NPORT-P false 0001479599 XXXXXXXX S000033013 C000101802 AGF Investments Trust 811-22540 0001479599 549300LZ7H1IZJQS6J67 53 State Street Suite 1308 Boston 02109 617-292-9801 AGFIQ U.S. Market Neutral Anti-Beta Fund S000033013 549300YBDDPCJBGJCO29 2020-06-30 2020-06-30 N 386174318.89 193419274.52 192755044.37 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 198967141.56999999 N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H105 -13833.00000000 NS USD -865807.47000000 -0.44917499971 Short EC CORP US N 1 N N N Arthur J Gallagher & Co. 54930049QLLMPART6V29 363576109 9699.00000000 NS USD 945555.51000000 0.490547737980 Long EC CORP US N 1 N N N ICU Medical, Inc. 5493003NRW7LS2QZRH60 44930G107 4611.00000000 NS USD 849853.41000000 0.440898142395 Long EC CORP US N 1 N N N Olin Corp. 549300GKK294V7W57P06 680665205 75525.00000000 NS USD 867782.25000000 0.450199502086 Long EC CORP US N 1 N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690100 -55173.00000000 NS USD -946768.68000000 -0.49117712228 Short EC CORP US N 1 N N N Intercept Pharmaceuticals, Inc. N/A 45845P108 -13038.00000000 NS USD -624650.58000000 -0.32406445291 Short EC CORP US N 1 N N N Alcoa Corp. 549300T12EZ1F6PWWU29 013872106 -101760.00000000 NS USD -1143782.40000000 -0.59338649410 Short EC CORP US N 1 N N N Old Dominion Freight Line, Inc. 5299009TWK32WE417T96 679580100 5406.00000000 NS USD 916803.54000000 0.475631412395 Long EC CORP US N 1 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 -19716.00000000 NS USD -1015768.32000000 -0.52697366407 Short EC CORP US N 1 N N N JetBlue Airways Corp. 54930070J9H97ZO93T57 477143101 -93174.00000000 NS USD -1015596.60000000 -0.52688457690 Short EC CORP US N 1 N N N eBay, Inc. OML71K8X303XQONU6T67 278642103 20511.00000000 NS USD 1075801.95000000 0.558118701129 Long EC CORP US N 1 N N N FLIR Systems, Inc. VOBD35NEPH6WISIRTJ85 302445101 -20511.00000000 NS USD -832131.27000000 -0.43170401725 Short EC CORP US N 1 N N N CubeSmart N/A 229663109 31641.00000000 NS USD 853990.59000000 0.443044483111 Long EC CORP US N 1 N N N Align Technology, Inc. 549300N5YSE0U3LCP840 016255101 -3816.00000000 NS USD -1047263.04000000 -0.54331290961 Short EC CORP US N 1 N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503M108 8745.00000000 NS USD 815733.60000000 0.423197018094 Long EC CORP US N 1 N N N TCF Financial Corp. 549300UK6KFVK4A0D603 872307103 -32595.00000000 NS USD -958944.90000000 -0.49749406202 Short EC CORP US N 1 N N N Erie Indemnity Co. 549300WA5KP94KRUFZ80 29530P102 5247.00000000 NS USD 1006899.30000000 0.522372477094 Long EC CORP US N 1 N N N Equity LifeStyle Properties, Inc. 529900PEQG66LENB6798 29472R108 14469.00000000 NS USD 904023.12000000 0.469001017822 Long EC CORP US N 1 N N N Hudson Pacific Properties, Inc. N/A 444097109 -36570.00000000 NS USD -920101.20000000 -0.47734221587 Short EC CORP US N 1 N N N Cinemark Holdings, Inc. N/A 17243V102 -61692.00000000 NS USD -712542.60000000 -0.36966223235 Short EC CORP US N 1 N N N Hancock Whitney Corp. 549300GRNBWY8HIICT41 410120109 -43089.00000000 NS USD -913486.80000000 -0.47391071034 Short EC CORP US N 1 N N N Monster Beverage Corp. 52990090AP0E7HCB6F33 61174X109 -13038.00000000 NS USD -903794.16000000 -0.46888223493 Short EC CORP US N 1 N N N Bio-Rad Laboratories, Inc. 549300ZC1GPV35XYDK53 090572207 1908.00000000 NS USD 861442.92000000 0.446910700996 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 -47700.00000000 NS USD -919656.00000000 -0.47711124915 Short EC CORP US N 1 N N N EPR Properties 549300YSSXFHMPOWZ492 26884U109 -29415.00000000 NS USD -974518.95000000 -0.50557377275 Short EC CORP US N 1 N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498106 12879.00000000 NS USD 894961.71000000 0.464300020227 Long EC CORP US N 1 N N N Coty, Inc. 549300BO9IWPF3S48F93 222070203 -246450.00000000 NS USD -1101631.50000000 -0.57151889518 Short EC CORP US N 1 N N N Black Knight, Inc. 549300TUSNXS3BFFML48 09215C105 11925.00000000 NS USD 865278.00000000 0.448900314296 Long EC CORP US N 1 N N N Square, Inc. 549300OHIIUWSTIZME52 852234103 -11448.00000000 NS USD -1201353.12000000 -0.62325379028 Short EC CORP US N 1 N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 36467J108 -27030.00000000 NS USD -935238.00000000 -0.48519508428 Short EC CORP US N 1 N N N Church & Dwight Co., Inc. POOXSI30AWAQGYJZC921 171340102 12243.00000000 NS USD 946383.90000000 0.490977501052 Long EC CORP US N 1 N N N Royal Gold, Inc. 5493001NGRU6SFL04184 780287108 6678.00000000 NS USD 830208.96000000 0.430706735957 Long EC CORP US N 1 N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236101 22737.00000000 NS USD 926760.12000000 0.480796818069 Long EC CORP US N 1 N N N NorthWestern Corp. 3BPWMBHR1R9SHUN7J795 668074305 -15582.00000000 NS USD -849530.64000000 -0.44073069152 Short EC CORP US N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 21624.00000000 NS USD 908640.48000000 0.471396472642 Long EC CORP US N 1 N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940X102 -5247.00000000 NS USD -889996.14000000 -0.46172391643 Short EC CORP US N 1 N N N Pool Corp. 5493005VZK1KMN6CO617 73278L105 3498.00000000 NS USD 951001.26000000 0.493372955871 Long EC CORP US N 1 N N N Dropbox, Inc. 549300JCDF7UAR6TJR51 26210C104 40863.00000000 NS USD 889587.51000000 0.461511921987 Long EC CORP US N 1 N N N PVH Corp. 123WALMHY1GZXG2YDL90 693656100 -20193.00000000 NS USD -970273.65000000 -0.50337134012 Short EC CORP US N 1 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162100 3975.00000000 NS USD 937543.50000000 0.486391161935 Long EC CORP US N 1 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419L101 -5406.00000000 NS USD -1068279.66000000 -0.55421618847 Short EC CORP US N 1 N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324P102 -3021.00000000 NS USD -891043.95000000 -0.46226751310 Short EC CORP US N 1 N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261A100 -12720.00000000 NS USD -787749.60000000 -0.40867911009 Short EC CORP US N 1 N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058100 24486.00000000 NS USD 946383.90000000 0.490977501052 Long EC CORP US N 1 N N N Darling Ingredients, Inc. L1N0SPPKS7EXZYUMZ898 237266101 -40545.00000000 NS USD -998217.90000000 -0.51786862609 Short EC CORP US N 1 N N N CyrusOne, Inc. 5493006S177ZK2ZNBU43 23283R100 12402.00000000 NS USD 902245.50000000 0.468078800712 Long EC CORP US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866F104 9540.00000000 NS USD 873864.00000000 0.453354672432 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 6201.00000000 NS USD 872046.63000000 0.452411833293 Long EC CORP US N 1 N N N Booz Allen Hamilton Holding Corp. 529900JPV47PIUWMA015 099502106 11607.00000000 NS USD 