# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-23-011615
**Filing Date:** 2023-1
**Character Count:** 132582
**Document Hash:** d88521531e53bd80da53141569db10a4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-011615.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-011615

**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:** 23550640

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

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

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

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

## Series and Classes Contracts Data

### ProShares Ultra Nasdaq Biotechnology (Series ID: S000018718)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000051848 | ProShares Ultra Nasdaq Biotechnology | BIB             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Bethesda

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20814

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

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

- **a. Name of Series:** ProShares Ultra Nasdaq Biotechnology

- **b. EDGAR series identifier (if any):** S000018718

- **c. LEI of Series:** SL5GC2XPBUL7EXVSNF27

**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:** $159833881.24

**Total Liabilities:** $41865547.62

**Net Assets:** $117968333.62

**Cash Not Reported:** $41979892.41

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000051848 | -5.88%               | 17.22%               | 11.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1832837.41             | $-292612.76                                |
| Month 2  | $68382.88                | $7138280.49                                |
| Month 3  | $-116188.61              | $5283023.03                                |

**Designated Index Information**

- **Index Name:** Nasdaq Biotechnology Index

- **Index Identifier:** NBI

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Applied Therapeutics, Inc.              | Applied Therapeutics, Inc.                              | CUSIP: 03828A101<br>LEI: 549300KL3IJPHZM2GR04 | Long             | EC               | CORP              | US        |      4038 | NS      | $4522.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp.                          | MannKind Corp.                                          | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     21643 | NS      | $101289.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vor BioPharma, Inc.                     | Vor BioPharma, Inc.                                     | CUSIP: 929033108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3201 | NS      | $14724.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NextCure, Inc.                          | NextCure, Inc.                                          | CUSIP: 65343E108<br>LEI: 549300Y5PR6RJR1STI24 | Long             | EC               | CORP              | US        |      2334 | NS      | $3290.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bicycle Therapeutics plc                | Bicycle Therapeutics plc                                | CUSIP: 088786108<br>LEI: 213800XKUI6R7GKC3E43 | Long             | EC               | CORP              | GB        |      2145 | NS      | $62119.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Passage Bio, Inc.                       | Passage Bio, Inc.                                       | CUSIP: 702712100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4581 | NS      | $5588.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma, Inc.                     | Athira Pharma, Inc.                                     | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3181 | NS      | $9892.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.             | Ionis Pharmaceuticals, Inc.                             | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     11938 | NS      | $486951.02    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Molecular Templates, Inc.               | Molecular Templates, Inc.                               | CUSIP: 608550109<br>LEI: 529900VZKP6N0B8U5F61 | Long             | EC               | CORP              | US        |      4739 | NS      | $2511.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.               | United Therapeutics Corp.                               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      3828 | NS      | $1071418.92   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences, Inc.                 | Solid Biosciences, Inc.                                 | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       634 | NS      | $4247.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                              | uniQure NV                                              | CUSIP: N/A<br>LEI: 724500RPCTZLFYJZ3S98       | Long             | EC               | CORP              | NL        |      3930 | NS      | $103987.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences, Inc.            | Prometheus Biosciences, Inc.                            | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3440 | NS      | $141418.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals, Inc.              | ORIC Pharmaceuticals, Inc.                              | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |      3329 | NS      | $11951.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals, Inc.          | Madrigal Pharmaceuticals, Inc.                          | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      1438 | NS      | $100818.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics, Inc.         | 4D Molecular Therapeutics, Inc.                         | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2724 | NS      | $65839.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aligos Therapeutics, Inc.               | Aligos Therapeutics, Inc.                               | CUSIP: 01626L105<br>LEI: 549300UU2UJIKJYX0S67 | Long             | EC               | CORP              | US        |      3340 | NS      | $3340.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.            | Ligand Pharmaceuticals, Inc.                            | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1420 | NS      | $103518.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics, Inc.                | Stoke Therapeutics, Inc.                                | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      3315 | NS      | $24995.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amarin Corp. plc                        | Amarin Corp. plc                                        | CUSIP: 023111206<br>LEI: 5493009JFIGUFEVPK217 | Long             | EC               | CORP              | GB        |     33264 | NS      | $38253.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Generation Bio Co.                      | Generation Bio Co.                                      | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4963 | NS      | $26452.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Therapeutics, Inc.                | Omega Therapeutics, Inc.                                | CUSIP: 68217N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4025 | NS      | $28175.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.           | BioMarin Pharmaceutical, Inc.                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     15599 | NS      | $1575187.02   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Decibel Therapeutics, Inc.              | Decibel Therapeutics, Inc.                              | CUSIP: 24343R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $6447.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Pharmaceuticals, Inc.          | Spectrum Pharmaceuticals, Inc.                          | CUSIP: 84763A108<br>LEI: 549300COU30WSP3O5I07 | Long             | EC               | CORP              | US        |     15826 | NS      | $7289.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Syneos Health, Inc.                     | Syneos Health, Inc.                                     | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      8634 | NS      | $304607.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                     | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3348 | NC      | $-11690137.55 | -9.91%            |  |  |  | No            |                  2 | On Loan: No      |
| Kymera Therapeutics, Inc.               | Kymera Therapeutics, Inc.                               | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4362 | NS      | $126410.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics plc                | Horizon Therapeutics plc                                | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |     19376 | NS      | $1943219.04   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Avadel Pharmaceuticals plc              | Avadel Pharmaceuticals plc                              | CUSIP: 05337M104<br>LEI: 549300E27PTSG2RHC762 | Long             | EC               | CORP              | IE        |      4958 | NS      | $45464.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merus NV                                | Merus NV                                                | CUSIP: N/A<br>LEI: 549300W8GPUWU8QNU293       | Long             | EC               | CORP              | NL        |      3859 | NS      | $59235.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Oncorus, Inc.                           | Oncorus, Inc.                                           | CUSIP: 68236R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2236 | NS      | $1073.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Jazz Pharmaceuticals plc                | Jazz Pharmaceuticals plc                                | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      5272 | NS      | $827229.52    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si, Inc.                        | Quantum-Si, Inc.                                        | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10045 | NS      | $23907.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Spero Therapeutics, Inc.                | Spero Therapeutics, Inc.                                | CUSIP: 84833T103<br>LEI: 54930074G13LHWJT2323 | Long             | EC               | CORP              | US        |      4356 | NS      | $8450.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 89bio, Inc.                             | 89bio, Inc.                                             | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3912 | NS      | $31296.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Sesen Bio, Inc.                         | Sesen Bio, Inc.                                         | CUSIP: 817763105<br>LEI: 549300DGKHONOZQIY116 | Long             | EC               | CORP              | US        |     16776 | NS      | $9290.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Harpoon Therapeutics, Inc.              | Harpoon Therapeutics, Inc.                              | CUSIP: 41358P106<br>LEI: 549300VFZL0TEVXILA36 | Long             | EC               | CORP              | US        |      2784 | NS      | $1907.