# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-23-011699
**Filing Date:** 2023-1
**Character Count:** 78767
**Document Hash:** 6251fa7116e1060cc74dacaa53eb315e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-011699.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-011699

**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:** 23550700

**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 Industrials (Series ID: S000014254)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038813 | ProShares Ultra Industrials | UXI             |

## 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 Industrials

- **b. EDGAR series identifier (if any):** S000014254

- **c. LEI of Series:** OGTGSEPIVKMSM78CHD88

**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:** $26589063.87

**Total Liabilities:** $7889098.28

**Net Assets:** $18699965.59

**Cash Not Reported:** $3006586.67

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000038813 | -20.43%              | 23.02%               | 12.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-64416.91               | $-1149534.67                               |
| Month 2  | $-2912.75                | $1194489.49                                |
| Month 3  | $70817.72                | $801737.62                                 |

**Designated Index Information**

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

- **Index Identifier:** DJUSIN

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2192 | NC      | $200101.63    | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoals Technologies Group, Inc.              | Shoals Technologies Group, Inc., Class A                | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $11153.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                              | Eaton Corp. plc                                         | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      1457 | NS      | $238146.65    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                         | Vulcan Materials Co.                                    | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       487 | NS      | $89281.71     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                      | Louisiana-Pacific Corp.                                 | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       270 | NS      | $17226.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc.            | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       595 | NS      | $69055.70     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                        | PayPal Holdings, Inc.                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      4228 | NS      | $331517.48    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                       | Waste Management, Inc.                                  | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1376 | NS      | $230782.72    | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                        | Landstar System, Inc.                                   | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       133 | NS      | $23006.34     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                               | Amphenol Corp., Class A                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2176 | NS      | $175015.68    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                 | AMETEK, Inc.                                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       840 | NS      | $119632.80    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                | Equifax, Inc.                                           | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       447 | NS      | $88224.39     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                          | Carlisle Cos., Inc.                                     | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       188 | NS      | $49464.68     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                             | Timken Co. (The)                                        | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       242 | NS      | $18387.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                  | Jabil, Inc.                                             | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       502 | NS      | $36239.38     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                  | FleetCor Technologies, Inc.                             | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       273 | NS      | $53562.60     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                  | Xylem, Inc.                                             | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       659 | NS      | $74038.65     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                           | nVent Electric plc                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       609 | NS      | $24366.09     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                        | AECOM                                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       511 | NS      | $43435.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                       | Northrop Grumman Corp.                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       531 | NS      | $283176.99    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                         | Curtiss-Wright Corp.                                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       142 | NS      | $25084.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                       | Howmet Aerospace, Inc.                                  | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1349 | NS      | $50816.83     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                | Cummins, Inc.                                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       514 | NS      | $129096.24    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                | Owens Corning                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       351 | NS      | $31182.84     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                           | Crane Holdings Co.                                      | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       175 | NS      | $18539.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                   | Saia, Inc.                                              | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        97 | NS      | $23628.23     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                      | Republic Services, Inc.                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       752 | NS      | $104746.08    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                  | CH Robinson Worldwide, Inc.                             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       455 | NS      | $45600.10     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight, Inc.                                 | Alight, Inc., Class A                                   | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |       985 | NS      | $8500.55      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.              | Automatic Data Processing, Inc.                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1518 | NS      | $400964.52    | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                 | Fiserv, Inc.                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      2338 | NS      | $243993.68    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                             | Boeing Co. (The)                                        | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2042 | NS      | $365272.96    | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                | Jack Henry & Associates, Inc.                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       266 | NS      | $50367.10     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                | Trimble, Inc.                                           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       903 | NS      | $53954.25     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                       | Univar Solutions, Inc.                                  | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |       610 | NS      | $20209.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                | Snap-on, Inc.                                           | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       195 | NS      | $46917.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta, Inc.                                | Marqeta, Inc., Class A                                  | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1465 | NS      | $9800.85      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                  | Pentair plc                                             | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |       602 | NS      | $27553.54     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                         | Middleby Corp. (The)                                    | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       197 | NS      | $28405.43     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, Inc.                                    | RXO, Inc.                                               | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       420 | NS      | $7980.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                          | IPG Photonics Corp.                                     | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       122 | NS      | $11105.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                           | RBC Bearings, Inc.                                      | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $25355.79     | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| United Parcel Service, Inc.                  | United Parcel Service, Inc., Class B                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2677 | NS      | $507907.21    | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                  | Kirby Corp.                                             | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       220 | NS      | $15353.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.   | Knight-Swift Transportation Holdings, Inc.              | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       588 | NS      | $32592.84     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc           | Johnson Controls International plc                      | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      2516 | NS      | $167163.04    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, Inc.                        | Shift4 Payments, Inc., Class A                          | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186 | NS      | $8619.24      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                             | Tetra Tech, Inc.                                        | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       195 | NS      | $30145.05     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.    | Westinghouse Air Brake Technologies Corp.               | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       664 | NS      | $67123.76     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                             | Stericycle, Inc.                                        | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       338 | NS      | $17619.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                               | Coherent Corp.                                          | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       474 | NS      | $17381.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                       | Trane Technologies plc                                  | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       848 | NS      | $151300.16    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger, Inc.                            | WW Grainger, Inc.                                       | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       166 | NS      | $100107.96    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                        | Mercury Systems, Inc.                                   | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       209 | NS      | $10621.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                 | Genpact Ltd.                                            | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |       618 | NS      | $28495.98     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                          | Regal Rexnord Corp.                                     | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       241 | NS      | $31597.51     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                          | Acuity Brands, Inc.                                     | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $22406.51     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                            | PerkinElmer, Inc.                                       | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       462 | NS      | $64555.26     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                          | Vertiv Holdings Co.                                     | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      1103 | NS      | $15276.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                   | Lennox International, Inc.                              | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       118 | NS      | $30730.74     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                       | General Dynamics Corp.                                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       819 | NS      | $206707.41    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                  | Deere & Co.                                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1015 | NS      | $447615.00    | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                        | TransDigm Group, Inc.                                   | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $117529.50    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                   | Builders FirstSource, Inc.                              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       571 | NS      | $36504.03     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.              | Lincoln Electric Holdings, Inc.                         | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       210 | NS      | $31054.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.              | Advanced Drainage Systems, Inc.                         | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       236 | NS      | $22953.36     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                          | GXO Logistics, Inc.                                     | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       433 | NS      | $20290.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                   | Sherwin-Williams Co. (The)                              | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       864 | NS      | $215291.52    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                         | UFP Industries, Inc.                                    | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       226 | NS      | $18500.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2338 | NC      | $-303712.37   | -1.62%            |  |  |  | No            |                  2 | On Loan: No      |
| Cognex Corp.                                 | Cognex Corp.                                            | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       635 | NS      | $31610.30     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                        | Axon Enterprise, Inc.                                   | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       245 | NS      | $45087.35     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                       | Chart Industries, Inc.                                  | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       129 | NS      | $18445.71     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                 | Watsco, Inc.                                            | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       122 | NS      | $32815.56     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                  | HEICO Corp.                                             | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       146 | NS      | $23697.26     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    994405 | PA      | $994404.52    | 5.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5081 | NC      | $-1606871.41  | -8.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Insperity, Inc.                              | Insperity, Inc.                                         | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       128 | NS      | $15174.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                         | Otis Worldwide Corp.                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1538 | NS      | $120102.42    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp.                                 | Nikola Corp.                                            | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |      1186 | NS      | $3107.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortive Corp.                                | Fortive Corp.                                           | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      1300 | NS      | $87815.00     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                             | Littelfuse, Inc.                                        | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        91 | NS      | $22431.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Co.                                 | Westrock Co.                                            | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       931 | NS      | $35303.52     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                      | International Paper Co.                                 | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1322 | NS      | $49072.64     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                    | MDU Resources Group, Inc.                               | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       742 | NS      | $23365.58     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                       | BWX Technologies, Inc.                                  | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       332 | NS      | $20215.48     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                | Graphic Packaging Holding Co.                           | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1128 | NS      | $25921.44     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                         | Carrier Global Corp.                                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      3074 | NS      | $136239.68    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                    | Ardagh Metal Packaging SA                               | CUSIP: N/A<br>LEI: 5493009WKQTU4FN9G032       | Long             | EC               | CORP              | LU        |       554 | NS      | $2476.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                       | Generac Holdings, Inc.                                  | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       235 | NS      | $24797.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                    | WEX, Inc.                                               | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       162 | NS      | $27400.68     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                             | Concentrix Corp.                                        | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $18968.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                  | Keysight Technologies, Inc.                             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       658 | NS      | $119025.62    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                   | IDEX Corp.                                              | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       274 | NS      | $65072.26     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                          | Sonoco Products Co.                                     | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       355 | NS      | $21786.35     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International, Inc.              | Robert Half International, Inc.                         | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       402 | NS      | $31669.56     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                          | Clean Harbors, Inc.                                     | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       182 | NS      | $21840.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.               | SiteOne Landscape Supply, Inc.                          | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       165 | NS      | $20712.45     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    198878 | PA      | $198878.24    | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                        | Eagle Materials, Inc.                                   | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       139 | NS      | $18951.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                    | Rockwell Automation, Inc.                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       421 | NS      | $111236.62    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                | Corning, Inc.                                           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2780 | NS      | $94881.40     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                    | KBR, Inc.                                               | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       508 | NS      | $26248.36     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                             | AptarGroup, Inc.                                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       238 | NS      | $25261.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                | Oshkosh Corp.                                           | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       238 | NS      | $21912.66     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.          | Huntington Ingalls Industries, Inc.                     | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       146 | NS      | $33866.16     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.             | JB Hunt Transport Services, Inc.                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       303 | NS      | $55718.67     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                        | Affirm Holdings, Inc.                                   | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       755 | NS      | $10509.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                        | Quanta Services, Inc.                                   | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       523 | NS      | $78387.24     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                             | MSA Safety, Inc.                                        | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       134 | NS      | $18895.34     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                  | Hertz Global Holdings, Inc.                             | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |       659 | NS      | $11334.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                   | Ball Corp.                                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1149 | NS      | $64435.92     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                   | AGCO Corp.                                              | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       227 | NS      | $30127.44     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                | Vontier Corp.                                           | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       578 | NS      | $11346.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.         | Broadridge Financial Solutions, Inc.                    | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       431 | NS      | $64266.41     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                            | Core & Main, Inc., Class A                              | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $5512.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.              | MSC Industrial Direct Co., Inc., Class A                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       174 | NS      | $14934.42     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                         | Avery Dennison Corp.                                    | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       295 | NS      | $57032.35     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                       | Verisk Analytics, Inc.                                  | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       573 | NS      | $105265.83    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                  | Teledyne Technologies, Inc.                             | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       172 | NS      | $72257.20     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                         | Ingersoll Rand, Inc.                                    | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1475 | NS      | $79605.75     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                 | Allegion plc                                            | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       320 | NS      | $36368.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                               | Trex Co., Inc.                                          | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       404 | NS      | $18539.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.     | Science Applications International Corp.                | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       204 | NS      | $22462.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                            | Caterpillar, Inc.                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1930 | NS      | $456271.30    | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                     | Zebra Technologies Corp., Class A                       | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       188 | NS      | $50812.64     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.             | SS&C Technologies Holdings, Inc.                        | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       812 | NS      | $43653.12     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                  | L3Harris Technologies, Inc.                             | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       700 | NS      | $158956.00    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Logistics, Inc.                          | XPO Logistics, Inc.                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       419 | NS      | $16181.78     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.          | WillScot Mobile Mini Holdings Corp.                     | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |       783 | NS      | $37748.43     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                       | Norfolk Southern Corp.                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       856 | NS      | $219564.00    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    942683 | PA      | $942682.86    | 5.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor plc                                    | Amcor plc                                               | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      5491 | NS      | $67813.85     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                    | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |      2685 | NS      | $2685.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                        | Global Payments, Inc.                                   | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1015 | NS      | $105336.70    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                | Hubbell, Inc.                                           | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       197 | NS      | $50049.82     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                                | Nordson Corp.                                           | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       198 | NS      | $46825.02     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5032 | NC      | $296309.45    | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                      | Western Union Co. (The)                                 | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      1410 | NS      | $20670.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group, Inc.                           | TriNet Group, Inc.                                      | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       134 | NS      | $9710.98      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp.             | Zurn Elkay Water Solutions Corp.                        | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |       534 | NS      | $12928.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                   | Gates Industrial Corp. plc                              | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |       374 | NS      | $4345.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                | Paychex, Inc.                                           | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1171 | NS      | $145239.13    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                | Textron, Inc.                                           | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       774 | NS      | $55248.12     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.             | Armstrong World Industries, Inc.                        | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       171 | NS      | $13066.11     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                  | Avnet, Inc.                                             | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       348 | NS      | $15719.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                  | Graco, Inc.                                             | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       616 | NS      | $43101.52     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                   | TransUnion                                              | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       704 | NS      | $44408.32     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       825 | NC      | $-22192.33    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd.                         | TE Connectivity Ltd.                                    | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      1169 | NS      | $147434.28    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    198878 | PA      | $198878.24    | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup, Inc.                          | ManpowerGroup, Inc.                                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       188 | NS      | $16453.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                 | Hexcel Corp.                                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       309 | NS      | $18524.55     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                         | Emerson Electric Co.                                    | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      2160 | NS      | $206863.20    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2175 | NC      | $-500082.25   | -2.67%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                       | 3M Co.                                                  | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2022 | NS      | $254711.34    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                | Honeywell International, Inc.                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      2459 | NS      | $539873.45    | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                    | ITT, Inc.                                               | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       302 | NS      | $25525.04     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                                | Maximus, Inc.                                           | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       223 | NS      | $15676.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.              | Martin Marietta Materials, Inc.                         | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       229 | NS      | $83923.92     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp.                  | Raytheon Technologies Corp.                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5397 | NS      | $532791.84    | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.              | Old Dominion Freight Line, Inc.                         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       335 | NS      | $101374.35    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                  | Masco Corp.                                             | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       822 | NS      | $41741.16     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.              | Dun & Bradstreet Holdings, Inc.                         | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       792 | NS      | $10660.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                   | National Instruments Corp.                              | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |       487 | NS      | $19976.74     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                             | Sealed Air Corp.                                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       530 | NS      | $28211.90     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                      | Arrow Electronics, Inc.                                 | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       236 | NS      | $25662.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                          | Union Pacific Corp.                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2282 | NS      | $496175.26    | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                 | PACCAR, Inc.                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1271 | NS      | $134611.61    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                          | Donaldson Co., Inc.                                     | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       450 | NS      | $27414.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                    | WESCO International, Inc.                               | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       163 | NS      | $21013.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                         | United Rentals, Inc.                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       257 | NS      | $90728.71     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.          | Allison Transmission Holdings, Inc.                     | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       351 | NS      | $15724.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                      | EnerSys                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       149 | NS      | $11261.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions, Inc.                       | Jacobs Solutions, Inc.                                  | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       466 | NS      | $58967.64     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                     | CACI International, Inc., Class A                       | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        86 | NS      | $26857.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                  | HEICO Corp., Class A                                    | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       255 | NS      | $32328.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                  | FedEx Corp.                                             | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       876 | NS      | $159624.72    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                      | Euronet Worldwide, Inc.                                 | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       174 | NS      | $16173.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                  | Dover Corp.                                             | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       525 | NS      | $74523.75     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                        | Parker-Hannifin Corp.                                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       469 | NS      | $140202.86    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                         | Crown Holdings, Inc.                                    | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       443 | NS      | $36419.03     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                   | ASGN, Inc.                                              | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       181 | NS      | $16398.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                    | Illinois Tool Works, Inc.                               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1028 | NS      | $233839.16    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                         | General Electric Co.                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      4007 | NS      | $344481.79    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                        | Leidos Holdings, Inc.                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       498 | NS      | $54446.34     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                               | Toro Co. (The)                                          | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       382 | NS      | $42398.18     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                | Accenture plc, Class A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      2311 | NS      | $695449.23    | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                        | Silgan Holdings, Inc.                                   | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       304 | NS      | $16081.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                 | Fastenal Co.                                            | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      2099 | NS      | $108119.49    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                 | MasTec, Inc.                                            | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       207 | NS      | $18801.81     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                               | Woodward, Inc.                                          | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       222 | NS      | $21267.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3090 | NC      | $-1397479.17  | -7.47%            |  |  |  | No            |                  2 | On Loan: No      |
| ChargePoint Holdings, Inc.                   | ChargePoint Holdings, Inc.                              | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |       951 | NS      | $11811.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortune Brands Home & Security, Inc.         | Fortune Brands Home & Security, Inc.                    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       471 | NS      | $30775.14     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1949007 | PA      | $1949006.74   | 10.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Toast, Inc.                                  | Toast, Inc., Class A                                    | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      1102 | NS      | $20232.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                        | Lockheed Martin Corp.                                   | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       864 | NS      | $419204.16    | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                              | Flowserve Corp.                                         | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       477 | NS      | $14958.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group, Inc.                     | Berry Global Group, Inc.                                | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |       459 | NS      | $26897.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                   | Packaging Corp. of America                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       343 | NS      | $46610.27     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                            | EMCOR Group, Inc.                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       181 | NS      | $28036.90     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.            | Booz Allen Hamilton Holding Corp.                       | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       486 | NS      | $51710.40     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate plc                                | Clarivate plc                                           | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |      1575 | NS      | $15419.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                              | Air Lease Corp.                                         | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       377 | NS      | $14559.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc.            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      2223 | NS      | $161345.34    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc             | Sensata Technologies Holding plc                        | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |       567 | NS      | $25571.70     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                    | CSX Corp.                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      7827 | NS      | $255864.63    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                     | Valmont Industries, Inc.                                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        79 | NS      | $26754.14     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                         | FTI Consulting, Inc.                                    | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       124 | NS      | $21429.68     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                  | Block, Inc., Class A                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      1934 | NS      | $131067.18    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.        | Applied Industrial Technologies, Inc.                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       142 | NS      | $18813.58     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                 | Sunrun, Inc.                                            | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       776 | NS      | $25282.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AO Smith Corp.                               | A O Smith Corp.                                         | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       469 | NS      | $28487.06     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                 | Cintas Corp.                                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       316 | NS      | $145922.48    | 0.78%             |  |  |  | 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