0001752724-23-185722.txt : 20230823
0001752724-23-185722.hdr.sgml : 20230823
20230823084758
ACCESSION NUMBER: 0001752724-23-185722
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230823
DATE AS OF CHANGE: 20230823
PERIOD START: 20230630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AGF Investments Trust
CENTRAL INDEX KEY: 0001479599
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22540
FILM NUMBER: 231195357
BUSINESS ADDRESS:
STREET 1: 53 STATE STREET
STREET 2: SUITE 1308
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 617-292-9801
MAIL ADDRESS:
STREET 1: 53 STATE STREET
STREET 2: SUITE 1308
CITY: BOSTON
STATE: MA
ZIP: 02109
FORMER COMPANY:
FORMER CONFORMED NAME: FQF Trust
DATE OF NAME CHANGE: 20091229
0001479599
S000033013
AGF U.S. Market Neutral Anti-Beta Fund
C000101802
AGF U.S. Market Neutral Anti-Beta Fund
BTAL
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001479599
XXXXXXXX
S000033013
C000101802
AGF Investments Trust
811-22540
0001479599
549300LZ7H1IZJQS6J67
99 High Street
Suite 2802
Boston
02110
617-292-9801
AGF U.S. Market Neutral Anti-Beta Fund
S000033013
549300YBDDPCJBGJCO29
2023-06-30
2023-06-30
N
563921295.65
288781913.48
275139382.17
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
289975010.74000001
N
N/A
N/A
Radian Group, Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
50904.00000000
NS
USD
1286853.12000000
0.467709533201
Long
EC
CORP
US
N
1
N
N
N
Agree Realty Corp.
N/A
Agree Realty Corp.
008492100
20106.00000000
NS
USD
1314731.34000000
0.477841932198
Long
EC
CORP
US
N
1
N
N
N
DoorDash, Inc.
549300NUQ43FGGSK5051
DoorDash, Inc., Class A
25809K105
-18918.00000000
NS
USD
-1445713.56000000
-0.52544770166
Short
EC
CORP
US
N
1
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp., Class A
25470M109
-188856.00000000
NS
USD
-1244561.04000000
-0.45233838579
Short
EC
CORP
US
N
1
N
N
N
Corporate Office Properties Trust
YY1J47X6LF9TYY8JY420
Corporate Office Properties Trust
22002T108
58329.00000000
NS
USD
1385313.75000000
0.503495260865
Long
EC
CORP
US
N
1
N
N
N
Constellation Energy Corp.
549300F8Y20RYGNGV346
Constellation Energy Corp.
21037T109
-15082.00000000
NS
USD
-1380757.10000000
-0.50183913662
Short
EC
CORP
US
N
1
N
N
N
STAAR Surgical Co.
5299006LRHI7OJ8BY308
STAAR Surgical Co.
852312305
-21294.00000000
NS
USD
-1119425.58000000
-0.40685763381
Short
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
12460.00000000
NS
USD
1483861.40000000
0.539312616135
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co. (The)
9845007488EC87F5AF14
Kraft Heinz Co. (The)
500754106
33768.00000000
NS
USD
1198764.00000000
0.435693353145
Long
EC
CORP
US
N
1
N
N
N
RLI Corp.
529900AMTJE5ECN9PS55
RLI Corp.
749607107
10395.00000000
NS
USD
1418605.65000000
0.515595273497
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corp.
529900JUV61FH7B8VW38
Ares Management Corp.
03990B101
-15082.00000000
NS
USD
-1453150.70000000
-0.52815074619
Short
EC
CORP
US
N
1
N
N
N
Dolby Laboratories, Inc.
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc., Class A
25659T107
15681.00000000
NS
USD
1312186.08000000
0.476916851979
Long
EC
CORP
US
N
1
N
N
N
Penumbra, Inc.
549300RGE06P3ECANU72
Penumbra, Inc.
70975L107
-4158.00000000
NS
USD
-1430601.48000000
-0.51995518370
Short
EC
CORP
US
N
1
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222100
32877.00000000
NS
USD
1348943.31000000
0.490276346250
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp.
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
5940.00000000
NS
USD
1311255.00000000
0.476578448951
Long
EC
CORP
US
N
1
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
7425.00000000
NS
USD
1375778.25000000
0.500029562888
Long
EC
CORP
US
N
1
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
-47934.00000000
NS
USD
-1294697.34000000
-0.47056053182
Short
EC
CORP
US
N
1
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
11284.00000000
NS
USD
1323613.20000000
0.481070063311
Long
EC
CORP
US
N
1
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901J105
82593.00000000
NS
USD
1341310.32000000
0.487502119624
Long
EC
CORP
US
N
1
N
N
N
MP Materials Corp.
N/A
MP Materials Corp.
553368101
-56844.00000000
NS
USD
-1300590.72000000
-0.47270249345
Short
EC
CORP
US
N
1
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
8019.00000000
NS
USD
1390654.98000000
0.505436542392
Long
EC
CORP
US
N
1
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
7425.00000000
NS
USD
1429609.50000000
0.519594646438
Long
EC
CORP
US
N
1
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867101
-19809.00000000
NS
USD
-1538763.12000000
-0.55926676430
Short
EC
CORP
US
N
1
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
6831.00000000
NS
USD
1315377.36000000
0.478076729556
Long
EC
CORP
CH
N
1
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674X106
-55953.00000000
NS
USD
-1288597.59000000
-0.46834356457
Short
EC
CORP
US
N
1
N
N
N
Repligen Corp.
54930006QJ0T5AUO1E71
Repligen Corp.
759916109
-7425.00000000
NS
USD
-1050340.50000000
-0.38174851295
Short
EC
CORP
US
N
1
N
N
N
AppLovin Corp.
549300LLVXMUAOL3SQ07
AppLovin Corp., Class A
03831W108
-52389.00000000
NS
USD
-1347968.97000000
-0.48992222028
Short
EC
CORP
US
N
1
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
-4752.00000000
NS
USD
-1565546.40000000
-0.56900120500
Short
EC
CORP
US
N
1
N
N
N
Gentex Corp.
549300S3UD8XV1MN0287
Gentex Corp.
371901109
48231.00000000
NS
USD
1411239.06000000
0.512917870524
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties, Inc.
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
20403.00000000
NS
USD
1364756.67000000
0.496023745941
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339100
5940.00000000
NS
USD
1523788.20000000
0.553824097438
Long
EC
CORP
US
N
1
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313103
14496.00000000
NS
USD
1564553.28000000
0.568640253409
Long
EC
CORP
US
N
1
N
N
N
Enstar Group Ltd.
213800AMAL5QFXVUCN04
Enstar Group Ltd.
N/A
5346.00000000
NS
USD
1305707.04000000
0.474562030961
Long
EC
CORP
BM
N
1
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160N109
-16259.00000000
NS
USD
-1447051.00000000
-0.52593379711
Short
EC
CORP
US
N
1
N
N
N
Horizon Therapeutics plc
529900P0GSQ79OOZEV53
Horizon Therapeutics plc
N/A
13043.00000000
NS
USD
1341472.55000000
0.487561082466
Long
EC
CORP
IE
N
1
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275Y102
-13043.00000000
NS
USD
-1415426.36000000
-0.51443975371
Short
EC
CORP
US
N
1
N
N
N
Okta, Inc.
549300N8J06I8MRHU620
Okta, Inc.
679295105
-14804.00000000
NS
USD
-1026657.40000000
-0.37314083934
Short
EC
CORP
US
N
1
N
N
N
Lattice Semiconductor Corp.
549300LRBBPZDQ2II567
Lattice Semiconductor Corp.
518415104
-15962.00000000
NS
USD
-1533469.34000000
-0.55734272858
Short
EC
CORP
US
N
1
N
N
N
Glacier Bancorp, Inc.
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
44103.00000000
NS
USD
1374690.51000000
0.499634221447
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
2970.00000000
NS
USD
1353726.00000000
0.492014625214
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp.
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp.
294600101
-213739.00000000
NS
USD
-2043344.84000000
-0.74265807529
Short
EC
CORP
US
N
1
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
-9801.00000000
NS
USD
-1416636.54000000
-0.51487959623
Short
EC
CORP
US
N
1
N
N
N
Curtiss-Wright Corp.
