0001162044-23-000232.txt : 20230222 0001162044-23-000232.hdr.sgml : 20230222 20230222141843 ACCESSION NUMBER: 0001162044-23-000232 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230222 DATE AS OF CHANGE: 20230222 PERIOD START: 20230930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Collaborative Investment Series Trust CENTRAL INDEX KEY: 0001719812 IRS NUMBER: 826635713 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23306 FILM NUMBER: 23652465 BUSINESS ADDRESS: STREET 1: 500 DAMONTE RANCH STREET 2: PARKWAY BUILDING 700, UNIT 700 CITY: RENO STATE: NV ZIP: 89521 BUSINESS PHONE: 2036226000 MAIL ADDRESS: STREET 1: 500 DAMONTE RANCH STREET 2: PARKWAY BUILDING 700, UNIT 700 CITY: RENO STATE: NV ZIP: 89521 0001719812 S000065406 Greenwich Ivy Long-Short Fund C000211542 Institutional Class GIVYX NPORT-P 1 primary_doc.xml NPORT-P false 0001719812 XXXXXXXX S000065406 C000211542 Collaborative Investment Series Trust 811-23306 0001719812 549300H9U9P1LQU16S78 500 Damonte Ranch Parkway Building 700, Unit 700 Reno 89521 203-622-6000 Greenwich Ivy Long-Short Fund S000065406 549300LODCO834CN9475 2023-09-30 2022-12-31 N 20951595.00 690082.20 20261512.80 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 532565.08 N Fund's securities portfolio minus derivatives N/A ADT Inc. N/A ADT, Inc. 00090Q103 -10903.00 NS USD -98890.21 -0.49 Short EC CORP US N 1 N N N ARK ETF Trust N/A ARK Innovation ETF 00214Q104 3298.00 NS USD 103029.52 0.51 Long EC RF US N 1 N N N ASA International Group PLC 213800NSIUMXPDHUEO94 ASA International Group PLC (United Kingdom) 185816222 30432.00 NS USD 34236.64 0.17 Long EC CORP GB N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206R102 9344.00 NS USD 172023.04 0.85 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc., 4.750%, Cumulative Pfd, 02/18/2025 00206R706 5096.00 NS USD 88874.24 0.44 Long EP CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc., 5.000%, Cumulative Pfd, 12/12/2024 00206R508 5600.00 NS USD 102760.00 0.51 Long EP CORP US N 1 N N N Accor SA 969500QZC2Q0TK11NV07 Accor SA (France) 005852842 5168.00 NS USD 129153.68 0.64 Long EC CORP FR N 1 N N N Achilles Therapeutics PLC 984500FDESEB1BE52A76 Achilles Therapeutics PLC 00449L102 71927.00 NS USD 64734.30 0.32 Long EC CORP GB N 1 N N N AeroVironment, Inc. 529900PGHVI29YLZ6221 AeroVironment, Inc. 008073108 -2938.00 NS USD -251669.08 -1.24 Short EC CORP US N 1 N N N Air Products & Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 Air Products & Chemicals, Inc. 009158106 -1302.00 NS USD -401354.52 -1.98 Short EC CORP US N 1 N N N Allstate Corp. OBT0W1ED8G0NWVOLOJ77 Allstate Corp., 5.100%, Non-Cumulative Pfd, 10/15/2024 020002838 5004.00 NS USD 99129.24 0.49 Long EP CORP US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209S103 3423.00 NS USD 156465.33 0.77 Long EC CORP US N 1 N N N American Outdoor Brands, Inc. N/A American Outdoor Brands, Inc. 02875D109 5146.00 NS USD 51562.92 0.25 Long EC CORP US N 1 N N N Amerisourcebergen Corp. AI8GXW8LG5WK7E9UD086 AmerisourceBergen Corp. 03073E108 -3400.00 NS USD -563414.00 -2.78 Short EC CORP US N 1 N N N Apollo Global Management, Inc. 54930054P2G7ZJB0KM79 Apollo Global Management, Inc. Class A 03769M106 989.00 NS USD 63088.31 0.31 Long EC CORP US N 1 N N N Asos PLC 213800H8DBB8JSKDW630 Asos PLC 003092725 2053.00 NS USD 12678.34 0.06 Long EC CORP GB N 1 N N N Aspen Technology, Inc. 529900B0MZWTVFG7CB96 Aspen Technology, Inc. 045327103 -456.00 NS USD -93662.40 -0.46 Short EC CORP US N 1 N N N Aston Martin Lagonda Global Holdings PLC 213800167WOVOK5ZC776 Aston Martin Lagonda Global Holdings PLC (United Kingdom) 65481N100 9234.00 NS USD 17207.95 0.08 Long EC CORP GB N 1 N N N Athira Pharma, Inc N/A Athira Pharma, Inc. 04746L104 16420.00 NS USD 52051.40 0.26 Long EC CORP US N 1 N N N Atlas Corp. N/A Atlas Corp. Y0436Q109 12219.00 NS USD 187439.46 0.93 Long EC CORP MH N 1 N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 AutoZone, Inc. 053332102 -177.00 NS USD -436513.86 -2.15 Short EC CORP US N 1 N N N Automatic Data Processing, Inc. HGBOLILQXWER4SAL2I23 Automatic Data Processing, Inc. 530151030 -1137.00 NS USD -271583.82 -1.34 Short EC CORP US N 1 N N N BJ's Wholesale Club Holdings, Inc. 549300UCIWH1C93V0J03 BJ's Wholesale Club Holdings, Inc. 05550J101 -1726.00 NS USD -114192.16 -0.56 Short EC CORP US N 1 N N N The Bank of New York Mellon Corp. WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp. 064058100 4233.00 NS USD 192686.16 0.95 Long EC CORP US N 1 N N N Barratt Developments plc 2138006R85VEOF5YNK29 Barratt Developments plc 008118000 44097.00 NS USD 211669.55 1.04 Long EC CORP GB N 1 N N N Bellway 213800CY4L3HST4FGZ98 Bellway p.l.c. 000090498 6618.00 NS USD 152710.53 0.75 Long EC CORP GB N 1 N N N Biohaven Ltd. N/A Biohaven Ltd. G1110E107 1018.00 NS USD 14129.84 0.07 Long EC CORP VI N 1 N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 Blackstone Mortgage Investment Trust, Inc. Class A 09257W100 2213.00 NS USD 46849.21 0.23 Long EC CORP US N 1 N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023105 410.00 NS USD 78100.90 0.39 Long EC CORP US N 1 N N N Booz Allen Hamilton Holding Corp. 529900JPV47PIUWMA015 Booz Allen Hamilton Holding Corp. 995021060 -1487.00 NS USD -155421.24 -0.77 Short EC CORP US N 1 N N N Brinker International, Inc. 52990067JY6PBGJNTG76 Brinker International, Inc. 109641100 1439.00 NS USD 45918.49 0.23 Long EC CORP US N 1 N N N CI Financial Corp. N/A CI Financial Corp. 00B3KT0S5 17903.00 NS USD 178572.27 0.88 Long EC CORP CA N 1 N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 Campbell Soup Company 134429109 -14013.00 NS USD -795237.75 -3.92 Short EC CORP US N 1 N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 Canadian National Railway Co. (Canada) 136375102 1218.00 NS USD 144635.27 0.71 Long EC CORP CA N 1 N N N CarMax, Inc. 529900F60CID3NCZM330 CarMax, Inc. 143130102 1654.00 NS USD 100712.06 0.50 Long EC CORP US N 1 N N N Cardiff Oncology, Inc. 549300AHOLZBHHYFWP04 Cardiff Oncology, Inc. 14147L108 50968.00 NS USD 71355.20 0.35 Long EC CORP US N 1 N N N Caterpillar Inc. WRJR7GS4GTRECRRTVX92 Caterpillar Inc. 149123101 -1963.00 NS USD -470256.28 -2.32 Short EC CORP US N 1 N N N Cavco Industries, Inc. N/A Cavco Industries, Inc. 149568107 789.00 NS USD 178511.25 0.88 Long EC CORP US N 1 N N N Celsius Holdings, Inc. N/A Celsius Holdings, Inc. 15118V207 -1991.00 NS USD -207143.64 -1.02 Short EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 Celsius Holdings, Inc., January 19, 2024, Put @ $85.00 N/A 11.00 NC USD 19030.00 0.09 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Celsius