# EDGAR Filing Document

**Accession Number:** 0000893783
**File Stem:** 0001752724-23-049996
**Filing Date:** 2023-3
**Character Count:** 73845
**Document Hash:** a7ccff7c2e7f77f4eaf29ebb96ee9047
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049996.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049996

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GABELLI INVESTOR FUNDS INC
- **CENTRAL INDEX KEY:** 0000893783
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07326
- **FILM NUMBER:** 23692170

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CORPORATE CENTER
- **CITY:** RYE
- **STATE:** NY
- **ZIP:** 10580-1434
- **BUSINESS PHONE:** 9149215100

## Series and Classes Contracts Data

### THE GABELLI ABC FUND (Series ID: S000001070)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000002886 | CLASS AAA      | GABCX           |
| C000050409 | Advisor Shares | GADVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Gabelli Investor Funds Inc

- **b. Investment Company Act file number:** 811-07326

- **c. CIK number of Registrant:** 0000893783

- **d. LEI of Registrant:** 549300HZ712IVWYINQ85

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Corporate Center

  - **City:** Rye

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10580-1422

  - **Telephone number:** 1-800-422-3554

**Item A.2. Information about the Series.**

- **a. Name of Series:** The Gabelli ABC Fund

- **b. EDGAR series identifier (if any):** S000001070

- **c. LEI of Series:** 549300D66VNCICVQGO10

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $637407038.37

**Total Liabilities:** $68554010.97

**Net Assets:** $568853027.40

**Cash Not Reported:** $69676355.66

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050409 | 1.82%                | 0.40%                | -0.13%               |
| Class ID C000002886 | 1.80%                | 0.39%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2269982.00              | $7807627.78                                |
| Month 2  | $-183407.13              | $2683857.13                                |
| Month 3  | $-779540.79              | $-444359.26                                |