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp.
231561101
8019.00000000
NS
USD
1472769.54000000
0.535281255770
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
N/A
10098.00000000
NS
USD
1251849.06000000
0.454987232335
Long
EC
CORP
IE
N
1
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
19809.00000000
NS
USD
1266785.55000000
0.460415931739
Long
EC
CORP
US
N
1
N
N
N
Gen Digital, Inc.
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
668771108
76356.00000000
NS
USD
1416403.80000000
0.514795006381
Long
EC
CORP
US
N
1
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
-10098.00000000
NS
USD
-1477337.40000000
-0.53694145430
Short
EC
CORP
US
N
1
N
N
N
ROBLOX Corp.
N/A
ROBLOX Corp., Class A
771049103
-31986.00000000
NS
USD
-1289035.80000000
-0.46850283293
Short
EC
CORP
US
N
1
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
-2673.00000000
NS
USD
-1254412.17000000
-0.45591880017
Short
EC
CORP
US
N
1
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696405
8910.00000000
NS
USD
1315739.70000000
0.478208422808
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899101
-88236.00000000
NS
USD
-1478835.36000000
-0.53748589109
Short
EC
CORP
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912X302
-32580.00000000
NS
USD
-1363473.00000000
-0.49555719332
Short
EC
CORP
US
N
1
N
N
N
Celsius Holdings, Inc.
N/A
Celsius Holdings, Inc.
15118V207
-9801.00000000
NS
USD
-1462211.19000000
-0.53144380076
Short
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
-11284.00000000
NS
USD
-1280621.16000000
-0.46544451394
Short
EC
CORP
US
N
1
N
N
N
Premier, Inc.
N/A
Premier, Inc., Class A
74051N102
50607.00000000
NS
USD
1399789.62000000
0.508756546939
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences, Inc.
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
13911.00000000
NS
USD
1311807.30000000
0.476779183573
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
10098.00000000
NS
USD
1351213.38000000
0.491101408072
Long
EC
CORP
US
N
1
N
N
N
Madison Square Garden Sports Corp.
N/A
Madison Square Garden Sports Corp., Class A
55825T103
7425.00000000
NS
USD
1396271.25000000
0.507477787798
Long
EC
CORP
US
N
1
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
4455.00000000
NS
USD
1269006.75000000
0.461223231654
Long
EC
CORP
US
N
1
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
19215.00000000
NS
USD
1298165.40000000
0.471821005688
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
-3267.00000000
NS
USD
-1382006.34000000
-0.50229317558
Short
EC
CORP
US
N
1
N
N
N
Crane NXT Co.
549300EXNPSXEWUD3N21
Crane NXT Co.
224441105
24561.00000000
NS
USD
1386222.84000000
0.503825671580
Long
EC
CORP
US
N
1
N
N
N
Shoals Technologies Group, Inc.
N/A
Shoals Technologies Group, Inc., Class A
82489W107
-61893.00000000
NS
USD
-1581985.08000000
-0.57497587859
Short
EC
CORP
US
N
1
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759100
9207.00000000
NS
USD
1410236.19000000
0.512553375266
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
3564.00000000
NS
USD
1218389.04000000
0.442826116127
Long
EC
CORP
BM
N
1
N
N
N
CH Robinson Worldwide, Inc.
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
13043.00000000
NS
USD
1230607.05000000
0.447266778130
Long
EC
CORP
US
N
1
N
N
N
Airbnb, Inc.
549300HMUDNO0RY56D37
Airbnb, Inc., Class A
009066101
-12163.00000000
NS
USD
-1558810.08000000
-0.56655287502
Short
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
27531.00000000
NS
USD
1334152.26000000
0.484900507327
Long
EC
CORP
US
N
1
N
N
N
Shift4 Payments, Inc.
N/A
Shift4 Payments, Inc., Class A
82452J109
-19809.00000000
NS
USD
-1345229.19000000
-0.48892644135
Short
EC
CORP
US
N
1
N
N
N
Novocure Ltd.
213800YPP55UMHWA4826
Novocure Ltd.
N/A
-16259.00000000
NS
USD
-674748.50000000
-0.24523879303
Short
EC
CORP
JE
N
1
N
N
N
Texas Pacific Land Corp.
N/A
Texas Pacific Land Corp.
88262P102
891.00000000
NS
USD
1173001.50000000
0.426329917130
Long
EC
CORP
US
N
1
N
N
N
Vertiv Holdings Co.
549300KTTIRAOGXCRV69
Vertiv Holdings Co.
92537N108
-68118.00000000
NS
USD
-1687282.86000000
-0.61324658312
Short
EC
CORP
US
N
1
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class A
35137L105
41465.00000000
NS
USD
1409810.00000000
0.512398475594
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
8613.00000000
NS
USD
1441213.29000000
0.523812068862
Long
EC
CORP
US
N
1
N
N
N
Etsy, Inc.
54930089Q7XT501AEA40
Etsy, Inc.
29786A106
-14496.00000000
NS
USD
-1226506.56000000
-0.44577644622
Short
EC
CORP
US
N
1
N
N
N
Cloudflare, Inc.
5493007DY18BGNLDWU14
Cloudflare, Inc., Class A
18915M107
-21591.00000000
NS
USD
-1411403.67000000
-0.51297769838
Short
EC
CORP
US
N
1
N
N
N
Unity Software, Inc.
549300D1ESJMGNQNG432
Unity Software, Inc.
91332U101
-46449.00000000
NS
USD
-2016815.58000000
-0.73301595870
Short
EC
CORP
US
N
1
N
N
N
US Foods Holding Corp.
549300UGOZSO64CFPR97
US Foods Holding Corp.
912008109
-31986.00000000
NS
USD
-1407384.00000000
-0.51151674067
Short
EC
CORP
US
N
1
N
N
N
Match Group, Inc.
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
-37629.00000000
NS
USD
-1574773.65000000
-0.57235486885
Short
EC
CORP
US
N
1
N
N
N
Olin Corp.
549300GKK294V7W57P06
Olin Corp.
680665205
-25155.00000000
NS
USD
-1292715.45000000
-0.46984020964
Short
EC
CORP
US
N
1
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651107
3861.00000000
NS
USD
1352546.91000000
0.491586082418
Long
EC
CORP
US
N
1
N
N
N
Janus Henderson Group plc
2138009WPYMWJN3RVF44
Janus Henderson Group plc
N/A
-49419.00000000
NS
USD
-1346667.75000000
-0.48944928907
Short
EC
CORP
JE
N
1
N
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
62487.00000000
NS
USD
1265986.62000000
0.460125558913
Long
EC
CORP
US
N
1
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905106
10987.00000000
NS
USD
1291192.24000000
0.469286595694
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
9207.00000000
NS
USD
1402778.52000000
0.509842869071
Long
EC
CORP
US
N
1
N
N
N
Albertsons Cos., Inc.
549300YKWOC0AOR16R51
Albertsons Cos., Inc., Class A
013091103
64566.00000000
NS
USD
1408830.12000000
0.512042336102
Long
EC
CORP
US
N
1
N
N
N
Snap-on, Inc.
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
5049.00000000
NS
USD
1455071.31000000
0.528848796026
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002101
11571.00000000
NS
USD
1261701.84000000
0.458568246409
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
8316.00000000
NS
USD
1376464.32000000
0.500278916505
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
11571.00000000
NS
USD
1335177.69000000
0.485273202065
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
84969.00000000
NS
USD
1355255.55000000
0.492570543450
Long
EC
CORP
US
N
1
N
N
N
Blue Owl Capital, Inc.
N/A
Blue Owl Capital, Inc.
09581B103
-127902.00000000
NS
USD
-1490058.30000000
-0.54156489276
Short
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
33768.00000000
NS
USD
1358148.96000000
0.493622159535
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
-18621.00000000
NS
USD
-1362684.78000000
-0.49527071306
Short
EC
CORP
US
N
1
N
N
N
Lumentum Holdings, Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024U109
26937.00000000
NS
USD
1528136.01000000
0.555404318330
Long
EC
CORP
US
N
1
N
N
N
Paycom Software, Inc.