Holdings, Inc. Celsius Holdings, Inc. 100.0000 85.000000 USD 2024-01-19 XXXX 703.80 N N N Century Therapeutics, Inc N/A Century Therapeutics, Inc. 15673T100 15107.00 NS USD 77498.91 0.38 Long EC CORP US N 1 N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 Chart Industries, Inc. 16115Q308 3240.00 NS USD 373345.20 1.84 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 Chart Industries, Inc., June 16, 2023, Call @ $160.00 N/A 11.00 NC USD 8492.00 0.04 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Chart Industries, Inc. Chart Industries, Inc. 100.0000 160.000000 USD 2023-06-16 XXXX -8580.20 N N N Chimerix, Inc. 5299002IR2GXUBEPKS66 Chimerix, Inc. 16934W106 32051.00 NS USD 59614.86 0.29 Long EC CORP US N 1 N N N Clearfield, Inc. 529900M4S2OQ1ADPR537 Clearfield, Inc. 18482P103 -954.00 NS USD -89809.56 -0.44 Short EC CORP US N 1 N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 Comcast Corp. Class A 20030N101 5966.00 NS USD 208631.02 1.03 Long EC CORP US N 1 N N N Conduit Holdings Ltd. 21380085AE62D1BXSF19 Conduit Holdings, Ltd. (Bermuda) 00BN133N2 14888.00 NS USD 77082.86 0.38 Long EC CORP GB N 1 N N N Connect Biopharma Holdings Limited N/A Connect Biopharma Holdings Limited 207523101 14588.00 NS USD 12659.47 0.06 Long EC CORP KY N 1 N N N Select Sector SPDR Trust 5493008JJKIPMEX3CO91 Consumer Staples Select Sector SPDR Fund 81369Y308 -285.00 NS USD -21246.75 -0.10 Short EC RF US N 1 N N N Core Laboratories N.V. 724500MDYY5VBSAF5W50 Core Laboratories N.V (Netherlands) N22717107 5976.00 NS USD 121133.52 0.60 Long EC CORP NL N 1 N N N Cyteir Therapeutics, Inc. N/A Cyteir Therapeutics, Inc. 23284P103 39828.00 NS USD 65716.20 0.32 Long EC CORP US N 1 N N N Deckers Outdoor Corporation 5493008LG4W3I6K8J118 Deckers Outdoor Corporation 243537107 -1096.00 NS USD -437479.36 -2.16 Short EC CORP US N 1 N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 Deere & Company 244199105 -953.00 NS USD -408608.28 -2.02 Short EC CORP US N 1 N N N Delivery Hero SE 529900C3EX1FZGE48X78 Delivery Hero SE (Germany) G39387108 1376.00 NS USD 65947.74 0.33 Long EC CORP DE N 1 N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 Dollar General Corporation 256677105 -520.00 NS USD -128050.00 -0.63 Short EC CORP US N 1 N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 Duke Energy Corp., 5.750%, Cumulative Pfd, 06/15/2024 26441C501 887.00 NS USD 20746.93 0.10 Long EP CORP US N 1 N N N e.l.f. Beauty, Inc. 549300U2K9TCON25C029 e.l.f. Beauty, Inc. 26856L103 -2750.00 NS USD -152075.00 -0.75 Short EC CORP US N 1 N N N E2open Parent Holdings, Inc. N/A E2open Parent Holdings, Inc. 29788T103 21370.00 NS USD 125441.90 0.62 Long EC CORP US N 1 N N N ECN Capital Corp. 549300E2G773NN59KY61 ECN Capital Corp. (Canada) 26829L107 80220.00 NS USD 163464.94 0.81 Long EC CORP CA N 1 N N N EQRx, Inc. N/A EQRx, Inc. 26886C107 23690.00 NS USD 58277.40 0.29 Long EC CORP US N 1 N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. (Canada) 29250N105 2883.00 NS USD 112641.22 0.56 Long EC CORP CA N 1 N N N Enel - SpA WOCMU6HCI0OJWNPRZS33 Enel SpA (Italy) 007144569 21406.00 NS USD 115239.38 0.57 Long EC CORP IT N 1 N N N Select Sector SPDR Trust 54930064FLK0RD4TRU75 Energy Select Sector SPDR ETF 81369Y506 -256.00 NS USD -22392.32 -0.11 Short EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 Energy Select Sector SPDR., January 20, 2023, Put @ $80.00 N/A 79.00 NC USD 3871.00 0.02 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Energy Select Sector SPDR Fund Energy Select Sector SPDR Fund 100.0000 80.000000 USD 2023-01-20 XXXX -19983.67 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 Energy Select Sector SPDR., June 21, 2024, Put @ $95.00 N/A 11.00 NC USD 21835.00 0.11 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Energy Select Sector SPDR Fund Energy Select Sector SPDR Fund 100.0000 95.000000 USD 2024-06-21 XXXX -22.20 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 Energy Select Sector SPDR., March 17, 2023, Put @ $80.00 N/A 46.00 NC USD 11040.00 0.05 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Energy Select Sector SPDR Fund Energy Select Sector SPDR Fund 100.0000 80.000000 USD 2023-03-17 XXXX -12052.83 N N N Erie Indemnity Company 549300WA5KP94KRUFZ80 Erie Indemnity Company Class A 29530P102 -1354.00 NS USD -336766.88 -1.66 Short EC CORP US N 1 N N N Euronext N.V. N/A Euronext NV BNBNSG000 3118.00 NS USD 215640.88 1.06 Long EC CORP NL N 1 N N N Evolent Health, Inc. 549300CZOCFHQ2BBTR11 Evolent Health, Inc. Class A 30050B101 -2014.00 NS USD -56553.12 -0.28 Short EC CORP US N 1 N N N Exscientia PLC N/A Exscientia plc 30223G102 9442.00 NS USD 50325.86 0.25 Long EC CORP GB N 1 N N N EyePoint Pharmaceuticals, Inc. 549300QE1RU34T50MR69 EyePoint Pharmaceuticals, Inc. 30233G209 20166.00 NS USD 70581.00 0.35 Long EC CORP US N 1 N N N FactSet Research Systems Inc. 549300ZSJE7NBK6K9P30 FactSet Research Systems Inc. 303075105 -758.00 NS USD -304117.18 -1.50 Short EC CORP US N 1 N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 Fair Isaac Corp. 303250104 -693.00 NS USD -414815.94 -2.05 Short EC CORP US N 1 N N N FedEx Corp. 549300E707U7WNPZN687 FedEx Corp. 31428X106 1211.00 NS USD 209745.20 1.04 Long EC CORP US N 1 N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 Fidelity National Information Services, Inc. 31620M106 7327.00 NS USD 497136.95 2.45 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773100 6632.00 NS USD 217595.92 1.07 Long EC CORP US N 1 N N N Finch Therapeutics Group, Inc. N/A Finch Therapeutics Group, Inc. 31773D101 140288.00 NS USD 67338.24 0.33 Long EC CORP US N 1 N N N First American Treasury Obligations Fund 549300J5J5SJCZ9IA369 First American Treasury Obligations Fund Class X 31846V328 548156.30 NS USD 548156.30 2.71 Long STIV RF US N 1 N N N First Solar, Inc. 549300NPYMLM4NHTOF27 First Solar, Inc. 336433107 -692.00 NS USD -103654.68 -0.51 Short EC CORP US N 1 N N N Fusion Pharmaceuticals, Inc. N/A Fusion Pharmaceuticals, Inc. 36118A100 20419.00 NS USD 64319.85 0.32 Long EC CORP CA N 1 N N N Generac Holdings Inc. 529900S2H2AHJHSFFI84 Generac Holdings Inc. 368736104 2239.00 NS USD 225377.74 1.11 Long EC CORP US N 1 N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 General Mills, Inc. 370334104 -11522.00 NS USD -966119.70 -4.77 Short EC CORP US N 1 N N N Goldman Sachs Group, Inc. N/A Goldman Sachs Group, Inc., 5.342%, Non-Cumulative Pfd, 12/09/2023 38143Y665 8396.00 NS USD 154570.36 0.76 Long EP CORP US N 1 N N N Harley-Davidson, Inc. ZDNAWZWXIKMWI51R2A08 Harley-Davidson, Inc. 412822108 -7034.00 NS USD -292614.40 -1.44 Short EC