**Designated Index Information**

- **Index Name:** Gabelli ABC Fund - ExDerivatives

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                | Title                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alerion Cleanpower SpA              | Alerion Cleanpower SpA                 | CUSIP: 000000000<br>LEI: 81560090173FFC67B069 | Long             | EC               | CORP              | IT        |     51000 | NS      | $1757892.99   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Zogenix Inc                         | Zogenix Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $1500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGL Carbon SE                       | SGL Carbon SE                          | CUSIP: 000000000<br>LEI: 52990038IB31TYK07X63 | Long             | EC               | CORP              | DE        |     18000 | NS      | $133527.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNFinance Holdings Ltd              | CNFinance Holdings Ltd                 | CUSIP: 18979T105<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2119 | NS      | $3623.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver CVR             | Pan American Silver CVR                | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |   2200000 | NS      | $1256200.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14975000 | PA      | $14884983.93  | 2.62%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Primo Water Corp                    | Primo Water Corp                       | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $466200.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc              | Digi International Inc                 | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     19500 | NS      | $712725.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                            | APA Corp                               | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     12500 | NS      | $583500.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                         | Lennar Corp                            | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |   -708000 | NS      | $-64074000.00 | -11.26%           |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc Escrow                   | Altaba Inc Escrow                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235000 | NS      | $893000.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                           | QIAGEN NV                              | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     12000 | NS      | $598440.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                | 1Life Healthcare Inc                   | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87000 | NS      | $1453770.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                    | Wartsila OYJ Abp                       | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     26500 | NS      | $223190.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                  | Koninklijke KPN NV                     | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    120000 | NS      | $371232.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group NV                      | Iveco Group NV                         | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | IT        |     55000 | NS      | $327225.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock Inc                       | ForgeRock Inc                          | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $455400.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                           | TEGNA Inc                              | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    155000 | NS      | $3284450.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOCOLL                            | INNOCOLL                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    640000 | NS      | $0.64         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cowen Inc                           | Cowen Inc                              | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     12000 | NS      | $463440.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                  | Signify Health Inc                     | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $1146400.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments Inc                    | Evo Payments Inc                       | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |      6000 | NS      | $203040.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc        | Resolute Forest Products Inc           | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     75000 | NS      | $1619250.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc              | Energizer Holdings Inc                 | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     24200 | NS      | $811910.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PREVAIL THERAPEUTICS INC            | PREVAIL THERAPEUTICS INC               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11000 | NS      | $5500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIS Group PLC                      | EMIS Group PLC                         | CUSIP: 000000000<br>LEI: 213800K474ZZK76NX913 | Long             | EC               | CORP              | GB        |      4000 | NS      | $90526.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                    | Black Knight Inc                       | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     35500 | NS      | $2192125.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM CCC 02/20/2023           | TEVA PHARM CCC 02/20/2023              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    825000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Endeavour Mining PLC                | Endeavour Mining PLC                   | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      3000 | NS      | $64209.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc        | Sinclair Broadcast Group Inc           | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |    116000 | NS      | $1799160.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Corem Property Group AB             | Corem Property Group AB                | CUSIP: 000000000<br>LEI: 213800CHXQQD7TSS1T59 | Long             | EC               | CORP              | SE        |      5000 | NS      | $4020.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOBIRA THERAPEUTICS INC             | TOBIRA THERAPEUTIC                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Trean Insurance Group Inc           | Trean Insurance Group Inc              | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58309 | NS      | $349854.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                 | MKS Instruments Inc                    | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1200 | NS      | $101676.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9917170.00   | 1.74%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23205000 | PA      | $22989274.95  | 4.04%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                        | KKR & Co Inc                           | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     53000 | NS      | $2460260.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                       | Bioventus Inc                          | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8400 | NS      | $21924.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                    | Pernod Ricard SA                       | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      2000 | NS      | $393390.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5575000 | PA      | $5570167.14   | 0.98%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp              | Webster Financial Corp                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    111000 | NS      | $5254740.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange Belgium SA                   | Orange Belgium SA                      | CUSIP: 000000000<br>LEI: 5493007JS0ZHJVBUWP18 | Long             | EC               | CORP              | BE        |     85000 | NS      | $1568637.43   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimco Financial Corp               | Alimco Financial Corp                  | CUSIP: 01626K206<br>LEI: 549300XJ2UH4YJUGFT60 | Long             | EC               | CORP              | US        |      7000 | NS      | $49000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf Coast Ultra Deep Royalty       | Gulf Coast Ultra Deep Royalty Trust    | CUSIP: 40222T104<br>LEI: 549300LVVWU3NPP3DF95 | Long             | EC               | CORP              | US        |    200000 | NS      | $7800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                         | ABIOMED Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60000 | NS      | $90000.