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
2023-06-30
2022-09-30
N
564288985.08
251963376.14
312325608.94
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
319292605.20999998
N
N/A
N/A
Radian Group, Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
61451.00000000
NS
USD
1185389.79000000
0.379536533690
Long
EC
CORP
US
N
1
N
N
N
WillScot Mobile Mini Holdings Corp.
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp.
971378104
-33874.00000000
NS
USD
-1366138.42000000
-0.43740839076
Short
EC
CORP
US
N
1
N
N
N
DoorDash, Inc.
549300NUQ43FGGSK5051
DoorDash, Inc., Class A
25809K105
-22713.00000000
NS
USD
-1123157.85000000
-0.35961119352
Short
EC
CORP
US
N
1
N
N
N
EastGroup Properties, Inc.
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
-8208.00000000
NS
USD
-1184742.72000000
-0.37932935567
Short
EC
CORP
US
N
1
N
N
N
Corporate Office Properties Trust
YY1J47X6LF9TYY8JY420
Corporate Office Properties Trust
22002T108
51202.00000000
NS
USD
1189422.46000000
0.380827708632
Long
EC
CORP
US
N
1
N
N
N
STAAR Surgical Co.
5299006LRHI7OJ8BY308
STAAR Surgical Co.
852312305
-14201.00000000
NS
USD
-1001880.55000000
-0.32078078816
Short
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co. (The)
9845007488EC87F5AF14
Kraft Heinz Co. (The)
500754106
35394.00000000
NS
USD
1180389.90000000
0.377935675529
Long
EC
CORP
US
N
1
N
N
N
RLI Corp.
529900AMTJE5ECN9PS55
RLI Corp.
749607107
11769.00000000
NS
USD
1204910.22000000
0.385786559126
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corp.
529900JUV61FH7B8VW38
Ares Management Corp.
03990B101
-18457.00000000
NS
USD
-1143411.15000000
-0.36609586830
Short
EC
CORP
US
N
1
N
N
N
Carter's, Inc.
5299003WAQK4R3L3ZU36
Carter's, Inc.
146229109
17545.00000000
NS
USD
1149723.85000000
0.368117060237
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories, Inc.
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc., Class A
25659T107
18457.00000000
NS
USD
1202473.55000000
0.385006389351
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp.
549300VQZPJU97H3GT17
SL Green Realty Corp.
78440X887
-31225.00000000
NS
USD
-1253996.00000000
-0.40150277918
Short
EC
CORP
US
N
1
N
N
N
Foot Locker, Inc.
549300X383CBNP6MTV94
Foot Locker, Inc.
344849104
36610.00000000
NS
USD
1139669.30000000
0.364897807729
Long
EC
CORP
US
N
1
N
N
N
Penumbra, Inc.
549300RGE06P3ECANU72
Penumbra, Inc.
70975L107
-8512.00000000
NS
USD
-1613875.20000000
-0.51672842501
Short
EC
CORP
US
N
1
N
N
N
ASGN, Inc.
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
-13897.00000000
NS
USD
-1255871.89000000
-0.40210339916
Short
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
13593.00000000
NS
USD
1186804.83000000
0.379989599324
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
-111741.00000000
NS
USD
-1396762.50000000
-0.44721356815
Short
EC
CORP
US
N
1
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
-40562.00000000
NS
USD
-1128840.46000000
-0.36143064407
Short
EC
CORP
US
N
1
N
N
N
Bio-Techne Corp.
54930073RLKQ51TILZ35
Bio-Techne Corp.
09073M104
-4256.00000000
NS
USD
-1208704.00000000
-0.38700124658
Short
EC
CORP
US
N
1
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
11161.00000000
NS
USD
1192552.85000000
0.381829992758
Long
EC
CORP
US
N
1
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901J105
62971.00000000
NS
USD
1302240.28000000
0.416949568887
Long
EC
CORP
US
N
1
N
N
N
Helen of Troy Ltd.
N/A
Helen of Troy Ltd.
N/A
10640.00000000
NS
USD
1026121.60000000
0.328542255462
Long
EC
CORP
BM
N
1
N
N
N
Oak Street Health, Inc.
2549007CJE6GSEURLA30
Oak Street Health, Inc.
67181A107
-50290.00000000
NS
USD
-1233110.80000000
-0.39481578349
Short
EC
CORP
US
N
1
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
7904.00000000
NS
USD
1266299.84000000
0.405442206387
Long
EC
CORP
US
N
1
N
N
N
Morningstar, Inc.
529900YGNQPOVAXQ7F29
Morningstar, Inc.
617700109
-6080.00000000
NS
USD
-1290905.60000000
-0.41332044605
Short
EC
CORP
US
N
1
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
23625.00000000
NS
USD
1272442.50000000
0.407408955134
Long
EC
CORP
US
N
1
N
N
N
Repligen Corp.
54930006QJ0T5AUO1E71
Repligen Corp.
759916109
-6080.00000000
NS
USD
-1137628.80000000
-0.36424448314
Short
EC
CORP
US
N
1
N
N
N
Snap, Inc.
549300JNC0L6VP8A2Q35
Snap, Inc., Class A
83304A106
-130806.00000000
NS
USD
-1284514.92000000
-0.41127428658
Short
EC
CORP
US
N
1
N
N
N
Gentex Corp.
549300S3UD8XV1MN0287
Gentex Corp.
371901109
48770.00000000
NS
USD
1162676.80000000
0.372264318621
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties, Inc.
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
18457.00000000
NS
USD
1159837.88000000
0.371355356973
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies, Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
6080.00000000
NS
USD
1071113.60000000
0.342947734460
Long
EC
CORP
US
N
1
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160N109
-19673.00000000
NS
USD
-1370224.45000000
-0.43871665043
Short
EC
CORP
US
N
1
N
N
N
Lattice Semiconductor Corp.
549300LRBBPZDQ2II567
Lattice Semiconductor Corp.
518415104
-24233.00000000
NS
USD
-1192505.93000000
-0.38181496997
Short
EC
CORP
US
N
1
N
N
N
Glacier Bancorp, Inc.
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
26361.00000000
NS
USD
1295115.93000000
0.414668503935
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
2736.00000000
NS
USD
1286795.52000000
0.412004486076
Long
EC
CORP
US
N
1
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
-14201.00000000
NS
USD
-1163487.93000000
-0.37252402515
Short
EC
CORP
US
N
1
N
N
N
Curtiss-Wright Corp.
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp.
231561101
9120.00000000
NS
USD
1269139.20000000
0.406351308913
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
N/A
8816.00000000
NS
USD
1175084.64000000
0.376237044406
Long
EC
CORP
IE
N
1
N
N
N
Williams-Sonoma, Inc.
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
-9120.00000000
NS
USD
-1074792.00000000
-0.34412547970
Short
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
19065.00000000
NS
USD
1355330.85000000
0.433948037306
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock, Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc.
668771108
59323.00000000
NS
USD
1194765.22000000
0.382538346456
Long
EC
CORP
US
N
1
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
-8596.00000000
NS
USD
-1412924.52000000
-0.45238830232
Short
EC
CORP
US
N
1
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
-3040.00000000
NS
USD
-1282241.60000000
-0.41054641800
Short
EC
CORP
US
N
1
N
N
N
JM Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696405
9424.00000000
NS
USD
1294951.84000000
0.414615965816
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899101
-74523.00000000
NS
USD
-1003824.81000000
-0.32140329875
Short
EC
CORP
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912X302
-37218.00000000
NS
USD
-1154130.18000000
-0.36952787314
Short
EC
CORP
US
N
1
N
N
N
Celsius Holdings, Inc.
N/A
Celsius Holdings, Inc.
15118V207
-13289.00000000
NS
USD
-1205046.52000000
-0.38583019947
Short
EC
CORP
US
N
1
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
-19341.00000000
NS
USD
-1162974.33000000
-0.37235958138
Short
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
-8816.00000000
NS
USD
-1235915.04000000
-0.39571364134
Short
EC
CORP
US
N
1
N
N
N
Premier, Inc.