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals, Inc.         | Intercept Pharmaceuticals, Inc.                         | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      3483 | NS      | $51931.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                  | Medpace Holdings, Inc.                                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      2607 | NS      | $547183.23    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.            | Neurocrine Biosciences, Inc.                            | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      8044 | NS      | $1022070.64   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                   | MeiraGTx Holdings plc                                   | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | KY        |      3760 | NS      | $23161.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp.                             | Absci Corp.                                             | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7809 | NS      | $19522.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Insmed, Inc.                            | Insmed, Inc.                                            | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     11394 | NS      | $210675.06    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics, Inc.                 | Dyne Therapeutics, Inc.                                 | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4354 | NS      | $50941.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                     | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1006 | NC      | $227712.84    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Immunic, Inc.                           | Immunic, Inc.                                           | CUSIP: 4525EP101<br>LEI: 549300R5T12FW5MEQB20 | Long             | EC               | CORP              | US        |      3302 | NS      | $4424.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rhythm Pharmaceuticals, Inc.            | Rhythm Pharmaceuticals, Inc.                            | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      4739 | NS      | $126863.03    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Aerovate Therapeutics, Inc.             | Aerovate Therapeutics, Inc.                             | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2056 | NS      | $38735.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Compugen Ltd.                           | Compugen Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      7286 | NS      | $8743.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                            | Biogen, Inc.                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     12205 | NS      | $3724599.85   | 3.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Poseida Therapeutics, Inc.              | Poseida Therapeutics, Inc.                              | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Long             | EC               | CORP              | US        |      7214 | NS      | $32895.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                     | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3742 | NC      | $-9219287.71  | -7.82%            |  |  |  | No            |                  2 | On Loan: No      |
| Design Therapeutics, Inc.               | Design Therapeutics, Inc.                               | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4694 | NS      | $65716.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Oncology, Inc.                     | Kura Oncology, Inc.                                     | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      5626 | NS      | $88722.02     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co.                     | 23andMe Holding Co.                                     | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24116 | NS      | $73553.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Nurix Therapeutics, Inc.                | Nurix Therapeutics, Inc.                                | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3956 | NS      | $49014.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearside Biomedical, Inc.              | Clearside Biomedical, Inc.                              | CUSIP: 185063104<br>LEI: 529900GQSUZO5HQ9DS29 | Long             | EC               | CORP              | US        |      5062 | NS      | $6125.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics, Inc.               | Pliant Therapeutics, Inc.                               | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |      4094 | NS      | $75247.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences, Inc.               | Caribou Biosciences, Inc.                               | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5117 | NS      | $47639.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                      | Royalty Pharma plc, Class A                             | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     36766 | NS      | $1616601.02   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals, Inc.           | Phathom Pharmaceuticals, Inc.                           | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3295 | NS      | $32884.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUTCHMED China Ltd.                     | HUTCHMED China Ltd.                                     | CUSIP: 44842L103<br>LEI: 2138006X34YDQ6OBYE79 | Long             | EC               | CORP              | KY        |      3227 | NS      | $39143.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics, Inc.              | Century Therapeutics, Inc.                              | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4952 | NS      | $51996.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Immuneering Corp.                       | Immuneering Corp., Class A                              | CUSIP: 45254E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2220 | NS      | $14407.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kiniksa Pharmaceuticals Ltd.            | Kiniksa Pharmaceuticals Ltd., Class A                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2899 | NS      | $48790.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova, Inc.                     | Alpha Teknova, Inc.                                     | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2363 | NS      | $11153.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp.              | Phibro Animal Health Corp., Class A                     | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      1710 | NS      | $21050.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine, Inc.                   | Editas Medicine, Inc.                                   | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      5781 | NS      | $61278.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.          | Ironwood Pharmaceuticals, Inc.                          | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     12887 | NS      | $156061.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics, Inc.               | Mirati Therapeutics, Inc.                               | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      4677 | NS      | $427384.26    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer, Inc.                              | Seer, Inc.                                              | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4926 | NS      | $31821.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics, Inc.             | Allogene Therapeutics, Inc.                             | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12095 | NS      | $119256.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Eiger BioPharmaceuticals, Inc.          | Eiger BioPharmaceuticals, Inc.                          | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |      3698 | NS      | $16788.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rain Therapeutics, Inc.                 | Rain Therapeutics, Inc.                                 | CUSIP: 75082Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1584 | NS      | $12228.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics, Inc.             | Edgewise Therapeutics, Inc.                             | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5317 | NS      | $47587.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Argenx SE                               | Argenx SE                                               | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      2557 | NS      | $1017609.29   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Werewolf Therapeutics, Inc.             | Werewolf Therapeutics, Inc.                             | CUSIP: 95075A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2484 | NS      | $4545.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics, Inc.          | SpringWorks Therapeutics, Inc.                          | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5247 | NS      | $126872.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                              | Genmab A/S                                              | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      3179 | NS      | $147918.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Recursion Pharmaceuticals, Inc.         | Recursion Pharmaceuticals, Inc., Class A                | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15281 | NS      | $143641.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics, Inc.             | Esperion Therapeutics, Inc.                             | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |      6197 | NS      | $41519.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zai Lab Ltd.                            | Zai Lab Ltd.                                            | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | KY        |      5832 | NS      | $224881.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Curis, Inc.                             | Curis, Inc.                                             | CUSIP: 231269200<br>LEI: 5299000YO6CX4WMFVX06 | Long             | EC               | CORP              | US        |      7722 | NS      | $6230.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals, Inc.             | Olema Pharmaceuticals, Inc.                             | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3399 | NS      | $9755.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines, Inc.              | REVOLUTION Medicines, Inc.                              | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      7376 | NS      | $173999.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.               | Blueprint Medicines Corp.                               | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      5023 | NS      | $240049.17    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics, Inc.             | Atara Biotherapeutics, Inc.                             | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      7936 | NS      | $35950.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics, Inc.                       | MacroGenics, Inc.                                       | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      5169 | NS      | $33236.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TCR2 Therapeutics, Inc.                 | TCR2 Therapeutics, Inc.                                 | CUSIP: 87808K106<br>LEI: 5493007TR1ORJAZ8YK34 | Long             | EC               | CORP              | US        |      3247 | NS      | $4318.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                   | Myriad Genetics, Inc.                                   | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      6782 | NS      | $137403.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies, Inc.          | Intra-Cellular Therapies, Inc.                          | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      7940 | NS      | $430506.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen, Inc.                          | FibroGen, Inc.                                          | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |      7884 | NS      | $113293.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Codex DNA, Inc.                         | Codex DNA, Inc.                                         | CUSIP: 192003101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2483 | NS      | $3600.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid Micro Biosystems, Inc.            | Rapid Micro Biosystems, Inc., Class A                   | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3060 | NS      | $6273.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences, Inc.                   | Kodiak Sciences, Inc.                                   | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      4377 | NS      | $32302.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                     | Nektar Therapeutics                                     | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     15762 | NS      | $44133.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals, Inc.             | Reata Pharmaceuticals, Inc., Class A                    | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |      2656 | NS      | $105124.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma, Inc.              | Theravance Biopharma, Inc.                              | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |      5664 | NS      | $60944.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals, Inc.             | Rigel Pharmaceuticals, Inc.                             | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     14536 | NS      | $9762.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio, Inc.                      | Bluebird Bio, Inc.                                      | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6486 | NS      | $50525.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd.                 | WaVe Life Sciences Ltd.                                 | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |      7302 | NS      | $30960.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                     | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5794 | NC      | $-5631621.02  | -4.77%            |  |  |  | No            |                  2 | On Loan: No      |
| Precision BioSciences, Inc.             | Precision BioSciences, Inc.                             | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |      9320 | NS      | $12768.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics, Inc.                 | Sage Therapeutics, Inc.                                 | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      4998 | NS      | $205117.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences, Inc.                | Ideaya Biosciences, Inc.                                | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      4047 | NS      | $72360.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp.                  | Twist Bioscience Corp.                                  | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      4740 | NS      | $129639.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Immune Sciences, Inc.            | Alpine Immune Sciences, Inc.                            | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |      3701 | NS      | $23242.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                      | Cytokinetics, Inc.                                      | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      7918 | NS      | $336515.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem, Inc.                          | Verastem, Inc.                                          | CUSIP: 92337C104<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |     17670 | NS      | $8128.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                            | OmniAb, Inc.                                            | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6955 | NS      | $24620.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sera Prognostics, Inc.                  | Sera Prognostics, Inc., Class A                         | CUSIP: 81749D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2489 | NS      | $3335.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sutro Biopharma, Inc.                   | Sutro Biopharma, Inc.                                   | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |      4834 | NS      | $36206.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings, Inc.    | Arcturus Therapeutics Holdings, Inc.                    | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2235 | NS      | $41213.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                          | Illumina, Inc.                                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     13230 | NS      | $2885198.40   | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                          | Exelixis, Inc.                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     27068 | NS      | $462321.44    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                      | Prothena Corp. plc                                      | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |      3946 | NS      | $246664.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics, Inc.                 | Fate Therapeutics, Inc.                                 | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      8158 | NS      | $169849.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals, Inc.        | Day One Biopharmaceuticals, Inc.                        | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6178 | NS      | $131158.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Galapagos NV                            | Galapagos NV                                            | CUSIP: 36315X101<br>LEI: 549300QKJ78IY0IOV655 | Long             | EC               | CORP              | BE        |      1184 | NS      | $47087.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group, Inc.                   | Replimune Group, Inc.                                   | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      4147 | NS      | $84889.09     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences, Inc.               | Coherus Biosciences, Inc.                               | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      6537 | NS      | $44843.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics, Inc.                | Janux Therapeutics, Inc.                                | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3504 | NS      | $47794.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centessa Pharmaceuticals plc            | Centessa Pharmaceuticals plc                            | CUSIP: 152309100<br>LEI: 213800GIDAARDSKOI827 | Long             | EC               | CORP              | GB        |      4315 | NS      | $17260.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Novocure Ltd.                           | Novocure Ltd.                                           | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |      8809 | NS      | $676883.56    | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Castle Biosciences, Inc.                | Castle Biosciences, Inc.                                | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2212 | NS      | $52181.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals, Inc.             | Xenon Pharmaceuticals, Inc.                             | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      5237 | NS      | $193140.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.            | Enanta Pharmaceuticals, Inc.                            | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      1743 | NS      | $76325.97     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.               | Amicus Therapeutics, Inc.                               | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     23591 | NS      | $285451.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology, Inc.                 | Cullinan Oncology, Inc.                                 | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3836 | NS      | $47681.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Syros Pharmaceuticals, Inc.             | Syros Pharmaceuticals, Inc.                             | CUSIP: 87184Q206<br>LEI: 549300512PURS7IGVT96 | Long             | EC               | CORP              | US        |      1699 | NS      | $6728.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                  | PTC Therapeutics, Inc.                                  | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      6017 | NS      | $249645.33    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.         | Ultragenyx Pharmaceutical, Inc.                         | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      5890 | NS      | $213807.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLUS Health, Inc.                     | BELLUS Health, Inc.                                     | CUSIP: 07987C204<br>LEI: 549300QZYQDSMOXCP667 | Long             | EC               | CORP              | CA        |     10580 | NS      | $104424.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics, Inc.                | Seres Therapeutics, Inc.                                | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     10435 | NS      | $67827.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shattuck Labs, Inc.                     | Shattuck Labs, Inc.                                     | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3565 | NS      | $8092.