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
-4455.00000000
NS
USD
-1431124.20000000
-0.52014516741
Short
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
23076.00000000
NS
USD
1338408.00000000
0.486447265180
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008R107
-10692.00000000
NS
USD
-1454112.00000000
-0.52850013274
Short
EC
CORP
US
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
-3564.00000000
NS
USD
-1569906.36000000
-0.57058584184
Short
EC
CORP
US
N
1
N
N
N
Apollo Global Management, Inc.
N/A
Apollo Global Management, Inc.
03769M106
-19512.00000000
NS
USD
-1498716.72000000
-0.54471181412
Short
EC
CORP
US
N
1
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
-17730.00000000
NS
USD
-1388790.90000000
-0.50475903850
Short
EC
CORP
US
N
1
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
-12741.00000000
NS
USD
-1255243.32000000
-0.45622088343
Short
EC
CORP
US
N
1
N
N
N
Azenta, Inc.
35ZN6X1ANPH25YN32Y17
Azenta, Inc.
114340102
-30501.00000000
NS
USD
-1423786.68000000
-0.51747832999
Short
EC
CORP
US
N
1
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
-2673.00000000
NS
USD
-1422276.57000000
-0.51692947726
Short
EC
CORP
US
N
1
N
N
N
Juniper Networks, Inc.
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
43210.00000000
NS
USD
1353769.30000000
0.492030362692
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
-4158.00000000
NS
USD
-1381121.28000000
-0.50197149862
Short
EC
CORP
US
N
1
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc., Class A
90138F102
-21294.00000000
NS
USD
-1354724.28000000
-0.49237745222
Short
EC
CORP
US
N
1
N
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
12163.00000000
NS
USD
1255343.23000000
0.456257195934
Long
EC
CORP
US
N
1
N
N
N
Jefferies Financial Group, Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
-41746.00000000
NS
USD
-1384714.82000000
-0.50327757846
Short
EC
CORP
US
N
1
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
8019.00000000
NS
USD
1357055.37000000
0.493224691898
Long
EC
CORP
US
N
1
N
N
N
Howard Hughes Corp. (The)
549300BVHY25JZC1KI49
Howard Hughes Corp. (The)
44267D107
-17138.00000000
NS
USD
-1352530.96000000
-0.49158028535
Short
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Holdings, Inc.
N/A
Knight-Swift Transportation Holdings, Inc.
499049104
22779.00000000
NS
USD
1265601.24000000
0.459985491723
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936100
45855.00000000
NS
USD
1407289.95000000
0.511482558004
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp.
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909108
-58626.00000000
NS
USD
-1466236.26000000
-0.53290672110
Short
EC
CORP
US
N
1
N
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X108
10395.00000000
NS
USD
1306859.40000000
0.474980858680
Long
EC
CORP
US
N
1
N
N
N
Globe Life, Inc.
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
12163.00000000
NS
USD
1333308.06000000
0.484593681022
Long
EC
CORP
US
N
1
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937P106
-4455.00000000
NS
USD
-1830960.45000000
-0.66546651212
Short
EC
CORP
US
N
1
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949100
29907.00000000
NS
USD
1334151.27000000
0.484900147509
Long
EC
CORP
US
N
1
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370C100
9801.00000000
NS
USD
1394682.30000000
0.506900280505
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
18621.00000000
NS
USD
1341084.42000000
0.487420015783
Long
EC
CORP
US
N
1
N
N
N
Toast, Inc.
549300TN1PZNLCD4I551
Toast, Inc., Class A
888787108
-59220.00000000
NS
USD
-1336595.40000000
-0.48578847181
Short
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
-19215.00000000
NS
USD
-1334481.75000000
-0.48502026117
Short
EC
CORP
US
N
1
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc., Class A
852234103
-21294.00000000
NS
USD
-1417541.58000000
-0.51520853496
Short
EC
CORP
US
N
1
N
N
N
Annaly Capital Management, Inc.
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc.
035710839
-70752.00000000
NS
USD
-1415747.52000000
-0.51455648000
Short
EC
CORP
US
N
1
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
-85860.00000000
NS
USD
-1443306.60000000
-0.52457288688
Short
EC
CORP
BM
N
1
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
-13324.00000000
NS
USD
-1451383.32000000
-0.52750838813
Short
EC
CORP
US
N
1
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
15082.00000000
NS
USD
1156789.40000000
0.420437594529
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
31689.00000000
NS
USD
1351852.74000000
0.491333784839
Long
EC
CORP
US
N
1
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186106
-19215.00000000
NS
USD
-1204588.35000000
-0.43781022567
Short
EC
CORP
US
N
1
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
22779.00000000
NS
USD
1438266.06000000
0.522740891782
Long
EC
CORP
US
N
1
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
-6534.00000000
NS
USD
-1373773.50000000
-0.49930093219
Short
EC
CORP
US
N
1
N
N
N
United Bankshares, Inc.
5299005O3BAMJ9Z92V62
United Bankshares, Inc.
909907107
43806.00000000
NS
USD
1299724.02000000
0.472387489478
Long
EC
CORP
US
N
1
N
N
N
DraftKings, Inc.
N/A
DraftKings, Inc., Class A
26142V105
-53280.00000000
NS
USD
-1415649.60000000
-0.51452089076
Short
EC
CORP
US
N
1
N
N
N
Godha Cabcon & Insulation Ltd.
N/A
Godha Cabcon & Insulation Ltd.
361ESC049
-6956.00000000
NS
USD
0.00000000
0.000000
Short
EC
CORP
IN
N
3
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Class A
904311107
-178848.00000000
NS
USD
-1291282.56000000
-0.46931942269
Short
EC
CORP
US
N
1
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
-8910.00000000
NS
USD
-1175229.00000000
-0.42713950679
Short
EC
CORP
US
N
1
N
N
N
Franklin Resources, Inc.
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
-52092.00000000
NS
USD
-1391377.32000000
-0.50569907841
Short
EC
CORP
US
N
1
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130H105
-63081.00000000
NS
USD
-1307669.13000000
-0.47527515679
Short
EC
CORP
US
N
1
N
N
N
Rivian Automotive, Inc.
N/A
Rivian Automotive, Inc., Class A
76954A103
-86454.00000000
NS
USD
-1440323.64000000
-0.52348872365
Short
EC
CORP
US
N
1
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
16259.00000000
NS
USD
1316491.23000000
0.478481568002
Long
EC
CORP
US
N
1
N
N
N
SiteOne Landscape Supply, Inc.
5299008LX7SBD4HIAU03
SiteOne Landscape Supply, Inc.
82982L103
-8910.00000000
NS
USD
-1491177.60000000
-0.54197170475
Short
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
-10395.00000000
NS
USD
-1184094.45000000
-0.43036167365
Short
EC
CORP
US
N
1
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417E109
7425.00000000
NS
USD
1289425.50000000
0.468644470242
Long
EC
CORP
US
N
1
N
N
N
First Solar, Inc.
549300NPYMLM4NHTOF27
First Solar, Inc.
336433107
6534.00000000
NS
USD
1242048.06000000
0.451425037813
Long
EC
CORP
US
N
1
N
N
N
Genpact Ltd.
529900OSEC6Q0L4L5B35
Genpact Ltd.
N/A
34362.00000000
NS
USD
1290980.34000000
0.469209580183
Long
EC
CORP
BM
N
1
N
N
N
NorthWestern Corp.
3BPWMBHR1R9SHUN7J795
NorthWestern Corp.
668074305
22779.00000000
NS
USD
1292936.04000000
0.469920383553
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp.
54930082CG88ERDREQ47
NewMarket Corp.
651587107
3267.00000000
NS
USD
1313726.04000000
0.477476553752
Long
EC
CORP
US
N
1
N
N
N
Carlyle Group, Inc. (The)
529900NGGVF94UK6PG95
Carlyle Group, Inc. (The)
14316J108
-45560.00000000
NS
USD
-1455642.00000000
-0.52905621453
Short
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global, Class B
92556H206
-89424.00000000
NS
USD
-1422735.84000000
-0.51709639993
Short
EC
CORP
US
N
1
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
6237.00000000
NS
USD
1341890.55000000
0.487713005465
Long
EC
CORP
US
N
1
N
N
N
Ovintiv, Inc.
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047Q102
-36738.00000000
NS
USD
-1398615.66000000
-0.50832986865
Short
EC
CORP
US
N
1
N
N
N
Credit Acceptance Corp.