N/A
Premier, Inc., Class A
74051N102
36610.00000000
NS
USD
1242543.40000000
0.397835900878
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences, Inc.
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
12681.00000000
NS
USD
1346849.01000000
0.431232333003
Long
EC
CORP
US
N
1
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
6080.00000000
NS
USD
1237340.80000000
0.396170139297
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
40258.00000000
NS
USD
1037448.66000000
0.332168938538
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
10336.00000000
NS
USD
1228020.16000000
0.393185869121
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
-22105.00000000
NS
USD
-1190354.25000000
-0.38112604792
Short
EC
CORP
US
N
1
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Class A
571903202
8512.00000000
NS
USD
1192871.68000000
0.381932075326
Long
EC
CORP
US
N
1
N
N
N
Louisiana-Pacific Corp.
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp.
546347105
-24841.00000000
NS
USD
-1271610.79000000
-0.40714265932
Short
EC
CORP
US
N
1
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
15721.00000000
NS
USD
1097325.80000000
0.351340321955
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd.
5493007M0RIN8HY3MM77
Bunge Ltd.
N/A
13289.00000000
NS
USD
1097272.73000000
0.351323330073
Long
EC
CORP
BM
N
1
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
-8512.00000000
NS
USD
-1033271.68000000
-0.33083155861
Short
EC
CORP
US
N
1
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840M102
-55979.00000000
NS
USD
-1175559.00000000
-0.37638892436
Short
EC
CORP
US
N
1
N
N
N
Pacific Biosciences of California, Inc.
529900F1BWRE1M0KZN89
Pacific Biosciences of California, Inc.
69404D108
-236697.00000000
NS
USD
-1374026.09000000
-0.43993385449
Short
EC
CORP
US
N
1
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759100
9424.00000000
NS
USD
1282040.96000000
0.410482177350
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
4864.00000000
NS
USD
1276508.16000000
0.408710692771
Long
EC
CORP
BM
N
1
N
N
N
CH Robinson Worldwide, Inc.
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
11769.00000000
NS
USD
1133472.39000000
0.362913689289
Long
EC
CORP
US
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
12985.00000000
NS
USD
1215006.45000000
0.389019156681
Long
EC
CORP
US
N
1
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc, Class A
N/A
31225.00000000
NS
USD
1254620.50000000
0.401702730768
Long
EC
CORP
GB
N
1
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
26665.00000000
NS
USD
1179659.60000000
0.377701849042
Long
EC
CORP
US
N
1
N
N
N
Novocure Ltd.
213800YPP55UMHWA4826
Novocure Ltd.
N/A
-16937.00000000
NS
USD
-1286873.26000000
-0.41202937676
Short
EC
CORP
JE
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
36002.00000000
NS
USD
1110301.68000000
0.355494922036
Long
EC
CORP
US
N
1
N
N
N
Vertiv Holdings Co.
549300KTTIRAOGXCRV69
Vertiv Holdings Co.
92537N108
-119423.00000000
NS
USD
-1160791.56000000
-0.37166070497
Short
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
6992.00000000
NS
USD
1274431.84000000
0.408045899382
Long
EC
CORP
US
N
1
N
N
N
Etsy, Inc.
54930089Q7XT501AEA40
Etsy, Inc.
29786A106
-13289.00000000
NS
USD
-1330627.57000000
-0.42603857381
Short
EC
CORP
US
N
1
N
N
N
Mirati Therapeutics, Inc.
529900GYRW59IDQV6N54
Mirati Therapeutics, Inc.
60468T105
17545.00000000
NS
USD
1225342.80000000
0.392328635541
Long
EC
CORP
US
N
1
N
N
N
Cloudflare, Inc.
5493007DY18BGNLDWU14
Cloudflare, Inc., Class A
18915M107
-21497.00000000
NS
USD
-1188999.07000000
-0.38069214818
Short
EC
CORP
US
N
1
N
N
N
Unity Software, Inc.
549300D1ESJMGNQNG432
Unity Software, Inc.
91332U101
-31225.00000000
NS
USD
-994828.50000000
-0.31852287213
Short
EC
CORP
US
N
1
N
N
N
US Foods Holding Corp.
549300UGOZSO64CFPR97
US Foods Holding Corp.
912008109
-44210.00000000
NS
USD
-1168912.40000000
-0.37426082477
Short
EC
CORP
US
N
1
N
N
N
Match Group, Inc.
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
-24233.00000000
NS
USD
-1157125.75000000
-0.37048699078
Short
EC
CORP
US
N
1
N
N
N
Fair Isaac Corp.
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250104
2736.00000000
NS
USD
1127259.36000000
0.360924409569
Long
EC
CORP
US
N
1
N
N
N
Olin Corp.
549300GKK294V7W57P06
Olin Corp.
680665205
-24841.00000000
NS
USD
-1065182.08000000
-0.34104858823
Short
EC
CORP
US
N
1
N
N
N
Janus Henderson Group plc
2138009WPYMWJN3RVF44
Janus Henderson Group plc
N/A
-57195.00000000
NS
USD
-1161630.45000000
-0.37192929966
Short
EC
CORP
JE
N
1
N
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
50898.00000000
NS
USD
1239875.28000000
0.396981625748
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
8208.00000000
NS
USD
1340858.88000000
0.429314421110
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
15113.00000000
NS
USD
1301531.56000000
0.416722651855
Long
EC
CORP
US
N
1
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
3952.00000000
NS
USD
1123711.68000000
0.359788518083
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
75435.00000000
NS
USD
1157172.90000000
0.370502087205
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
26361.00000000
NS
USD
1197843.84000000
0.383524054932
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
-20281.00000000
NS
USD
-1233287.61000000
-0.39487239428
Short
EC
CORP
US
N
1
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
28793.00000000
NS
USD
1259981.68000000
0.403419266283
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008R107
-22409.00000000
NS
USD
-1320338.28000000
-0.42274416256
Short
EC
CORP
US
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
-6384.00000000
NS
USD
-1503048.96000000
-0.48124422621
Short
EC
CORP
US
N
1
N
N
N
Azenta, Inc.
35ZN6X1ANPH25YN32Y17
Azenta, Inc.
114340102
-24841.00000000
NS
USD
-1064685.26000000
-0.34088951706
Short
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887109
5472.00000000
NS
USD
1219325.76000000
0.390402107639
Long
EC
CORP
US
N
1
N
N
N
Upwork, Inc.
5493004QJ6WWBXVE2S70
Upwork, Inc.
91688F104
-79604.00000000
NS
USD
-1084206.48000000
-0.34713979544
Short
EC
CORP
US
N
1
N
N
N
Mercury General Corp.
5493001Q9EXPCEL4W527
Mercury General Corp.
589400100
40866.00000000
NS
USD
1161411.72000000
0.371859266981
Long
EC
CORP
US
N
1
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
-4256.00000000
NS
USD
-1149630.72000000
-0.36808724199
Short
EC
CORP
US
N
1
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
-5168.00000000
NS
USD
-1302077.60000000
-0.41689748222
Short
EC
CORP
US
N
1
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc., Class A
90138F102
-19369.00000000
NS
USD
-1339172.66000000
-0.42877452942
Short
EC
CORP
US
N
1
N
N
N
New York Community Bancorp, Inc.
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
133542.00000000
NS
USD
1139113.26000000
0.364719775578
Long
EC
CORP
US
N
1
N
N
N
ALLETE, Inc.
549300NNLSIMY6Z8OT86
ALLETE, Inc.