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abcam plc                               | Abcam plc                                               | CUSIP: 000380204<br>LEI: 213800B9N83DSNT33F79 | Long             | EC               | CORP              | GB        |      2175 | NS      | $34887.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent, Inc.                          | Nuvalent, Inc., Class A                                 | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4290 | NS      | $141055.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Therapeutics, Inc.            | Frequency Therapeutics, Inc.                            | CUSIP: 35803L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2966 | NS      | $6584.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magenta Therapeutics, Inc.              | Magenta Therapeutics, Inc.                              | CUSIP: 55910K108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |      4953 | NS      | $5695.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Codexis, Inc.                           | Codexis, Inc.                                           | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5508 | NS      | $30128.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabaletta Bio, Inc.                     | Cabaletta Bio, Inc.                                     | CUSIP: 12674W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2440 | NS      | $10931.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals, Inc.             | Eagle Pharmaceuticals, Inc.                             | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      1117 | NS      | $40569.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leap Therapeutics, Inc.                 | Leap Therapeutics, Inc.                                 | CUSIP: 52187K101<br>LEI: 549300T31SMMJ2DDLI13 | Long             | EC               | CORP              | US        |      8328 | NS      | $5035.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinnate Biopharma, Inc.                 | Kinnate Biopharma, Inc.                                 | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |      3713 | NS      | $29406.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp.     | Tonix Pharmaceuticals Holding Corp.                     | CUSIP: 890260862<br>LEI: 529900ACPKP9QW20GX48 | Long             | EC               | CORP              | US        |      4839 | NS      | $1863.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Optinose, Inc.                          | Optinose, Inc.                                          | CUSIP: 68404V100<br>LEI: 549300CPBME7Z3CYMN16 | Long             | EC               | CORP              | US        |      7004 | NS      | $12397.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UroGen Pharma Ltd.                      | UroGen Pharma Ltd.                                      | CUSIP: N/A<br>LEI: 549300C0YCX7CG2G5D50       | Long             | EC               | CORP              | IL        |      1913 | NS      | $16394.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Landos Biopharma, Inc.                  | Landos Biopharma, Inc.                                  | CUSIP: 515069102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3386 | NS      | $727.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ATAI Life Sciences NV                   | ATAI Life Sciences NV                                   | CUSIP: N/A<br>LEI: 391200Z8UWPJSNBNCA11       | Long             | EC               | CORP              | NL        |     13610 | NS      | $48043.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Mirum Pharmaceuticals, Inc.             | Mirum Pharmaceuticals, Inc.                             | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      3092 | NS      | $57665.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncocyte Corp.                          | Oncocyte Corp.                                          | CUSIP: 68235C107<br>LEI: 549300BIYAW8GO410287 | Long             | EC               | CORP              | US        |      9976 | NS      | $4689.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals, Inc.           | Lexicon Pharmaceuticals, Inc.                           | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15444 | NS      | $33050.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ObsEva SA                               | ObsEva SA                                               | CUSIP: N/A<br>LEI: 549300PNZ0UEJVKN1618       | Long             | EC               | CORP              | CH        |      7107 | NS      | $1221.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacira BioSciences, Inc.                | Pacira BioSciences, Inc.                                | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3854 | NS      | $185955.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                    | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   4722984 | PA      | $4722983.73   | 4.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Biosciences of California, Inc. | Pacific Biosciences of California, Inc.                 | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     18910 | NS      | $203282.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| AstraZeneca plc                         | AstraZeneca plc                                         | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     51281 | NS      | $3485569.57   | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx, Inc.                           | Inhibrx, Inc.                                           | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |      3663 | NS      | $109816.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte, Inc.                           | MaxCyte, Inc.                                           | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |      8556 | NS      | $51250.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ikena Oncology, Inc.                    | Ikena Oncology, Inc.                                    | CUSIP: 45175G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3049 | NS      | $6799.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Xencor, Inc.                            | Xencor, Inc.                                            | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      5021 | NS      | $149224.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Viracta Therapeutics, Inc.              | Viracta Therapeutics, Inc.                              | CUSIP: 92765F108<br>LEI: 549300O5S543GE2D9G67 | Long             | EC               | CORP              | US        |      3159 | NS      | $7328.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sarepta Therapeutics, Inc.              | Sarepta Therapeutics, Inc.                              | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      7365 | NS      | $904495.65    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics, Inc.           | Arcutis Biotherapeutics, Inc.                           | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5062 | NS      | $87218.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Allovir, Inc.                           | Allovir, Inc.                                           | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7827 | NS      | $58780.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals, Inc.         | Deciphera Pharmaceuticals, Inc.                         | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |      5620 | NS      | $89414.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus, Inc.                         | Bioventus, Inc., Class A                                | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5186 | NS      | $10112.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Therapeutics, Inc.               | Summit Therapeutics, Inc.                               | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16923 | NS      | $13538.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Corvus Pharmaceuticals, Inc.            | Corvus Pharmaceuticals, Inc.                            | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |      3915 | NS      | $3649.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensei Biotherapeutics, Inc.            | Sensei Biotherapeutics, Inc.                            | CUSIP: 81728A108<br>LEI: 8945002MP2CXKAENWU30 | Long             | EC               | CORP              | US        |      2584 | NS      | $3669.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals, Inc.              | Atea Pharmaceuticals, Inc.                              | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7002 | NS      | $32839.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.          | Collegium Pharmaceutical, Inc.                          | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      2870 | NS      | $62766.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus, Inc.                            | Evolus, Inc.                                            | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |      4718 | NS      | $34158.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics, Inc.           | Iovance Biotherapeutics, Inc.                           | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     13272 | NS      | $84940.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics, Inc.              | Sangamo Therapeutics, Inc.                              | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     13167 | NS      | $48191.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomea Fusion, Inc.                     | Biomea Fusion, Inc.                                     | CUSIP: 09077A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2463 | NS      | $17708.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quince Therapeutics, Inc.               | Quince Therapeutics, Inc.                               | CUSIP: 22053A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3037 | NS      | $2238.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon, Inc.                           | Annexon, Inc.                                           | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4005 | NS      | $21787.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Syndax Pharmaceuticals, Inc.            | Syndax Pharmaceuticals, Inc.                            | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      4757 | NS      | $113977.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Diamond Therapeutics, Inc.        | Black Diamond Therapeutics, Inc.                        | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3061 | NS      | $6458.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics, Inc.           | Karyopharm Therapeutics, Inc.                           | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |      6712 | NS      | $35506.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.           | Alnylam Pharmaceuticals, Inc.                           | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |     10095 | NS      | $2226856.05   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte, Inc.                           | Vaxcyte, Inc.                                           | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      6429 | NS      | $296119.74    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics, Inc.                | Keros Therapeutics, Inc.                                | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2166 | NS      | $107953.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                     | Ascendis Pharma A/S                                     | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      4666 | NS      | $574197.96    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax, Inc.                           | Novavax, Inc.                                           | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |      6578 | NS      | $108471.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Beam Therapeutics, Inc.                 | Beam Therapeutics, Inc.                                 | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5917 | NS      | $273306.23    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies, Inc.             | Taysha Gene Therapies, Inc.                             | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5252 | NS      | $11606.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals, Inc.             | Agios Pharmaceuticals, Inc.                             | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      4610 | NS      | $138945.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                    | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    944584 | PA      | $944584.10    | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Axsome Therapeutics, Inc.               | Axsome Therapeutics, Inc.                               | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      3390 | NS      | $245063.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| ALX Oncology Holdings, Inc.             | ALX Oncology Holdings, Inc.                             | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3427 | NS      | $38039.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte, Inc.                          | Humacyte, Inc.                                          | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8663 | NS      | $27028.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ADMA Biologics, Inc.                    | ADMA Biologics, Inc.                                    | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16515 | NS      | $55160.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Imago Biosciences, Inc.                 | Imago Biosciences, Inc.                                 | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2838 | NS      | $101288.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cymabay Therapeutics, Inc.              | Cymabay Therapeutics, Inc.                              | CUSIP: 23257D103<br>LEI: 549300YT9GNL852E7F84 | Long             | EC               | CORP              | US        |      7122 | NS      | $24072.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience, Inc.                | Harvard Bioscience, Inc.                                | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |      3502 | NS      | $8965.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphite Bio, Inc.                      | Graphite Bio, Inc.                                      | CUSIP: 38870X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4896 | NS      | $17282.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals, Inc.         | Crinetics Pharmaceuticals, Inc.                         | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      4521 | NS      | $80790.27     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ProQR Therapeutics NV                   | ProQR Therapeutics NV                                   | CUSIP: N/A<br>LEI: 549300NGS2FJGGDBGS06       | Long             | EC               | CORP              | NL        |      6297 | NS      | $7745.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repare Therapeutics, Inc.               | Repare Therapeutics, Inc.                               | CUSIP: 760273102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3527 | NS      | $56537.81     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector, Inc.                           | Alector, Inc.                                           | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      6944 | NS      | $58954.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio, Inc.                        | AnaptysBio, Inc.                                        | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      2375 | NS      | $65621.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix, Inc.                          | Chimerix, Inc.                                          | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |      7370 | NS      | $15992.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                           | Arvinas, Inc.                                           | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4475 | NS      | $183654.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences, Inc.               | Kezar Life Sciences, Inc.                               | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |      5750 | NS      | $44907.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp.                             | Geron Corp.                                             | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |     31776 | NS      | $73720.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanda Pharmaceuticals, Inc.             | Vanda Pharmaceuticals, Inc.                             | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      4757 | NS      | $51898.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aquestive Therapeutics, Inc.            | Aquestive Therapeutics, Inc.                            | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4487 | NS      | $4163.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Marinus Pharmaceuticals, Inc.           | Marinus Pharmaceuticals, Inc.                           | CUSIP: 56854Q200<br>LEI: 549300NCT4OJF7JV1084 | Long             | EC               | CORP              | US        |      4012 | NS      | $19217.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NanoString Technologies, Inc.           | NanoString Technologies, Inc.                           | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |      3910 | NS      | $27330.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Autolus Therapeutics plc                | Autolus Therapeutics plc                                | CUSIP: 05280R100<br>LEI: 549300C0KZP8EYROLL02 | Long             | EC               | CORP              | GB        |      4866 | NS      | $12846.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.            | ACADIA Pharmaceuticals, Inc.                            | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     13612 | NS      | $212074.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma, Inc.                | Lyell Immunopharma, Inc.                                | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20843 | NS      | $87749.03     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.            | Vertex Pharmaceuticals, Inc.                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     21569 | NS      | $6824431.60   | 5.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences, Inc.                | Cogent Biosciences, Inc.                                | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5531 | NS      | $69579.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio, Inc.                        | Adicet Bio, Inc.                                        | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |      3367 | NS      | $61212.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ARS Pharmaceuticals, Inc.               | ARS Pharmaceuticals, Inc.                               | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7883 | NS      | $49032.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Selecta Biosciences, Inc.               | Selecta Biosciences, Inc.                               | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |     12844 | NS      | $16825.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evelo Biosciences, Inc.                 | Evelo Biosciences, Inc.                                 | CUSIP: 299734103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9083 | NS      | $18983.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| REGENXBIO, Inc.                         | REGENXBIO, Inc.                                         | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      3636 | NS      | $86900.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.          | BioCryst Pharmaceuticals, Inc.                          | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     15639 | NS      | $208937.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Achilles Therapeutics plc               | Achilles Therapeutics plc                               | CUSIP: 00449L102<br>LEI: 984500FDESEB1BE52A76 | Long             | EC               | CORP              | GB        |      3293 | NS      | $6651.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Clovis Oncology, Inc.                   | Clovis Oncology, Inc.                                   | CUSIP: 189464100<br>LEI: 529900WCUY9ZAHMRV489 | Long             | EC               | CORP              | US        |     12151 | NS      | $4009.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Revance Therapeutics, Inc.              | Revance Therapeutics, Inc.                              | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      6924 | NS      | $150320.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adverum Biotechnologies, Inc.           | Adverum Biotechnologies, Inc.                           | CUSIP: 00773U108<br>LEI: 529900ZEDOOZL1EWHJ89 | Long             | EC               | CORP              | US        |      8354 | NS      | $5596.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NRX Pharmaceuticals, Inc.               | NRX Pharmaceuticals, Inc.                               | CUSIP: 629444100<br>LEI: 5493003FN4CLS0670T77 | Long             | EC               | CORP              | US        |      5689 | NS      | $8192.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals, Inc.          | Zentalis Pharmaceuticals, Inc.                          | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4793 | NS      | $106021.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines, Inc.        | Praxis Precision Medicines, Inc.                        | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3833 | NS      | $8470.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corp.                    | Legend Biotech Corp.                                    | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      4480 | NS      | $230764.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings, Inc.          | Xeris Biopharma Holdings, Inc.                          | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11435 | NS      | $17152.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arrowhead Pharmaceuticals, Inc.         | Arrowhead Pharmaceuticals, Inc.                         | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      8902 | NS      | $286644.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences, Inc.               | Avidity Biosciences, Inc.                               | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4384 | NS      | $51029.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verrica Pharmaceuticals, Inc.           | Verrica Pharmaceuticals, Inc.                           | CUSIP: 92511W108<br>LEI: 5493002L68H6THU5GW50 | Long             | EC               | CORP              | US        |      3456 | NS      | $11232.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Immunovant, Inc.                        | Immunovant, Inc.                                        | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10865 | NS      | $142440.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics, Inc.               | Karuna Therapeutics, Inc.                               | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2857 | NS      | $672280.67    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.         | Amphastar Pharmaceuticals, Inc.                         | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      4122 | NS      | $121557.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolt Biotherapeutics, Inc.              | Bolt Biotherapeutics, Inc.                              | CUSIP: 097702104<br>LEI: 254900W0P77PQ6B8OY50 | Long             | EC               | CORP              | US        |      3166 | NS      | $4685.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                     | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6327 | NC      | $-6380912.12  | -5.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Codiak Biosciences, Inc.                | Codiak Biosciences, Inc.                                | CUSIP: 192010106<br>LEI: 549300QVVVW74Y10Q230 | Long             | EC               | CORP              | US        |      3098 | NS      | $2137.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics, Inc.              | Relmada Therapeutics, Inc.                              | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |      2528 | NS      | $11755.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubius Therapeutics, Inc.               | Rubius Therapeutics, Inc.                               | CUSIP: 78116T103<br>LEI: 549300ER84PB0QV6HZ76 | Long             | EC               | CORP              | US        |      7599 | NS      | $1686.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vir Biotechnology, Inc.                 | Vir Biotechnology, Inc.                                 | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11155 | NS      | $314794.10    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovid therapeutics, Inc.                 | Ovid therapeutics, Inc.                                 | CUSIP: 690469101<br>LEI: 549300H36NUI4L6U8F17 | Long             | EC               | CORP              | US        |      5923 | NS      | $10483.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                | Akero Therapeutics, Inc.                                | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      3904 | NS      | $181536.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                           | Viatris, Inc.                                           | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    101984 | NS      | $1124883.52   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.     | Maravai LifeSciences Holdings, Inc., Class A            | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11063 | NS      | $164617.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics, Inc.             | Intellia Therapeutics, Inc.                             | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      6393 | NS      | $328983.78    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.          | Supernus Pharmaceuticals, Inc.                          | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      4499 | NS      | $165203.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen, Inc.                         | ImmunoGen, Inc.                                         | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     18563 | NS      | $96341.97     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| I-Mab                                   | I-Mab                                                   | CUSIP: 44975P103<br>LEI: 549300L1A5T19703RR64 | Long             | EC               | CORP              | KY        |      4470 | NS      | $16539.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acumen Pharmaceuticals, Inc.            | Acumen Pharmaceuticals, Inc.                            | CUSIP: 00509G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3407 | NS      | $19351.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Paratek Pharmaceuticals, Inc.           | Paratek Pharmaceuticals, Inc.                           | CUSIP: 699374302<br>LEI: 5493007V5QDIWECEYV79 | Long             | EC               | CORP              | US        |      4614 | NS      | $10243.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics, Inc.              | Mersana Therapeutics, Inc.                              | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |      8172 | NS      | $54425.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAtla, Inc.                           | BioAtla, Inc.                                           | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3053 | NS      | $33613.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen, Inc.                          | Precigen, Inc.                                          | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |     17506 | NS      | $31860.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals, Inc.          | EyePoint Pharmaceuticals, Inc.                          | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |      2866 | NS      | $9171.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                    | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   4477329 | PA      | $4477328.61   | 3.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurinia Pharmaceuticals, Inc.           | Aurinia Pharmaceuticals, Inc.                           | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |     11934 | NS      | $61221.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp.              | Scholar Rock Holding Corp.                              | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      4343 | NS      | $33745.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Altimmune, Inc.                         | Altimmune, Inc.                                         | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |      4123 | NS      | $41023.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptimmune Therapeutics plc            | Adaptimmune Therapeutics plc                            | CUSIP: 00653A107<br>LEI: 549300UUNWK8TRT5EW12 | Long             | EC               | CORP              | GB        |     12084 | NS      | $26222.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Harrow Health, Inc.                     | Harrow Health, Inc.                                     | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2277 | NS      | $25388.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio, Inc.                    | Provention Bio, Inc.                                    | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |      6859 | NS      | $62005.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Protagonist Therapeutics, Inc.          | Protagonist Therapeutics, Inc.                          | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4128 | NS      | $32652.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals, Inc.               | PMV Pharmaceuticals, Inc.                               | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3837 | NS      | $38293.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio, Inc.                       | ImmunityBio, Inc.                                       | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |     33667 | NS      | $185505.17    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| INVESCO GOVT AND AGCY LEX               | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |   1368690 | NS      | $1368690.50   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaunos Therapeutics, Inc.              | Alaunos Therapeutics, Inc.                              | CUSIP: 98973P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18184 | NS      | $11601.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Travere Therapeutics, Inc.              | Travere Therapeutics, Inc.                              | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5379 | NS      | $108279.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma, Inc.                  | Bridgebio Pharma, Inc.                                  | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     12468 | NS      | $116825.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellectis SA                            | Cellectis SA                                            | CUSIP: 15117K103<br>LEI: 5493000KKX5VQ37Q2W83 | Long             | EC               | CORP              | FR        |      1515 | NS      | $3333.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surface Oncology, Inc.                  | Surface Oncology, Inc.                                  | CUSIP: 86877M209<br>LEI: 549300FCSG6MNIMFH738 | Long             | EC               | CORP              | US        |      4881 | NS      | $4490.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems, Inc.         | Singular Genomics Systems, Inc.                         | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5988 | NS      | $12215.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BeiGene Ltd.                            | BeiGene Ltd.                                            | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | KY        |      4067 | NS      | $779277.87    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyteir Therapeutics, Inc.               | Cyteir Therapeutics, Inc.                               | CUSIP: 23284P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2978 | NS      | $4288.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redhill Biopharma Ltd.                  | Redhill Biopharma Ltd.                                  | CUSIP: 757468103<br>LEI: 52990034U7FZBKRAOE32 | Long             | EC               | CORP              | IL        |      5368 | NS      | $1932.