N/A
Credit Acceptance Corp.
225310101
-2970.00000000
NS
USD
-1508552.10000000
-0.54828650413
Short
EC
CORP
US
N
1
N
N
N
UMB Financial Corp.
549300MGEH3N3CUCV828
UMB Financial Corp.
902788108
21591.00000000
NS
USD
1314891.90000000
0.477900288075
Long
EC
CORP
US
N
1
N
N
N
Axis Capital Holdings Ltd.
N/A
Axis Capital Holdings Ltd.
N/A
24561.00000000
NS
USD
1322118.63000000
0.480526858631
Long
EC
CORP
BM
N
1
N
N
N
Medpace Holdings, Inc.
549300H8TYEUVTW14A54
Medpace Holdings, Inc.
58506Q109
-6237.00000000
NS
USD
-1497940.29000000
-0.54442961897
Short
EC
CORP
US
N
1
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851108
-44976.00000000
NS
USD
-1659164.64000000
-0.60302695561
Short
EC
CORP
US
N
1
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
18324.00000000
NS
USD
1287261.00000000
0.467857778064
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings Ltd.
N/A
-87048.00000000
NS
USD
-1895034.96000000
-0.68875453054
Short
EC
CORP
BM
N
1
N
N
N
ITT, Inc.
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
-15962.00000000
NS
USD
-1487818.02000000
-0.54075065818
Short
EC
CORP
US
N
1
N
N
N
Pinterest, Inc.
N/A
Pinterest, Inc., Class A
72352L106
-50013.00000000
NS
USD
-1367355.42000000
-0.49696826721
Short
EC
CORP
US
N
1
N
N
N
Royal Gold, Inc.
5493001NGRU6SFL04184
Royal Gold, Inc.
780287108
10395.00000000
NS
USD
1193138.10000000
0.433648607694
Long
EC
CORP
US
N
1
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q308
11571.00000000
NS
USD
1848930.09000000
0.671997616414
Long
EC
CORP
US
N
1
N
N
N
Fox Factory Holding Corp.
529900GE1HSV0617R721
Fox Factory Holding Corp.
35138V102
-15962.00000000
NS
USD
-1732036.62000000
-0.62951243342
Short
EC
CORP
US
N
1
N
N
N
Corteva, Inc.
549300WZN9I2QKLS0O94
Corteva, Inc.
22052L104
23373.00000000
NS
USD
1339272.90000000
0.486761614944
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
-37629.00000000
NS
USD
-1505160.00000000
-0.54705363809
Short
EC
CORP
US
N
1
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
-114579.00000000
NS
USD
-2157522.57000000
-0.78415621674
Short
EC
CORP
PA
N
1
N
N
N
American Water Works Co., Inc.
549300DXHIJQMD5WFW18
American Water Works Co., Inc.
030420103
-8910.00000000
NS
USD
-1271902.50000000
-0.46227569821
Short
EC
CORP
US
N
1
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047109
-26640.00000000
NS
USD
-1461736.80000000
-0.53127138269
Short
EC
CORP
US
N
1
N
N
N
Sunrun, Inc.
54930007SJ77CI66U531
Sunrun, Inc.
86771W105
-75762.00000000
NS
USD
-1353109.32000000
-0.49179049154
Short
EC
CORP
US
N
1
N
N
N
Prosperity Bancshares, Inc.
N/A
Prosperity Bancshares, Inc.
743606105
22185.00000000
NS
USD
1253008.80000000
0.455408742331
Long
EC
CORP
US
N
1
N
N
N
White Mountains Insurance Group Ltd.
549300N3FL068JERBG02
White Mountains Insurance Group Ltd.
N/A
891.00000000
NS
USD
1237518.81000000
0.449778872162
Long
EC
CORP
BM
N
1
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
594.00000000
NS
USD
1481055.84000000
0.538292929321
Long
EC
CORP
US
N
1
N
N
N
YETI Holdings, Inc.
549300DSQICIGNT5GO63
YETI Holdings, Inc.
98585X104
-34362.00000000
NS
USD
-1334620.08000000
-0.48507053751
Short
EC
CORP
US
N
1
N
N
N
Insperity, Inc.
5299000Q0KW7HY5DB751
Insperity, Inc.
45778Q107
11571.00000000
NS
USD
1376486.16000000
0.500286854300
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
8019.00000000
NS
USD
1339814.52000000
0.486958467898
Long
EC
CORP
US
N
1
N
N
N
First Citizens BancShares, Inc.
549300N3Z00ZHE2XC526
First Citizens BancShares, Inc., Class A
31946M103
-1188.00000000
NS
USD
-1524738.60000000
-0.55416952236
Short
EC
CORP
US
N
1
N
N
N
HashiCorp, Inc.
549300XGOB9ZFQHMIP56
HashiCorp, Inc., Class A
418100103
-38520.00000000
NS
USD
-1008453.60000000
-0.36652462909
Short
EC
CORP
US
N
1
N
N
N
SentinelOne, Inc.
N/A
SentinelOne, Inc., Class A
81730H109
-62784.00000000
NS
USD
-948038.40000000
-0.34456659476
Short
EC
CORP
US
N
1
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
-6237.00000000
NS
USD
-1391412.33000000
-0.50571180287
Short
EC
CORP
US
N
1
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
-11284.00000000
NS
USD
-1268772.96000000
-0.46113826017
Short
EC
CORP
US
N
1
N
N
N
Guardant Health, Inc.
254900M8C3E5VC8BR186
Guardant Health, Inc.
40131M109
-45273.00000000
NS
USD
-1620773.40000000
-0.58907357689
Short
EC
CORP
US
N
1
N
N
N
Rollins, Inc.
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
32580.00000000
NS
USD
1395401.40000000
0.507161638946
Long
EC
CORP
US
N
1
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
-12163.00000000
NS
USD
-1362499.26000000
-0.49520328542
Short
EC
CORP
US
N
1
N
N
N
Amdocs Ltd.
549300HQV672RJ7RQV66
Amdocs Ltd.
N/A
13618.00000000
NS
USD
1346139.30000000
0.489257222787
Long
EC
CORP
GG
N
1
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485205
-27531.00000000
NS
USD
-1440421.92000000
-0.52352444373
Short
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class C
98954M200
-27828.00000000
NS
USD
-1398635.28000000
-0.50833699958
Short
EC
CORP
US
N
1
N
N
N
MDU Resources Group, Inc.
N/A
MDU Resources Group, Inc.
552690109
43806.00000000
NS
USD
917297.64000000
0.333393799450
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
4752.00000000
NS
USD
1423366.56000000
0.517325636473
Long
EC
CORP
US
N
1
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605H100
20700.00000000
NS
USD
1481499.00000000
0.538453996776
Long
EC
CORP
US
N
1
N
N
N
Atlassian Corp.
549300V7ZY5P02D2MY38
Atlassian Corp., Class A
049468101
-8019.00000000
NS
USD
-1345668.39000000
-0.48908606953
Short
EC
CORP
US
N
1
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
-17138.00000000
NS
USD
-1271639.60000000
-0.46218014664
Short
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
-4158.00000000
NS
USD
-1537420.50000000
-0.55877878618
Short
EC
CORP
US
N
1
N
N
N
XPO, Inc.
54930096DB9LCLPN7H13
XPO, Inc.
983793100
-26343.00000000
NS
USD
-1554237.00000000
-0.56489077926
Short
EC
CORP
US
N
1
N
N
N
IQVIA Holdings, Inc.
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
-6534.00000000
NS
USD
-1468647.18000000
-0.53378297516
Short
EC
CORP
US
N
1
N
N
N
Chemed Corp.
54930020031IDJT2IM79
Chemed Corp.
16359R103
2376.00000000
NS
USD
1287007.92000000
0.467765795594
Long
EC
CORP
US
N
1
N
N
N
Roku, Inc.
549300KR6ITU0YIR1T71
Roku, Inc.
77543R102
-23076.00000000
NS
USD
-1475940.96000000
-0.53643391518
Short
EC
CORP
US
N
1
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109104
21888.00000000
NS
USD
1308683.52000000
0.475643839016
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
N/A
17730.00000000
NS
USD
1327090.50000000
0.482333895472
Long
EC
CORP
BM
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
32877.00000000
NS
USD
1366039.35000000
0.496489938745
Long
EC
CORP
US
N
1
N
N
N
Avista Corp.