CORP US N 1 N N N Hermes International S.C.A. 969500Y4IJGHJE2MTJ13 Hermes International S.C.A. F48051100 -169.00 NS USD -261367.73 -1.29 Short EC CORP FR N 1 N N N I-Mab 549300L1A5T19703RR64 I-Mab 44975P103 5764.00 NS USD 24093.52 0.12 Long EC CORP KY N 1 N N N Select Sector SPDR Trust 549300HQI51T8KP6U325 Industrial Select Sector SPDR Fund 81369Y704 200.00 NS USD 19642.00 0.10 Long EC RF US N 1 N N N Instil Bio, Inc. N/A Instil Bio, Inc. 45783C101 114464.00 NS USD 72112.32 0.36 Long EC CORP US N 1 N N N Invesco QQQ Trust 549300VY6FEJBCIMET58 Invesco QQQ Trust 46090E103 2040.00 NS USD 543211.20 2.68 Long EC RF US N 1 N N N Invivyd, Inc. N/A Invivyd, Inc. 00534A102 53880.00 NS USD 80820.00 0.40 Long EC CORP US N 1 N N N Iridium Communications, Inc. 549300U620NVQ4J1CT96 Iridium Communications, Inc. 46269C102 -8169.00 NS USD -419886.60 -2.07 Short EC CORP US N 1 N N N JM Smucker Company 5493000WDH6A0LHDJD55 The JM Smucker Company 832696405 -5037.00 NS USD -798163.02 -3.94 Short EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46625H100 2010.00 NS USD 269541.00 1.33 Long EC CORP US N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 KeyCorp 493267108 9357.00 NS USD 162998.94 0.80 Long EC CORP US N 1 N N N KKR Real Estate Finance Trust Inc. 549300K23AYZDZ2REL62 KKR Real Estate Finance Trust, Inc. 48251K100 7049.00 NS USD 98404.04 0.49 Long EC CORP US N 1 N N N Kellogg Company LONOZNOJYIBXOHXWDB86 Kellogg Company 487836108 -1703.00 NS USD -121321.72 -0.60 Short EC CORP US N 1 N N N Kyndryl Holdings, Inc. 549300LQ4LWX2R8ZV130 Kyndryl Holdings, Inc. 50155Q100 9275.00 NS USD 103138.00 0.51 Long EC CORP US N 1 N N N LANXESS AG 529900PTLRE72EMYIJ77 LANXESS AG (Germany) 00B05M8B7 5045.00 NS USD 203563.51 1.00 Long EC CORP DE N 1 N N N LPL Financial Holdings, Inc. 549300XROQ4Y8G2L7682 LPL Financial Holdings, Inc. 50212V100 -465.00 NS USD -100519.05 -0.50 Short EC CORP US N 1 N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 Lamb Weston Holdings, Inc. 513272104 -2538.00 NS USD -226795.68 -1.12 Short EC CORP US N 1 N N N Lancaster Colony Corporation 529900X4O13HED1ZAS58 Lancaster Colony Corp. 513847103 -2252.00 NS USD -444319.60 -2.19 Short EC CORP US N 1 N N N Landstar System, Inc. 254900CUQXQRL09MEI52 Landstar System, Inc. 515098101 -1728.00 NS USD -281491.20 -1.39 Short EC CORP US N 1 N N N Linde Public Limited Company 8945002PAZHZLBGKGF02 Linde PLC G5494J103 -1243.00 NS USD -405441.74 -2.00 Short EC CORP IE N 1 N N N M.D.C. Holdings, Inc. 5299005FV4VNV75R8R35 M.D.C. Holdings, Inc. 552676108 3397.00 NS USD 107345.20 0.53 Long EC CORP US N 1 N N N Madison Square Garden Entertainment Corp. N/A Madison Square Garden Entertainment Corp. Class A 55826T102 2209.00 NS USD 99338.73 0.49 Long EC CORP US N 1 N N N Magnachip Semiconductor Corp. 529900P54J1ATLRBUV29 Magnachip Semiconductor Corporation 55933J203 4364.00 NS USD 40977.96 0.20 Long EC CORP US N 1 N N N Magnite, Inc. 54930018FR2YX1HHSB02 Magnite, Inc. 55955D100 5611.00 NS USD 59420.49 0.29 Long EC CORP US N 1 N N N Markforged Holding Corporation N/A Markforged Holding Corporation 57064N102 7022.00 NS USD 8145.52 0.04 Long EC CORP US N 1 N N N Matrix Service Co. 529900VYBKSX6HD2YW58 Matrix Service Co. 576853105 2870.00 NS USD 17851.40 0.09 Long EC CORP US N 1 N N N McKesson Corporation 549300WZWOM80UCFSF54 McKesson Corporation 58155Q103 -2587.00 NS USD -970435.44 -4.79 Short EC CORP US N 1 N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. Class A 30303M102 1955.00 NS USD 235264.70 1.16 Long EC CORP US N 1 N N N Metlife, Inc. C4BXATY60WC6XEOZDX54 Metlife, Inc., 5.745%, Non-Cumulative Pfd, 02/09/2023 59156R504 1020.00 NS USD 22154.40 0.11 Long EP CORP US N 1 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 Micron Technology, Inc. 595112103 2032.00 NS USD 101559.36 0.50 Long EC CORP US N 1 N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 929.00 NS USD 222792.78 1.10 Long EC CORP US N 1 N N N NetApp, Inc. QTX3D84DZDD5JYOCYH15 NetApp, Inc. 64110D104 1448.00 NS USD 86966.88 0.43 Long EC CORP US N 1 N N N Nkarta Inc N/A Nkarta, Inc. 65487U108 11332.00 NS USD 67878.68 0.34 Long EC CORP US N 1 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 O'Reilly Automotive, Inc. 67103H107 -518.00 NS USD -437207.54 -2.16 Short EC CORP US N 1 N N N O-I Glass, Inc. N/A O-I Glass, Inc. 67098H104 -4123.00 NS USD -68318.11 -0.34 Short EC CORP US N 1 N N N Opendoor Technologies Inc. 254900KX11YZ4HV5BQ47 Opendoor Technologies, Inc. 683712103 43952.00 NS USD 50984.32 0.25 Long EC CORP US N 1 N N N Option Care Health, Inc. 549300DI3Q5ACSYJRI17 Option Care Health, Inc. 68404L201 -4256.00 NS USD -128063.04 -0.63 Short EC CORP US N 1 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 PepsiCo, Inc. 713448108 -2008.00 NS USD -362765.28 -1.79 Short EC CORP US N 1 N N N PIMCO ETF Trust N/A PIMCO 25+ Year Zero Coupon US Treasury Index ETF 72201R882 4482.00 NS USD 391368.24 1.93 Long EC RF US N 1 N N N PNC Financial Services Group, Inc. CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. 693475105 1896.00 NS USD 299454.24 1.48 Long EC CORP US N 1 N N N PACCAR Inc. KDTEY8BWE486IKZ3CC07 PACCAR Inc. 693718108 -1142.00 NS USD -113023.74 -0.56 Short EC CORP US N 1 N N N Pardes Biosciences, Inc N/A Pardes Biosciences, Inc. 69945Q105 47088.00 NS USD 79578.72 0.39 Long EC CORP US N 1 N N N Parex Resources, Inc. 549300U7LWRGTY6XWK67 Parex Resources, Inc. (Canada) 00B575D14 3793.00 NS USD 56427.49 0.28 Long EC CORP CA N 1 N N N Parsons Corporation Delaware 549300ZXH0VRBSEPX752 Parsons Corporation 70202L102 -7340.00 NS USD -339475.00 -1.68 Short EC CORP US N 1 N N N Persimmon 213800XI72Y57UWN6F31 Persimmon plc 068253800 13588.00 NS USD 200043.20 0.99 Long EC CORP GB N 1 N N N Pinterest, Inc. N/A Pinterest, Inc. Class A 72352L106 3483.00 NS USD 84567.24 0.42 Long EC CORP US N 1 N N N Pollard Banknote Ltd. 549300LSLZW9CYPJJ086 Pollard Banknote, Ltd. (Canada) 73150R105 1949.00 NS USD 27512.66 0.14 Long EC CORP CA N 1 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 Post Holdings, Inc. 737446104 -4322.00 NS USD -390103.72 -1.93 Short EC CORP US N 1 N N N Precision Biosciences, Inc. 549300I5QGRS3BLHZH41 Precision Biosciences, Inc. 74019P108 58363.00 NS USD 69451.97 0.34 Long EC CORP US N 1 N N N Public Storage N/A Public Storage, 3.875%, Cumulative Pfd, 10/06/2025 74460W511 5449.00 NS USD 88655.23 0.44 Long EP CORP US N 1 N N N Public Storage N/A Public Storage, 5.600%, Cumulative Pfd, 03/11/2024 74460W644 2323.00 NS USD 54102.67 0.27 Long EP CORP US N 1 N N N PureCycle Technologies, Inc. N/A PureCycle Technologies, Inc. 74623V103 11796.00 NS