Marriott International, Inc., Class A                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     10734 | NS      | $1774866.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                    | Constellation Brands, Inc., Class A                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      2239 | NS      | $576206.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                   | Phillips 66                                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     16256 | NS      | $1762800.64   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                       | Republic Services, Inc.                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     11151 | NS      | $1553222.79   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                         | Everest Re Group Ltd.                                   | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      2213 | NS      | $747861.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                   | CH Robinson Worldwide, Inc.                             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     13525 | NS      | $1355475.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International, Inc.            | Mettler-Toledo International, Inc.                      | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       391 | NS      | $574597.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                   | Apple, Inc.                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    138585 | NS      | $20514737.55  | 4.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.               | Automatic Data Processing, Inc.                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2909 | NS      | $768383.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                            | Devon Energy Corp.                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     24260 | NS      | $1662295.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                          | NextEra Energy, Inc.                                    | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4414 | NS      | $373865.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                     | Fox Corp., Class A                                      | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     32790 | NS      | $1064035.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                 | Jack Henry & Associates, Inc.                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      6118 | NS      | $1158443.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                 | Trimble, Inc.                                           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      3877 | NS      | $231650.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                 | Snap-on, Inc.                                           | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      5377 | NS      | $1293706.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                          | American Express Co.                                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3895 | NS      | $613813.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                              | Kroger Co. (The)                                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     30230 | NS      | $1487013.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                            | DISH Network Corp., Class A                             | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     42131 | NS      | $676202.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Allstate Corp. (The)                          | Allstate Corp. (The)                                    | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1187 | NS      | $158939.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                         | Camden Property Trust                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     12120 | NS      | $1458399.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                          | Edison International                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     24442 | NS      | $1629303.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     20274 | NS      | $3608772.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                             | Merck & Co., Inc.                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     35876 | NS      | $3950665.12   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                              | Mastercard, Inc., Class A                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5871 | NS      | $2092424.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                | DTE Energy Co.                                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     11476 | NS      | $1331330.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                    | AT&T, Inc.                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     52763 | NS      | $1017270.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                            | Hormel Foods Corp.                                      | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     27892 | NS      | $1310924.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                  | Pfizer, Inc.                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     79752 | NS      | $3997967.76   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                   | Pentair plc                                             | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     31539 | NS      | $1443540.03   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                                | Teleflex, Inc.                                          | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      4306 | NS      | $1008120.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                   | Tesla, Inc.                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     27832 | NS      | $5418890.40   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                         | Arista Networks, Inc.                                   | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     10007 | NS      | $1393975.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                            | Atmos Energy Corp.                                      | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     13112 | NS      | $1576062.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                       | Regions Financial Corp.                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     45329 | NS      | $1052086.09   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust               | Federal Realty Investment Trust                         | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3910 | NS      | $434401.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co.                      | Becton Dickinson and Co.                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2316 | NS      | $577471.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                   | Nucor Corp.                                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3472 | NS      | $520626.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                    | Prudential Financial, Inc.                              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     15411 | NS      | $1664850.33   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                     | LKQ Corp.                                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     25591 | NS      | $1390359.03   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                   | United Parcel Service, Inc., Class B                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3162 | NS      | $599926.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                    | Simon Property Group, Inc.                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      5559 | NS      | $663966.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                | Hewlett Packard Enterprise Co.                          | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     91529 | NS      | $1535856.62   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                 | Raymond James Financial, Inc.                           | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     11857 | NS      | $1386083.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                | Assurant, Inc.                                          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     10416 | NS      | $1335539.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                       | Molina Healthcare, Inc.                                 | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       550 | NS      | $185223.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                           | First Republic Bank                                     | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      3393 | NS      | $432980.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC, Inc.                                     | PTC, Inc.                                               | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      6134 | NS      | $780306.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The) | Hartford Financial Services Group, Inc. (The)           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     20024 | NS      | $1529232.