Q0IK63NITJD6RJ47SW96
Avista Corp.
05379B107
31095.00000000
NS
USD
1221100.65000000
0.443811656611
Long
EC
CORP
US
N
1
N
N
N
Ollie's Bargain Outlet Holdings, Inc.
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings, Inc.
681116109
22779.00000000
NS
USD
1319587.47000000
0.479606903087
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887102
37035.00000000
NS
USD
1248820.20000000
0.453886386656
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467109
-247779.00000000
NS
USD
-1489151.79000000
-0.54123541975
Short
EC
CORP
US
N
1
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
4455.00000000
NS
USD
1306562.40000000
0.474872913392
Long
EC
CORP
US
N
1
N
N
N
GXO Logistics, Inc.
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262G101
-22482.00000000
NS
USD
-1412319.24000000
-0.51331046426
Short
EC
CORP
US
N
1
N
N
N
Trex Co., Inc.
N/A
Trex Co., Inc.
89531P105
-23967.00000000
NS
USD
-1571276.52000000
-0.57108382944
Short
EC
CORP
US
N
1
N
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
-6237.00000000
NS
USD
-1467566.10000000
-0.53339005431
Short
EC
CORP
US
N
1
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
2673.00000000
NS
USD
1257900.44000000
0.457186619406
Long
EC
CORP
US
N
1
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc., Class A
76680R206
-42624.00000000
NS
USD
-1395083.52000000
-0.50704610477
Short
EC
CORP
US
N
1
N
N
N
OneMain Holdings, Inc.
549300E3VEW8SMS5XW09
OneMain Holdings, Inc.
68268W103
-33768.00000000
NS
USD
-1475323.92000000
-0.53620965067
Short
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
-3564.00000000
NS
USD
-1587298.68000000
-0.57690711794
Short
EC
CORP
US
N
1
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
-2079.00000000
NS
USD
-1336505.94000000
-0.48575595738
Short
EC
CORP
US
N
1
N
N
N
Affirm Holdings, Inc.
N/A
Affirm Holdings, Inc.
00827B106
-92097.00000000
NS
USD
-1411847.01000000
-0.51313883125
Short
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
-16259.00000000
NS
USD
-1686708.66000000
-0.61303788890
Short
EC
CORP
LR
N
1
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
-15681.00000000
NS
USD
-1483108.98000000
-0.53903914746
Short
EC
CORP
US
N
1
N
N
N
Axon Enterprise, Inc.
549300QP2IEEGFE16681
Axon Enterprise, Inc.
05464C101
-6534.00000000
NS
USD
-1274914.08000000
-0.46337026344
Short
EC
CORP
US
N
1
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
16554.00000000
NS
USD
1395502.20000000
0.507198274922
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co. plc
549300IFOQS6R1QLY196
Perrigo Co. plc
N/A
39706.00000000
NS
USD
1348018.70000000
0.489940294758
Long
EC
CORP
IE
N
1
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
-60408.00000000
NS
USD
-1556110.08000000
-0.56557155421
Short
EC
CORP
US
N
1
N
N
N
Boston Beer Co., Inc. (The)
529900Q02MQ0DCQNRM58
Boston Beer Co., Inc. (The), Class A
100557107
-3861.00000000
NS
USD
-1190886.84000000
-0.43283038240
Short
EC
CORP
US
N
1
N
N
N
WR Berkley Corp.
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423102
23076.00000000
NS
USD
1374406.56000000
0.499531019209
Long
EC
CORP
US
N
1
N
N
N
Elastic NV
2549003I48WHHH937I59
Elastic NV
N/A
-18918.00000000
NS
USD
-1213022.16000000
-0.44087551205
Short
EC
CORP
NL
N
1
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
26343.00000000
NS
USD
1362986.82000000
0.495380490153
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
13043.00000000
NS
USD
1292039.58000000
0.469594563239
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems, Inc.
549300YZEXPDB92M2F02
Veeva Systems, Inc., Class A
922475108
-7722.00000000
NS
USD
-1526871.06000000
-0.55494456953
Short
EC
CORP
US
N
1
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350105
41465.00000000
NS
USD
1452933.60000000
0.528071840730
Long
EC
CORP
US
N
1
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc.
48242W106
22185.00000000
NS
USD
1443356.10000000
0.524590877763
Long
EC
CORP
US
N
1
N
N
N
Intellia Therapeutics, Inc.
5493002T5BCPE5DZC723
Intellia Therapeutics, Inc.
45826J105
-32283.00000000
NS
USD
-1316500.74000000
-0.47848502443
Short
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
6534.00000000
NS
USD
1487138.40000000
0.540503648831
Long
EC
CORP
US
N
1
N
N
N
Hanover Insurance Group, Inc. (The)
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc. (The)
410867105
11571.00000000
NS
USD
1307870.13000000
0.475348210672
Long
EC
CORP
US
N
1
N
N
N
Aspen Technology, Inc.
254900545H80W6GA2J08
Aspen Technology, Inc.
29109X106
7722.00000000
NS
USD
1294284.42000000
0.470410455163
Long
EC
CORP
US
N
1
N
N
N
Blueprint Medicines Corp.
5299004CC60O9T5HVM83
Blueprint Medicines Corp.
09627Y109
-23076.00000000
NS
USD
-1458403.20000000
-0.53005977861
Short
EC
CORP
US
N
1
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc., Class A
222070203
-114876.00000000
NS
USD
-1411826.04000000
-0.51313120966
Short
EC
CORP
US
N
1
N
N
N
Ciena Corp.
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779309
28422.00000000
NS
USD
1207650.78000000
0.438923272442
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
3861.00000000
NS
USD
1358724.51000000
0.493831344420
Long
EC
CORP
US
N
1
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
7425.00000000
NS
USD
1446464.25000000
0.525720541564
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
-35253.00000000
NS
USD
-1675927.62000000
-0.60911949673
Short
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
-75465.00000000
NS
USD
-1270075.95000000
-0.46161183469
Short
EC
CORP
US
N
1
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
9504.00000000
NS
USD
1311647.04000000
0.476720936732
Long
EC
CORP
US
N
1
N
N
N
WESCO International, Inc.
529900TXOGREY3WNJ434
WESCO International, Inc.
95082P105
-9504.00000000
NS
USD
-1701786.24000000
-0.61851786777
Short
EC
CORP
US
N
1
N
N
N
Trade Desk, Inc. (The)
549300GXPD31VT3E0P46
Trade Desk, Inc. (The), Class A
88339J105
-18918.00000000
NS
USD
-1460847.96000000
-0.53094833188
Short
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT, Inc.
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
122598.00000000
NS
USD
1442978.46000000
0.524453623694
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
9504.00000000
NS
USD
1398608.64000000
0.508327317219
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
8316.00000000
NS
USD
1308522.60000000
0.475585352296
Long
EC
CORP
US
N
1
N
N
N
PNM Resources, Inc.
5493003JOBJGLZSDDQ28
PNM Resources, Inc.
69349H107
28422.00000000
NS
USD
1281832.20000000
0.465884669032
Long
EC
CORP
US
N
1
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
95364.00000000
NS
USD
1334142.36000000
0.484896909151
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
-891.00000000
NS
USD
-1168671.24000000
-0.42475607482
Short
EC
CORP
US
N
1
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166B102
-30204.00000000
NS
USD
-1272796.56000000
-0.46260064624
Short
EC
CORP
US
N
1
N
N
N
RenaissanceRe Holdings Ltd.
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
N/A
6534.00000000
NS
USD
1218721.68000000
0.442947014850
Long
EC
CORP
BM
N
1
N
N
N
Asana, Inc.
254900X7UAJNMLPLZ510
Asana, Inc., Class A
04342Y104
-61299.00000000
NS
USD
-1351029.96000000
-0.49103474367
Short
EC
CORP
US
N
1
N
N
N
10X Genomics, Inc.
5493003Z6741WNLG7H43
10X Genomics, Inc., Class A
88025U109
-24561.00000000
NS
USD
-1371486.24000000
-0.49846962262
Short
EC
CORP
US
N
1
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
24858.00000000
NS
USD
1136259.18000000
0.412975841930
Long
EC
CORP
US
N
1
N
N
N
Erie Indemnity Co.