USD 79740.96 0.39 Long EC CORP US N 1 N N N Rollins, Inc. 549300F2A0BXT4SGWD84 Rollins, Inc. 775711104 -9775.00 NS USD -357178.50 -1.76 Short EC CORP US N 1 N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 Ross Stores, Inc. 778296103 -3607.00 NS USD -418664.49 -2.07 Short EC CORP US N 1 N N N SPDR Dow Jones Industrial Average ETF Trust 54930039F2SG3UG2OZ18 SPDR Dow Jones Industrial Average ETF Trust 78467X109 -315.00 NS USD -104368.95 -0.52 Short EC RF US N 1 N N N SPDR Series Trust N/A SPDR S&P Software & Services ETF 78464A599 6046.00 NS USD 657321.12 3.24 Long EC RF US N 1 N N N Scorpio Tankers Inc. 549300NVJUH16NXG8K87 Scorpio Tankers Inc. Y7542C130 -1784.00 NS USD -95925.68 -0.47 Short EC CORP MH N 1 N N N Sea Ltd. 529900OM6JLLW44YKI15 Sea, Ltd. ADR 81141R100 1007.00 NS USD 52394.21 0.26 Long EC CORP KY N 1 N N N Sema4 Holdings Corp. N/A Sema4 Holdings Corp. 81663L101 80841.00 NS USD 21325.86 0.11 Long EC CORP US N 1 N N N Skyline Champion Corporation N/A Skyline Champion Corporation 830830105 3417.00 NS USD 176009.67 0.87 Long EC CORP US N 1 N N N Smith & Nephew Group PLC 213800ZTMDN8S67S1H61 Smith & Nephew PLC 83175M205 8836.00 NS USD 237600.04 1.17 Long EC CORP GB N 1 N N N Stellantis N.V. 549300LKT9PW7ZIBDF31 Stellantis N.V. (Netherlands) N82405106 7800.00 NS USD 110760.00 0.55 Long EC CORP NL N 1 N N N STORE Capital Corp. 5493004EA6C9IHDZ7N66 Store Capital Corp. 862121100 7566.00 NS USD 242565.96 1.20 Long EC CORP US N 1 N N N Sylvamo Corporation 5493001AOYU1ZOWOC971 Sylvamo Corporation 871332102 -1663.00 NS USD -80805.17 -0.40 Short EC CORP US N 1 N N N Syros Pharmaceuticals, Inc. 549300512PURS7IGVT96 Syros Pharmaceuticals, Inc. 87184Q206 23261.00 NS USD 83506.99 0.41 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 T-Mobile US, Inc. 872590104 -385.00 NS USD -53900.00 -0.27 Short EC CORP US N 1 N N N TCR2 Therapeutics, Inc. 5493007TR1ORJAZ8YK34 TCR2 Therapeutics, Inc. 87808K106 71616.00 NS USD 71530.06 0.35 Long EC CORP US N 1 N N N Taylor Wimpey plc 21380089BTRXTD8S3R66 Taylor Wimpey plc 087823000 116930.00 NS USD 143784.15 0.71 Long EC CORP GB N 1 N N N Carlyle Group Inc. 529900NGGVF94UK6PG95 Carlyle Group, Inc. 14316J108 9221.00 NS USD 275154.64 1.36 Long EC CORP US N 1 N N N Hershey Company 21X2CX66SU2BR6QTAD08 The Hershey Company 427866108 -1852.00 NS USD -428867.64 -2.12 Short EC CORP US N 1 N N N Progressive Corp. OH 529900TACNVLY9DCR586 The Progressive Corporation 743315103 -2676.00 NS USD -347103.96 -1.71 Short EC CORP US N 1 N N N The TJX Companies, Inc. V167QI9I69W364E2DY52 The TJX Companies, Inc. 872540109 -5213.00 NS USD -414954.80 -2.05 Short EC CORP US N 1 N N N Thunderbird Entertainment Group, Inc. 549300UXXHTSX6VCMJ56 Thunderbird Entertainment Group, Inc. (Canada) 88605U107 20004.00 NS USD 50509.82 0.25 Long EC CORP CA N 1 N N N Travel & Leisure Co. T4VNTWMFQ7JQB65L7T35 Travel & Leisure Co. 894164102 1738.00 NS USD 63263.20 0.31 Long EC CORP US N 1 N N N TripAdvisor, Inc. 549300QB8O3XV4AYBY08 TripAdvisor, Inc. Class A 896945201 2271.00 NS USD 40832.58 0.20 Long EC CORP US N 1 N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 Uber Technologies, Inc. 90353T100 2275.00 NS USD 56260.75 0.28 Long EC CORP US N 1 N N N Ulta Beauty, Inc. 529900CIV6HN8M28YM82 Ulta Beauty, Inc. 90384S303 -906.00 NS USD -424977.42 -2.10 Short EC CORP US N 1 N N N Select Sector SPDR Trust 549300ERQDM80PRYUH21 Utilities Select Sector SPDR Fund 81369Y886 -311.00 NS USD -21925.50 -0.11 Short EC RF US N 1 N N N Value Line, Inc. N/A Value Line, Inc. 920437100 -407.00 NS USD -20708.16 -0.10 Short EC CORP US N 1 N N N Vanguard Index Funds N/A Vanguard S&P 500 ETF 922908363 2812.00 NS USD 987968.08 4.88 Long EC RF US N 1 N N N Vanguard International Equity Index Funds N/A Vanguard FTSE Europe ETF 922042874 1926.00 NS USD 106777.44 0.53 Long EC RF US N 1 N N N Victoria PLC 2138002K6ECECHVCQN25 Victoria PLC (United Kingdom) 148169195 14255.00 NS USD 82944.96 0.41 Long EC CORP GB N 1 N N N Vivendi SE 969500FU4DRAEVJW7U54 Vivendi SE 483477700 19986.00 NS USD 178155.20 0.88 Long EC CORP FR N 1 N N N W. W. Grainger, Inc. 549300TWZSP6O1IH2V34 W.W. Grainger, Inc. 384802104 -554.00 NS USD -308162.50 -1.52 Short EC CORP US N 1 N N N Warner Bros. Discovery, Inc. 5493006ZCRFWKF6B1K26 Warner Bros. Discovery, Inc. Series A 934423104 2260.00 NS USD 21424.80 0.11 Long EC CORP US N 1 N N N WABTEC 06BTX5UWZD0GQ5N5Y745 Westinghouse Air Brake Technologies Corp. 929740108 -4072.00 NS USD -406426.32 -2.01 Short EC CORP US N 1 N N N Whitecap Resources Inc. 5493004AMPGZA0JO5Q37 Whitecap Resources, Inc. (Canada) 96467A200 3296.00 NS USD 26135.11 0.13 Long EC CORP CA N 1 N N N Whitestone REIT N/A Whitestone REIT Class B 966084204 2149.00 NS USD 20716.36 0.10 Long EC CORP US N 1 N N N Wingstop Inc. 549300SSH3F8HPIM3Q47 Wingstop Inc. 974155103 -2056.00 NS USD -282946.72 -1.40 Short EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 Wisdom Tree Cloud Computing Fund ETF., June 16, 2023, Call @ $19.00 N/A 77.00 NC USD 54670.00 0.27 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased WisdomTree Cloud Computing Fund ETF WisdomTree Cloud Computing Fund ETF 100.0000 19.000000 USD 2023-06-16 XXXX 2449.60 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 Wisdom Tree Cloud Computing Fund ETF., March 17, 2023, Call @ $20.00 N/A 87.00 NC USD 49590.00 0.24 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased WisdomTree Cloud Computing Fund ETF WisdomTree Cloud Computing Fund ETF 100.0000 20.000000 USD 2023-03-17 XXXX 4598.42 N N N WisdomTree Trust 549300ZGGEP9JE4RUB88 WisdomTree Cloud Computing Fund 97717Y691 151036.00 NS USD 3787982.88 18.70 Long EC RF US N 1 N N N XBiotech Inc. 5299002WACAY28TQAS52 XBiotech Inc. 98400H102 19651.00 NS USD 68975.01 0.34 Long EC CORP CA N 1 N N N adidas AG 549300JSX0Z4CW0V5023 adidas AG (Germany) 054153597 681.00 NS USD 92900.58 0.46 Long EC CORP DE N 1 N N N iShares Trust 549300WWURKS1JGBZU59 iShares 20+ Year Treasury Bond ETF 464287432 15579.00 NS USD 1551045.24 7.66 Long EC RF US N 1 N N N iShares Trust 5493004D0K60CDIFRQ61 iShares MSCI Germany ETF 464286806 2586.00 NS USD 63951.78 0.32 Long EC RF US N 1 N N N iShares Trust 549300M7WVLJWAVPDO86 iShares MSCI India ETF 46429B598 -15684.00 NS USD -654650.16 -3.23 Short EC RF US N 1 N N N iShares, Inc. 549300MGJZCNMJLBAJ67 iShares MSCI Japan ETF 46434G822 3985.00 NS USD 216943.40 1.07 Long EC RF US N 1 N N N 2022-12-30 Collaborative Investment Series Trust /s/ Gregory Skidmore Gregory Skidmore Trustee and President/Chief Executive Officer XXXX NPORT-EX 2 greenwichnportex22.htm Converted by EDGARwiz