018522300
22409.00000000
NS
USD
1121570.45000000
0.359102941896
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
16025.00000000
NS
USD
1318056.25000000
0.422013505224
Long
EC
CORP
US
N
1
N
N
N
Jefferies Financial Group, Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
-42994.00000000
NS
USD
-1268323.00000000
-0.40608997907
Short
EC
CORP
US
N
1
N
N
N
Howard Hughes Corp. (The)
549300BVHY25JZC1KI49
Howard Hughes Corp. (The)
44267D107
-21193.00000000
NS
USD
-1173880.27000000
-0.37585143081
Short
EC
CORP
US
N
1
N
N
N
Viavi Solutions, Inc.
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550105
92676.00000000
NS
USD
1209421.80000000
0.387231070838
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
97844.00000000
NS
USD
1172171.12000000
0.375304197429
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
-8816.00000000
NS
USD
-1189366.56000000
-0.38080981064
Short
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936100
41170.00000000
NS
USD
1214103.30000000
0.388729987310
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp.
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909108
-55154.00000000
NS
USD
-999390.48000000
-0.31998352084
Short
EC
CORP
US
N
1
N
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X108
8512.00000000
NS
USD
1236538.24000000
0.395913176699
Long
EC
CORP
US
N
1
N
N
N
Globe Life, Inc.
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
13593.00000000
NS
USD
1355222.10000000
0.433913217875
Long
EC
CORP
US
N
1
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937P106
-3952.00000000
NS
USD
-784709.12000000
-0.25124712720
Short
EC
CORP
US
N
1
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949100
24841.00000000
NS
USD
1337439.44000000
0.428219589337
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
20281.00000000
NS
USD
1256205.14000000
0.402210098705
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
10944.00000000
NS
USD
1271802.24000000
0.407203957535
Long
EC
CORP
US
N
1
N
N
N
QuidelOrtho Corp.
549300YU8CMO9HF53113
QuidelOrtho Corp.
219798105
16329.00000000
NS
USD
1167196.92000000
0.373711564658
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
-19977.00000000
NS
USD
-1130298.66000000
-0.36189752861
Short
EC
CORP
US
N
1
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc., Class A
852234103
-20281.00000000
NS
USD
-1115252.19000000
-0.35707996977
Short
EC
CORP
US
N
1
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
-80820.00000000
NS
USD
-1107234.00000000
-0.35451271631
Short
EC
CORP
BM
N
1
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
-16025.00000000
NS
USD
-1136973.75000000
-0.36403475009
Short
EC
CORP
US
N
1
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
17545.00000000
NS
USD
1344122.45000000
0.430359346632
Long
EC
CORP
US
N
1
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912108
26361.00000000
NS
USD
1110061.71000000
0.355418088759
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
31225.00000000
NS
USD
1312386.75000000
0.420198252219
Long
EC
CORP
US
N
1
N
N
N
Exelixis, Inc.
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
73915.00000000
NS
USD
1158987.20000000
0.371082987377
Long
EC
CORP
US
N
1
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186106
-19065.00000000
NS
USD
-815028.75000000
-0.26095482620
Short
EC
CORP
US
N
1
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
21193.00000000
NS
USD
1423533.81000000
0.455785170748
Long
EC
CORP
US
N
1
N
N
N
Terminix Global Holdings, Inc.
549300GS10644JGL8R77
Terminix Global Holdings, Inc.
88087E100
31225.00000000
NS
USD
1195605.25000000
0.382807306150
Long
EC
CORP
US
N
1
N
N
N
United Bankshares, Inc.
5299005O3BAMJ9Z92V62
United Bankshares, Inc.
909907107
35394.00000000
NS
USD
1265335.50000000
0.405133445283
Long
EC
CORP
US
N
1
N
N
N
DraftKings, Inc.
N/A
DraftKings, Inc., Class A
26142V105
-84468.00000000
NS
USD
-1278845.52000000
-0.40945906560
Short
EC
CORP
US
N
1
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Class A
904311107
-159599.00000000
NS
USD
-1061333.35000000
-0.33981630696
Short
EC
CORP
US
N
1
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
38434.00000000
NS
USD
1100365.42000000
0.352313543463
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources, Inc.
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
-52722.00000000
NS
USD
-1134577.44000000
-0.36326750273
Short
EC
CORP
US
N
1
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130H105
-54546.00000000
NS
USD
-1232739.60000000
-0.39469693317
Short
EC
CORP
US
N
1
N
N
N
SiteOne Landscape Supply, Inc.
5299008LX7SBD4HIAU03
SiteOne Landscape Supply, Inc.
82982L103
-10640.00000000
NS
USD
-1108049.60000000
-0.35477385404
Short
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp.
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
13289.00000000
NS
USD
1190295.73000000
0.381107311065
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417E109
8208.00000000
NS
USD
1257465.60000000
0.402613671119
Long
EC
CORP
US
N
1
N
N
N
Mercury Systems, Inc.
549300P3B84SGK7HH679
Mercury Systems, Inc.
589378108
27577.00000000
NS
USD
1119626.20000000
0.358480434505
Long
EC
CORP
US
N
1
N
N
N
Genpact Ltd.
529900OSEC6Q0L4L5B35
Genpact Ltd.
N/A
28793.00000000
NS
USD
1260269.61000000
0.403511455329
Long
EC
CORP
BM
N
1
N
N
N
NorthWestern Corp.
3BPWMBHR1R9SHUN7J795
NorthWestern Corp.
668074305
24233.00000000
NS
USD
1194202.24000000
0.382358092265
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp.
54930082CG88ERDREQ47
NewMarket Corp.
651587107
4864.00000000
NS
USD
1463237.12000000
0.468497323983
Long
EC
CORP
US
N
1
N
N
N
Carlyle Group, Inc. (The)
529900NGGVF94UK6PG95
Carlyle Group, Inc. (The)
14316J108
-42082.00000000
NS
USD
-1087398.88000000
-0.34816193385
Short
EC
CORP
US
N
1
N
N
N
Texas Pacific Land Corp.
N/A
Texas Pacific Land Corp.
88262P102
-912.00000000
NS
USD
-1620833.76000000
-0.51895640754
Short
EC
CORP
US
N
1
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
5776.00000000
NS
USD
1225493.92000000
0.392377020942
Long
EC
CORP
US
N
1
N
N
N
Ovintiv, Inc.
N/A
Ovintiv, Inc.
69047Q102
-26057.00000000
NS
USD
-1198622.00000000
-0.38377320517
Short
EC
CORP
US
N
1
N
N
N
Huntsman Corp.
5299000V56320A7RIQ67
Huntsman Corp.
447011107
45730.00000000
NS
USD
1122214.20000000
0.359309056919
Long
EC
CORP
US
N
1
N
N
N
Credit Acceptance Corp.
N/A
Credit Acceptance Corp.
225310101
-2432.00000000
NS
USD
-1065216.00000000
-0.34105944870
Short
EC
CORP
US
N
1
N
N
N
Ventas, Inc.
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
27881.00000000
NS
USD
1119979.77000000
0.358593640080
Long
EC
CORP
US
N
1
N
N
N
Axis Capital Holdings Ltd.
N/A
Axis Capital Holdings Ltd.
N/A
25145.00000000
NS
USD
1235876.75000000
0.395701381706
Long
EC
CORP
BM
N
1
N
N
N
Medpace Holdings, Inc.
549300H8TYEUVTW14A54
Medpace Holdings, Inc.
58506Q109
-8816.00000000
NS
USD
-1385610.72000000
-0.44364300599
Short
EC
CORP
US
N
1
N
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
-12985.00000000
NS
USD
-1358750.40000000
-0.43504290429
Short
EC
CORP
US
N
1
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851108
-39042.00000000
NS
USD
-962385.30000000
-0.30813525130
Short
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings Ltd.
N/A
-101709.00000000
NS
USD
-1155414.24000000
-0.36993900177
Short
EC
CORP
BM
N
1
N
N
N
ITT, Inc.
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
-18457.00000000
NS
USD
-1205980.38000000
-0.38612920153
Short
EC
CORP
US
N
1
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc., Class A
09257W100
45122.00000000
NS
USD
1053147.48000000
0.337195365943
Long
EC
CORP
US
N
1
N
N
N
Pinterest, Inc.