549300WA5KP94KRUFZ80
Erie Indemnity Co., Class A
29530P102
5940.00000000
NS
USD
1247459.40000000
0.453391800970
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group, Inc.
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group, Inc.
008252108
-8910.00000000
NS
USD
-1335519.90000000
-0.48539757902
Short
EC
CORP
US
N
1
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
15681.00000000
NS
USD
1320340.20000000
0.479880484424
Long
EC
CORP
US
N
1
N
N
N
Cullen/Frost Bankers, Inc.
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc.
229899109
12460.00000000
NS
USD
1339823.80000000
0.486961840734
Long
EC
CORP
US
N
1
N
N
N
Pure Storage, Inc.
549300NPDB0BZTK3WO90
Pure Storage, Inc., Class A
74624M102
49716.00000000
NS
USD
1830543.12000000
0.665314832635
Long
EC
CORP
US
N
1
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
-10395.00000000
NS
USD
-1274738.85000000
-0.46330657572
Short
EC
CORP
US
N
1
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311A105
18027.00000000
NS
USD
1236111.39000000
0.449267342337
Long
EC
CORP
US
N
1
N
N
N
Teladoc Health, Inc.
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918A105
-55062.00000000
NS
USD
-1394169.84000000
-0.50671402581
Short
EC
CORP
US
N
1
N
N
N
American Airlines Group, Inc.
N/A
American Airlines Group, Inc.
02376R102
-87642.00000000
NS
USD
-1572297.48000000
-0.57145489954
Short
EC
CORP
US
N
1
N
N
N
Ceridian HCM Holding, Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc.
15677J108
-20403.00000000
NS
USD
-1366388.91000000
-0.49661698707
Short
EC
CORP
US
N
1
N
N
N
BILL Holdings, Inc.
549300IBF9VZZIGOZW63
BILL Holdings, Inc.
090043100
-13324.00000000
NS
USD
-1556909.40000000
-0.56586206878
Short
EC
CORP
US
N
1
N
N
N
KKR & Co., Inc.
54930013V5I303TF9571
KKR & Co., Inc.
48251W104
-24858.00000000
NS
USD
-1392048.00000000
-0.50594283850
Short
EC
CORP
US
N
1
N
N
N
Five9, Inc.
254900MXP6EWY0SFFR59
Five9, Inc.
338307101
-22482.00000000
NS
USD
-1853640.90000000
-0.67370977043
Short
EC
CORP
US
N
1
N
N
N
Hertz Global Holdings, Inc.
549300NBK3K85MH1EX16
Hertz Global Holdings, Inc.
42806J700
-78732.00000000
NS
USD
-1447881.48000000
-0.52623563685
Short
EC
CORP
US
N
1
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
-13043.00000000
NS
USD
-1484032.54000000
-0.53937481733
Short
EC
CORP
US
N
1
N
N
N
Teledyne Technologies, Inc.
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
3267.00000000
NS
USD
1343096.37000000
0.488151263336
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
-2673.00000000
NS
USD
-1439089.74000000
-0.52304026004
Short
EC
CORP
US
N
1
N
N
N
Science Applications International Corp.
549300LZPNZIXQGZPZ48
Science Applications International Corp.
808625107
13324.00000000
NS
USD
1498683.52000000
0.544699747517
Long
EC
CORP
US
N
1
N
N
N
Datadog, Inc.
549300F6JNO0KRPO1K63
Datadog, Inc., Class A
23804L103
-13618.00000000
NS
USD
-1339738.84000000
-0.48693096183
Short
EC
CORP
US
N
1
N
N
N
Smartsheet, Inc.
549300N9WF42OK9VL589
Smartsheet, Inc., Class A
83200N103
-27234.00000000
NS
USD
-1041972.84000000
-0.37870726894
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
34639606.45000000
NC
USD
2434596.71000000
0.884859408638
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
34639606.450000000
USD
2434596.71000000
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
7425.00000000
NS
USD
1453592.25000000
0.528311228489
Long
EC
CORP
US
N
1
N
N
N
WEX, Inc.
T9M5IGROL1TL1G5OV478
WEX, Inc.
96208T104
-10098.00000000
NS
USD
-1838542.86000000
-0.66822235533
Short
EC
CORP
US
N
1
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959W103
9207.00000000
NS
USD
1534162.41000000
0.557594626367
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
6237.00000000
NS
USD
1414302.12000000
0.514031146266
Long
EC
CORP
US
N
1
N
N
N
VICI Properties, Inc.
254900RKH6RY9KCJQH63
VICI Properties, Inc.
925652109
42624.00000000
NS
USD
1339672.32000000
0.486906785002
Long
EC
CORP
US
N
1
N
N
N
Amcor plc
549300GSODGFCDQ3DI89
Amcor plc
N/A
131121.00000000
NS
USD
1308587.58000000
0.475608969417
Long
EC
CORP
JE
N
1
N
N
N
ACI Worldwide, Inc.
5493003BPVMZUJ6F5C02
ACI Worldwide, Inc.
004498101
55953.00000000
NS
USD
1296431.01000000
0.471190637914
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
-31986.00000000
NS
USD
-1303109.64000000
-0.47361800034
Short
EC
CORP
US
N
1
N
N
N
Commerce Bancshares, Inc.
N/A
Commerce Bancshares, Inc.
200525103
26640.00000000
NS
USD
1297368.00000000
0.471531188944
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza, Inc.
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
4158.00000000
NS
USD
1401204.42000000
0.509270759041
Long
EC
CORP
US
N
1
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
-14496.00000000
NS
USD
-1231725.12000000
-0.44767314307
Short
EC
CORP
US
N
1
N
N
N
Peloton Interactive, Inc.
5493002YS021166W0339
Peloton Interactive, Inc., Class A
70614W100
-180333.00000000
NS
USD
-1386760.77000000
-0.50402118339
Short
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corp.
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143101
-184437.00000000
NS
USD
-1634111.82000000
-0.59392145432
Short
EC
CORP
US
N
1
N
N
N
Ryan Specialty Holdings, Inc.
N/A
Ryan Specialty Holdings, Inc., Class A
78351F107
31095.00000000
NS
USD
1395854.55000000
0.507326337288
Long
EC
CORP
US
N
1
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
-1782.00000000
NS
USD
-1231611.48000000
-0.44763184037
Short
EC
CORP
US
N
1
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
-13911.00000000
NS
USD
-1420173.99000000
-0.51616529004
Short
EC
CORP
JE
N
1
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
-6534.00000000
NS
USD
-1225059.66000000
-0.44525056730
Short
EC
CORP
US
N
1
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
-30501.00000000
NS
USD
-1554635.97000000
-0.56503578576
Short
EC
CORP
US
N
1
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
-4455.00000000
NS
USD
-1575466.20000000
-0.57260657764
Short
EC
CORP
US
N
1
N
N
N
Black Knight, Inc.
549300TUSNXS3BFFML48
Black Knight, Inc.
09215C105
23373.00000000
NS
USD
1396069.29000000
0.507404385002
Long
EC
CORP
US
N
1
N
N
N
Clearway Energy, Inc.
549300LHAZ9HA9G3XC48
Clearway Energy, Inc., Class C
18539C204
-42918.00000000
NS
USD
-1225738.08000000
-0.44549714051
Short
EC
CORP
US
N
1
N
N
N
First Financial Bankshares, Inc.
549300XN3GTGOENGNV49
First Financial Bankshares, Inc.
32020R109
48231.00000000
NS
USD
1374101.19000000
0.499420031826
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
37035.00000000
NS
USD
1377331.65000000
0.500594149458
Long
EC
CORP
US
N
1
N
N
N
NNN REIT, Inc.
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417106
30798.00000000
NS
USD
1317846.42000000
0.478974114721
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
18918.00000000
NS
USD
1275073.20000000
0.463428095950
Long
EC
CORP
US
N
1
N
N
N
Confluent, Inc.