Schedule of Investments

 December 30, 2022 (unaudited)

Greenwich Ivy Long-Short Fund

 

 

 

 

 

 

 

 

 

 

 

 

 

Shares or Principal

 

 

Security Description

 

 

Amount ($)

 

Fair Value ($)(1)

 

 

 

 

 

 

Common Stocks - 50.98%

 

 

 

 

 

 

 

 

Air Courier Services - 1.03%

 

 

 

 

 

FedEx Corp.  (3)

 

 

 

1,211

 

209,745

 

 

 

 

 

 

 

 

Aircraft - 0.38%

 

 

 

 

 

 

Boeing Co.  (2)  (3)

 

 

 

410

 

78,101

 

 

 

 

 

 

 

 

Auto Manufacturers - 0.07%

 

 

 

 

 

Aston Martin Lagonda Global Holdings PLC (United Kingdom)  (2)

 

 

9,234

 

17,208

 

 

 

 

 

 

 

 

Biological Products (No Diagnostic Substances) - 3.65%

 

 

 

 

 

Achilles Therapeutics PLC (2)

 

 

71,927

 

64,734

Athira Pharma, Inc. (2)

 

 

 

16,420

 

52,052

Cardiff Oncology, Inc. (2)

 

 

 

50,968

 

71,355

Century Therapeutics, Inc. (2)

 

 

15,107

 

77,499

Exscientia plc (2)

 

 

 

9,442

 

50,326

Finch Therapeutics Group, Inc. (2)

 

 

140,288

 

67,338

Fusion Pharmaceuticals, Inc. (2)

 

 

20,419

 

64,320

Instil Bio, Inc. (2)

 

 

 

114,464

 

72,112

Invivyd, Inc. (2)

 

 

 

53,880

 

80,820

Precision Biosciences, Inc. (2)

 

 

58,363

 

69,452

TCR2 Therapeutics, Inc. (2)

 

 

71,616

 

71,530

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

741,538

 

 

 

 

 

 

 

 

Cable & Other Pay Television Services - 1.03%

 

 

 

 

 

Comcast Corp. Class A (3)

 

 

 

5,966

 

208,631

 

 

 

 

 

 

 

 

Cigarettes - 0.77%

 

 

 

 

 

 

Altria Group, Inc.  (3)

 

 

 

3,423

 

156,465

 

 

 

 

 

 

 

 

Computer Peripheral Equipment, Nec - 0.04%

 

 

 

 

 

Markforged Holding Corporation (2)

 

 

7,022

 

8,146

 

 

 

 

 

 

 

 

Computer Storage Devices - 0.43%

 

 

 

 

 

NetApp, Inc.

 

 

 

 

1,448

 

86,967

 

 

 

 

 

 

 

 

Construction - Special Trade Contractors - 0.09%

 

 

 

 

 

Matrix Service Co.  (2)

 

 

 

2,870

 

17,851

 

 

 

 

 

 

 

 

 Consumer Finance - 0.81%

 

 

 

 

 

ECN Capital Corp. (Canada)

 

 

80,220

 

163,465

 

 

 

 

 

 

 

 

Deep Sea Foreign Transportation of Freight - 0.93%

 

 

 

 

 

Atlas Corp.

 

 

 

 

12,219

 

187,439

 

 

 

 

 

 

 

 

Entertainment- 0.88%

 

 

 

 

 

 

Vivendi SE (2)

 

 

 

19,986

 

178,155

 

 

 

 

 

 

 

 

Entertainment Facilities - 0.25%

 

 

 

 

 

Thunderbird Entertainment Group, Inc. (Canada)  (2)

 

 

20,004

 

50,510

 

 

 

 

 

 

 

 

Fabricated Plate Work (Boiler Shops) - 1.84%

 

 

 

 

 

Chart Industries, Inc. (2) (3)

 

 

3,240

 

373,345

 

 

 

 

 

 

 

 

Finance Services - 2.33%

 

 

 

 

 

 

CI Financial Corp.

 

 

 

17,903

 

178,572

Conduit Holdings, Ltd. (Bermuda) (2)

 

 

14,888

 

77,083

Euronext NV (2)

 

 

 

3,118

 

215,641

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

471,296

 

 

 

 

 

 

 

 

 Footware and Accessories - 0.46%

 

 

 

 

 

adidas AG (Germany) (2)

 

 

 

681

 

92,901

 

 

 

 

 

 

 

 

Furnishings, Fixtures & Appliances - 0.41%

 

 

 

 

 

Victoria PLC  (United Kingdom)  (2)

 

 

14,255

 

82,945

 

 

 

 

 

 

 

 

Gambling - 0.14%

 

 

 

 

 

 

Pollard Banknote, Ltd. (Canada)

 

 

1,949

 

27,513

 

 

 

 

 

 

 

 

Hotels & Motels - 0.95%

 

 

 

 

 

 

Accor SA  (France) (2)

 

 

 

5,168

 

129,154

Travel & Leisure Co.    (3)

 

 

 

1,738

 

63,263

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

192,417

 

 

 

 

 

 

 

 

Internet Retail - 0.33%

 

 

 

 

 

 

Delivery Hero SE (Germany)  (2)

 

 

1,376

 

65,948

 

 

 

 

 

 

 

 

Investment Advice - 1.67%

 

 

 

 

 

Apollo Global Management, Inc. Class A  (3)

 

 

989

 

63,088

Carlyle Group, Inc.  (3)

 

 

 

9,221

 

275,155

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

338,243

 

 

 

 

 

 

 

 

Laboratory Analytical Instruments - 0.35%

 

 

 

 

 

EyePoint Pharmaceuticals, Inc. (2)

 

 

20,166

 

70,581

 

 

 

 

 

 

 

 

Media & Entertainment - 0.11%

 

 

 

 

 

Warner Bros. Discovery, Inc. Series A  

 

 

2,260

 

21,425

 

 

 

 

 

 

 

 

Mobile Homes - 1.75%

 

 

 

 

 

 

Cavco Industries, Inc.   (3)

 

 

 

789

 

178,511

Skyline Champion Corporation    (3)

 

 

3,417

 

176,010

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

354,521

 

 

 

 

 

 

 

 

Motor Vehicles & Passenger Car Bodies - 0.55%

 

 

 

 

 

Stellantis N.V. (Netherlands)    (3)

 

 

7,800

 