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Partners Holdings LP          | Steel Partners Holdings LP             | CUSIP: 85814R107<br>LEI: 5493009U8Z59G5SIZ389 | Long             | EC               | CORP              | US        |     35000 | NS      | $1498000.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                         | KnowBe4 Inc                            | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118000 | NS      | $2924040.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                   | CNH Industrial NV                      | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    260000 | NS      | $4175600.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                       | LHC Group Inc                          | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       200 | NS      | $32338.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24829469.00  | 4.36%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Valley National Bancorp             | Valley National Bancorp                | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     16000 | NS      | $180960.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TherapeuticsMD Inc                  | TherapeuticsMD Inc                     | CUSIP: 88338N206<br>LEI: 5299004JS7RE49QHRW30 | Long             | EC               | CORP              | US        |     10000 | NS      | $55900.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                     | SouthState Corp                        | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      7920 | NS      | $604771.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Remy Cointreau SA                   | Remy Cointreau SA                      | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |     18500 | NS      | $3121004.02   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I      | Atlas Air Worldwide Holdings Inc       | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     10000 | NS      | $1008000.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                      | Mastercard Inc                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       800 | NS      | $278184.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                      | Perrigo Co PLC                         | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     88000 | NS      | $2999920.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                         | Hexcel Corp                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1800 | NS      | $105930.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP Midstream LP                    | DCP Midstream LP                       | CUSIP: 23311P100<br>LEI: 52990024YYS3MLGW0E91 | Long             | EC               | CORP              | US        |       300 | NS      | $11637.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings In      | Aerojet Rocketdyne Holdings Inc        | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |    260000 | NS      | $14541800.00  | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Myovant Sciences Ltd                | Myovant Sciences Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     80000 | NS      | $2156800.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                | Freeport-McMoRan Inc                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     37000 | NS      | $1406000.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International      | Johnson Controls International plc     | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      6000 | NS      | $384000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBIT BIOSCIENCES CORP              | AMBIT BIOSCIENCES CORP CVR             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    187969 | NS      | $317667.61    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19630000 | PA      | $19626041.22  | 3.45%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1910000 | PA      | $1903947.95   | 0.33%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Telenet Group Holding NV            | Telenet Group Holding NV               | CUSIP: 000000000<br>LEI: 213800FA3K4S56INQI67 | Long             | EC               | CORP              | BE        |     76000 | NS      | $1240651.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                         | iRobot Corp                            | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     20800 | NS      | $1001104.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                        | Entegris Inc                           | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      1500 | NS      | $98385.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                         | Lennar Corp                            | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    924200 | NS      | $69111676.00  | 12.15%            |  |  |  | No            |                  1 | On Loan: No      |
| AIXTRON SE                          | AIXTRON SE                             | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | EC               | CORP              | DE        |      4000 | NS      | $115480.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACHILLION PHARM CVR                 | ACHILLION PHARM CVR                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39000 | NS      | $19500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCERA THERAPEUTICS CVR              | OCERA THERAPEUTICS CVR                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95400 | NS      | $16218.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Healthcare Realty Trust Inc         | Healthcare Realty Trust Inc            | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      4000 | NS      | $77080.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Connect Inc                   | Steel Connect Inc                      | CUSIP: 858098106<br>LEI: 549300DESX9Q74AQVP83 | Long             | EC               | CORP              | US        |    333550 | NS      | $476976.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EPIZYME INCCONTINGENT               | EPIZYME INCCONTINGENT                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28000 | NS      | $560.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Metals Inc                   | Sierra Metals Inc                      | CUSIP: 82639W106<br>LEI: 9676001YCHZE7AT8VA50 | Long             | EC               | CORP              | CA        |     50000 | NS      | $8640.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINCROSS GOLDCORP CVR               | KINCROSS GOLDCORP CVR                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ampco-Pittsburgh Corp               | Ampco-Pittsburgh Corp                  | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200000 | NS      | $502000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | USD/GBP FORWARD                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-37534.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PNM Resources Inc                   | PNM Resources Inc                      | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    178000 | NS      | $8684620.00   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc              | Maxar Technologies Inc                 | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     38000 | NS      | $1966120.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alvopetro Energy Ltd/CA             | Alvopetro Energy Ltd/CA                | CUSIP: 02255Q209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16666 | NS      | $92561.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp            | Pan American Silver Corp               | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     83500 | NS      | $1364390.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Lt      | Brookfield Asset Management Ltd        | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1000 | NS      | $28670.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                  | STORE Capital Corp                     | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     15000 | NS      | $480900.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd           | Liberty Latin America Ltd              | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |      2081 | NS      | $15815.