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G1 Therapeutics, Inc.                   | G1 Therapeutics, Inc.                                   | CUSIP: 3621LQ109<br>LEI: 529900TC35UPZQYRKW13 | Long             | EC               | CORP              | US        |      4258 | NS      | $25377.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avrobio, Inc.                           | Avrobio, Inc.                                           | CUSIP: 05455M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3682 | NS      | $3346.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics, Inc.                 | RAPT Therapeutics, Inc.                                 | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      2494 | NS      | $44093.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.          | Adaptive Biotechnologies Corp.                          | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     12016 | NS      | $105500.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals, Inc.            | Rocket Pharmaceuticals, Inc.                            | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      6363 | NS      | $120133.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics, Inc.              | Larimar Therapeutics, Inc.                              | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |      1490 | NS      | $4723.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                             | Amgen, Inc.                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     27766 | NS      | $7952182.40   | 6.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Pharmaceuticals, Inc.          | Infinity Pharmaceuticals, Inc.                          | CUSIP: 45665G303<br>LEI: 529900A03D1G15M8WM72 | Long             | EC               | CORP              | US        |      7509 | NS      | $4120.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamida Cell Ltd.                        | Gamida Cell Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      6258 | NS      | $10012.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics, Inc.                   | C4 Therapeutics, Inc.                                   | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4114 | NS      | $35256.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics, Inc.                 | Cara Therapeutics, Inc.                                 | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      4519 | NS      | $53324.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Neoleukin Therapeutics, Inc.            | Neoleukin Therapeutics, Inc.                            | CUSIP: 64049K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3581 | NS      | $1826.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athenex, Inc.                           | Athenex, Inc.                                           | CUSIP: 04685N103<br>LEI: 5493001V4L0Q5EPPOH52 | Long             | EC               | CORP              | US        |     13211 | NS      | $2774.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Affimed NV                              | Affimed NV                                              | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | NL        |     12560 | NS      | $26878.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.             | Halozyme Therapeutics, Inc.                             | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     11588 | NS      | $663528.88    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Candel Therapeutics, Inc.               | Candel Therapeutics, Inc.                               | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2430 | NS      | $4252.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                    | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    944584 | PA      | $944584.10    | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGA Technologies, Inc.                 | SIGA Technologies, Inc.                                 | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6142 | NS      | $56383.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Kronos Bio, Inc.                        | Kronos Bio, Inc.                                        | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4775 | NS      | $9072.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding, Inc.                   | Morphic Holding, Inc.                                   | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |      3236 | NS      | $89054.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics, Inc.               | Jounce Therapeutics, Inc.                               | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |      4348 | NS      | $3826.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences, Inc.                   | IGM Biosciences, Inc.                                   | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |      2436 | NS      | $53616.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allakos, Inc.                           | Allakos, Inc.                                           | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |      7166 | NS      | $59119.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamada Ltd.                             | Kamada Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      3768 | NS      | $17709.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals, Inc.          | KalVista Pharmaceuticals, Inc.                          | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |      2067 | NS      | $11141.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                   | Krystal Biotech, Inc.                                   | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      2158 | NS      | $167762.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Talaris Therapeutics, Inc.              | Talaris Therapeutics, Inc.                              | CUSIP: 87410C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3507 | NS      | $5120.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                     | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5967 | NC      | $2516333.13   | 2.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Prelude Therapeutics, Inc.              | Prelude Therapeutics, Inc.                              | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4023 | NS      | $26833.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Molecular Transport, Inc.       | Applied Molecular Transport, Inc.                       | CUSIP: 03824M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3272 | NS      | $3435.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics, Inc.           | Monte Rosa Therapeutics, Inc.                           | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3929 | NS      | $33317.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Innoviva, Inc.                          | Innoviva, Inc.                                          | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      5863 | NS      | $76981.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis, Inc.                        | Personalis, Inc.                                        | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |      3862 | NS      | $9809.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics, Inc.                | Relay Therapeutics, Inc.                                | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10111 | NS      | $187862.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rani Therapeutics Holdings, Inc.        | Rani Therapeutics Holdings, Inc., Class A               | CUSIP: 753018100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2060 | NS      | $17056.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulcrum Therapeutics, Inc.              | Fulcrum Therapeutics, Inc.                              | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4378 | NS      | $29989.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Regeneron Pharmaceuticals, Inc.         | Regeneron Pharmaceuticals, Inc.                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      9015 | NS      | $6776575.50   | 5.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Gracell Biotechnologies, Inc.           | Gracell Biotechnologies, Inc.                           | CUSIP: 38406L103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5609 | NS      | $18229.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CRISPR Therapeutics AG                  | CRISPR Therapeutics AG                                  | CUSIP: N/A<br>LEI: 506700O6IRRIQLT3W370       | Long             | EC               | CORP              | CH        |      6561 | NS      | $359477.19    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                   | Gilead Sciences, Inc.                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    105122 | NS      | $9232865.26   | 7.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology, Inc.                | Sana Biotechnology, Inc.                                | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15999 | NS      | $79835.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| iTeos Therapeutics, Inc.                | iTeos Therapeutics, Inc.                                | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2992 | NS      | $60288.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health, Inc.                   | Guardant Health, Inc.                                   | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      8597 | NS      | $449966.98    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology, Inc.                | Puma Biotechnology, Inc.                                | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3831 | NS      | $17316.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corp.                            | Omeros Corp.                                            | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |      5276 | NS      | $11290.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Seagen, Inc.                            | Seagen, Inc.                                            | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15512 | NS      | $1883001.68   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.           | Apellis Pharmaceuticals, Inc.                           | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      9240 | NS      | $461353.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                            | Incyte Corp.                                            | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     18707 | NS      | $1490386.69   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus Biotechnology, Inc.            | Nautilus Biotechnology, Inc.                            | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10485 | NS      | $18977.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Gossamer Bio, Inc.                      | Gossamer Bio, Inc.                                      | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |      7902 | NS      | $67641.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CytomX Therapeutics, Inc.               | CytomX Therapeutics, Inc.                               | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |      5547 | NS      | $9651.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics, Inc.               | Y-mAbs Therapeutics, Inc.                               | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3677 | NS      | $16436.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                              | Grifols SA                                              | CUSIP: 398438408<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |      9366 | NS      | $76332.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics, Inc.               | Denali Therapeutics, Inc.                               | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     11423 | NS      | $364507.93    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AC Immune SA                            | AC Immune SA                                            | CUSIP: N/A<br>LEI: 967600VLQ0ZC2HSOG765       | Long             | EC               | CORP              | CH        |      7027 | NS      | $17918.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Icosavax, Inc.                          | Icosavax, Inc.                                          | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3355 | NS      | $11205.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                  | Sanofi                                                  | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     24462 | NS      | $1109351.70   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics, Inc.               | AbCellera Biologics, Inc.                               | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |     23982 | NS      | $308648.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CureVac NV                              | CureVac NV                                              | CUSIP: N/A<br>LEI: 724500BUT8GAG9LMYN56       | Long             | EC               | CORP              | NL        |     15767 | NS      | $114310.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| BioNTech SE                             | BioNTech SE                                             | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |      7411 | NS      | $1237785.22   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals, Inc.            | NGM Biopharmaceuticals, Inc.                            | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |      6759 | NS      | $37377.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KemPharm, Inc.                          | KemPharm, Inc.                                          | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |      2901 | NS      | $13808.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Connect Biopharma Holdings Ltd.         | Connect Biopharma Holdings Ltd.                         | CUSIP: 207523101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3561 | NS      | $2582.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Arbutus Biopharma Corp.                 | Arbutus Biopharma Corp.                                 | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |     12612 | NS      | $29638.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.              | Chinook Therapeutics, Inc.                              | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      5290 | NS      | $119818.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta, Inc.                            | Nkarta, Inc.                                            | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4092 | NS      | $34700.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Impel Pharmaceuticals, Inc.             | Impel Pharmaceuticals, Inc.                             | CUSIP: 45258K109<br>LEI: 549300OM070Y5YFLMR84 | Long             | EC               | CORP              | US        |      1997 | NS      | $5331.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmony Biosciences Holdings, Inc.      | Harmony Biosciences Holdings, Inc.                      | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4976 | NS      | $297415.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix, Inc.                | Ocular Therapeutix, Inc.                                | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |      6473 | NS      | $19224.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca, Inc.                            | Erasca, Inc.                                            | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10273 | NS      | $77561.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Homology Medicines, Inc.                | Homology Medicines, Inc.                                | CUSIP: 438083107<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |      4828 | NS      | $7435.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corp.                          | Rallybio Corp.                                          | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2702 | NS      | $15563.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Aclaris Therapeutics, Inc.              | Aclaris Therapeutics, Inc.                              | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      5607 | NS      | $85338.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                    | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   9256924 | PA      | $9256924.14   | 7.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Inovio Pharmaceuticals, Inc.            | Inovio Pharmaceuticals, Inc.                            | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |     20976 | NS      | $42791.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Achillion Pharmaceuticals, Inc.         | Achillion Pharmaceuticals, Inc., CVR                    | CUSIP: 004CVR031<br>LEI: 529900LZPJ796VSWZM38 | Long             |  | CORP              | US        |     25307 | NS      | $11641.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IVERIC bio, Inc.                        | IVERIC bio, Inc.                                        | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |      9931 | NS      | $234570.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricida, Inc.                           | Tricida, Inc.                                           | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |      4682 | NS      | $1123.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Compass Pathways plc                    | Compass Pathways plc                                    | CUSIP: 20451W101<br>LEI: 213800N7CUZIC6QSTZ31 | Long             | EC               | CORP              | GB        |      1992 | NS      | $20517.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Instil Bio, Inc.                        | Instil Bio, Inc.                                        | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10908 | NS      | $14507.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Point Pharma, Inc.               | Oyster Point Pharma, Inc.                               | CUSIP: 69242L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2257 | NS      | $25233.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeglea BioTherapeutics, Inc.            | Aeglea BioTherapeutics, Inc.                            | CUSIP: 00773J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5145 | NS      | $2135.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                           | Moderna, Inc.                                           | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     32902 | NS      | $5787790.82   | 4.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics, Inc.               | Akebia Therapeutics, Inc.                               | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |     15463 | NS      | $4182.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eterna Therapeutics, Inc.               | Eterna Therapeutics, Inc.                               | CUSIP: 114082209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $807.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaya Therapeutics, Inc.               | Tenaya Therapeutics, Inc.                               | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3479 | NS      | $9219.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                            | Alkermes plc                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     13815 | NS      | $342335.70    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                     | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5049 | NC      | $-7404808.58  | -6.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Veracyte, Inc.                          | Veracyte, Inc.                                          | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      6020 | NS      | $166994.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gritstone bio, Inc.                     | Gritstone bio, Inc.                                     | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |      7012 | NS      | $20615.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Mustang Bio, Inc.                       | Mustang Bio, Inc.                                       | CUSIP: 62818Q104<br>LEI: 5493004W0VC1DPECQ779 | Long             | EC               | CORP              | US        |      8850 | NS      | $4469.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ, Inc.                             | PetIQ, Inc.                                             | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |      2465 | NS      | $29259.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp.              | Anavex Life Sciences Corp.                              | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |      6555 | NS      | $57815.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Terns Pharmaceuticals, Inc.             | Terns Pharmaceuticals, Inc.                             | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |      3164 | NS      | $24584.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SAB Biotherapeutics, Inc.               | SAB Biotherapeutics, Inc.                               | CUSIP: 78397T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3619 | NS      | $3908.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mereo Biopharma Group plc               | Mereo Biopharma Group plc                               | CUSIP: 589492107<br>LEI: 213800U8JQHIJOS5AS09 | Long             | EC               | CORP              | GB        |      9833 | NS      | $7749.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics, Inc.                | Verve Therapeutics, Inc.                                | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5041 | NS      | $117102.43    | 0.10%             |  |  |  | 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