N/A
Pinterest, Inc., Class A
72352L106
-60539.00000000
NS
USD
-1410558.70000000
-0.45163081720
Short
EC
CORP
US
N
1
N
N
N
Cousins Properties, Inc.
5493007XPYD5EJABN062
Cousins Properties, Inc.
222795502
48466.00000000
NS
USD
1131681.10000000
0.362340156428
Long
EC
CORP
US
N
1
N
N
N
Royal Gold, Inc.
5493001NGRU6SFL04184
Royal Gold, Inc.
780287108
13897.00000000
NS
USD
1303816.54000000
0.417454253727
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
15417.00000000
NS
USD
1160591.76000000
0.371596733274
Long
EC
CORP
NL
N
1
N
N
N
Shockwave Medical, Inc.
549300LDXO56IC5Y1538
Shockwave Medical, Inc.
82489T104
-4560.00000000
NS
USD
-1267999.20000000
-0.40598630522
Short
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
-43298.00000000
NS
USD
-1183334.34000000
-0.37887842243
Short
EC
CORP
US
N
1
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
-139926.00000000
NS
USD
-983679.78000000
-0.31495328972
Short
EC
CORP
PA
N
1
N
N
N
Digital Turbine, Inc.
549300D0WZR1VI2QGB24
Digital Turbine, Inc.
25400W102
-71838.00000000
NS
USD
-1035185.58000000
-0.33144434858
Short
EC
CORP
US
N
1
N
N
N
American Water Works Co., Inc.
549300DXHIJQMD5WFW18
American Water Works Co., Inc.
030420103
-9120.00000000
NS
USD
-1187059.20000000
-0.38007104317
Short
EC
CORP
US
N
1
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047109
-38130.00000000
NS
USD
-1240368.90000000
-0.39713967234
Short
EC
CORP
US
N
1
N
N
N
Arrowhead Pharmaceuticals, Inc.
549300O3CSB8T7OZ3D66
Arrowhead Pharmaceuticals, Inc.
04280A100
-34786.00000000
NS
USD
-1149677.30000000
-0.36810215592
Short
EC
CORP
US
N
1
N
N
N
Sunrun, Inc.
54930007SJ77CI66U531
Sunrun, Inc.
86771W105
-41778.00000000
NS
USD
-1152655.02000000
-0.36905555836
Short
EC
CORP
US
N
1
N
N
N
Prosperity Bancshares, Inc.
N/A
Prosperity Bancshares, Inc.
743606105
18457.00000000
NS
USD
1230712.76000000
0.394047982224
Long
EC
CORP
US
N
1
N
N
N
White Mountains Insurance Group Ltd.
549300N3FL068JERBG02
White Mountains Insurance Group Ltd.
N/A
912.00000000
NS
USD
1188354.24000000
0.380485687367
Long
EC
CORP
BM
N
1
N
N
N
YETI Holdings, Inc.
549300DSQICIGNT5GO63
YETI Holdings, Inc.
98585X104
-36610.00000000
NS
USD
-1044117.20000000
-0.33430406284
Short
EC
CORP
US
N
1
N
N
N
SentinelOne, Inc.
N/A
SentinelOne, Inc., Class A
81730H109
-50290.00000000
NS
USD
-1285412.40000000
-0.41156164054
Short
EC
CORP
US
N
1
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
-4864.00000000
NS
USD
-1286236.16000000
-0.41182539093
Short
EC
CORP
US
N
1
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
-12985.00000000
NS
USD
-1283177.70000000
-0.41084613725
Short
EC
CORP
US
N
1
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
-18153.00000000
NS
USD
-1246384.98000000
-0.39906589287
Short
EC
CORP
US
N
1
N
N
N
Guardant Health, Inc.
254900M8C3E5VC8BR186
Guardant Health, Inc.
40131M109
-27881.00000000
NS
USD
-1500834.23000000
-0.48053511689
Short
EC
CORP
US
N
1
N
N
N
Rollins, Inc.
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
39042.00000000
NS
USD
1353976.56000000
0.433514422526
Long
EC
CORP
US
N
1
N
N
N
Palantir Technologies, Inc.
549300UVN46B3BBDHO85
Palantir Technologies, Inc., Class A
69608A108
-175624.00000000
NS
USD
-1427823.12000000
-0.45715851634
Short
EC
CORP
US
N
1
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
-11465.00000000
NS
USD
-1203939.65000000
-0.38547580330
Short
EC
CORP
US
N
1
N
N
N
Amdocs Ltd.
549300HQV672RJ7RQV66
Amdocs Ltd.
N/A
15721.00000000
NS
USD
1249033.45000000
0.399913876495
Long
EC
CORP
GG
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class C
98954M200
-40866.00000000
NS
USD
-1169176.26000000
-0.37434530711
Short
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings, Inc.
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
-19673.00000000
NS
USD
-1432391.13000000
-0.45862109574
Short
EC
CORP
US
N
1
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
31529.00000000
NS
USD
999469.30000000
0.320008757332
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group, Inc.
N/A
MDU Resources Group, Inc.
552690109
43298.00000000
NS
USD
1184200.30000000
0.379155684357
Long
EC
CORP
US
N
1
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605H100
25449.00000000
NS
USD
1281866.13000000
0.410426200512
Long
EC
CORP
US
N
1
N
N
N
Plug Power, Inc.
549300JPDKRSJ8JSM954
Plug Power, Inc.
72919P202
-48162.00000000
NS
USD
-1011883.62000000
-0.32398355787
Short
EC
CORP
US
N
1
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
-15721.00000000
NS
USD
-1232683.61000000
-0.39467900636
Short
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
-4864.00000000
NS
USD
-1210017.28000000
-0.38742173083
Short
EC
CORP
US
N
1
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793100
-26057.00000000
NS
USD
-1160057.64000000
-0.37142571943
Short
EC
CORP
US
N
1
N
N
N
Cargurus, Inc.
54930027BKQN6B7X7G78
Cargurus, Inc.
141788109
-72699.00000000
NS
USD
-1030144.83000000
-0.32983040791
Short
EC
CORP
US
N
1
N
N
N
WEX, Inc.
T9M5IGROL1TL1G5OV478
WEX, Inc.
96208T104
8512.00000000
NS
USD
1080513.28000000
0.345957311559
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
-9120.00000000
NS
USD
-1190616.00000000
-0.38120985469
Short
EC
CORP
US
N
1
N
N
N
Concentrix Corp.
N/A
Concentrix Corp.
20602D101
10336.00000000
NS
USD
1153807.68000000
0.369424615520
Long
EC
CORP
US
N
1
N
N
N
SoFi Technologies, Inc.
549300SW81JCMVZDDY09
SoFi Technologies, Inc.
83406F102
-225610.00000000
NS
USD
-1100976.80000000
-0.35250929430
Short
EC
CORP
US
N
1
N
N
N
Sonoco Products Co.
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495102
20889.00000000
NS
USD
1185032.97000000
0.379422287535
Long
EC
CORP
US
N
1
N
N
N
Roku, Inc.
549300KR6ITU0YIR1T71
Roku, Inc.
77543R102
-20281.00000000
NS
USD
-1143848.40000000
-0.36623586643
Short
EC
CORP
US
N
1
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109104
19369.00000000
NS
USD
1127275.80000000
0.360929673306
Long
EC
CORP
US
N
1
N
N
N
Clean Harbors, Inc.
5493000SJVZVZJKHJF48
Clean Harbors, Inc.
184496107
11161.00000000
NS
USD
1227486.78000000
0.393015092219
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
N/A
29097.00000000
NS
USD
1325077.38000000
0.424261521332
Long
EC
CORP
BM
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
36610.00000000
NS
USD
1073771.30000000
0.343798673328
Long
EC
CORP
US
N
1
N
N
N
Avista Corp.
Q0IK63NITJD6RJ47SW96
Avista Corp.