254900MRZ83YWUV7SN74
Confluent, Inc., Class A
20717M103
-44976.00000000
NS
USD
-1588102.56000000
-0.57719928985
Short
EC
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
-37629.00000000
NS
USD
-1406948.31000000
-0.51135838821
Short
EC
CORP
US
N
1
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329W102
9504.00000000
NS
USD
1564453.44000000
0.568603966346
Long
EC
CORP
US
N
1
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
2673.00000000
NS
USD
1195178.49000000
0.434390191827
Long
EC
CORP
US
N
1
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
5940.00000000
NS
USD
1318798.80000000
0.479320259280
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
20106.00000000
NS
USD
1395758.52000000
0.507291434978
Long
EC
CORP
US
N
1
N
N
N
Avnet, Inc.
XJI53DCPL7QABOWK4Z75
Avnet, Inc.
053807103
29313.00000000
NS
USD
1478840.85000000
0.537487886443
Long
EC
CORP
US
N
1
N
N
N
Nutanix, Inc.
549300X7J6E8TKVIXW09
Nutanix, Inc., Class A
67059N108
43504.00000000
NS
USD
1220287.20000000
0.443516006460
Long
EC
CORP
US
N
1
N
N
N
Selective Insurance Group, Inc.
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
13043.00000000
NS
USD
1251475.85000000
0.454851588358
Long
EC
CORP
US
N
1
N
N
N
Murphy USA, Inc.
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
4455.00000000
NS
USD
1385995.05000000
0.503742880815
Long
EC
CORP
US
N
1
N
N
N
CDW Corp.
9845001B052ABF0B6755
CDW Corp.
12514G108
7425.00000000
NS
USD
1362487.50000000
0.495199011226
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings, Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
-10987.00000000
NS
USD
-1638491.31000000
-0.59551318937
Short
EC
CORP
US
N
1
N
N
N
First Horizon Corp.
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp.
320517105
118143.00000000
NS
USD
1331471.61000000
0.483926219321
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
-38794209.95000000
NC
USD
-906896.44000000
-0.32961346094
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
-38794209.95000000
USD
-906896.44000000
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
6831.00000000
NS
USD
1417432.50000000
0.515168889608
Long
EC
CORP
US
N
1
N
N
N
Chewy, Inc.
254900NPQSTG9I422879
Chewy, Inc., Class A
16679L109
-41746.00000000
NS
USD
-1647714.62000000
-0.59886542122
Short
EC
CORP
US
N
1
N
N
N
Blackstone, Inc.
5299004LW4QWGZUB8Y96
Blackstone, Inc., Class A
09260D107
-15082.00000000
NS
USD
-1402173.54000000
-0.50962298778
Short
EC
CORP
US
N
1
N
N
N
Maximus, Inc.
549300DQCDS8HJ7QF202
Maximus, Inc.
577933104
16259.00000000
NS
USD
1374048.09000000
0.499400732517
Long
EC
CORP
US
N
1
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056107
21591.00000000
NS
USD
1398449.07000000
0.508269321160
Long
EC
CORP
US
N
1
N
N
N
Medical Properties Trust, Inc.
254900U6E39J1MQCCY14
Medical Properties Trust, Inc.
58463J304
-163998.00000000
NS
USD
-1518621.48000000
-0.55194624194
Short
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust, Inc.
549300L0I14L7I0VLX84
Healthcare Realty Trust, Inc.
42226K105
71339.00000000
NS
USD
1345453.54000000
0.489007981841
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
13911.00000000
NS
USD
1362721.56000000
0.495284080836
Long
EC
CORP
US
N
1
N
N
N
Wendy's Co. (The)
529900M0JIUCMWVKHG76
Wendy's Co. (The)
95058W100
58032.00000000
NS
USD
1262196.00000000
0.458747849924
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
9207.00000000
NS
USD
1240459.11000000
0.450847530519
Long
EC
CORP
US
N
1
N
N
N
Lancaster Colony Corp.
529900X4O13HED1ZAS58
Lancaster Colony Corp.
513847103
6237.00000000
NS
USD
1254198.33000000
0.455841079567
Long
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
-5049.00000000
NS
USD
-1664099.91000000
-0.60482069010
Short
EC
CORP
US
N
1
N
N
N
Paylocity Holding Corp.
549300VH75FTB4DIEE07
Paylocity Holding Corp.
70438V106
-7425.00000000
NS
USD
-1370135.25000000
-0.49797860240
Short
EC
CORP
US
N
1
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
-23373.00000000
NS
USD
-1328053.86000000
-0.48268403073
Short
EC
CORP
US
N
1
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735100
10395.00000000
NS
USD
1488875.85000000
0.541135128769
Long
EC
CORP
US
N
1
N
N
N
Lyft, Inc.
549300H7I5VN334XVZ52
Lyft, Inc., Class A
55087P104
-154856.00000000
NS
USD
-1485069.04000000
-0.53975153548
Short
EC
CORP
US
N
1
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
6534.00000000
NS
USD
1336987.08000000
0.485930828751
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America, Inc.
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
8910.00000000
NS
USD
1235727.90000000
0.449127962072
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
11866.00000000
NS
USD
1383575.60000000
0.502863526510
Long
EC
CORP
US
N
1
N
N
N
Catalent, Inc.
N/A
Catalent, Inc.
148806102
-34065.00000000
NS
USD
-1477058.40000000
-0.53684005115
Short
EC
CORP
US
N
1
N
N
N
PACCAR, Inc.
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
18027.00000000
NS
USD
1507958.55000000
0.548070777111
Long
EC
CORP
US
N
1
N
N
N
Blackbaud, Inc.
54930056X3HKFMNG3754
Blackbaud, Inc.
09227Q100
17730.00000000
NS
USD
1262021.40000000
0.458684391178
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
-4158.00000000
NS
USD
-1421786.52000000
-0.51675136753
Short
EC
CORP
US
N
1
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
5940.00000000
NS
USD
1313334.00000000
0.477334065971
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings, Inc.
529900RP7DJ882LI9T83
Allison Transmission Holdings, Inc.
01973R101
26640.00000000
NS
USD
1504094.40000000
0.546666343486
Long
EC
CORP
US
N
1
N
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866108
5049.00000000
NS
USD
1260735.30000000
0.458216955368
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings, Inc.
N/A
Southwest Gas Holdings, Inc.
844895102
22482.00000000
NS
USD
1430979.30000000
0.520092503193
Long
EC
CORP
US
N
1
N
N
N
CubeSmart
N/A
CubeSmart
229663109
-28422.00000000
NS
USD
-1269326.52000000
-0.46133945274
Short
EC
CORP
US
N
1
N
N
N
Doximity, Inc.
N/A
Doximity, Inc., Class A
26622P107
-40288.00000000
NS
USD
-1370597.76000000
-0.49814670266
Short
EC
CORP
US
N
1
N
N
N
SolarEdge Technologies, Inc.
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417M104
-4158.00000000
NS
USD
-1118709.90000000
-0.40659751838
Short
EC
CORP
US
N
1
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
16554.00000000
NS
USD
1275816.78000000
0.463698351700
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
14496.00000000
NS
USD
1300871.04000000
0.472804376363
Long
EC
CORP
US
N
1
N
N
N
Opendoor Technologies, Inc.
254900KX11YZ4HV5BQ47
Opendoor Technologies, Inc.
683712103
-543285.00000000
NS
USD
-2184005.70000000
-0.79378156728
Short
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class A
98954M101
-29907.00000000
NS
USD
-1471424.40000000
-0.53479236174
Short
EC
CORP
US
N
1
N
N
N
CACI International, Inc.
SYRPI2D1O9WRTS2WX210
CACI International, Inc., Class A
127190304
4455.00000000
NS
USD
1518442.20000000
0.551881082244
Long
EC
CORP
US
N
1
N
N
N
Exact Sciences Corp.
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063P105
-15681.00000000
NS
USD
-1472445.90000000
-0.53516362811
Short
EC
CORP
US
N
1
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
-4158.00000000
NS
USD
-1445819.76000000
-0.52548630028
Short
EC
CORP
US
N
1
N
N
N
Seagen, Inc.
N/A
Seagen, Inc.
81181C104
6534.00000000
NS
USD
1257533.64000000
0.457053305158
Long
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market, Inc.
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc.
85208M102
-34956.00000000
NS
USD
-1283933.88000000
-0.46664852914
Short
EC
CORP
US
N
1
N
N
N
Capri Holdings Ltd.