110,760

 

 

 

 

 

 

 

 

Motors & Generators - 1.11%

 

 

 

 

 

Generac Holdings Inc. (2)

 

 

 

2,239

 

225,378

 

 

 

 

 

 

 

 

National Commercial Banks - 4.69%

 

 

 

 

 

Fifth Third Bancorp

 

 

 

6,632

 

217,596

JPMorgan Chase & Co. (3)

 

 

 

2,010

 

269,541

KeyCorp (2)

 

 

 

 

9,357

 

162,999

PNC Financial Services Group, Inc. (2)

 

 

1,896

 

299,454

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

949,590

 

 

 

 

 

 

 

 

Oil & Gas - 0.41%

 

 

 

 

 

 

Parex Resources, Inc. (Canada)

 

 

3,793

 

56,428

Whitecap Resources, Inc. (Canada)

 

 

3,296

 

26,135

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

82,563

 

 

 

 

 

 

 

 

Oil & Gas Field Services, NEC- 0.60%

 

 

 

 

 

Core Laboratories N.V (Netherlands)

 

 

5,976

 

121,134

 

 

 

 

 

 

 

 

Operative Builders - 0.53%

 

 

 

 

 

M.D.C. Holdings, Inc. (3)

 

 

 

3,397

 

107,345

 

 

 

 

 

 

 

 

Orthopedic, Prosthetic & Surgical Appliances & Supplies - 1.17%

 

 

 

 

 

Smith & Nephew PLC

 

 

 

8,836

 

237,600

 

 

 

 

 

 

 

 

Pharmaceutical Preparations - 2.64%

 

 

 

 

 

Biohaven Ltd. (2)

 

 

 

1,018

 

14,130

Chimerix, Inc. (2)

 

 

 

32,051

 

59,615

Connect Biopharma Holdings Limited (2)

 

 

14,588

 

12,659

Cyteir Therapeutics, Inc. (2)

 

 

39,828

 

65,716

EQRx, Inc. (2)

 

 

 

 

23,690

 

58,277

I-Mab (2)

 

 

 

 

5,764

 

24,094

Nkarta, Inc. (2)

 

 

 

11,332

 

67,879

Pardes Biosciences, Inc. (2)

 

 

47,088

 

79,579

Syros Pharmaceuticals, Inc. (2)

 

 

23,261

 

83,507

XBiotech Inc. (2)

 

 

 

19,651

 

68,975

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

534,431

 

 

 

 

 

 

 

 

Pipe Lines (No Natural Gas) - 0.56%

 

 

 

 

 

Enbridge, Inc. (Canada)

 

 

 

2,883

 

112,641

 

 

 

 

 

 

 

 

Plastic Materials, Synth Resins & Nonvulcan Elastomers - 0.39%

 

 

 

 

 

PureCycle Technologies, Inc. (2)

 

 

11,796

 

79,741

 

 

 

 

 

 

 

 

Railroads, Line-Haul Operating - 0.71%

 

 

 

 

 

Canadian National Railway Co. (Canada)

 

 

1,218

 

144,635

 

 

 

 

 

 

 

 

Real Estate Agents & Managers - 0.25%

 

 

 

 

 

Opendoor Technologies Inc. (2)

 

 

43,952

 

50,984

 

 

 

 

 

 

 

 

Retail-Eating Places - 3.50%

 

 

 

 

 

Barratt Developments plc (2)

 

 

44,097

 

211,670

Bellway p.l.c. (2)

 

 

 

6,618

 

152,710

Persimmon plc (2)

 

 

 

13,588

 

200,043

Taylor Wimpey plc (2)

 

 

 

116,930

 

143,784

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

708,207

 

 

 

 

 

 

 

 

Retail - Auto Dealers & Gasoline Stations - 0.50%

 

 

 

 

 

CarMax, Inc. (2)

 

 

 

1,654

 

100,712

 

 

 

 

 

 

 

 

Retail - Discretionary- 0.06%

 

 

 

 

 

Asos PLC (2)

 

 

 

 

2,053

 

12,678

 

 

 

 

 

 

 

 

Retail-Eating Places - 0.23%

 

 

 

 

 

Brinker International, Inc. (2) (3)

 

 

1,439

 

45,918

 

 

 

 

 

 

 

 

Semiconductors &Related Devices - 0.70%

 

 

 

 

 

Magnachip Semiconductor Corporation (2)

 

 

4,364

 

40,978

Micron Technology, Inc.

 

 

 

2,032

 

101,559

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

142,537

 

 

 

 

 

 

 

 

Services-Amusement & Recreation Services - 0.49%

 

 

 

 

 

Madison Square Garden Entertainment Corp. Class A  (2)

 

 

2,209

 

99,339

 

 

 

 

 

 

 

 

Services - Business Services, Nec - 2.73%

 

 

 

 

 

Fidelity National Information Services, Inc. (3)

 

 

7,327

 

497,137

Uber Technologies, Inc.  (2)  (3)

 

 

2,275

 

56,261

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

553,398

 

 

 

 

 

 

 

 

Services - Computer Integrated Systems Design - 0.17%

 

 

 

 

 

ASA International Group PLC (United Kingdom)  (2)

 

 

30,432

 

34,237

 

 

 

 

 

 

 

 

Services - Computer Processing & Data Preparation - 1.13%

 

 

 

 

 

E2open Parent Holdings, Inc. (2)  (3)

 

 

21,370

 

125,442

Kyndryl Holdings, Inc. (2)  (3)

 

 

9,275

 

103,138

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

228,580

 

 

 

 

 

 

 

 

Services - Computer Programming, Data Processing, Etc. - 2.07%

 

 

 

 

 

Magnite, Inc. (2) (3)

 

 

 

5,611

 

59,420

Meta Platforms, Inc. Class A (2) (3)

 

 

1,955

 

235,265

Pinterest, Inc. Class A (2) (3)

 

 

3,483

 

84,567

TripAdvisor, Inc. Class A (2)

 

 

2,271

 

40,833

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

420,085

 

 

 

 

 

 

 

 

Services - Health Services - 0.11%

 

 

 

 

 

Sema4 Holdings, Corp. (2)

 

 

 

80,841

 

21,326

 

 

 

 

 

 

 

 

Services - Miscellaneous Business Services - 0.26%

 

 

 

 

 

Sea, Ltd. ADR  (2)   (3)

 

 

 

1,007

 

52,394

 

 

 

 

 

 

 

 

Services - Prepackaged Software - 1.10%

 

 

 

 

 

Microsoft Corp. (3)

 

 

 

929

 

222,793

 

 

 

 

 

 

 

 

Specialty Chemicals - 1.00%

 

 

 

 

 

LANXESS AG (Germany) (2)

 

 

5,045

 

203,564

 

 

 

 

 

 

 

 

Sporting & Athletic Goods, NEC - 0.25%

 

 

 

 

 

American Outdoor Brands, Inc. (2)  (3)

 

 

5,146

 

51,563

 

 

 

 

 

 

 

 

State Commercial Banks - 0.95%

 

 

 

 

 

Bank of New York Mellon Corp. (3)

 

 

4,233

 

192,686

 

 

 

 

 

 

 

 

Telephone Communications (No Radiotelephone) - 0.85%

 

 

 

 

 

AT&T, Inc.  (3)

 

 

 

9,344

 

172,023

 

 

 

 

 

 

 

 

Utilities  - 0.57%

 

 

 

 

 

 

Enel SpA (Italy)  (2)

 

 

 

21,406

 

115,239

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Common Stock

 

 

 

(Cost $              10,769,627)

 

10,329,437

 

 

 

 

 

 

 

 

Exchange Traded Funds - (5)  41.60%

 

 

 

 

ARK Innovation ETF (2)

 

 

 

3,298

 

103,030

Industrial Select Sector SPDR Fund (2)

 

 

200

 

19,642

Invesco QQQ Trust (3)

 

 

 

2,040

 

543,211

iShares 20+ Year Treasury Bond ETF (3)

 

 

15,579

 

1,551,045

iShares MSCI Germany ETF (3)

 

 

2,586

 

63,952

iShares MSCI Japan ETF

 

 

 

3,985

 

216,943

PIMCO 25+ Year Zero Coupon US Treasury Index ETF (3)

 

 

4,482

 

391,368

SPDR S&P Software & Services ETF

 

 

6,046

 

657,321

Vanguard S&P 500 ETF (2)

 

 

2,812

 

987,968

Vanguard FTSE Europe ETF

 

 

1,926

 

106,778

WisdomTree Cloud Computing Fund ETF (2) (3)

 

 

151,036

 

3,787,983

 

 

 

 

Total Exchange Traded Funds

(Cost $                 8,645,711)

 

8,429,241

 

 

 

 

 

 

 

 

Real Estate Investment Trusts - 2.02%

 

 

 

 

Blackstone Mortgage Investment Trust, Inc. Class A    

2,213

 

46,849

KKR Real Estate Finance Trust, Inc.