05379B107
31529.00000000
NS
USD
1168149.45000000
0.374016544453
Long
EC
CORP
US
N
1
N
N
N
Snowflake, Inc.
254900CJNSY1K7T53Z16
Snowflake, Inc., Class A
833445109
-6992.00000000
NS
USD
-1188360.32000000
-0.38048763405
Short
EC
CORP
US
N
1
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
17849.00000000
NS
USD
1142336.00000000
0.365751628205
Long
EC
CORP
US
N
1
N
N
N
Ollie's Bargain Outlet Holdings, Inc.
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings, Inc.
681116109
22105.00000000
NS
USD
1140618.00000000
0.365201561239
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887102
38434.00000000
NS
USD
1254101.42000000
0.401536532420
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
-46946.00000000
NS
USD
-1180691.90000000
-0.37803236949
Short
EC
CORP
US
N
1
N
N
N
SLM Corp.
N/A
SLM Corp.
78442P106
-93892.00000000
NS
USD
-1313549.08000000
-0.42057040550
Short
EC
CORP
US
N
1
N
N
N
GXO Logistics, Inc.
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262G101
-30617.00000000
NS
USD
-1073432.02000000
-0.34369004310
Short
EC
CORP
US
N
1
N
N
N
Trex Co., Inc.
N/A
Trex Co., Inc.
89531P105
-29097.00000000
NS
USD
-1278522.18000000
-0.40935553902
Short
EC
CORP
US
N
1
N
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
-6992.00000000
NS
USD
-1198638.56000000
-0.38377850733
Short
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
-4560.00000000
NS
USD
-1231747.20000000
-0.39437918785
Short
EC
CORP
US
N
1
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
-3040.00000000
NS
USD
-1112640.00000000
-0.35624360223
Short
EC
CORP
US
N
1
N
N
N
Affirm Holdings, Inc.
N/A
Affirm Holdings, Inc.
00827B106
-56587.00000000
NS
USD
-1061572.12000000
-0.33989275602
Short
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
-33049.00000000
NS
USD
-1252557.10000000
-0.40104207408
Short
EC
CORP
LR
N
1
N
N
N
Wolfspeed, Inc.
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852102
-11769.00000000
NS
USD
-1216443.84000000
-0.38947937830
Short
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
-19369.00000000
NS
USD
-1207269.77000000
-0.38654203672
Short
EC
CORP
US
N
1
N
N
N
Twist Bioscience Corp.
549300T23BL59LCOH584
Twist Bioscience Corp.
90184D100
-32441.00000000
NS
USD
-1143220.84000000
-0.36603493510
Short
EC
CORP
US
N
1
N
N
N
Axon Enterprise, Inc.
549300QP2IEEGFE16681
Axon Enterprise, Inc.
05464C101
-11465.00000000
NS
USD
-1327073.75000000
-0.42490071643
Short
EC
CORP
US
N
1
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
17241.00000000
NS
USD
1281695.94000000
0.410371709303
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670G102
-27881.00000000
NS
USD
-1153715.78000000
-0.36939519110
Short
EC
CORP
US
N
1
N
N
N
Perrigo Co. plc
549300IFOQS6R1QLY196
Perrigo Co. plc
N/A
34482.00000000
NS
USD
1229628.12000000
0.393700703625
Long
EC
CORP
IE
N
1
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
-29401.00000000
NS
USD
-1290997.91000000
-0.41335000174
Short
EC
CORP
US
N
1
N
N
N
Boston Beer Co., Inc. (The)
529900Q02MQ0DCQNRM58
Boston Beer Co., Inc. (The), Class A
100557107
-3952.00000000
NS
USD
-1279064.80000000
-0.40952927438
Short
EC
CORP
US
N
1
N
N
N
WR Berkley Corp.
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423102
20281.00000000
NS
USD
1309746.98000000
0.419353054155
Long
EC
CORP
US
N
1
N
N
N
Elastic NV
2549003I48WHHH937I59
Elastic NV
N/A
-16633.00000000
NS
USD
-1193251.42000000
-0.38205365997
Short
EC
CORP
NL
N
1
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
29401.00000000
NS
USD
1176040.00000000
0.376542930306
Long
EC
CORP
US
N
1
N
N
N
Macy's, Inc.
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
-74523.00000000
NS
USD
-1167775.41000000
-0.37389678482
Short
EC
CORP
US
N
1
N
N
N
Veeva Systems, Inc.
549300YZEXPDB92M2F02
Veeva Systems, Inc., Class A
922475108
-6754.00000000
NS
USD
-1113599.52000000
-0.35655082008
Short
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
20889.00000000
NS
USD
1199864.16000000
0.384170918315
Long
EC
CORP
US
N
1
N
N
N
Intellia Therapeutics, Inc.
5493002T5BCPE5DZC723
Intellia Therapeutics, Inc.
45826J105
-23625.00000000
NS
USD
-1322055.00000000
-0.42329381970
Short
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
5776.00000000
NS
USD
1279384.00000000
0.409631475415
Long
EC
CORP
US
N
1
N
N
N
Hanover Insurance Group, Inc. (The)
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc. (The)
410867105
10032.00000000
NS
USD
1285500.48000000
0.411589841884
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group, Inc.
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
-13289.00000000
NS
USD
-1192687.75000000
-0.38187318486
Short
EC
CORP
US
N
1
N
N
N
Aspen Technology, Inc.
254900545H80W6GA2J08
Aspen Technology, Inc.
29109X106
6384.00000000
NS
USD
1520668.80000000
0.486885723255
Long
EC
CORP
US
N
1
N
N
N
Blueprint Medicines Corp.
5299004CC60O9T5HVM83
Blueprint Medicines Corp.
09627Y109
-19369.00000000
NS
USD
-1276223.41000000
-0.40861952189
Short
EC
CORP
US
N
1
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc., Class A
222070203
-175624.00000000
NS
USD
-1109943.68000000
-0.35538029807
Short
EC
CORP
US
N
1
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
-14505.00000000
NS
USD
-1241047.80000000
-0.39735704165
Short
EC
CORP
US
N
1
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
42994.00000000
NS
USD
1071410.48000000
0.343042789105
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
4864.00000000
NS
USD
1408322.56000000
0.450914852861
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
-42690.00000000
NS
USD
-1197881.40000000
-0.38353608084
Short
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
-76347.00000000
NS
USD
-1212390.36000000
-0.38818154044
Short
EC
CORP
US
N
1
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
11161.00000000
NS
USD
1309966.57000000
0.419423362191
Long
EC
CORP
US
N
1
N
N
N
Trade Desk, Inc. (The)
549300GXPD31VT3E0P46
Trade Desk, Inc. (The), Class A
88339J105
-22105.00000000
NS
USD
-1320773.75000000
-0.42288359077
Short
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT, Inc.
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
87204.00000000
NS
USD
1144116.48000000
0.366321699934
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
10640.00000000
NS
USD
1159760.00000000
0.371330421458
Long
EC
CORP
US
N
1
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
-3952.00000000
NS
USD
-1195993.76000000
-0.38293169876
Short
EC
CORP
US
N
1
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
8208.00000000
NS
USD
1179243.36000000
0.377568577870
Long
EC
CORP
US
N
1
N
N
N
PNM Resources, Inc.
5493003JOBJGLZSDDQ28
PNM Resources, Inc.
69349H107
28489.00000000
NS
USD
1302801.97000000
0.417129410047
Long
EC
CORP
US
N
1
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
77780.00000000
NS
USD
1169811.20000000
0.374548601368
Long
EC
CORP
US
N
1
N
N
N
RenaissanceRe Holdings Ltd.
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
N/A
10032.00000000
NS
USD
1408392.48000000
0.450937239754
Long
EC
CORP
BM
N
1
N
N
N
Asana, Inc.
N/A
Asana, Inc., Class A
04342Y104
-70571.00000000
NS
USD
-1568793.33000000
-0.50229417156
Short
EC
CORP
US
N
1
N
N
N
10X Genomics, Inc.