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                    | Lamb Weston Holdings, Inc.                              | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     14660 | NS      | $1273954.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.                   | Warner Bros Discovery, Inc.                             | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     34972 | NS      | $398680.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                        | Home Depot, Inc. (The)                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6726 | NS      | $2179156.74   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     20871 | NC      | $-6606945.57  | -1.45%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -20563 | NC      | $4582133.17   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                            | EPAM Systems, Inc.                                      | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2121 | NS      | $781758.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                     | UDR, Inc.                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     35174 | NS      | $1458665.78   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                      | Skyworks Solutions, Inc.                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      7437 | NS      | $711125.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                         | DENTSPLY SIRONA, Inc.                                   | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     10916 | NS      | $330318.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co., Inc.                | American Water Works Co., Inc.                          | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      9745 | NS      | $1478901.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                        | Lincoln National Corp.                                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     38582 | NS      | $1502383.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                 | Hologic, Inc.                                           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     19276 | NS      | $1468060.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                              | Weyerhaeuser Co.                                        | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     45576 | NS      | $1490790.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                    | Travelers Cos., Inc. (The)                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      8951 | NS      | $1698989.31   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                     | Church & Dwight Co., Inc.                               | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     19057 | NS      | $1560196.59   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                  | Chipotle Mexican Grill, Inc.                            | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1148 | NS      | $1867750.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                   | Adobe, Inc.                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      5253 | NS      | $1811917.29   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                         | Regency Centers Corp.                                   | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     20986 | NS      | $1394099.98   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                             | PerkinElmer, Inc.                                       | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      2786 | NS      | $389287.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp.                            | Ralph Lauren Corp.                                      | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     13383 | NS      | $1513884.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                | Autodesk, Inc.                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      6431 | NS      | $1298740.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                   | Sysco Corp.                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     11473 | NS      | $992529.23    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                  | Ventas, Inc.                                            | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     32898 | NS      | $1530743.94   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                     | Consolidated Edison, Inc.                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     17207 | NS      | $1686974.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                           | Newell Brands, Inc.                                     | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     61460 | NS      | $797136.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                            | Southern Co. (The)                                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     29111 | NS      | $1969068.04   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                | Celanese Corp.                                          | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     12834 | NS      | $1377088.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                      | Diamondback Energy, Inc.                                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      5627 | NS      | $832908.54    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                               | Citigroup, Inc.                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     45407 | NS      | $2198152.87   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                  | LyondellBasell Industries NV, Class A                   | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     17677 | NS      | $1502721.77   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                    | News Corp., Class A                                     | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     74357 | NS      | $1423936.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -5981 | NC      | $2935267.37   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp.                                     | APA Corp.                                               | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     14676 | NS      | $687570.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                          | Repurchase Agreement                                    | CUSIP: 000000017<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1445340 | PA      | $1445340.23   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                              | Clorox Co. (The)                                        | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      2133 | NS      | $317070.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                     | Linde plc                                               | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      3102 | NS      | $1043760.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                  | Nasdaq, Inc.                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     21892 | NS      | $1498726.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)         | Interpublic Group of Cos., Inc. (The)                   | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     37227 | NS      | $1279119.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                          | Otis Worldwide Corp.                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      6464 | NS      | $504773.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                      | Darden Restaurants, Inc.                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      9092 | NS      | $1336433.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                  | Invesco Ltd.                                            | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |      9548 | NS      | $182462.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                | Broadcom, Inc.                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1732 | NS      | $954383.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                | McKesson Corp.                                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      4522 | NS      | $1725956.96   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                   | ANSYS, Inc.                                             | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      2102 | NS      | $534538.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                               | Whirlpool Corp.                                         | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1531 | NS      | $224337.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                        | Alaska Air Group, Inc.                                  | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     19818 | NS      | $940165.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                           | Abbott Laboratories                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     28107 | NS      | $3023751.06   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Co.                                  | Westrock Co.                                            | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     20260 | NS      | $768259.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                       | International Paper Co.                                 | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      7986 | NS      | $296440.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                          | Meta Platforms, Inc., Class A                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     18156 | NS      | $2144223.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                 | Medtronic plc                                           | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      2419 | NS      | $191197.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                | United Airlines Holdings, Inc.                          | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     31680 | NS      | $1399305.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                | Air Products and Chemicals, Inc.                        | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      6451 | NS      | $2000842.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                   | Capital One Financial Corp.                             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      7899 | NS      | $815492.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                        | Costco Wholesale Corp.                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1802 | NS      | $971728.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                        | Generac Holdings, Inc.                                  | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      4009 | NS      | $423029.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                   | Keysight Technologies, Inc.                             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      9277 | NS      | $1678116.53   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                      | VF Corp.                                                | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      5647 | NS      | $185334.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.             | Philip Morris International, Inc.                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     21030 | NS      | $2096060.10   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                           | SVB Financial Group                                     | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      6410 | NS      | $1485709.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                | Carnival Corp.                                          | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    151754 | NS      | $1506917.22   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Robert Half International, Inc.               | Robert Half International, Inc.                         | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      7727 | NS      | $608733.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     31901 | NC      | $4724055.06   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                 | Comcast Corp., Class A                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     26894 | NS      | $985396.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                | Fortinet, Inc.                                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     30252 | NS      | $1608196.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                             | Xcel Energy, Inc.                                       | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2472 | NS      | $173583.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                      | Motorola Solutions, Inc.                                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      3441 | NS      | $936640.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding, Inc.                    | Ceridian HCM Holding, Inc.                              | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     22780 | NS      | $1559063.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                          | Repurchase Agreement                                    | CUSIP: 000000018<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    289064 | PA      | $289064.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                      | Lumen Technologies, Inc.                                | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    177792 | NS      | $972522.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                             | Ulta Beauty, Inc.                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       367 | NS      | $170596.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                    | News Corp., Class B                                     | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     75052 | NS      | $1459761.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                           | Expedia Group, Inc.                                     | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8532 | NS      | $911558.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                 | Netflix, Inc.                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      4648 | NS      | $1420103.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                             | Wells Fargo & Co.                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     12981 | NS      | $622438.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                       | KeyCorp                                                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     64430 | NS      | $1211928.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Berkley Corp.                              | W R Berkley Corp.                                       | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     18465 | NS      | $1408510.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                           | Cisco Systems, Inc.                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     25898 | NS      | $1287648.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                 | PepsiCo, Inc.                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      6388 | NS      | $1185037.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                 | Corning, Inc.                                           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     40337 | NS      | $1376701.81   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                           | Fifth Third Bancorp                                     | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     41779 | NS      | $1519084.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                             | FirstEnergy Corp.                                       | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     15683 | NS      | $646766.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.          | Cognizant Technology Solutions Corp., Class A           | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     13075 | NS      | $813395.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                          | JPMorgan Chase & Co.                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     18705 | NS      | $2584656.90   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.           | Huntington Ingalls Industries, Inc.                     | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      5475 | NS      | $1269981.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                                | NiSource, Inc.                                          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     47791 | NS      | $1335280.54   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.              | JB Hunt Transport Services, Inc.                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      7942 | NS      | $1460454.38   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                      | Berkshire Hathaway, Inc., Class B                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     13072 | NS      | $4164739.20   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                          | PPG Industries, Inc.                                    | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      5074 | NS      | $686106.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                             | T-Mobile US, Inc.                                       | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      7265 | NS      | $1100356.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                  | Advanced Micro Devices, Inc.                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     19010 | NS      | $1475746.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                      | HP, Inc.                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     27149 | NS      | $815555.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                  | Vertex Pharmaceuticals, Inc.                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      4123 | NS      | $1304517.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                             | Lowe's Cos., Inc.                                       | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       885 | NS      | $188106.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                          | Analog Devices, Inc.                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8609 | NS      | $1479973.19   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd.                             | Schlumberger Ltd.                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     20190 | NS      | $1040794.