902908.53000000 0.468422776146 Long EC CORP US N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 17013.00000000 NS USD 940308.51000000 0.487825630231 Long EC CORP US N 1 N N N Murphy USA, Inc. 549300Y081F8XIKQIO72 626755102 7950.00000000 NS USD 895090.50000000 0.464366835599 Long EC CORP US N 1 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 25599.00000000 NS USD 863710.26000000 0.448086981496 Long EC CORP US N 1 N N N Healthcare Trust of America, Inc. 549300L0I14L7I0VLX84 42225P501 34344.00000000 NS USD 910802.88000000 0.472518310987 Long EC CORP US N 1 N N N Insperity, Inc. 5299000Q0KW7HY5DB751 45778Q107 -18126.00000000 NS USD -1173295.98000000 -0.60869793775 Short EC CORP US N 1 N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512109 7632.00000000 NS USD 1007805.60000000 0.522842659342 Long EC CORP US N 1 N N N Fortinet, Inc. 549300O0QJWDBAS0QX03 34959E109 6519.00000000 NS USD 894863.13000000 0.464248877597 Long EC CORP US N 1 N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 237194105 -12084.00000000 NS USD -915604.68000000 -0.47500945201 Short EC CORP US N 1 N N N Colony Capital, Inc. 549300XG87L902AGBO89 19626G108 -452991.00000000 NS USD -1087178.40000000 -0.56402072565 Short EC CORP US N 1 N N N Americold Realty Trust 549300R7N1V5YV8MWH02 03064D108 25440.00000000 NS USD 923472.00000000 0.479090963880 Long EC CORP US N 1 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 -16695.00000000 NS USD -1009212.75000000 -0.52357267914 Short EC CORP US N 1 N N N Helen of Troy Ltd. N/A N/A 5088.00000000 NS USD 959393.28000000 0.497726678508 Long EC CORP BM N 1 N N N Newmont Corp. 549300VSP3RIX7FGDZ51 651639106 15264.00000000 NS USD 942399.36000000 0.488910348925 Long EC CORP US N 1 N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216101 -80772.00000000 NS USD -1048420.56000000 -0.54391342308 Short EC CORP US N 1 N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 209115104 12243.00000000 NS USD 880638.99000000 0.456869490953 Long EC CORP US N 1 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 12084.00000000 NS USD 929742.96000000 0.482344295081 Long EC CORP US N 1 N N N RingCentral, Inc. 549300C8EH0H1614VE84 76680R206 3339.00000000 NS USD 951648.39000000 0.493708682494 Long EC CORP US N 1 N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334104 14469.00000000 NS USD 892013.85000000 0.462770690601 Long EC CORP US N 1 N N N Marriott Vacations Worldwide Corp. 549300WA6BT5H4F7IO94 57164Y107 -10335.00000000 NS USD -849640.35000000 -0.44078760832 Short EC CORP US N 1 N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903100 -8904.00000000 NS USD -827092.56000000 -0.42908996893 Short EC CORP US N 1 N N N Service Corp. International 549300RKVM2ME20JHZ15 817565104 23373.00000000 NS USD 908975.97000000 0.471570522561 Long EC CORP US N 1 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 7473.00000000 NS USD 896236.89000000 0.464961574898 Long EC CORP US N 1 N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005N100 -52947.00000000 NS USD -1049939.01000000 -0.54470118456 Short EC CORP US N 1 N N N Cisco Systems, Inc. 8E6NF1YAL0WT6CWXXV93 17275R102 19716.00000000 NS USD 919554.24000000 0.477058456760 Long EC CORP US N 1 N N N Hain Celestial Group, Inc. (The) 5493000S8QXWHLIXDP75 405217100 29256.00000000 NS USD 921856.56000000 0.478252884645 Long EC CORP US N 1 N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158106 3816.00000000 NS USD 921411.36000000 0.478021917927 Long EC CORP US N 1 N N N Nu Skin Enterprises, Inc. 54930050DETB6CP71D38 67018T105 -24963.00000000 NS USD -954335.49000000 -0.49510273161 Short EC CORP US N 1 N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331107 -8745.00000000 NS USD -940087.50000000 -0.48771097175 Short EC CORP US N 1 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076C106 -6678.00000000 NS USD -1001967.12000000 -0.51981369581 Short EC CORP US N 1 N N N frontdoor, Inc. 5493008RB0JZJI3QGZ06 35905A109 20034.00000000 NS USD 888107.22000000 0.460743957649 Long EC CORP US N 1 N N N UMB Financial Corp. 549300MGEH3N3CUCV828 902788108 17808.00000000 NS USD 918002.40000000 0.476253372771 Long EC CORP US N 1 N N N Equity Commonwealth 549300YPGVU9PR4L0606 294628102 26871.00000000 NS USD 865246.20000000 0.448883816674 Long EC CORP US N 1 N N N Alexion Pharmaceuticals, Inc. M1YXUUZR0EIMU8T0EM75 015351109 7791.00000000 NS USD 874461.84000000 0.453664827739 Long EC CORP US N 1 N N N Assured Guaranty Ltd. 549300BBOQUJEPH87M14 N/A -35934.00000000 NS USD -877148.94000000 -0.45505887685 Short EC CORP BM N 1 N N N Fortune Brands Home & Security, Inc. 54930032LHW54PQUJD44 34964C106 -15423.00000000 NS USD -985992.39000000 -0.51152611503 Short EC CORP US N 1 N N N Lyft, Inc. 549300H7I5VN334XVZ52 55087P104 -30051.00000000 NS USD -991983.51000000 -0.51463426715 Short EC CORP US N 1 N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696106 2385.00000000 NS USD 926000.10000000 0.480402524886 Long EC CORP US N 1 N N N Activision Blizzard, Inc. 549300TPQQDBP9GNOF40 00507V109 12879.00000000 NS USD 977516.10000000 0.507128673698 Long EC CORP US N 1 N N N Columbia Sportswear Co. 549300OTMCIEUXAH5Z60 198516106 12402.00000000 NS USD 999353.16000000 0.518457591222 Long EC CORP US N 1 N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187109 -24486.00000000 NS USD -900839.94000000 -0.46734960578 Short EC CORP US N 1 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 2226.00000000 NS USD 938637.42000000 0.486958680156 Long EC CORP US N 1 N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560105 8904.00000000 NS USD 886660.32000000 0.459993315815 Long EC CORP US N 1 N N N Tempur Sealy International, Inc. 549300HFEKVR3US71V91 88023U101 -14310.00000000 NS USD -1029604.50000000 -0.53415177971 Short EC CORP US N 1 N N N CommScope Holding Co., Inc. 254900AW4CEPCQWSRI58 20337X109 -91743.00000000 NS USD -764219.19000000 -0.39647169416 Short EC CORP US N 1 N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 N/A -18285.00000000 NS USD -919735.50000000 -0.47715249321 Short EC CORP LR N 1 N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410345102 91902.00000000 NS USD 1037573.58000000 0.538286083973 Long EC CORP US N 1 N N N HealthEquity, Inc. 529900LRJU1RAFQHM467 42226A107 -15423.00000000 NS USD -904867.41000000 -0.46943902970 Short EC CORP US N 1 N N N Thor Industries, Inc. 254900XZO1228PDSG060 885160101 -10812.00000000 NS USD -1151802.36000000 -0.59754719455 Short EC CORP US N 1 N N N MDU Resources Group, Inc. N/A 552690109 -42771.00000000 NS USD -948660.78000000 -0.49215873083 Short EC CORP US N 1 N N N PRA Health Sciences, Inc. 549300R1HR1VWWHIAK47 69354M108 -9063.00000000 NS USD -881739.27000000 -0.45744030869 Short EC CORP US N 1 