7,049

 

98,404

Store Capital Corp.  (3)

7,566

 

242,566

Whitestone REIT Class B  (3)

2,149

 

20,717

 

 

 

 

Total Real Estate Investment Trusts

(Cost $                    493,419)

 

408,536

 

 

 

 

Preferred Securities    - 3.11%

 

 

 

 

 

 

 

 

 

 

 

Life Insurance - 0.11%

 

 

 

 

 

 

Metlife, Inc., 5.475%, Non-Cumulative Pfd, 02/09/2023

 

 

1,020

 

22,155

 

 

 

 

 

 

 

 

Electric & Other Services Combined - 0.10%

 

 

 

 

 

Duke Energy Corp., 5.750%, Cumulative Pfd, 06/15/2024

 

 

887

 

20,747

 

 

 

 

 

 

 

 

Fire, Marine & Casualty Insurance - 0.49%

 

 

 

 

 

Allstate Corp., 5.100%, Non-Cumulative Pfd, 10/15/2024 (2)

 

 

5,004

 

99,129

 

 

 

 

 

 

 

 

Real Estate Investment Trusts - 0.70%

 

 

 

 

 

Public Storage, 3.875%, Cumulative Pfd, 10/06/2025

 

 

5,449

 

88,655

Public Storage, 5.600%, Cumulative Pfd, 03/11/2024

 

 

2,323

 

54,103

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

142,758

Security Brokers, Dealers & Flotation Companies - 0.76%

 

 

 

 

 

Goldman Sachs Group, Inc., 5.342%, Non-Cumulative Pfd, 12/09/2023 (2)

 

 

8,396

 

154,570

 

 

 

 

 

 

 

 

Telephone Communications (No Radiotelephone) - 0.95%

 

 

 

 

 

AT&T, Inc., 5.000%, Cumulative Pfd, 12/12/2024 (2)

 

 

5,600

 

102,760

AT&T, Inc., 4.750%, Cumulative Pfd, 02/18/2025 (2)

 

 

5,096

 

88,874

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

191,634

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Preferred Securities

(Cost $                   625,307)

 

630,993

 

 

 

 

 

 

 

 

Money Market Registered Investment Companies    - 2.71%

 

 

 

 

First American Treasury Obligations Fund Class  X - 4.19%

548,156

 

548,156

 

 

 

 

Total Money Market Registered Investment Companies

(Cost $                   548,156)

 

548,156

 

 

 

 

 

 

 

 

Total Investments - 101.25%

(Cost $              21,283,635)

 

20,514,891

 

 

 

 

Liabilities in Excess of Other Assets   - -1.25%

 

 

(253,378)

 

 

 

 

Total Net Assets - 100.00%

 

 

20,261,513

 

 

 

 

 

 

 

 

Options

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Long (Short)

 

Notional Value of

 

Fair

 

 

 

Contracts

Expiration Date

Contracts ($)

 

Value ($)

Call Options

 

 

 

 

 

 

 

Chart Industries, Inc., Strike $160.00

11

6/16/2023

176,000

 

8,492

Wisdom Tree Cloud Computing Fund ETF, Strike $19.00

77

6/16/2023

146,300

 

54,670

Wisdom Tree Cloud Computing Fund ETF, Strike $20.00

87

3/17/2023

174,000

 

49,590

 

 

 

 

 

 

 

 

Put Options

 

 

 

 

 

 

 

Celsius Holdings, Inc., Strike $85.00

11

1/19/2024

93,500

 

19,030

Energy Select Sector SPDR, Strike $80.00

79

1/20/2023

632,000

 

3,871

Energy Select Sector SPDR, Strike $95.00

11

6/21/2024

104,500

 

21,835

Energy Select Sector SPDR, Strike $80.00

46

3/17/2023

368,000

 

11,040

 

 

 

 

 

 

 

 

 

 

 

322

 

1,694,300

 

168,528

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Common Stock Securities Sold Short - -84.20%

 

 

 

 

Aircraft - -1.25%

 

 

 

 

 

 

AeroVironment, Inc. (2)

 

 

 

(2,938)

 

(251,669)

 

 

 

 

 

 

 

 

Apparel, Footwear & Acc Design - -1.29%

 

 

 

 

 

Hermes International S.C.A. (2)

 

 

(169)

 

(261,368)

 

 

 

 

 

 

 

 

Beverages - -1.79%

 

 

 

 

 

 

PepsiCo, Inc.

 

 

 

 

(2,008)

 

(362,765)

 

 

 

 

 

 

 

 

Bottled & Canned Soft Drinks Carbonated Waters - -1.02%

 

 

 

 

 

Celsius Holdings, Inc. (2)

 

 

 

(1,991)

 

(207,144)

 

 

 

 

 

 

 

 

Canned, Frozen & Preserved Fruit, Veg & Food Specialties - -3.31%

 

 

 

 

 

Lamb Weston Holdings, Inc.

 

 

(2,538)

 

(226,796)

Lancaster Colony Corp.

 

 

 

(2,252)

 

(444,319)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(671,115)

 

 

 

 

 

 

 

 

Canned, Fruits, Veg, Preserves, Jams & Jellies - -3.94%

 

 

 

 

 

The JM Smucker Company

 

 

 

(5,037)

 

(798,163)

 

 

 

 

 

 

 

 

Communications Equipment, NEC - -2.07%

 

 

 

 

 

Iridium Communications, Inc. (2)

 

 

(8,169)

 

(419,887)

 

 

 

 

 

 

 

 

Construction Machinery & Equip - -2.32%

 

 

 

 

 

Caterpillar Inc. (2)

 

 

 

(1,963)

 

(470,256)

 

 

 

 

 

 

 

 

Deep Sea Foreign Transportation of Freight - -0.47%

 

 

 

 

 

Scorpio Tankers Inc.  

 

 

 

(1,784)

 

(95,926)

 

 

 

 

 

 

 

 

Farm Machinery & Equipment - -2.02%

 

 

 

 

 

Deere & Company

 

 

 

(953)

 

(408,608)

 

 

 

 

 

 

 

 

Finance Services - -1.50%

 

 

 

 

 

FactSet Research Systems Inc.

 

 

(758)

 

(304,117)

 

 

 

 

 

 

 

 

Fire, Marine & Casualty Insurance - -1.71%

 

 

 

 

 

The Progressive Corporation  

 

 

(2,676)

 

(347,104)

 

 

 

 

 

 

 

 

Food and Kindred Products - -3.92%

 

 

 

 

 

Campbell Soup Company (2)

 

 

(14,013)

 

(795,238)

 

 

 

 

 

 

 

 

Glass Containers - -0.34%

 

 

 

 

 

O-I Glass, Inc.  (2)

 

 

 

(4,123)

 

(68,318)

 

 

 

 

 

 

 

 

Grain Mill Products - -7.29%

 

 

 

 

 

General Mills, Inc.

 

 

 

(11,522)

 

(966,119)

Kellogg Company

 

 

 

(1,703)

 

(121,322)

Post Holdings, Inc. (2)

 

 

 

(4,322)

 

(390,104)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1,477,545)

 

 

 

 

 

 

 

 

Industrial Inorganic Chemicals - -3.98%

 

 

 

 

 

Air Products & Chemicals, Inc.

 

 

(1,302)

 

(401,355)

Linde PLC (2)

 

 

 

 

(1,243)

 

(405,442)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(806,797)

 

 

 

 

 

 

 

 

Insurance Agents, Brokers & Service - -1.66%

 

 

 

 

 

Erie Indemnity Company Class A (2)

 

 

(1,354)

 

(336,767)

 

 

 

 

 

 

 

 

Investment Advice - -0.10%

 

 

 

 

 

Value Line, Inc.  