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                     | EQT Corp.                                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     33471 | NS      | $1419505.11   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                 | Chevron Corp.                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11967 | NS      | $2193670.77   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                   | Cigna Corp.                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      6622 | NS      | $2177909.58   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                  | Target Corp.                                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5767 | NS      | $963492.69    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group, Inc.                 | American Airlines Group, Inc.                           | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93108 | NS      | $1343548.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Halliburton Co.                               | Halliburton Co.                                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     11027 | NS      | $417813.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co.                             | Campbell Soup Co.                                       | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     20809 | NS      | $1116819.03   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                         | Delta Air Lines, Inc.                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      7134 | NS      | $252329.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                | ConocoPhillips                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     20757 | NS      | $2563697.07   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                 | Vontier Corp.                                           | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     53816 | NS      | $1056408.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.          | Broadridge Financial Solutions, Inc.                    | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      1514 | NS      | $225752.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                             | Tyson Foods, Inc., Class A                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     21874 | NS      | $1449808.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                     | Akamai Technologies, Inc.                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      1708 | NS      | $162020.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                       | Micron Technology, Inc.                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     30615 | NS      | $1764954.75   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                   | Teledyne Technologies, Inc.                             | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1848 | NS      | $776344.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                 | Organon & Co.                                           | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     17672 | NS      | $459825.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                      | IDEXX Laboratories, Inc.                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2636 | NS      | $1122593.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                     | T. Rowe Price Group, Inc.                               | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      6713 | NS      | $838520.83    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                 | Viatris, Inc.                                           | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    123827 | NS      | $1365811.81   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                           | Coca-Cola Co. (The)                                     | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     17639 | NS      | $1122016.79   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                       | DuPont de Nemours, Inc.                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      6630 | NS      | $467481.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                              | CMS Energy Corp.                                        | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     21757 | NS      | $1328699.99   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                      | Zebra Technologies Corp., Class A                       | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3398 | NS      | $918411.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                          | TJX Cos., Inc. (The)                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     26487 | NS      | $2120284.35   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                               | Welltower, Inc.                                         | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     12186 | NS      | $865571.58    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                          | Coterra Energy, Inc.                                    | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     53637 | NS      | $1497008.67   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| West Pharmaceutical Services, Inc.            | West Pharmaceutical Services, Inc.                      | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      5526 | NS      | $1296731.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                              | ServiceNow, Inc.                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1694 | NS      | $705212.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                        | Norfolk Southern Corp.                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      7549 | NS      | $1936318.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                    | Ameriprise Financial, Inc.                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2362 | NS      | $784065.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                          | Repurchase Agreement                                    | CUSIP: 000000020<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1370164 | PA      | $1370164.18   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                   | AvalonBay Communities, Inc.                             | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      8970 | NS      | $1568853.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                          | IQVIA Holdings, Inc.                                    | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      7220 | NS      | $1574104.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                     | Dow, Inc.                                               | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      6004 | NS      | $306023.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                    | Procter & Gamble Co. (The)                              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     17000 | NS      | $2535720.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                    | Agilent Technologies, Inc.                              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1612 | NS      | $249827.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                        | Truist Financial Corp.                                  | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      3558 | NS      | $166549.98    | 0.04%             |  |  |  | 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        |   1359060 | NS      | $1359060.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                 | MetLife, Inc.                                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     23093 | NS      | $1771233.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                  | Verizon Communications, Inc.                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     48404 | NS      | $1886787.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                                   | Kellogg Co.                                             | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     18274 | NS      | $1333088.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                     | MGM Resorts International                               | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     39384 | NS      | $1451694.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                         | Walt Disney Co. (The)                                   | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     11789 | NS      | $1153789.43   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                      | Franklin Resources, Inc.                                | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     52328 | NS      | $1402913.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                  | Humana, Inc.                                            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       696 | NS      | $382730.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                   | Amgen, Inc.                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       912 | NS      | $261196.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                 | Paychex, Inc.                                           | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      3117 | NS      | $386601.