N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625107 -10494.00000000 NS USD -815173.92000000 -0.42290665993 Short EC CORP US N 1 N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78410G104 2862.00000000 NS USD 852647.04000000 0.442347458551 Long EC CORP US N 1 N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884L109 68211.00000000 NS USD 811710.90000000 0.421110068819 Long EC CORP US N 1 N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 277432100 -13674.00000000 NS USD -952257.36000000 -0.49402461196 Short EC CORP US N 1 N N N Unum Group 549300E32YFDO6TZ8R31 91529Y106 -61056.00000000 NS USD -1012919.04000000 -0.52549547707 Short EC CORP US N 1 N N N Interactive Brokers Group, Inc. 5493004DT6DCDUZNDM53 45841N107 21624.00000000 NS USD 903234.48000000 0.468591876779 Long EC CORP US N 1 N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 -8904.00000000 NS USD -864222.24000000 -0.44835259322 Short EC CORP US N 1 N N N Concho Resources, Inc. SYHS7HRDXLL4I0IQ8776 20605P101 16695.00000000 NS USD 859792.50000000 0.446054474377 Long EC CORP US N 1 N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875P101 17967.00000000 NS USD 910208.22000000 0.472209805442 Long EC CORP US N 1 N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759100 10653.00000000 NS USD 874078.65000000 0.453466031385 Long EC CORP US N 1 N N N Targa Resources Corp. 5493003QENHHS261UR94 87612G101 -52629.00000000 NS USD -1056264.03000000 -0.54798256172 Short EC CORP US N 1 N N N Teladoc Health, Inc. 549300I2PVFBC9MFAC61 87918A105 5247.00000000 NS USD 1001337.48000000 0.519487042880 Long EC CORP US N 1 N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813109 10176.00000000 NS USD 876153.60000000 0.454542501268 Long EC CORP US N 1 N N N FibroGen, Inc. 549300Q914ULWWY95822 31572Q808 -27030.00000000 NS USD -1095525.90000000 -0.56835135162 Short EC CORP US N 1 N N N Dollar Tree, Inc. 549300PMSTQITB1WHR43 256746108 9222.00000000 NS USD 854694.96000000 0.443409905454 Long EC CORP US N 1 N N N RLJ Lodging Trust N/A 74965L101 -88881.00000000 NS USD -839036.64000000 -0.43528647602 Short EC CORP US N 1 N N N MAXIMUS, Inc. 549300DQCDS8HJ7QF202 577933104 12561.00000000 NS USD 884922.45000000 0.459091720734 Long EC CORP US N 1 N N N Glacier Bancorp, Inc. 549300SMJAUKZB5D7V74 37637Q105 22260.00000000 NS USD 785555.40000000 0.407540774129 Long EC CORP US N 1 N N N Primerica, Inc. 254900621R686KJR7022 74164M108 -8268.00000000 NS USD -964048.80000000 -0.50014193047 Short EC CORP US N 1 N N N American Financial Group, Inc. 549300AFOM7IVKIU1G39 025932104 -15423.00000000 NS USD -978743.58000000 -0.50776548193 Short EC CORP US N 1 N N N Immunomedics, Inc. 5493007ZU7DDO8PSIM59 452907108 -28143.00000000 NS USD -997387.92000000 -0.51743803813 Short EC CORP US N 1 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 -16854.00000000 NS USD -921239.64000000 -0.47793283076 Short EC CORP US N 1 N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 -5406.00000000 NS USD -897990.66000000 -0.46587141879 Short EC CORP US N 1 N N N Grand Canyon Education, Inc. 529900XFER799IYOSW74 38526M106 9381.00000000 NS USD 849261.93000000 0.440591286612 Long EC CORP US N 1 N N N PacWest Bancorp 549300YI8VMFO7G36V04 695263103 -54219.00000000 NS USD -1068656.49000000 -0.55441168530 Short EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 -45633.00000000 NS USD -1011227.28000000 -0.52461780354 Short EC CORP US N 1 N N N PNM Resources, Inc. 5493003JOBJGLZSDDQ28 69349H107 -22896.00000000 NS USD -880122.24000000 -0.45660140458 Short EC CORP US N 1 N N N Morningstar, Inc. 529900YGNQPOVAXQ7F29 617700109 6042.00000000 NS USD 851740.74000000 0.441877276303 Long EC CORP US N 1 N N N Eagle Materials, Inc. 529900KRXRGXL61SG039 26969P108 -13833.00000000 NS USD -971353.26000000 -0.50393143441 Short EC CORP US N 1 N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338L103 8586.00000000 NS USD 865297.08000000 0.448910212870 Long EC CORP US N 1 N N N Evercore, Inc. 529900P6KLPT95DW3W58 29977A105 -16854.00000000 NS USD -993037.68000000 -0.51518116334 Short EC CORP US N 1 N N N Nutanix, Inc. 549300X7J6E8TKVIXW09 67059N108 -39114.00000000 NS USD -927197.37000000 -0.48102366038 Short EC CORP US N 1 N N N Timken Co. (The) B0I35MLPFXZSE70ASS73 887389104 -22101.00000000 NS USD -1005374.49000000 -0.52158141608 Short EC CORP US N 1 N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971T101 8745.00000000 NS USD 936502.05000000 0.485850864791 Long EC CORP US N 1 N N N Lennox International, Inc. S7DWAC87RDMPBF77GJ92 526107107 4293.00000000 NS USD 1000226.07000000 0.518910450965 Long EC CORP US N 1 N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 037411105 -84270.00000000 NS USD -1137645.00000000 -0.59020245292 Short EC CORP US N 1 N N N Anaplan, Inc. N/A 03272L108 -20352.00000000 NS USD -922149.12000000 -0.47840466277 Short EC CORP US N 1 N N N Zoom Video Communications, Inc. 549300T9GCHU0ODOM055 98980L101 5247.00000000 NS USD 1330324.38000000 0.690163198762 Long EC CORP US N 1 N N N DocuSign, Inc. 549300Q7PVDWRZ39JG09 256163106 6678.00000000 NS USD 1150018.38000000 0.596621677922 Long EC CORP US N 1 N N N CDW Corp. N/A 12514G108 -8427.00000000 NS USD -979048.86000000 -0.50792385911 Short EC CORP US N 1 N N N Jabil, Inc. 5493000CGCQY2OQU7669 466313103 -31005.00000000 NS USD -994640.40000000 -0.51601264353 Short EC CORP US N 1 N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 149123101 7632.00000000 NS USD 965448.00000000 0.500867825874 Long EC CORP US N 1 N N N Alnylam Pharmaceuticals, Inc. 529900S3ZI14OWRJII50 02043Q107 6837.00000000 NS USD 1012628.07000000 0.525344523827 Long EC CORP US N 1 N N N Aptiv plc N/A N/A -12561.00000000 NS USD -978753.12000000 -0.50777043122 Short EC CORP JE N 1 N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034109 -19080.00000000 NS USD -845816.40000000 -0.43880376919 Short EC CORP US N 1 N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610105 -38796.00000000 NS USD -979211.04000000 -0.50800799698 Short EC CORP US N 1 N N N Watsco, Inc. 549300F1Y3LN5BX5WN75 942622200 5088.00000000 NS USD 904137.60000000 0.469060409264 Long EC CORP US N 1 N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 007903107 -17808.00000000 NS USD -936878.88000000 -0.48604636162 Short EC CORP US N 1 N N N Apple Hospitality REIT, Inc. 549300EVZAR0FBZO4F16 03784Y200 -92220.00000000 NS USD -890845.20000000 -0.46216440296 Short EC CORP US N 1 N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874784 -30846.00000000 NS USD -961778.28000000 -0.49896400021 Short EC CORP US N 1 N N N Bank of Hawaii Corp. 5493006Q8BQ8AD8M2U33 062540109 14310.00000000 NS USD 878777.10000000 0.455903555142 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K107 