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Homes Trust Inc            | Bluerock Homes Trust Inc               | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1250 | NS      | $26637.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINGENT VALUE RIGHT              | CONTINGENT VALUE RIGHT                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $650.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lee Enterprises Inc                 | Lee Enterprises Inc                    | CUSIP: 523768406<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $222720.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8855000 | PA      | $8787238.00   | 1.54%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Community Financial Corp/The        | Community Financial Corp/The           | CUSIP: 20368X101<br>LEI: 549300IM1P8BVV642449 | Long             | EC               | CORP              | US        |      2000 | NS      | $79800.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malvern Bancorp Inc                 | Malvern Bancorp Inc                    | CUSIP: 561409103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $53250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796ZG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19627707.00  | 3.45%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VMware Inc                          | VMware Inc                             | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      2700 | NS      | $331452.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc              | Lumen Technologies Inc                 | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     90000 | NS      | $469800.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AKOUOS INC                          | AKOUOS INC                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $37500.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global PLC                  | Liberty Global PLC                     | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |     80000 | NS      | $1514400.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UserTesting Inc                     | UserTesting Inc                        | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $150200.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc          | Charter Communications Inc             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1000 | NS      | $339100.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamada Holdings Co Ltd              | Yamada Holdings Co Ltd                 | CUSIP: 000000000<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |     12400 | NS      | $44123.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVEVA Group PLC                     | AVEVA Group PLC                        | CUSIP: 000000000<br>LEI: 213800XHATUM2LFMKG16 | Long             | EC               | CORP              | GB        |      2000 | NS      | $77687.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LS Starrett Co/The                  | LS Starrett Co/The                     | CUSIP: 855668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33600 | NS      | $247296.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers Inc        | Ritchie Bros Auctioneers Inc           | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |     -2320 | NS      | $-134165.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| F-star Therapeutics Inc             | F-star Therapeutics Inc                | CUSIP: 30315R107<br>LEI: 5493003TRY5HK3M6WH76 | Long             | EC               | CORP              | GB        |      2000 | NS      | $12640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Endosurgery Inc              | Apollo Endosurgery Inc                 | CUSIP: 03767D108<br>LEI: 549300OD82W5UIMD4H13 | Long             | EC               | CORP              | US        |      2500 | NS      | $24925.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                           | Endesa SA                              | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     20000 | NS      | $377547.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                  | Coupa Software Inc                     | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |     15000 | NS      | $1187550.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                          | Entain PLC                             | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | GB        |     14000 | NS      | $223667.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39436998.40  | 6.93%             | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                   | Kinross Gold Corp                      | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |      4257 | NS      | $17354.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharol SGPS SA                      | Pharol SGPS SA                         | CUSIP: 000000000<br>LEI: 549300JNP3LA8FWLU630 | Long             | EC               | CORP              | PT        |    100000 | NS      | $5598.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp         | United States Cellular Corp            | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     38000 | NS      | $792300.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp            | Equitrans Midstream Corp               | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |       520 | NS      | $3484.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71161000 | PA      | $71046667.76  | 12.49%            | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796W47<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14746347.60  | 2.59%             | 2023-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AllianceBernstein Holding LP        | AllianceBernstein Holding LP           | CUSIP: 01881G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39500 | NS      | $1357615.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49190000 | PA      | $49068205.07  | 8.63%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics Plc            | Horizon Therapeutics Plc               | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |      5000 | NS      | $569000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                | Aspen Technology Inc                   | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      3400 | NS      | $698360.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc             | Rockwell Automation Inc                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      2000 | NS      | $515140.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Biffa PLC                           | Biffa PLC                              | CUSIP: 000000000<br>LEI: 2138008RB4WDK7HYYS91 | Long             | EC               | CORP              | GB        |     12500 | NS      | $61565.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imago Biosciences Inc               | Imago Biosciences Inc                  | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190900 | NS      | $6862855.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dova Pharmaceuticals Inc CVR        | Dova Pharmaceuticals Inc CVR           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $12500.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Coherent Corp                       | Coherent Corp                          | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      1600 | NS      | $56160.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc             | Meridian Bioscience Inc                | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      4000 | NS      | $132840.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA / Clementia CVR            | Ipsen SA / Clementia CVR               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150000 | NS      | $0.15         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Valmet Oyj                          | Valmet Oyj                             | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |     13500 | NS      | $363589.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Market Inc/The                | Fresh Market Inc/The                   | CUSIP: 35804H106<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |    442715 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bang & Olufsen A/S                  | Bang & Olufsen A/S                     | CUSIP: 000000000<br>LEI: 52990018KGR3ILFDNJ20 | Long             | EC               | CORP              | DK        |     15000 | NS      | $17727.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                     | ICU Medical Inc                        | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       500 | NS      | $78740.