5493003Z6741WNLG7H43
10X Genomics, Inc., Class A
88025U109
-40524.00000000
NS
USD
-1154123.52000000
-0.36952574075
Short
EC
CORP
US
N
1
N
N
N
Five Below, Inc.
529900AAXP5Z6BGI7418
Five Below, Inc.
33829M101
-10944.00000000
NS
USD
-1506660.48000000
-0.48240055790
Short
EC
CORP
US
N
1
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
26665.00000000
NS
USD
1256454.80000000
0.402290034513
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
-28793.00000000
NS
USD
-1250192.06000000
-0.40028483871
Short
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group, Inc.
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group, Inc.
008252108
-10640.00000000
NS
USD
-1190084.00000000
-0.38103951963
Short
EC
CORP
US
N
1
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
13289.00000000
NS
USD
1148834.05000000
0.367832165251
Long
EC
CORP
US
N
1
N
N
N
Vontier Corp.
549300VVSQLG4P5K4639
Vontier Corp.
928881101
59627.00000000
NS
USD
996367.17000000
0.319015521455
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
7904.00000000
NS
USD
1140705.28000000
0.365229506434
Long
EC
CORP
US
N
1
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
-10944.00000000
NS
USD
-1111910.40000000
-0.35600999987
Short
EC
CORP
US
N
1
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311A105
20281.00000000
NS
USD
1244239.35000000
0.398378907904
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc., Class A
902494103
17241.00000000
NS
USD
1136699.13000000
0.363946822630
Long
EC
CORP
US
N
1
N
N
N
Teladoc Health, Inc.
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918A105
-43298.00000000
NS
USD
-1097604.30000000
-0.35142949171
Short
EC
CORP
US
N
1
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
14505.00000000
NS
USD
1165041.60000000
0.373021477154
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group, Inc.
N/A
American Airlines Group, Inc.
02376R102
-101405.00000000
NS
USD
-1220916.20000000
-0.39091133261
Short
EC
CORP
US
N
1
N
N
N
Bill.com Holdings, Inc.
549300IBF9VZZIGOZW63
Bill.com Holdings, Inc.
090043100
-8208.00000000
NS
USD
-1086492.96000000
-0.34787187758
Short
EC
CORP
US
N
1
N
N
N
KKR & Co., Inc.
54930013V5I303TF9571
KKR & Co., Inc.
48251W104
-26969.00000000
NS
USD
-1159667.00000000
-0.37130064484
Short
EC
CORP
US
N
1
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
-10032.00000000
NS
USD
-1247679.84000000
-0.39948047943
Short
EC
CORP
US
N
1
N
N
N
Cintas Corp.
N/A
Cintas Corp.
172908105
-3344.00000000
NS
USD
-1298107.36000000
-0.41562629603
Short
EC
CORP
US
N
1
N
N
N
Vir Biotechnology, Inc.
N/A
Vir Biotechnology, Inc.
92764N102
55154.00000000
NS
USD
1063369.12000000
0.340468117106
Long
EC
CORP
US
N
1
N
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co.
68622V106
45426.00000000
NS
USD
1062968.40000000
0.340339815107
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
-2736.00000000
NS
USD
-1292130.72000000
-0.41371270334
Short
EC
CORP
US
N
1
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
-43906.00000000
NS
USD
-1237271.08000000
-0.39614781644
Short
EC
CORP
US
N
1
N
N
N
Science Applications International Corp.
549300LZPNZIXQGZPZ48
Science Applications International Corp.
808625107
14809.00000000
NS
USD
1309559.87000000
0.419293145523
Long
EC
CORP
US
N
1
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
6992.00000000
NS
USD
1147247.36000000
0.367324140948
Long
EC
CORP
US
N
1
N
N
N
Datadog, Inc.
549300F6JNO0KRPO1K63
Datadog, Inc., Class A
23804L103
-13201.00000000
NS
USD
-1171984.78000000
-0.37524453533
Short
EC
CORP
US
N
1
N
N
N
Smartsheet, Inc.
549300N9WF42OK9VL589
Smartsheet, Inc., Class A
83200N103
-41170.00000000
NS
USD
-1414601.20000000
-0.45292513950
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
38909091.00000000
NC
USD
-3474595.95000000
-1.11249153144
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Dow Jones U.S. Low Beta Total Return Index
DJTLABT
Y
2023-10-02
0.00000000
USD
0.00000000
USD
38909091.00000000
USD
-3474595.95000000
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
5776.00000000
NS
USD
1200426.08000000
0.384350833117
Long
EC
CORP
US
N
1
N
N
N
Umpqua Holdings Corp.
5299002ENJ7CY215BW86
Umpqua Holdings Corp.
904214103
73611.00000000
NS
USD
1258011.99000000
0.402788613546
Long
EC
CORP
US
N
1
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040Q104
17545.00000000
NS
USD
1128494.40000000
0.361319843041
Long
EC
CORP
US
N
1
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959W103
11161.00000000
NS
USD
1098577.23000000
0.351741003156
Long
EC
CORP
US
N
1
N
N
N
Spire, Inc.
549300NXSY15DRY2R511
Spire, Inc.
84857L101
18457.00000000
NS
USD
1150424.81000000
0.368341492682
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
5472.00000000
NS
USD
1147204.80000000
0.367310514143
Long
EC
CORP
US
N
1
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc.
885160101
15721.00000000
NS
USD
1100155.58000000
0.352246357169
Long
EC
CORP
US
N
1
N
N
N
Amcor plc
549300GSODGFCDQ3DI89
Amcor plc
N/A
108397.00000000
NS
USD
1163099.81000000
0.372399757402
Long
EC
CORP
JE
N
1
N
N
N
Commerce Bancshares, Inc.
N/A
Commerce Bancshares, Inc.
200525103
19065.00000000
NS
USD
1261340.40000000
0.403854299453
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza, Inc.
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
3344.00000000
NS
USD
1037308.80000000
0.332124158348
Long
EC
CORP
US
N
1
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
-21801.00000000
NS
USD
-976684.80000000
-0.31271364628
Short
EC
CORP
US
N
1
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
10944.00000000
NS
USD
1182499.20000000
0.378611028411
Long
EC
CORP
US
N
1
N
N
N
APA Corp.
549300VCIWLRHYVSHC79
APA Corp.
03743Q108
-34786.00000000
NS
USD
-1189333.34000000
-0.38079917430
Short
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corp.
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143101
-173496.00000000
NS
USD
-1150278.48000000
-0.36829464093
Short
EC
CORP
US
N
1
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
-2128.00000000
NS
USD
-1170995.84000000
-0.37492789783
Short
EC
CORP
US
N
1
N
N
N
Verint Systems, Inc.
549300KEQJS5FRVUCO94
Verint Systems, Inc.
92343X100
27273.00000000
NS
USD
915827.34000000
0.293228385308
Long
EC
CORP
US
N
1
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
-6688.00000000
NS
USD
-1276003.52000000
-0.40854911780
Short
EC
CORP
US
N
1
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
-31928.00000000
NS
USD
-1029997.28000000
-0.32978316555
Short
EC
CORP
US
N
1
N
N
N
Western Union Co. (The)
28ID94QU1140NC23S047
Western Union Co. (The)
959802109
88420.00000000
NS
USD
1193670.00000000
0.382187680367
Long
EC
CORP
US
N
1
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
-5472.00000000
NS
USD
-1133305.92000000
-0.36286038914
Short
EC
CORP
US
N
1
N
N
N
Freshpet, Inc.
549300S4ZK8ZQ6HNPN59
Freshpet, Inc.
358039105
-30921.00000000
NS
USD
-1548832.89000000
-0.49590326430
Short
EC
CORP
US
N
1
N
N
N
Black Knight, Inc.
549300TUSNXS3BFFML48
Black Knight, Inc.