636.00000000 NS USD 899055.96000000 0.466424089153 Long EC CORP US N 1 N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509V100 -67416.00000000 NS USD -920902.56000000 -0.47775795596 Short EC CORP US N 1 N N N Louisiana-Pacific Corp. 549300C7E2UAO5BVRR75 546347105 -38955.00000000 NS USD -999195.75000000 -0.51837592798 Short EC CORP US N 1 N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585A102 -26871.00000000 NS USD -1004437.98000000 -0.52109556109 Short EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 -19398.00000000 NS USD -991237.80000000 -0.51424739790 Short EC CORP US N 1 N N N Mercury Systems, Inc. 549300P3B84SGK7HH679 589378108 10176.00000000 NS USD 800444.16000000 0.415264961088 Long EC CORP US N 1 N N N New Jersey Resources Corp. 549300QKBSQBIX4DQ583 646025106 26076.00000000 NS USD 851381.40000000 0.441690853166 Long EC CORP US N 1 N N N Broadridge Financial Solutions, Inc. N/A 11133T103 7632.00000000 NS USD 963082.08000000 0.499640402744 Long EC CORP US N 1 N N N Tradeweb Markets, Inc. N/A 892672106 13992.00000000 NS USD 813494.88000000 0.422035585454 Long EC CORP US N 1 N N N ServiceMaster Global Holdings, Inc. 549300GS10644JGL8R77 81761R109 28461.00000000 NS USD 1015773.09000000 0.526976138715 Long EC CORP US N 1 N N N South Jersey Industries, Inc. 549300DJYWYT5VXLFA46 838518108 32595.00000000 NS USD 814549.05000000 0.422582481647 Long EC CORP US N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023105 -6519.00000000 NS USD -1194932.70000000 -0.61992292025 Short EC CORP US N 1 N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361702 -37365.00000000 NS USD -1048088.25000000 -0.54374102292 Short EC CORP US N 1 N N N Graham Holdings Co. 529900BOSCEEEMAFQJ29 384637104 2544.00000000 NS USD 871752.48000000 0.452259230283 Long EC CORP US N 1 N N N Toro Co. (The) YJKE4YIT6BWQHVEW0D14 891092108 12879.00000000 NS USD 854392.86000000 0.443253178038 Long EC CORP US N 1 N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411R208 20988.00000000 NS USD 1014140.16000000 0.526128985788 Long EC CORP US N 1 N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189105 -56763.00000000 NS USD -1125042.66000000 -0.58366444503 Short EC CORP US N 1 N N N Spirit AeroSystems Holdings, Inc. N/A 848574109 -42453.00000000 NS USD -1016324.82000000 -0.52726237246 Short EC CORP US N 1 N N N MGIC Investment Corp. 254900S8483WM4M98R28 552848103 -115752.00000000 NS USD -948008.88000000 -0.49182052957 Short EC CORP US N 1 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044101 28302.00000000 NS USD 958022.70000000 0.497015630968 Long EC CORP US N 1 N N N Rayonier, Inc. HGV8VDVNL0W6SF2U9C50 754907103 38319.00000000 NS USD 949928.01000000 0.492816161104 Long EC CORP US N 1 N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651107 -7632.00000000 NS USD -925990.56000000 -0.48039757559 Short EC CORP US N 1 N N N NewMarket Corp. 54930082CG88ERDREQ47 651587107 2067.00000000 NS USD 827792.16000000 0.429452916630 Long EC CORP US N 1 N N N Franklin Resources, Inc. RIFQSET379FOGTEFKS80 354613101 48654.00000000 NS USD 1020274.38000000 0.529311377211 Long EC CORP US N 1 N N N Commerce Bancshares, Inc. N/A 200525103 14469.00000000 NS USD 860471.43000000 0.446406698622 Long EC CORP US N 1 N N N Moderna, Inc. 549300EI6OKH5K5Q2G38 60770K107 15741.00000000 NS USD 1010729.61000000 0.524359615751 Long EC CORP US N 1 N N N Kellogg Co. LONOZNOJYIBXOHXWDB86 487836108 13992.00000000 NS USD 924311.52000000 0.479526501120 Long EC CORP US N 1 N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156109 9063.00000000 NS USD 904487.40000000 0.469241883114 Long EC CORP US N 1 N N N NortonLifeLock, Inc. YF6ZV0M6AU4FY94MK914 668771108 41976.00000000 NS USD 832384.08000000 0.431835173352 Long EC CORP US N 1 N N N Middleby Corp. (The) JDFO86U9VQRBKW5KYA35 596278101 -13833.00000000 NS USD -1091977.02000000 -0.56651021692 Short EC CORP US N 1 N N N Alaska Air Group, Inc. 529900G48RT4KWLC6C27 011659109 -27348.00000000 NS USD -991638.48000000 -0.51445526794 Short EC CORP US N 1 N N N Blackbaud, Inc. 54930056X3HKFMNG3754 09227Q100 15741.00000000 NS USD 898496.28000000 0.466133730993 Long EC CORP US N 1 N N N Planet Fitness, Inc. 549300LLE5HUPF6H8G33 72703H101 -14310.00000000 NS USD -866756.70000000 -0.44966745375 Short EC CORP US N 1 N N N Premier, Inc. N/A 74051N102 26076.00000000 NS USD 893885.28000000 0.463741575698 Long EC CORP US N 1 N N N PPL Corp. 9N3UAJSNOUXFKQLF3V18 69351T106 -33390.00000000 NS USD -862797.60000000 -0.44761349972 Short EC CORP US N 1 N N N Paylocity Holding Corp. 549300VH75FTB4DIEE07 70438V106 -7314.00000000 NS USD -1067039.46000000 -0.55357278118 Short EC CORP US N 1 N N N Coherent, Inc. 549300RYOCKUMWACR010 192479103 -6519.00000000 NS USD -853858.62000000 -0.44297601797 Short EC CORP US N 1 N N N Avangrid, Inc. 549300OX0Q38NLSKPB49 05351W103 20670.00000000 NS USD 867726.60000000 0.450170631246 Long EC CORP US N 1 N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 084670702 4929.00000000 NS USD 879875.79000000 0.456473548007 Long EC CORP US N 1 N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769106 4452.00000000 NS USD 1064873.88000000 0.552449293080 Long EC CORP US N 1 N N N Lululemon Athletica, Inc. 549300D9GZ4BMLDW5T40 550021109 3021.00000000 NS USD 942582.21000000 0.489005210255 Long EC CORP US N 1 N N N Landstar System, Inc. 254900CUQXQRL09MEI52 515098101 7791.00000000 NS USD 875007.21000000 0.453947761969 Long EC CORP US N 1 N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 880770102 -14151.00000000 NS USD -1195901.01000000 -0.62042527286 Short EC CORP US N 1 N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851108 -69483.00000000 NS USD -1066564.05000000 -0.55332614172 Short EC CORP US N 1 N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267D107 -18126.00000000 NS USD -941645.70000000 -0.48851935526 Short EC CORP US N 1 N N N Vertex Pharmaceuticals, Inc. 54930015RAQRRZ5ZGJ91 92532F100 3180.00000000 NS USD 923185.80000000 0.478942485275 Long EC CORP US N 1 N N N New York Community Bancorp, Inc. 529900HVXOTLY61GL030 649445103 90789.00000000 NS USD 926047.80000000 0.480427271320 Long EC CORP US N 1 N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255104 -48336.00000000 NS USD -1003938.72000000 -0.52083654841 Short EC CORP US N 1 N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680103 -25758.00000000 NS USD -855680.76000000 -0.44392133175 Short EC CORP US N 1 N N N Nexstar Media Group, Inc. 52990083ZRR5UT591988 65336K103 -11289.00000000 NS USD -944776.41000000 -0.49014354622 Short EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 318.00000000 NS USD 877304.76000000 0.455139715210 Long EC CORP US N 1 N N N Neurocrine Biosciences, Inc. 549300FECER0XBN49756 