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wright Investors' Service Hold      | Wright Investors' Service Holdings Inc | CUSIP: 982345100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $587.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | USD/CAD FORWARD                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1123.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global PLC                  | Liberty Global PLC                     | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |     19000 | NS      | $369170.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                | National Fuel Gas Co                   | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     28000 | NS      | $1772400.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc              | Equitable Holdings Inc                 | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     23000 | NS      | $660100.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bon-Ton Stores Inc/The              | Bon-Ton Stores Inc/The                 | CUSIP: 09776J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101770 | NS      | $10.18        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siltronic AG                        | Siltronic AG                           | CUSIP: 000000000<br>LEI: 5299003NKV26NNGHHR90 | Long             | EC               | CORP              | DE        |      2600 | NS      | $189673.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd           | Liberty Latin America Ltd              | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |     35000 | NS      | $263550.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                | Bridgebio Pharma Inc                   | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      2900 | NS      | $22098.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADAMAS PHARMACE              | CONTRA ADAMAS PHARMACE                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65000 | NS      | $3250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                     | AstraZeneca PLC                        | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      7500 | NS      | $508500.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp        | Altra Industrial Motion Corp           | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     28000 | NS      | $1673000.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings      | Sportsman's Warehouse Holdings Inc     | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |    180000 | NS      | $1693800.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc               | Vivint Smart Home Inc                  | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200000 | NS      | $2380000.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanhua Inc                          | Fanhua Inc                             | CUSIP: 30712A103<br>LEI: 254900NUPTYHZ8HHTK43 | Long             | EC               | CORP              | CN        |     12000 | NS      | $88800.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIUS HEALTH INC                   | RADIUS HEALTH INC                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $160.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company | USD/EUR FORWARD                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-72528.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Myrexis Inc                         | Myrexis Inc                            | CUSIP: 62856H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    433000 | NS      | $216.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                        | Biohaven Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17000 | NS      | $235960.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                        | Newmont Corp                           | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     19000 | NS      | $896800.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust Inc              | Indus Realty Trust Inc                 | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |      4200 | NS      | $266658.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Bra      | Liberty Media Corp-Liberty Braves      | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38000 | NS      | $1241460.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                 | Tronox Holdings PLC                    | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |       400 | NS      | $5484.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                             | DSV A/S                                | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |     12700 | NS      | $2004599.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                            | UGI Corp                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     23500 | NS      | $871145.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                           | Linde PLC                              | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |      1300 | NS      | $424034.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ              | First Bank/Hamilton NJ                 | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Short            | EC               | CORP              | US        |     -2319 | NS      | $-31909.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | USD/GBP FORWARD                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17044.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtech Plc                        | Playtech Plc                           | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | EC               | CORP              | IM        |      6000 | NS      | $36921.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                        | Illumina Inc                           | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       300 | NS      | $60660.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellula      | Millicom International Cellular SA     | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |     36000 | NS      | $455914.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                          | Fiserv Inc                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      6700 | NS      | $677169.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                             | IAA Inc                                | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     12000 | NS      | $480000.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                    | QuidelOrtho Corp                       | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      1027 | NS      | $87983.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                | Myers Industries Inc                   | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     40500 | NS      | $900315.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Parrot SA                           | Parrot SA                              | CUSIP: 000000000<br>LEI: 9695000KELLFSASOM232 | Long             | EC               | CORP              | FR        |     61000 | NS      | $283390.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                     | Gen Digital Inc                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      4590 | NS      | $98363.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Solutions Group AG              | SLM Solutions Group AG                 | CUSIP: 000000000<br>LEI: 5299004VIBQF63906C97 | Long             | EC               | CORP              | DE        |      4000 | NS      | $85207.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                  | Mativ Holdings Inc                     | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     28000 | NS      | $585200.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                | Astec Industries Inc                   | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     22000 | NS      | $894520.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPCO-PITTSBURGH CORP               | AMPCO-PITTSBURGH CORP -CW25            | CUSIP: 032037111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102000 | NS      | $16065.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                  | Energy Transfer LP                     | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     46982 | NS      | $557676.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc             | Activision Blizzard Inc                | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      2700 | NS      | $206685.