09215C105
19977.00000000
NS
USD
1293111.21000000
0.414026635340
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
31225.00000000
NS
USD
1185613.25000000
0.379608080817
Long
EC
CORP
US
N
1
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417106
29401.00000000
NS
USD
1171923.86000000
0.375225030050
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
18153.00000000
NS
USD
1264537.98000000
0.404878096385
Long
EC
CORP
US
N
1
N
N
N
Confluent, Inc.
254900MRZ83YWUV7SN74
Confluent, Inc., Class A
20717M103
-49074.00000000
NS
USD
-1166488.98000000
-0.37348489736
Short
EC
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
-33266.00000000
NS
USD
-1273089.82000000
-0.40761621319
Short
EC
CORP
US
N
1
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329W102
10640.00000000
NS
USD
1083896.80000000
0.347040642513
Long
EC
CORP
US
N
1
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
5776.00000000
NS
USD
1301910.40000000
0.416843948345
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
-48770.00000000
NS
USD
-1292405.00000000
-0.41380052195
Short
EC
CORP
US
N
1
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
10640.00000000
NS
USD
1305421.60000000
0.417968159713
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
11465.00000000
NS
USD
1103506.25000000
0.353319170254
Long
EC
CORP
US
N
1
N
N
N
Avnet, Inc.
XJI53DCPL7QABOWK4Z75
Avnet, Inc.
053807103
30313.00000000
NS
USD
1094905.56000000
0.350565412716
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
10336.00000000
NS
USD
1163213.44000000
0.372436139305
Long
EC
CORP
US
N
1
N
N
N
Selective Insurance Group, Inc.
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
16633.00000000
NS
USD
1353926.20000000
0.433498298328
Long
EC
CORP
US
N
1
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
-11465.00000000
NS
USD
-1219876.00000000
-0.39057828275
Short
EC
CORP
US
N
1
N
N
N
Murphy USA, Inc.
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
4560.00000000
NS
USD
1253589.60000000
0.401372658570
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup, Inc.
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup, Inc.
56418H100
18153.00000000
NS
USD
1174317.57000000
0.375991444949
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings, Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
-6080.00000000
NS
USD
-1083091.20000000
-0.34678270657
Short
EC
CORP
US
N
1
N
N
N
First Horizon Corp.
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp.
320517105
58715.00000000
NS
USD
1344573.50000000
0.430503763224
Long
EC
CORP
US
N
1
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc., Class A
536797103
4864.00000000
NS
USD
1043571.20000000
0.334129245290
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
-10336.00000000
NS
USD
-1245074.56000000
-0.39864632433
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
-33923428.43000000
NC
USD
5884208.03000000
1.883997937271
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Dow Jones U.S. High Beta Total Return Index
DJTSABT
Y
2023-10-02
0.00000000
USD
0.00000000
USD
-33923428.00000000
USD
5884208.03000000
N
N
N
Chewy, Inc.
254900NPQSTG9I422879
Chewy, Inc., Class A
16679L109
-37147.00000000
NS
USD
-1141155.84000000
-0.36537376613
Short
EC
CORP
US
N
1
N
N
N
Blackstone, Inc.
5299004LW4QWGZUB8Y96
Blackstone, Inc., Class A
09260D107
-14201.00000000
NS
USD
-1188623.70000000
-0.38057196271
Short
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
-3344.00000000
NS
USD
-1122848.32000000
-0.35951208862
Short
EC
CORP
US
N
1
N
N
N
Maximus, Inc.
549300DQCDS8HJ7QF202
Maximus, Inc.
577933104
21801.00000000
NS
USD
1261623.87000000
0.403945060503
Long
EC
CORP
US
N
1
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056107
16633.00000000
NS
USD
1121396.86000000
0.359047362080
Long
EC
CORP
US
N
1
N
N
N
Synaptics, Inc.
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157D109
-11769.00000000
NS
USD
-1165248.69000000
-0.37308778295
Short
EC
CORP
US
N
1
N
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
19673.00000000
NS
USD
1241169.57000000
0.397396029807
Long
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
-5168.00000000
NS
USD
-1271689.76000000
-0.40716794383
Short
EC
CORP
US
N
1
N
N
N
Dun & Bradstreet Holdings, Inc.
N/A
Dun & Bradstreet Holdings, Inc.
26484T106
92068.00000000
NS
USD
1140722.52000000
0.365235026314
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
-17241.00000000
NS
USD
-1334108.58000000
-0.42715311899
Short
EC
CORP
US
N
1
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735100
12681.00000000
NS
USD
1169061.39000000
0.374308528195
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
5776.00000000
NS
USD
1125280.32000000
0.360290763161
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
12681.00000000
NS
USD
1134061.83000000
0.363102415408
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
-6688.00000000
NS
USD
-1253598.72000000
-0.40137557860
Short
EC
CORP
US
N
1
N
N
N
Baker Hughes Co.
N/A
Baker Hughes Co.
05722G100
51506.00000000
NS
USD
1079565.76000000
0.345653935860
Long
EC
CORP
US
N
1
N
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
-7600.00000000
NS
USD
-1147600.00000000
-0.36743704875
Short
EC
CORP
US
N
1
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
6992.00000000
NS
USD
1299672.96000000
0.416127567768
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings, Inc.
529900RP7DJ882LI9T83
Allison Transmission Holdings, Inc.
01973R101
36306.00000000
NS
USD
1225690.56000000
0.392439980877
Long
EC
CORP
US
N
1
N
N
N
Chegg, Inc.
549300AKX7O8JG0O3G77
Chegg, Inc.
163092109
69659.00000000
NS
USD
1467715.13000000
0.469931087297
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
-19369.00000000
NS
USD
-1392050.03000000
-0.44570473574
Short
EC
CORP
US
N
1
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
-3344.00000000
NS
USD
-1211163.36000000
-0.38778868121
Short
EC
CORP
US
N
1
N
N
N
CRISPR Therapeutics AG
506700O6IRRIQLT3W370
CRISPR Therapeutics AG
N/A
19977.00000000
NS
USD
1305496.95000000
0.417992285176
Long
EC
CORP
CH
N
1
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
21497.00000000
NS
USD
1326149.93000000
0.424604928971
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
12377.00000000
NS
USD
1151308.54000000
0.368624444184
Long
EC
CORP
US
N
1
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Co.
146869102
-39603.00000000
NS
USD
-803940.90000000
-0.25740473306
Short
EC
CORP
US
N
1
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884L109
-28185.00000000
NS
USD
-1148538.75000000
-0.36773761648
Short
EC
CORP
US
N
1
N
N
N
Opendoor Technologies, Inc.
254900KX11YZ4HV5BQ47
Opendoor Technologies, Inc.
683712103
-306386.00000000
NS
USD
-952860.46000000
-0.30508560064
Short
EC
CORP
US
N
1
N
N
N
CACI International, Inc.
SYRPI2D1O9WRTS2WX210
CACI International, Inc., Class A
127190304
4864.00000000
NS
USD
1269795.84000000
0.406561551039
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
6080.00000000
NS
USD
902697.60000000
0.289024522537
Long
EC
CORP
US
N
1
N
N
N
Capri Holdings Ltd.
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
N/A
-28185.00000000
NS
USD
-1083431.40000000
-0.34689163135
Short
EC
CORP
VG
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
1824.00000000
NS
USD
1282910.40000000
0.410760553498
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp.
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
18761.00000000
NS
USD
1250233.04000000
0.400297959633
Long
EC
CORP
US
N
1
N
N
N
1Life Healthcare, Inc.
N/A
1Life Healthcare, Inc.
68269G107
-80212.00000000
NS
USD
-1375635.80000000
-0.44044924931
Short
EC
CORP
US
N
1
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
-10032.00000000
NS
USD
-1073323.68000000
-0.34365535494
Short
EC
CORP
US
N
1
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
5168.00000000
NS
USD
1192464.32000000
0.381801647340
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414H103
87508.00000000
NS
USD
1085974.28000000
0.347705807309
Long
EC
CORP
US
N
1
N
N
N
Avalara, Inc.