64125C109 7473.00000000 NS USD 911706.00000000 0.472986843472 Long EC CORP US N 1 N N N US Foods Holding Corp. 549300UGOZSO64CFPR97 912008109 -49449.00000000 NS USD -975134.28000000 -0.50589300175 Short EC CORP US N 1 N N N Helmerich & Payne, Inc. 254900NAOGHJ88RZ4C73 423452101 -47382.00000000 NS USD -924422.82000000 -0.47958424279 Short EC CORP US N 1 N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272104 -15582.00000000 NS USD -996157.26000000 -0.51679958013 Short EC CORP US N 1 N N N NuVasive, Inc. 549300C5ZB4NZ6TWM881 670704105 -15423.00000000 NS USD -858444.18000000 -0.44535497517 Short EC CORP US N 1 N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671D857 -103191.00000000 NS USD -1193919.87000000 -0.61939747097 Short EC CORP US N 1 N N N Flowers Foods, Inc. 7YNCQQNDK8FBM9BBTK25 343498101 38955.00000000 NS USD 871033.80000000 0.451886384009 Long EC CORP US N 1 N N N Tyler Technologies, Inc. N/A 902252105 2385.00000000 NS USD 827308.80000000 0.429202152765 Long EC CORP US N 1 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752103 -3180.00000000 NS USD -836276.40000000 -0.43385448237 Short EC CORP US N 1 N N N Fluor Corp. CQ7WZ4NOFWT7FAE6Q943 343412102 -79028.00000000 NS USD -954658.24000000 -0.49527017210 Short EC CORP US N 1 N N N FedEx Corp. 549300E707U7WNPZN687 31428X106 6996.00000000 NS USD 980979.12000000 0.508925264812 Long EC CORP US N 1 N N N Hilton Grand Vacations, Inc. 549300O9K6MFD8D07574 43283X105 -43248.00000000 NS USD -845498.40000000 -0.43863879296 Short EC CORP US N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 2385.00000000 NS USD 870334.20000000 0.451523436309 Long EC CORP US N 1 N N N Gentex Corp. 549300S3UD8XV1MN0287 371901109 34662.00000000 NS USD 893239.74000000 0.463406673957 Long EC CORP US N 1 N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571B105 -68847.00000000 NS USD -1029951.12000000 -0.53433160380 Short EC CORP US N 1 N N N Sabra Health Care REIT, Inc. 549300E3BC7GU7TAZ621 78573L106 -69483.00000000 NS USD -1002639.69000000 -0.52016262053 Short EC CORP US N 1 N N N CH Robinson Worldwide, Inc. 529900WNWN5L0OVDHA79 12541W209 11130.00000000 NS USD 879937.80000000 0.456505718372 Long EC CORP US N 1 N N N MarketAxess Holdings, Inc. 5493002U1CA1XJOVID83 57060D108 1908.00000000 NS USD 955755.36000000 0.495839350468 Long EC CORP US N 1 N N N Citrix Systems, Inc. HCTKJGUQOPZ5NBK7NP58 177376100 6201.00000000 NS USD 917189.91000000 0.475831858511 Long EC CORP US N 1 N N N Expeditors International of Washington, Inc. 984500B055A804AB6E40 302130109 11925.00000000 NS USD 906777.00000000 0.470429711950 Long EC CORP US N 1 N N N Carpenter Technology Corp. DX6I6ZD3X5WNNCDJKP85 144285103 -40227.00000000 NS USD -976711.56000000 -0.50671128384 Short EC CORP US N 1 N N N Belden, Inc. 68BKYO1JC791TTJHUE82 077454106 -27666.00000000 NS USD -900528.30000000 -0.46718792908 Short EC CORP US N 1 N N N RLI Corp. 529900AMTJE5ECN9PS55 749607107 11607.00000000 NS USD 952934.70000000 0.494376011333 Long EC CORP US N 1 N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272W109 -21147.00000000 NS USD -1004271.03000000 -0.52100894857 Short EC CORP US N 1 N N N Sprouts Farmers Market, Inc. 529900P8F4G77Q52XE24 85208M102 36252.00000000 NS USD 927688.68000000 0.481278548653 Long EC CORP US N 1 N N N Tetra Tech, Inc. 549300UJ1LP7JGJC5P32 88162G103 11607.00000000 NS USD 918345.84000000 0.476431547097 Long EC CORP US N 1 N N N Simon Property Group, Inc. 529900GQL5X8H7AO3T64 828806109 -16059.00000000 NS USD -1098114.42000000 -0.56969425811 Short EC CORP US N 1 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912X302 -31005.00000000 NS USD -908136.45000000 -0.47113498532 Short EC CORP US N 1 N N N Extra Space Storage, Inc. N/A 30225T102 9381.00000000 NS USD 866522.97000000 0.449546196226 Long EC CORP US N 1 N N N NCR Corp. 549300YKTY8JX1DV2R67 62886E108 -51516.00000000 NS USD -892257.12000000 -0.46289689741 Short EC CORP US N 1 N N N Performance Food Group Co. 549300EUK8GR9IT1YK57 71377A103 -35298.00000000 NS USD -1028583.72000000 -0.53362220602 Short EC CORP US N 1 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 580135101 4929.00000000 NS USD 909252.63000000 0.471714051879 Long EC CORP US N 1 N N N Ollie's Bargain Outlet Holdings, Inc. 529900YO5DSQCPEFDZ05 681116109 9858.00000000 NS USD 962633.70000000 0.499407786263 Long EC CORP US N 1 N N N Zebra Technologies Corp. PO0I32GKZ3HZMMDPZZ08 989207105 3498.00000000 NS USD 895313.10000000 0.464482318958 Long EC CORP US N 1 N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 2385.00000000 NS USD 1038214.35000000 0.538618511071 Long EC CORP US N 1 N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190104 -10176.00000000 NS USD -1035509.76000000 -0.53721538825 Short EC CORP US N 1 N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364G103 -9063.00000000 NS USD -850200.03000000 -0.44107796648 Short EC CORP US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 78462F103 -44.00000000 NS USD -13567.84000000 -0.00703890268 Short RF US N 1 N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251V102 -24168.00000000 NS USD -1003938.72000000 -0.52083654841 Short EC CORP US N 1 N N N Intuitive Surgical, Inc. 54930052SRG011710797 46120E602 -1590.00000000 NS USD -906029.70000000 -0.47004201781 Short EC CORP US N 1 N N N Repligen Corp. 54930006QJ0T5AUO1E71 759916109 6996.00000000 NS USD 864775.56000000 0.448639651857 Long EC CORP US N 1 N N N Globus Medical, Inc. 5299003M2P4CIK0RF205 379577208 16695.00000000 NS USD 796518.45000000 0.413228329563 Long EC CORP US N 1 N N N OGE Energy Corp. CE5OG6JPOZMDSA0LAQ19 670837103 -29733.00000000 NS USD -902693.88000000 -0.46831141719 Short EC CORP US N 1 N N N Syneos Health, Inc. 549300F1ZGKDS8P6GU13 87166B102 -15582.00000000 NS USD -907651.50000000 -0.47088339657 Short EC CORP US N 1 N N N JB Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 445658107 7632.00000000 NS USD 918434.88000000 0.476477740440 Long EC CORP US N 1 N N N Graco, Inc. 4T5VJ4S81BRT6Q7GGT78 384109104 18921.00000000 NS USD 908018.79000000 0.471073944117 Long EC CORP US N 1 N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513E101 -14310.00000000 NS USD -881782.20000000 -0.45746258049 Short EC CORP US N 1 N N N Amedisys, Inc. 5299001RBS9GK9STN379 023436108 4770.00000000 NS USD 947035.80000000 0.491315702318 Long EC CORP US N 1 N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502101 -7473.00000000 NS USD -1041586.74000000 -0.54036808396 Short EC CORP US N 1 N N N Ventas, Inc. ORQTRC074CWLT3DKHT41 92276F100 -26871.00000000 NS USD -984016.02000000 -0.51050078778 Short EC CORP US N 1 N N N Hormel Foods Corp. MSD54751OJP1FS2ND863 440452100 18921.00000000 NS USD 913316.67000000 0.473822448063 