 

 

 

(407)

 

(20,708)

 

 

 

 

 

 

 

 

Motorcycles, Bicycles & Parts - -1.44%

 

 

 

 

 

Harley-Davidson, Inc.

 

 

 

(7,034)

 

(292,614)

 

 

 

 

 

 

 

 

Motor Vehicles & Passenger Car Bodies - -0.56%

 

 

 

 

 

PACCAR Inc.

 

 

 

 

(1,142)

 

(113,024)

 

 

 

 

 

 

 

 

Paper Mills - -0.40%

 

 

 

 

 

 

Sylvamo Corporation (2)

 

 

 

(1,663)

 

(80,805)

 

 

 

 

 

 

 

 

Perfumes, Cosmetics & Other Toilet Preparations - -0.75%

 

 

 

 

 

e.l.f. Beauty, Inc. (2)

 

 

 

(2,750)

 

(152,075)

 

 

 

 

 

 

 

 

Radiotelephone Communications - -0.27%

 

 

 

 

 

T-Mobile US, Inc. (2)

 

 

 

(385)

 

(53,900)

 

 

 

 

 

 

 

 

Railroad Equipment - -2.01%

 

 

 

 

 

Westinghouse Air Brake Technologies Corp. (2)

 

 

(4,072)

 

(406,426)

 

 

 

 

 

 

 

 

Retail - Auto & Home Supply Stores - -4.31%

 

 

 

 

 

AutoZone, Inc.  (2)

 

 

 

(177)

 

(436,514)

O'Reilly Automotive, Inc.  (2)

 

 

(518)

 

(437,208)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(873,722)

 

 

 

 

 

 

 

 

Retail-Eating Places - -1.40%

 

 

 

 

 

Wingstop Inc.

 

 

 

 

(2,056)

 

(282,947)

 

 

 

 

 

 

 

 

Retail - Family Clothing Stores - -4.11%

 

 

 

 

 

Ross Stores, Inc. (2)

 

 

 

(3,607)

 

(418,664)

The TJX Companies, Inc. (2)

 

 

(5,213)

 

(414,955)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(833,619)

 

 

 

 

 

 

 

 

Retail-Retail Stores, Nec - -2.10%

 

 

 

 

 

Ulta Beauty, Inc. (2)

 

 

 

(906)

 

(424,977)

 

 

 

 

 

 

 

 

Retail - Variety Stores - -1.20%

 

 

 

 

 

BJ's Wholesale Club Holdings, Inc. (2)

 

 

(1,726)

 

(114,192)

Dollar General Corporation

 

 

(520)

 

(128,050)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(242,242)

 

 

 

 

 

 

 

 

Rubber & Plastics Footwear - -2.16%

 

 

 

 

 

Deckers Outdoor Corporation (2)

 

 

(1,096)

 

(437,479)

 

 

 

 

 

 

 

 

Security & Commodity Brokers, Dealers, Exchanges & Services - -0.50%

 

 

 

 

LPL Financial Holdings, Inc.  

 

 

(465)

 

(100,519)

 

 

 

 

 

 

 

 

Semiconductors & Related Devices - -0.51%

 

 

 

 

 

First Solar, Inc. (2)

 

 

 

(692)

 

(103,655)

 

 

 

 

 

 

 

 

Services-Business Services, Nec - -2.05%

 

 

 

 

 

Fair Isaac Corp. (2)

 

 

 

(693)

 

(414,816)

 

 

 

 

 

 

 

 

Services-Computer Integrated Systems Design - -1.68%

 

 

 

 

 

Parsons Corporation   (2)

 

 

 

(7,340)

 

(339,475)

 

 

 

 

 

 

 

 

Services-Computer Processing & Data Preparation - -1.34%

 

 

 

 

 

Automatic Data Processing, Inc.

 

 

(1,137)

 

(271,584)

 

 

 

 

 

 

 

 

Services - Computer Programming, Data Processing, Etc. - -0.46%

 

 

 

 

 

Aspen Technology, Inc.  (2)

 

 

(456)

 

(93,662)

 

 

 

 

 

 

 

 

Services-Detective, Guard & Armored Car Services - -0.49%

 

 

 

 

 

ADT, Inc.

 

 

 

 

(10,903)

 

(98,890)

 

 

 

 

 

 

 

 

Services-Home Health Carae Services - -0.63%

 

 

 

 

 

Option Care Health, Inc.  (2)

 

 

(4,256)

 

(128,063)

 

 

 

 

 

 

 

 

Services-Management Consulting Services - -0.77%

 

 

 

 

 

Booz Allen Hamilton Holding Corp. (2)

 

 

(1,487)

 

(155,421)

 

 

 

 

 

 

 

 

Services-Management Services - -0.28%

 

 

 

 

 

Evolent Health, Inc. Class A   (2)

 

 

(2,014)

 

(56,553)

 

 

 

 

 

 

 

 

Services - To Dwellings & Other Buildings - -1.76%

 

 

 

 

 

Rollins, Inc.

 

 

 

 

(9,775)

 

(357,179)

 

 

 

 

 

 

 

 

Sugar & Confectionery Products - -2.12%

 

 

 

 

 

The Hershey Company

 

 

 

(1,852)

 

(428,868)

 

 

 

 

 

 

 

 

Telephone & Telegraph Apparatus - -0.44%

 

 

 

 

 

Clearfield, Inc. (2)

 

 

 

(954)

 

(89,810)

 

 

 

 

 

 

 

 

Trucking (No Local) - -1.39%

 

 

 

 

 

Landstar System, Inc.

 

 

 

(1,728)

 

(281,491)

 

 

 

 

 

 

 

 

Wholesale-Drugs Proprietaries & Druggists' Sundries - -7.57%

 

 

 

 

 

AmerisourceBergen Corp. (2)

 

 

(3,400)

 

(563,414)

McKesson Corporation

 

 

 

(2,587)

 

(970,435)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1,533,849)

 

 

 

 

 

 

 

 

Wholesale-Durable Goods - -1.52%

 

 

 

 

 

W.W. Grainger, Inc.

 

 

 

(554)

 

(308,163)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Common Stocks Sold Short

(Cost $             -16,647,600)

 

(17,059,323)

 

 

 

 

 

 

 

 

Exchange- Traded Funds Sold Short   (5) - -4.07%

 

 

 

 

Consumer Staples Select Sector SPDR Fund

 

 

(285)

 

(21,247)

Energy Select Sector SPDR Fund

 

 

(256)

 

(22,392)

iShares MSCI India ETF (2)

 

 

(15,684)

 

(654,650)

SPDR Dow Jones Industrial Average ETF Trust

 

 

(315)

 

(104,369)

Utilities Select Sector SPDR Fund

 

 

(311)

 

(21,926)

 

 

 

 

 

 

 

 

 

 

 

 

Total Exchange-Traded Funds

(Cost $                 -854,960)

 

(824,584)

 

 

 

 

 

 

 

 

 

 

 

 

(1)  Statement on Financial Accounting Standard No. 157 "Fair Value Measurements" - Various inputs are used in determining the value of the Fund's investments.

       These inputs are summarized in the three broad levels listed below.

        • Level 1 - quoted prices in active markets for identical securities

        • Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

        • Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)

 

       The following is a summary of the inputs used as of  December 30, 2022 in valuing the Fund's assets carried at fair value:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Investments in

 

Other Financial

Valuation Inputs

 

 

 

Securities

 

Instruments (6)

Level 1 - Quoted Prices

 

 

$

20,514,891

$

0

Level 2 - Other Significant Observable Inputs

 

 

0

 

-

Level 3 - Significant Unobservable Inputs

 

 

-

 

-

Total

 

 

 

$

20,514,891

$

0

 

 

 

 

 

 

 

 

       The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term

       debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment

       Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active

       market, such securities are reflected as Level 2.

 

 

 

 

 

 

 

 

ADR - American Depository Receipt

 

 

 

 

 

(2)  Represents non-income producing securities.

(3) All or a portion of this security is held as collateral for securities sold short. Total fair value of collateral for securities sold short is $9,941,155.85

(4) Variable rate security; the rate shown represents the yield at  December 30, 2022.

(5)  Exchange-traded fund.