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                               | Microsoft Corp.                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     66851 | NS      | $17056364.14  | 3.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                 | Textron, Inc.                                           | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      7054 | NS      | $503514.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                            | DXC Technology Co.                                      | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     45512 | NS      | $1350341.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                         | Bank of America Corp.                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     37741 | NS      | $1428496.85   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                  | CF Industries Holdings, Inc.                            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      9655 | NS      | $1044574.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                | Public Storage                                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      5773 | NS      | $1720123.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                  | Evergy, Inc.                                            | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      7748 | NS      | $458759.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                | Prologis, Inc.                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     16936 | NS      | $1994891.44   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                   | ONEOK, Inc.                                             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     10105 | NS      | $676226.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                          | Kimberly-Clark Corp.                                    | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      6652 | NS      | $902210.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                    | NIKE, Inc., Class B                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3341 | NS      | $366474.29    | 0.08%             |  |  |  | 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        |     30767 | NS      | $1412205.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                          | TE Connectivity Ltd.                                    | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      3673 | NS      | $463238.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                          | Repurchase Agreement                                    | CUSIP: 000000021<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    289064 | PA      | $289064.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                          | Emerson Electric Co.                                    | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     19156 | NS      | $1834570.12   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                        | 3M Co.                                                  | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      5749 | NS      | $724201.53    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                | Tapestry, Inc.                                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     15530 | NS      | $586568.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                 | Honeywell International, Inc.                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       728 | NS      | $159832.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                       | Boston Properties, Inc.                                 | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     18523 | NS      | $1335137.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                   | Pinnacle West Capital Corp.                             | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      9696 | NS      | $759390.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp.                   | Raytheon Technologies Corp.                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1597 | NS      | $157655.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.               | Old Dominion Freight Line, Inc.                         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      2094 | NS      | $633665.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                          | HCA Healthcare, Inc.                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      3561 | NS      | $855423.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                          | Alliant Energy Corp.                                    | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     23085 | NS      | $1299685.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                            | Equity Residential                                      | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     23576 | NS      | $1529139.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                         | Elevance Health, Inc.                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       591 | NS      | $314955.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                   | Masco Corp.                                             | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     19957 | NS      | $1013416.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                            | State Street Corp.                                      | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     19626 | NS      | $1563603.42   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                  | AbbVie, Inc.                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     19947 | NS      | $3215057.46   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                           | Omnicom Group, Inc.                                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     10606 | NS      | $845934.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                          | Vornado Realty Trust                                    | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31941 | NS      | $807787.89    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -24135 | NC      | $3085281.12   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                        | ON Semiconductor Corp.                                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     17018 | NS      | $1279753.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                           | Union Pacific Corp.                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       833 | NS      | $181119.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                        | WEC Energy Group, Inc.                                  | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      6964 | NS      | $690410.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                      | Marathon Petroleum Corp.                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      5268 | NS      | $641695.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                  | PACCAR, Inc.                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     15462 | NS      | $1637580.42   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                         | Western Digital Corp.                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     26834 | NS      | $986149.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                        | Booking Holdings, Inc.                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       891 | NS      | $1852789.95   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                   | Qorvo, Inc.                                             | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     12781 | NS      | $1268514.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                          | United Rentals, Inc.                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      2028 | NS      | $715944.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Hershey Co. (The)                             | Hershey Co. (The)                                       | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      6468 | NS      | $1521079.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                      | Tyler Technologies, Inc.                                | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      4551 | NS      | $1559809.74   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                  | Copart, Inc.                                            | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      2999 | NS      | $199613.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.            | American International Group, Inc.                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     28062 | NS      | $1770992.82   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                         | Gilead Sciences, Inc.                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     21921 | NS      | $1925321.43   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions, Inc.                        | Jacobs Solutions, Inc.                                  | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4739 | NS      | $599673.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                      | UnitedHealth Group, Inc.                