Long EC CORP US N 1 N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677105 4770.00000000 NS USD 908732.70000000 0.471444315748 Long EC CORP US N 1 N N N Sun Communities, Inc. 549300H5GEOJYN41ZG57 866674104 6678.00000000 NS USD 906071.04000000 0.470063464726 Long EC CORP US N 1 N N N Ingevity Corp. 5493009UTFC4B5IMGF87 45688C107 -17649.00000000 NS USD -927807.93000000 -0.48134041473 Short EC CORP US N 1 N N N Norwegian Cruise Line Holdings Ltd. N/A N/A -60738.00000000 NS USD -997925.34000000 -0.51771684796 Short EC CORP BM N 1 N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180101 21942.00000000 NS USD 920028.06000000 0.477304271339 Long EC CORP US N 1 N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807108 -3498.00000000 NS USD -1131463.08000000 -0.58699531506 Short EC CORP US N 1 N N N Lamar Advertising Co. 529900Y8WW4MKVPTB543 512816109 -13992.00000000 NS USD -934105.92000000 -0.48460776891 Short EC CORP US N 1 N N N First Hawaiian, Inc. 5493002DJSH46F5OLV06 32051X108 52947.00000000 NS USD 912806.28000000 0.473557661218 Long EC CORP US N 1 N N N Noble Energy, Inc. 02VFQXG2D1LR5ZH3K186 655044105 -103191.00000000 NS USD -924591.36000000 -0.47967168020 Short EC CORP US N 1 N N N United Airlines Holdings, Inc. 98450079DA0B78DD6764 910047109 -33231.00000000 NS USD -1150124.91000000 -0.59667694495 Short EC CORP US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 10812.00000000 NS USD 877718.16000000 0.455354184306 Long EC CORP US N 1 N N N Clorox Co. (The) 54930044KVSC06Z79I06 189054109 4452.00000000 NS USD 976635.24000000 0.506671689548 Long EC CORP US N 1 N N N KBR, Inc. 254900OFQDXZRKRCV808 48242W106 -40227.00000000 NS USD -907118.85000000 -0.47060706139 Short EC CORP US N 1 N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 253868103 6360.00000000 NS USD 903819.60000000 0.468895433037 Long EC CORP US N 1 N N N CoreSite Realty Corp. 549300H0YYORITFM2B74 21870Q105 7314.00000000 NS USD 885432.84000000 0.459356507578 Long EC CORP US N 1 N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043109 -16854.00000000 NS USD -1078824.54000000 -0.55968680016 Short EC CORP US N 1 N N N Toll Brothers, Inc. 529900JB6IS9MSZGVR44 889478103 -28461.00000000 NS USD -927543.99000000 -0.48120348446 Short EC CORP US N 1 N N N Cognex Corp. 549300JQTYZCLC43S226 192422103 16059.00000000 NS USD 959043.48000000 0.497545204658 Long EC CORP US N 1 N N N Pure Storage, Inc. 549300NPDB0BZTK3WO90 74624M102 -52311.00000000 NS USD -906549.63000000 -0.47031175394 Short EC CORP US N 1 N N N IQVIA Holdings, Inc. 549300W3R20NM4KQPH86 46266C105 -6360.00000000 NS USD -902356.80000000 -0.46813654239 Short EC CORP US N 1 N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 29452E101 -48972.00000000 NS USD -944669.88000000 -0.49008827918 Short EC CORP US N 1 N N N SS&C Technologies Holdings, Inc. 529900POY8H7NPPNKK71 78467J100 -16218.00000000 NS USD -915992.64000000 -0.47521072301 Short EC CORP US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 4452.00000000 NS USD 854294.28000000 0.443202035408 Long EC CORP US N 1 N N N AptarGroup, Inc. VNPEQDQFAA7IY1T2PX43 038336103 8268.00000000 NS USD 925850.64000000 0.480324986059 Long EC CORP US N 1 N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304A106 -49449.00000000 NS USD -1161557.01000000 -0.60260784032 Short EC CORP US N 1 N N N CoreLogic, Inc. 54930086CD8K2UIL0516 21871D103 -18921.00000000 NS USD -1271869.62000000 -0.65983726867 Short EC CORP US N 1 N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393102 -26076.00000000 NS USD -1075895.76000000 -0.55816736911 Short EC CORP US N 1 N N N First Financial Bankshares, Inc. 549300XN3GTGOENGNV49 32020R109 30210.00000000 NS USD 872766.90000000 0.452785504448 Long EC CORP US N 1 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377508 -26076.00000000 NS USD -849034.56000000 -0.44047332860 Short EC CORP US N 1 N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 159864107 -5247.00000000 NS USD -914814.45000000 -0.47459948609 Short EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 -19398.00000000 NS USD -971645.82000000 -0.50408321254 Short EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027X100 3498.00000000 NS USD 904372.92000000 0.469182491672 Long EC CORP US N 1 N N N Guidewire Software, Inc. 549300WXSG0J8IXZCK32 40171V100 8904.00000000 NS USD 987008.40000000 0.512053214081 Long EC CORP US N 1 N N N Textron, Inc. 3PPKBHUG1HD6BO7RNR87 883203101 -30528.00000000 NS USD -1004676.48000000 -0.52121929326 Short EC CORP US N 1 N N N Knight-Swift Transportation Holdings, Inc. N/A 499049104 21783.00000000 NS USD 908568.93000000 0.471359352991 Long EC CORP US N 1 N N N Lexington Realty Trust 549300S4MH2ICXDBFV43 529043101 93810.00000000 NS USD 989695.50000000 0.513447263201 Long EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 2226.00000000 NS USD 1012919.04000000 0.525495477075 Long EC CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 -55173.00000000 NS USD -926906.40000000 -0.48087270713 Short EC CORP US N 1 N N N Hawaiian Electric Industries, Inc. JJ8FWOCWCV22X7GUPJ23 419870100 23055.00000000 NS USD 831363.30000000 0.431305599662 Long EC CORP US N 1 N N N Trade Desk, Inc. (The) 549300GXPD31VT3E0P46 88339J105 -3021.00000000 NS USD -1228036.50000000 -0.63709694551 Short EC CORP US N 1 N N N Macquarie Infrastructure Corp. 529900IZSJ64GH477714 55608B105 -32754.00000000 NS USD -1005220.26000000 -0.52150140261 Short EC CORP US N 1 N N N Allegheny Technologies, Inc. ZW1LRE7C3H17O2ZN9B45 01741R102 -109074.00000000 NS USD -1111464.06000000 -0.57661996013 Short EC CORP US N 1 N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054109 6837.00000000 NS USD 954240.09000000 0.495053238746 Long EC CORP US N 1 N N N JM Smucker Co. (The) 5493000WDH6A0LHDJD55 832696405 8109.00000000 NS USD 858013.29000000 0.445131432385 Long EC CORP US N 1 N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 5088.00000000 NS USD 827003.52000000 0.429043775587 Long EC CORP US N 1 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036P108 -5406.00000000 NS USD -945779.70000000 -0.49066404622 Short EC CORP US N 1 N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887109 3816.00000000 NS USD 913054.32000000 0.473686342676 Long EC CORP US N 1 N N N Teradata Corp. 549300JU9SOUHV4U4R71 88076W103 43248.00000000 NS USD 899558.40000000 0.466684751592 Long EC CORP US N 1 N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797104 -57558.00000000 NS USD -861643.26000000 -0.44701463601 Short EC CORP US N 1 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 2703.00000000 NS USD 831010.32000000 0.431122476050 Long EC CORP US N 1 N N N Seattle Genetics, Inc. N/A 812578102 5883.00000000 NS USD 999639.36000000 