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                         | Viatris Inc                            | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    195000 | NS      | $2170350.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                         | Rogers Corp                            | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     54900 | NS      | $6551766.00   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                 | American Tower Corp                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       500 | NS      | $105930.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogeco Inc                          | Cogeco Inc                             | CUSIP: 19238T100<br>LEI: 5493000KSZQCX0QM2V25 | Long             | EC               | CORP              | CA        |      9000 | NS      | $422548.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp                          | Atlas Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     75000 | NS      | $1150500.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Home24 SE                           | Home24 SE                              | CUSIP: 000000000<br>LEI: 5299002T3WE6IWG0E854 | Long             | EC               | CORP              | DE        |      2000 | NS      | $15971.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                    | Severn Trent PLC                       | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |     72500 | NS      | $2323571.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Chr Hansen Holding A/S              | Chr Hansen Holding A/S                 | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |      4000 | NS      | $287729.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Opiant Pharmaceuticals Inc          | Opiant Pharmaceuticals Inc             | CUSIP: 683750103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $60840.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Topdanmark AS                       | Topdanmark AS                          | CUSIP: 000000000<br>LEI: 549300PP3ULLF0SQRK46 | Long             | EC               | CORP              | DK        |       800 | NS      | $42079.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc            | CIRCOR International Inc               | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     50000 | NS      | $1198000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADAMAS PHARMACE              | CONTRA ADAMAS PHARMACE                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65000 | NS      | $3250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Europe AG                  | McKesson Europe AG                     | CUSIP: 000000000<br>LEI: 52990076MX7KD2XYCH67 | Long             | EC               | CORP              | DE        |     42700 | NS      | $930162.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc          | Southwest Gas Holdings Inc             | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $618800.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellula      | Millicom International Cellular SA     | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |     11000 | NS      | $138930.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Internet SE                  | Rocket Internet SE                     | CUSIP: 000000000<br>LEI: 3912003IMZTQTU1V0F73 | Long             | EC               | CORP              | DE        |      5000 | NS      | $113467.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aareal Bank AG                      | Aareal Bank AG                         | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | EC               | CORP              | DE        |     34000 | NS      | $1164649.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16855000 | PA      | $16787843.78  | 2.95%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Poshmark Inc                        | Poshmark Inc                           | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $17880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                 | Vulcan Materials Co                    | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     10000 | NS      | $1751100.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber Inc                           | Weber Inc                              | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $96600.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                            | Fox Corp                               | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     97000 | NS      | $2759650.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Tod's SpA                           | Tod's SpA                              | CUSIP: 000000000<br>LEI: 815600DA4FA5A5D4CD58 | Long             | EC               | CORP              | IT        |       800 | NS      | $25930.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc               | Dell Technologies Inc                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     13000 | NS      | $522860.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc            | Bio-Rad Laboratories Inc               | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       400 | NS      | $168196.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shaw Communications Inc             | Shaw Communications Inc                | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |     10000 | NS      | $288109.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                | Shore Bancshares Inc                   | CUSIP: 825107105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4657 | NS      | $-81171.51    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NII Holdings Escrow                 | NII Holdings Escrow                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    400000 | NS      | $140000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp                  | First Horizon Corp                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     32000 | NS      | $784000.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Idorsia Ltd                         | Idorsia Ltd                            | CUSIP: 000000000<br>LEI: 506700XOVZUB107S5720 | Long             | EC               | CORP              | CH        |    182000 | NS      | $2641475.15   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                     | Brookfield Corp                        | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      5000 | NS      | $157300.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                   | EW Scripps Co/The                      | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     26000 | NS      | $342940.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CFT SpA                             | CFT SpA                                | CUSIP: 000000000<br>LEI: 8156006BD7F4AB008C54 | Long             | EC               | CORP              | IT        |     25000 | NS      | $123101.75    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill            | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25530000 | PA      | $25403197.34  | 4.47%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports C      | Madison Square Garden Sports Corp      | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $916650.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc         | South Jersey Industries Inc            | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     10000 | NS      | $355300.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVEO Pharmaceuticals Inc            | AVEO Pharmaceuticals Inc               | CUSIP: 053588307<br>LEI: 529900PLC55DUQO4CR76 | Long             | EC               | CORP              | US        |     18000 | NS      | $269100.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN              | Horizon Bancorp Inc/IN                 | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      1000 | NS      | $15080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Point Pharma Inc             | Oyster Point Pharma Inc                | CUSIP: 69242L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257919 | NS      | $2880955.23   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Dawson Geophysical Co               | Dawson Geophysical Co                  | CUSIP: 239360100<br>LEI: 549300R9G1EAMSMLXR09 | Long             | EC               | CORP              | US        |     79200 | NS      | $155232.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Gabelli Investor Funds Inc

**Signature:** John C. Ball

**Name of Signer:** John C. Ball

**Title:** Treasurer