549300Q16CMW239SS315
Avalara, Inc.
05338G106
-15113.00000000
NS
USD
-1387373.40000000
-0.44420737854
Short
EC
CORP
US
N
1
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
-4864.00000000
NS
USD
-1290176.00000000
-0.41308684368
Short
EC
CORP
US
N
1
N
N
N
Leidos Holdings, Inc.
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
13897.00000000
NS
USD
1215570.59000000
0.389199782280
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Co.
GJOUP9M7C39GLSK9R870
Portland General Electric Co.
736508847
25753.00000000
NS
USD
1119225.38000000
0.358352100488
Long
EC
CORP
US
N
1
N
N
N
Saia, Inc.
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
-6384.00000000
NS
USD
-1212960.00000000
-0.38836392703
Short
EC
CORP
US
N
1
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250P103
50290.00000000
NS
USD
1152646.80000000
0.369052926499
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
12073.00000000
NS
USD
1283842.82000000
0.411059094499
Long
EC
CORP
US
N
1
N
N
N
Insulet Corp.
549300TZTYD2PYN92D43
Insulet Corp.
45784P101
-5168.00000000
NS
USD
-1185539.20000000
-0.37958437158
Short
EC
CORP
US
N
1
N
N
N
Alleghany Corp.
549300DCJE6AYX159479
Alleghany Corp.
017175100
1520.00000000
NS
USD
1275842.40000000
0.408497530615
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt, Inc.
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc.
524660107
34482.00000000
NS
USD
1145492.04000000
0.366762124914
Long
EC
CORP
US
N
1
N
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048109
29097.00000000
NS
USD
1223237.88000000
0.391654685042
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
-4864.00000000
NS
USD
-1349614.08000000
-0.43211764945
Short
EC
CORP
US
N
1
N
N
N
Dell Technologies, Inc.
549300TJB5YBRUPOG437
Dell Technologies, Inc., Class C
24703L202
32441.00000000
NS
USD
1108508.97000000
0.354920934521
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
10336.00000000
NS
USD
1195978.56000000
0.382926832051
Long
EC
CORP
US
N
1
N
N
N
Natera, Inc.
N/A
Natera, Inc.
632307104
-28793.00000000
NS
USD
-1261709.26000000
-0.40397240056
Short
EC
CORP
US
N
1
N
N
N
Avis Budget Group, Inc.
529900E95812SYWMCE44
Avis Budget Group, Inc.
053774105
-7904.00000000
NS
USD
-1173427.84000000
-0.37570657237
Short
EC
CORP
US
N
1
N
N
N
ZoomInfo Technologies, Inc.
N/A
ZoomInfo Technologies, Inc., Class A
98980F104
-30313.00000000
NS
USD
-1262839.58000000
-0.40433430492
Short
EC
CORP
US
N
1
N
N
N
Arista Networks, Inc.
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
-11161.00000000
NS
USD
-1259965.29000000
-0.40341401855
Short
EC
CORP
US
N
1
N
N
N
Biohaven Pharmaceutical Holding Co. Ltd.
5299007STZTNN32O9920
Biohaven Pharmaceutical Holding Co. Ltd.
N/A
9120.00000000
NS
USD
1378670.40000000
0.441420863527
Long
EC
CORP
VG
N
1
N
N
N
Brixmor Property Group, Inc.
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc.
11120U105
-62971.00000000
NS
USD
-1163074.37000000
-0.37239161205
Short
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
3040.00000000
NS
USD
1174321.60000000
0.375992735269
Long
EC
CORP
US
N
1
N
N
N
Flowserve Corp.
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354P105
42994.00000000
NS
USD
1044754.20000000
0.334508016664
Long
EC
CORP
US
N
1
N
N
N
Home BancShares, Inc.
N/A
Home BancShares, Inc.
436893200
55979.00000000
NS
USD
1260087.29000000
0.403453080353
Long
EC
CORP
US
N
1
N
N
N
Nielsen Holdings plc
549300ZVCBHQE0XHG367
Nielsen Holdings plc
N/A
-49986.00000000
NS
USD
-1385611.92000000
-0.44364339021
Short
EC
CORP
GB
N
1
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
-5472.00000000
NS
USD
-1181404.80000000
-0.37826062486
Short
EC
CORP
US
N
1
N
N
N
Inspire Medical Systems, Inc.
549300XQQCQ7HCJKTW25
Inspire Medical Systems, Inc.
457730109
-6688.00000000
NS
USD
-1186250.56000000
-0.37981213389
Short
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle, Inc.
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020Q107
-7904.00000000
NS
USD
-1194057.28000000
-0.38231167916
Short
EC
CORP
US
N
1
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
9728.00000000
NS
USD
1092357.12000000
0.349749456571
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corp.
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
-24841.00000000
NS
USD
-836148.06000000
-0.26771677892
Short
EC
CORP
US
N
1
N
N
N
DocuSign, Inc.
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
-23929.00000000
NS
USD
-1279483.63000000
-0.40966337481
Short
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp.
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp.
099502106
13897.00000000
NS
USD
1283387.95000000
0.410913454825
Long
EC
CORP
US
N
1
N
N
N
Wayfair, Inc.
54930027N9ZAVYFDHK53
Wayfair, Inc., Class A
94419L101
-26057.00000000
NS
USD
-848155.35000000
-0.27156125713
Short
EC
CORP
US
N
1
N
N
N
Floor & Decor Holdings, Inc.
549300M5FR3N688XGQ36
Floor & Decor Holdings, Inc., Class A
339750101
-16329.00000000
NS
USD
-1147275.54000000
-0.36733316358
Short
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
14505.00000000
NS
USD
1096142.85000000
0.350961566590
Long
EC
CORP
US
N
1
N
N
N
National Storage Affiliates Trust
N/A
National Storage Affiliates Trust
637870106
-25753.00000000
NS
USD
-1070809.74000000
-0.34285044496
Short
EC
CORP
US
N
1
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
-37826.00000000
NS
USD
-1233127.60000000
-0.39482116249
Short
EC
CORP
US
N
1
N
N
N
Alkermes plc
N/A
Alkermes plc
N/A
54850.00000000
NS
USD
1224800.50000000
0.392155002645
Long
EC
CORP
IE
N
1
N
N
N
Tetra Tech, Inc.
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
-10032.00000000
NS
USD
-1289412.96000000
-0.41284253455
Short
EC
CORP
US
N
1
N
N
N
Performance Food Group Co.
549300EUK8GR9IT1YK57
Performance Food Group Co.
71377A103
-27577.00000000
NS
USD
-1184432.15000000
-0.37922991778
Short
EC
CORP
US
N
1
N
N
N
Redfin Corp.
549300HXWD3JEMZU3O57
Redfin Corp.
75737F108
-156570.00000000
NS
USD
-914368.80000000
-0.29276139190
Short
EC
CORP
US
N
1
N
N
N
H&R Block, Inc.
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
29097.00000000
NS
USD
1237786.38000000
0.396312804512
Long
EC
CORP
US
N
1
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565104
21193.00000000
NS
USD
1223683.82000000
0.391797465521
Long
EC
CORP
US
N
1
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
-15417.00000000
NS
USD
-1158587.55000000
-0.37095502796
Short
EC
CORP
US
N
1
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
8512.00000000
NS
USD
1410523.52000000
0.451619553320
Long
EC
CORP
US
N
1
N
N
N
UGI Corp.
DX6GCWD4Q1JO9CRE5I40
UGI Corp.
902681105
-34786.00000000
NS
USD
-1124631.38000000
-0.36008298641
Short
EC
CORP
US
N
1
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
-16329.00000000
NS
USD
-1315137.66000000
-0.42107903494
Short
EC
CORP
US
N
1
N
N
N
2022-10-31
AGF Investments Trust
Joshua Hunter
Joshua Hunter
Principal Financial Officer and Treasurer
XXXX