0.518606069826 Long EC CORP US N 1 N N N Weyerhaeuser Co. 08IRJODWFYBI7QWRGS31 962166104 -45315.00000000 NS USD -1017774.90000000 -0.52801466406 Short EC CORP US N 1 N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 09257W100 -38955.00000000 NS USD -938425.95000000 -0.48684897096 Short EC CORP US N 1 N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922N103 -31323.00000000 NS USD -871405.86000000 -0.45207940619 Short EC CORP US N 1 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088M102 -7950.00000000 NS USD -1016487.00000000 -0.52734651034 Short EC CORP US N 1 N N N Carvana Co. 5493003WEAK2PJ5WS063 146869102 -10176.00000000 NS USD -1223155.20000000 -0.63456456042 Short EC CORP US N 1 N N N Humana, Inc. 529900YLDW34GJAO4J06 444859102 -2385.00000000 NS USD -924783.75000000 -0.47977149081 Short EC CORP US N 1 N N N MSCI, Inc. 549300HTIN2PD78UB763 55354G100 2862.00000000 NS USD 955392.84000000 0.495651277569 Long EC CORP US N 1 N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822V101 5406.00000000 NS USD 904694.10000000 0.469349117662 Long EC CORP US N 1 N N N NextEra Energy, Inc. N/A 65339F101 3657.00000000 NS USD 878301.69000000 0.455656915683 Long EC CORP US N 1 N N N Cabot Corp. K05C0SER542GQ6VLRO68 127055101 -25917.00000000 NS USD -960224.85000000 -0.49815809134 Short EC CORP US N 1 N N N Aaron's, Inc. 529900IVEJ72I7MQ3Z14 002535300 -25122.00000000 NS USD -1140538.80000000 -0.59170373658 Short EC CORP US N 1 N N N Vornado Realty Trust N/A 929042109 -25599.00000000 NS USD -978137.79000000 -0.50745120222 Short EC CORP US N 1 N N N Univar Solutions, Inc. 549300VSXHFQVR770L55 91336L107 -60420.00000000 NS USD -1018681.20000000 -0.52848484631 Short EC CORP US N 1 N N N Delek US Holdings, Inc. 5493003O53JMENV1N385 24665A103 46110.00000000 NS USD 802775.10000000 0.416474236834 Long EC CORP US N 1 N N N Colfax Corp. 635400OP2DYYYMOIYL17 194014106 -33549.00000000 NS USD -936017.10000000 -0.48559927604 Short EC CORP US N 1 N N N FTI Consulting, Inc. 549300K17GM8EQD0FQ48 302941109 7473.00000000 NS USD 856032.15000000 0.444103630490 Long EC CORP US N 1 N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414H103 -43725.00000000 NS USD -937901.25000000 -0.48657676019 Short EC CORP US N 1 N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076307 6837.00000000 NS USD 958068.81000000 0.497039552521 Long EC CORP US N 1 N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102105 -21306.00000000 NS USD -940659.90000000 -0.48800792896 Short EC CORP US N 1 N N N MSC Industrial Direct Co., Inc. 0XVKH0LN6YGOWO2EGO17 553530106 13197.00000000 NS USD 960873.57000000 0.498494642846 Long EC CORP US N 1 N N N Cabot Oil & Gas Corp. FCNMH6O7VWU7LHXMK351 127097103 46269.00000000 NS USD 794901.42000000 0.412389425448 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886F107 1590.00000000 NS USD 991603.50000000 0.514437120564 Long EC CORP US N 1 N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444U700 1272.00000000 NS USD 893325.60000000 0.463451217538 Long EC CORP US N 1 N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 00404A109 -32913.00000000 NS USD -826774.56000000 -0.42892499270 Short EC CORP US N 1 N N N Zscaler, Inc. 529900MZ0RTK1BWRNF46 98980G102 9540.00000000 NS USD 1044630.00000000 0.541946906455 Long EC CORP US N 1 N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954M200 -16218.00000000 NS USD -934318.98000000 -0.48471830299 Short EC CORP US N 1 N N N TripAdvisor, Inc. N/A 896945201 -46746.00000000 NS USD -888641.46000000 -0.46102111771 Short EC CORP US N 1 N N N Liberty Latin America Ltd. 213800YWQHEAX7CAVO83 N/A -97467.00000000 NS USD -920088.48000000 -0.47733561682 Short EC CORP BM N 1 N N N Axis Capital Holdings Ltd. N/A N/A 24168.00000000 NS USD 980254.08000000 0.508549119014 Long EC CORP BM N 1 N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793100 -11766.00000000 NS USD -908923.50000000 -0.47154330148 Short EC CORP US N 1 N N N Wynn Resorts Ltd. 254900CEKKWIHTEAB172 983134107 -11289.00000000 NS USD -840917.61000000 -0.43626231040 Short EC CORP US N 1 N N N Valmont Industries, Inc. 5493009ZGZJJ8F77JN08 920253101 7950.00000000 NS USD 903279.00000000 0.468614973451 Long EC CORP US N 1 N N N Tractor Supply Co. 549300OJ9VZHZRO6I137 892356106 7473.00000000 NS USD 984866.67000000 0.510942099190 Long EC CORP US N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 16377.00000000 NS USD 902864.01000000 0.468399679474 Long EC CORP US N 1 N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 92556H206 -45156.00000000 NS USD -1053037.92000000 -0.54630887790 Short EC CORP US N 1 N N N Universal Display Corp. N/A 91347P105 -6360.00000000 NS USD -951583.20000000 -0.49367486236 Short EC CORP US N 1 N N N WEX, Inc. T9M5IGROL1TL1G5OV478 96208T104 -6360.00000000 NS USD -1049463.60000000 -0.54445454510 Short EC CORP US N 1 N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92552V100 -22419.00000000 NS USD -860217.03000000 -0.44627471764 Short EC CORP US N 1 N N N World Wrestling Entertainment, Inc. 549300WZVLSCS3L4L698 98156Q108 19716.00000000 NS USD 856660.20000000 0.444429458538 Long EC CORP US N 1 N N N Veeva Systems, Inc. 549300YZEXPDB92M2F02 922475108 4293.00000000 NS USD 1006365.06000000 0.522095317032 Long EC CORP US N 1 N N N White Mountains Insurance Group Ltd. 549300N3FL068JERBG02 N/A 954.00000000 NS USD 847123.38000000 0.439481821484 Long EC CORP BM N 1 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320102 -15264.00000000 NS USD -929577.60000000 -0.48225850744 Short EC CORP US N 1 N N N United Rentals, Inc. 5323X5O7RN0NKFCDRY08 911363109 -6678.00000000 NS USD -995289.12000000 -0.51634919503 Short EC CORP US N 1 N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 90187B408 -201294.00000000 NS USD -1014521.76000000 -0.52632695726 Short EC CORP US N 1 N N N Garmin Ltd. 2549001E0HIPIJQ0W046 N/A 10017.00000000 NS USD 976657.50000000 0.506683237884 Long EC CORP CH N 1 N N N Athene Holding Ltd. 549300H316CT32FQXI76 N/A -32277.00000000 NS USD -1006719.63000000 -0.52227926552 Short EC CORP BM N 1 N N N Everest Re Group Ltd. 549300N24XF2VV0B3570 N/A 4611.00000000 NS USD 950788.20000000 0.493262421799 Long EC CORP BM N 1 N N N Accenture plc N/A N/A 4611.00000000 NS USD 990073.92000000 0.513643584911 Long EC CORP IE N 1 N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106L109 8427.00000000 NS USD 892503.57000000 0.463024753991 Long EC CORP US N 1 N N N Capri Holdings Ltd. 549300LPG8W0H1OX3A26 N/A -60897.00000000 NS USD -951820.11000000 -0.49379776965 Short EC CORP VG N 1 N N N Silgan Holdings, Inc. KAF673KJXD92C8KSLU49 827048109 27189.00000000 NS USD 880651.71000000 0.456876090002 Long EC CORP US N 1 N N N N/A N/A N/A 18212987.89999999 PA USD 638847.10000000 