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
N/A
-31937.00000000
NS
USD
-1146218.93000000
-0.41659573448
Short
EC
CORP
VG
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
1485.00000000
NS
USD
1418620.50000000
0.515600670762
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories, Inc.
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
-3267.00000000
NS
USD
-1640785.41000000
-0.59634698495
Short
EC
CORP
US
N
1
N
N
N
Apellis Pharmaceuticals, Inc.
254900HS0ZFRXXSB9D42
Apellis Pharmaceuticals, Inc.
03753U106
15082.00000000
NS
USD
1373970.20000000
0.499372423229
Long
EC
CORP
US
N
1
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362U104
-12741.00000000
NS
USD
-1411957.62000000
-0.51317903270
Short
EC
CORP
US
N
1
N
N
N
Incyte Corp.
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
20403.00000000
NS
USD
1270086.75000000
0.461615759976
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings, Inc.
NYLWZIOY8PUNIT4JOE22
Crown Holdings, Inc.
228368106
16554.00000000
NS
USD
1438045.98000000
0.522660903233
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
-9504.00000000
NS
USD
-1558465.92000000
-0.56642778932
Short
EC
CORP
US
N
1
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
4455.00000000
NS
USD
1329416.55000000
0.483179303346
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
-20997.00000000
NS
USD
-1314622.17000000
-0.47780225412
Short
EC
CORP
US
N
1
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
-6831.00000000
NS
USD
-1788150.87000000
-0.64990727823
Short
EC
CORP
US
N
1
N
N
N
Cirrus Logic, Inc.
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc.
172755100
17138.00000000
NS
USD
1388349.38000000
0.504598567115
Long
EC
CORP
US
N
1
N
N
N
Texas Roadhouse, Inc.
5299002Y1CNRPDGXTQ75
Texas Roadhouse, Inc.
882681109
11571.00000000
NS
USD
1299191.88000000
0.472194082051
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings, Inc.
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
16259.00000000
NS
USD
1438596.32000000
0.522860925489
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Co.
GJOUP9M7C39GLSK9R870
Portland General Electric Co.
736508847
26640.00000000
NS
USD
1247551.20000000
0.453425165877
Long
EC
CORP
US
N
1
N
N
N
Saia, Inc.
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
-4455.00000000
NS
USD
-1525436.55000000
-0.55442319378
Short
EC
CORP
US
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
9801.00000000
NS
USD
1357928.55000000
0.493542051047
Long
EC
CORP
US
N
1
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235P108
16259.00000000
NS
USD
1248853.79000000
0.453898595014
Long
EC
CORP
US
N
1
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345M107
27531.00000000
NS
USD
1364711.67000000
0.496007390594
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281A109
-42918.00000000
NS
USD
-1261789.20000000
-0.45859999758
Short
EC
CORP
US
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
25452.00000000
NS
USD
1318159.08000000
0.479087751671
Long
EC
CORP
US
N
1
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918K108
13618.00000000
NS
USD
1368200.46000000
0.497275398821
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
10395.00000000
NS
USD
1348231.50000000
0.490017637375
Long
EC
CORP
US
N
1
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491303
12460.00000000
NS
USD
1300076.40000000
0.472515562747
Long
EC
CORP
US
N
1
N
N
N
Natera, Inc.
N/A
Natera, Inc.
632307104
-26046.00000000
NS
USD
-1267398.36000000
-0.46063865885
Short
EC
CORP
US
N
1
N
N
N
Avis Budget Group, Inc.
529900E95812SYWMCE44
Avis Budget Group, Inc.
053774105
-7722.00000000
NS
USD
-1765789.74000000
-0.64178007745
Short
EC
CORP
US
N
1
N
N
N
ZoomInfo Technologies, Inc.
2549008GSAHW4UWFEM58
ZoomInfo Technologies, Inc., Class A
98980F104
-54765.00000000
NS
USD
-1390483.35000000
-0.50537416309
Short
EC
CORP
US
N
1
N
N
N
NOV, Inc.
549300EHF3IW1AR6U008
NOV, Inc.
62955J103
-82890.00000000
NS
USD
-1329555.60000000
-0.48322984136
Short
EC
CORP
US
N
1
N
N
N
Brixmor Property Group, Inc.
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc.
11120U105
-64269.00000000
NS
USD
-1413918.00000000
-0.51389153702
Short
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
2970.00000000
NS
USD
1367328.60000000
0.496958519429
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
-6534.00000000
NS
USD
-1283146.92000000
-0.46636250684
Short
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle, Inc.
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020Q107
-8910.00000000
NS
USD
-1388178.00000000
-0.50453627868
Short
EC
CORP
US
N
1
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
10098.00000000
NS
USD
1334551.68000000
0.485045677385
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corp.
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
-37332.00000000
NS
USD
-1266674.76000000
-0.46037566487
Short
EC
CORP
US
N
1
N
N
N
DocuSign, Inc.
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
-23670.00000000
NS
USD
-1209300.30000000
-0.43952279403
Short
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp.
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp.
099502106
14217.00000000
NS
USD
1586617.20000000
0.576659432570
Long
EC
CORP
US
N
1
N
N
N
Wayfair, Inc.
54930027N9ZAVYFDHK53
Wayfair, Inc., Class A
94419L101
-36144.00000000
NS
USD
-2349721.44000000
-0.85401130927
Short
EC
CORP
US
N
1
N
N
N
Floor & Decor Holdings, Inc.
549300M5FR3N688XGQ36
Floor & Decor Holdings, Inc., Class A
339750101
-14217.00000000
NS
USD
-1477999.32000000
-0.53718203055
Short
EC
CORP
US
N
1
N
N
N
National Storage Affiliates Trust
N/A
National Storage Affiliates Trust
637870106
-34659.00000000
NS
USD
-1207172.97000000
-0.43874961137
Short
EC
CORP
US
N
1
N
N
N
Alkermes plc
N/A
Alkermes plc
N/A
43806.00000000
NS
USD
1371127.80000000
0.498339346837
Long
EC
CORP
IE
N
1
N
N
N
Tetra Tech, Inc.
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
-9504.00000000
NS
USD
-1556184.96000000
-0.56559876951
Short
EC
CORP
US
N
1
N
N
N
Performance Food Group Co.
549300EUK8GR9IT1YK57
Performance Food Group Co.
71377A103
-22779.00000000
NS
USD
-1372206.96000000
-0.49873156986
Short
EC
CORP
US
N
1
N
N
N
H&R Block, Inc.
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
42918.00000000
NS
USD
1367796.66000000
0.497128636843
Long
EC
CORP
US
N
1
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565104
20403.00000000
NS
USD
1317829.77000000
0.478968063243
Long
EC
CORP
US
N
1
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
6831.00000000
NS
USD
1299256.20000000
0.472217459293
Long
EC
CORP
US
N
1
N
N
N
UGI Corp.
DX6GCWD4Q1JO9CRE5I40
UGI Corp.
902681105
-45855.00000000
NS
USD
-1236709.35000000
-0.44948467218
Short
EC
CORP
US
N
1
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
6237.00000000
NS
USD
1593615.87000000
0.579203114229
Long
EC
CORP
US
N
1
N
N
N
Rithm Capital Corp.
549300WNTHGEO5LP2G31
Rithm Capital Corp.
64828T201
-148644.00000000
NS
USD
-1389821.40000000
-0.50513357594
Short
EC
CORP
US
N
1
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
-17730.00000000
NS
USD
-1315566.00000000
-0.47814529116
Short
EC
CORP
US
N
1
N
N
N
Lazard Ltd.
254900RIBCDJSUFG1A11
Lazard Ltd., Class A
N/A
-44681.00000000
NS
USD
-1429792.00000000
-0.51966097645
Short
EC
CORP
BM
N
1
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023U101
-35550.00000000
NS
USD
-1424488.50000000
-0.51773340797
Short
EC
CORP
US
N
1
N
N
N
Linde plc
5299003QR1WT0EF88V51
Linde plc
N/A
3564.00000000
NS
USD
1358169.12000000
0.493629486730
Long
EC
CORP
IE
N
1
N
N
N
2023-07-31
AGF Investments Trust
Joshua Hunter
Joshua Hunter
Principal Financial Officer and Treasurer