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6792 | NS      | $3720385.92   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                | Thermo Fisher Scientific, Inc.                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1998 | NS      | $1119319.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                | Synopsys, Inc.                                          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1371 | NS      | $465509.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                   | Dover Corp.                                             | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      9029 | NS      | $1281666.55   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                  | Incyte Corp.                                            | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     17488 | NS      | $1393268.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                    | Visa, Inc., Class A                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     22333 | NS      | $4846261.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                         | Parker-Hannifin Corp.                                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4426 | NS      | $1323108.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                              | McDonald's Corp.                                        | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2590 | NS      | $706526.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                               | Albemarle Corp.                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       661 | NS      | $183751.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                          | General Electric Co.                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1827 | NS      | $157067.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                         | Paycom Software, Inc.                                   | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      3318 | NS      | $1125133.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                   | Healthpeak Properties, Inc.                             | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     51010 | NS      | $1339522.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                  | Charter Communications, Inc., Class A                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1366 | NS      | $534502.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                 | Accenture plc, Class A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      4197 | NS      | $1263003.21   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                       | Bath & Body Works, Inc.                                 | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     11045 | NS      | $469412.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                              | PulteGroup, Inc.                                        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18247 | NS      | $817100.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                              | CVS Health Corp.                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     24887 | NS      | $2535487.56   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                  | DaVita, Inc.                                            | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     11432 | NS      | $842881.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                              | BorgWarner, Inc.                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     32450 | NS      | $1379449.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                | Signature Bank                                          | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      7130 | NS      | $994635.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                 | Pioneer Natural Resources Co.                           | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      2183 | NS      | $515166.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                         | Electronic Arts, Inc.                                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      9418 | NS      | $1231686.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                 | Entergy Corp.                                           | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     13132 | NS      | $1526857.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                | QUALCOMM, Inc.                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     13887 | NS      | $1756566.63   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Home & Security, Inc.          | Fortune Brands Home & Security, Inc.                    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      4318 | NS      | $282138.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                              | NRG Energy, Inc.                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     30802 | NS      | $1307544.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                          | Repurchase Agreement                                    | CUSIP: 000000019<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   2832829 | PA      | $2832828.89   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                              | Mosaic Co. (The)                                        | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     16819 | NS      | $862814.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                 | Centene Corp.                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     19902 | NS      | $1732469.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                          | American Tower Corp.                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       781 | NS      | $172796.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp.                       | AmerisourceBergen Corp.                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      9166 | NS      | $1564544.54   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                | Ford Motor Co.                                          | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     62260 | NS      | $865414.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                         | Lockheed Martin Corp.                                   | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      4775 | NS      | $2316782.25   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                      | CenterPoint Energy, Inc.                                | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     31305 | NS      | $973898.55    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                | Citizens Financial Group, Inc.                          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      8404 | NS      | $356161.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                    | Packaging Corp. of America                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     11029 | NS      | $1498730.81   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                       | Texas Instruments, Inc.                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      6825 | NS      | $1231639.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                              | Salesforce, Inc.                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      8778 | NS      | $1406674.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                     | Extra Space Storage, Inc.                               | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9286 | NS      | $1492167.34   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                               | DR Horton, Inc.                                         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      6068 | NS      | $521848.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                        | Align Technology, Inc.                                  | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       870 | NS      | $171094.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                     | CSX Corp.                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     61924 | NS      | $2024295.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                | Monolithic Power Systems, Inc.                          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      3970 | NS      | $1516381.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                  | Zoetis, Inc.                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      9769 | NS      | $1505793.66   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                 | Equinix, Inc.                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       277 | NS      | $191310.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AO Smith Corp.                                | A O Smith Corp.                                         | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      6402 | NS      | $388857.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                  | Cintas Corp.                                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3728 | NS      | $1721515.84   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                            | Best Buy Co., Inc.                                      | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     20009 | NS      | $1706767.70   | 0.38%             |  |  |  | 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