0.331429510489 N/A DE N/A N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Dow Jones U.S. Low Beta Total Return Index DJTLABT Y 2021-09-30 0.00000000 USD 0.00000000 USD 18212988.00000000 USD 638847.10000000 N N N Ubiquiti, Inc. N/A 90353W103 4929.00000000 NS USD 860406.24000000 0.446372878495 Long EC CORP US N 1 N N N Liberty Global plc 549300BSGXG3QLIQYT84 N/A 43407.00000000 NS USD 933684.57000000 0.484389175417 Long EC CORP GB N 1 N N N Xilinx, Inc. 6EY4K7ZMF9UX1CU6KC79 983919101 10017.00000000 NS USD 985572.63000000 0.511308346415 Long EC CORP US N 1 N N N Okta, Inc. 549300N8J06I8MRHU620 679295105 4770.00000000 NS USD 955097.10000000 0.495497849678 Long EC CORP US N 1 N N N Sterling Bancorp 549300LQK6SKH5ZXO648 85917A100 -75843.00000000 NS USD -888879.96000000 -0.46114484988 Short EC CORP US N 1 N N N N/A N/A N/A -16448499.23000000 PA USD 1542668.10000000 0.800325669837 N/A DE N/A N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Dow Jones U.S. High Beta Total Return Index DJTSABT Y 2021-09-30 0.00000000 USD 0.00000000 USD -16448499.00000000 USD 1542668.10000000 N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030107 -68052.00000000 NS USD -903730.56000000 -0.46884923969 Short EC CORP US N 1 N N N Woodward, Inc. YPYKXXTR8TFDH54ZMB45 980745103 -13674.00000000 NS USD -1060418.70000000 -0.55013797613 Short EC CORP US N 1 N N N Rollins, Inc. 549300F2A0BXT4SGWD84 775711104 22260.00000000 NS USD 943601.40000000 0.489533959063 Long EC CORP US N 1 N N N Xerox Holdings Corp. N/A 98421M106 -57876.00000000 NS USD -884924.04000000 -0.45909254561 Short EC CORP US N 1 N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017104 -9699.00000000 NS USD -1021401.69000000 -0.52989621793 Short EC CORP US N 1 N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345Y106 5247.00000000 NS USD 893039.40000000 0.463302738934 Long EC CORP US N 1 N N N Cimpress plc 549300X1IFD75XISOR81 N/A -10176.00000000 NS USD -776835.84000000 -0.40301712597 Short EC CORP IE N 1 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 7791.00000000 NS USD 989223.27000000 0.513202273503 Long EC CORP US N 1 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 11448.00000000 NS USD 885273.84000000 0.459274019465 Long EC CORP US N 1 N N N Outfront Media, Inc. 549300RZWDYU5722I639 69007J106 -65985.00000000 NS USD -935007.45000000 -0.48507547652 Short EC CORP US N 1 N N N LivaNova plc 2138001K2FX6SHK2B339 N/A -17490.00000000 NS USD -841793.70000000 -0.43671681991 Short EC CORP GB N 1 N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 929740108 -15423.00000000 NS USD -887902.11000000 -0.46063754798 Short EC CORP US N 1 N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579Y101 5883.00000000 NS USD 917689.17000000 0.476090871188 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N/A -14787.00000000 NS USD -971801.64000000 -0.50416405089 Short EC CORP NL N 1 N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315103 11766.00000000 NS USD 942574.26000000 0.489001085850 Long EC CORP US N 1 N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211K100 28779.00000000 NS USD 945390.15000000 0.490461950342 Long EC CORP US N 1 N N N Spire, Inc. 549300NXSY15DRY2R511 84857L101 12561.00000000 NS USD 825383.31000000 0.428203221709 Long EC CORP US N 1 N N N Zynga, Inc. N/A 98986T108 102237.00000000 NS USD 975340.98000000 0.506000236303 Long EC CORP US N 1 N N N Nielsen Holdings plc 549300ZVCBHQE0XHG367 N/A 66144.00000000 NS USD 982899.84000000 0.509921721225 Long EC CORP GB N 1 N N N nVent Electric plc N/A N/A -51516.00000000 NS USD -964894.68000000 -0.50058076723 Short EC CORP IE N 1 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 9063.00000000 NS USD 1007624.34000000 0.522748622892 Long EC CORP US N 1 N N N United Therapeutics Corp. 5299005C4HZL4UWROC14 91307C102 7791.00000000 NS USD 942711.00000000 0.489072025627 Long EC CORP US N 1 N N N Selective Insurance Group, Inc. 549300R3WGJWLE40R258 816300107 17331.00000000 NS USD 914036.94000000 0.474196119218 Long EC CORP US N 1 N N N Domino's Pizza, Inc. 5299004V0Y8MI5D9FF45 25754A201 2385.00000000 NS USD 881114.40000000 0.457116130412 Long EC CORP US N 1 N N N National Health Investors, Inc. 549300ZPKZIG6DKDEC02 63633D104 -16695.00000000 NS USD -1013720.40000000 -0.52591121716 Short EC CORP US N 1 N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431109 4611.00000000 NS USD 782348.37000000 0.405876988878 Long EC CORP US N 1 N N N National Vision Holdings, Inc. 549300JHURCBLI5ROA42 63845R107 -34821.00000000 NS USD -1062736.92000000 -0.55134065283 Short EC CORP US N 1 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033G407 -44043.00000000 NS USD -797618.73000000 -0.41379914730 Short EC CORP US N 1 N N N Coupa Software, Inc. 549300Q95ICR2GFL2K37 22266L106 3975.00000000 NS USD 1101234.00000000 0.571312674902 Long EC CORP US N 1 N N N Smartsheet, Inc. 549300N9WF42OK9VL589 83200N103 16218.00000000 NS USD 825820.56000000 0.428430064021 Long EC CORP US N 1 N N N Reinsurance Group of America, Inc. LORM1GNEU1DKEW527V90 759351604 -10335.00000000 NS USD -810677.40000000 -0.42057389608 Short EC CORP US N 1 N N N Black Hills Corp. 3MGELCRSTNSAMJ962671 092113109 -15105.00000000 NS USD -855849.30000000 -0.44400876915 Short EC CORP US N 1 N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457108 6042.00000000 NS USD 991975.56000000 0.514630142750 Long EC CORP US N 1 N N N New Residential Investment Corp. 549300WNTHGEO5LP2G31 64828T201 -129108.00000000 NS USD -959272.44000000 -0.49766398754 Short EC CORP US N 1 N N N Park Hotels & Resorts, Inc. 5493005UZ5TQN0H6HS73 700517105 -94128.00000000 NS USD -930925.92000000 -0.48295800664 Short EC CORP US N 1 N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355L106 -63282.00000000 NS USD -1044153.00000000 -0.54169944211 Short EC CORP US N 1 N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094104 -5247.00000000 NS USD -961617.69000000 -0.49888068721 Short EC CORP US N 1 N N N Bank OZK 549300VYK2WBD7SST478 06417N103 40704.00000000 NS USD 955322.88000000 0.495614982799 Long EC CORP US N 1 N N N Sonoco Products Co. GKOMIK4RDJGHEF0VNP11 835495102 17649.00000000 NS USD 922866.21000000 0.478776684167 Long EC CORP US N 1 N N N Hanover Insurance Group, Inc. (The) JJYR6MFKFF6CF8DBZ078 410867105 9063.00000000 NS USD 918353.79000000 0.476435671502 Long EC CORP US N 1 N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 -4770.00000000 NS USD -859506.30000000 -0.44590599577 Short EC CORP US N 1 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189T107 -52311.00000000 NS USD -976646.37000000 -0.50667746371 Short EC CORP US N 1 N N N 2020-07-30 AGF Investments Trust Joshua Hunter Joshua Hunter Principal Financial Officer and Treasurer