# EDGAR Filing Document

**Accession Number:** 0001479599
**File Stem:** 0001752724-23-035452
**Filing Date:** 2023-2
**Character Count:** 139828
**Document Hash:** 60db0fc15e0e3dff578fa0daa5e01c8a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035452.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035452

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AGF Investments Trust
- **CENTRAL INDEX KEY:** 0001479599
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22540
- **FILM NUMBER:** 23657282

**BUSINESS ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** SUITE 1308
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-292-9801

**MAIL ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** SUITE 1308
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FQF Trust
- **DATE OF NAME CHANGE:** 20091229

## Series and Classes Contracts Data

### AGF U.S. Market Neutral Anti-Beta Fund (Series ID: S000033013)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000101802 | AGF U.S. Market Neutral Anti-Beta Fund | BTAL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AGF Investments Trust

- **b. Investment Company Act file number:** 811-22540

- **c. CIK number of Registrant:** 0001479599

- **d. LEI of Registrant:** 549300LZ7H1IZJQS6J67

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

  - **Street Address 1:** 53 State Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-292-9801

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

- **a. Name of Series:** AGFIQ U.S. Market Neutral Anti-Beta Fund

- **b. EDGAR series identifier (if any):** S000033013

- **c. LEI of Series:** 549300YBDDPCJBGJCO29

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $729031886.12

**Total Liabilities:** $336888580.05

**Net Assets:** $392143306.07

**Cash Not Reported:** $396583317.05

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000101802 | 1.97%                | -0.72%               | 3.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-134830.86              | $3886769.76                                |
| Month 2  | $-1131935.82             | $-3718856.86                               |
| Month 3  | $11488514.47             | $1056751.92                                |

**Designated Index Information**

- **Index Name:** N/A

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                           | Radian Group, Inc.                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     87087 | NS      | $1660749.09   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.          | WillScot Mobile Mini Holdings Corp.           | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Short            | EC               | CORP              | US        |    -36900 | NS      | $-1666773.00  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                           | Agree Realty Corp.                            | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23985 | NS      | $1701256.05   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                               | DoorDash, Inc., Class A                       | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |    -31365 | NS      | $-1531239.30  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                           | DISH Network Corp., Class A                   | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Short            | EC               | CORP              | US        |   -112548 | NS      | $-1580173.92  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                   | EastGroup Properties, Inc.                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Short            | EC               | CORP              | US        |    -11439 | NS      | $-1693658.34  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust            | Corporate Office Properties Trust             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     60885 | NS      | $1579356.90   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                           | STAAR Surgical Co.                            | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Short            | EC               | CORP              | US        |    -30996 | NS      | $-1504545.84  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                        | Kraft Heinz Co. (The)                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     43173 | NS      | $1757572.83   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                        | Ares Management Corp.                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |    -22509 | NS      | $-1540515.96  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                               | Carter's, Inc.                                | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     22878 | NS      | $1706927.58   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                     | Dolby Laboratories, Inc., Class A             | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     22878 | NS      | $1613814.12   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                            | Foot Locker, Inc.                             | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     42066 | NS      | $1589674.14   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                               | Penumbra, Inc.                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Short            | EC               | CORP              | US        |     -8487 | NS      | $-1888018.02  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                            | Exxon Mobil Corp.                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     14760 | NS      | $1628028.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                   | PG&E Corp.                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |   -114762 | NS      | $-1866030.12  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                              | CME Group, Inc.                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      9594 | NS      | $1613327.04   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                         | Ally Financial, Inc.                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |    -68257 | NS      | $-1668883.65  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                          | Valero Energy Corp.                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     12177 | NS      | $1544774.22   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                  | TEGNA, Inc.                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     84504 | NS      | $1790639.76   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                           | MP Materials Corp.                            | CUSIP: 553368101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -54981 | NS      | $-1334938.68  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                           | Helen of Troy Ltd.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     17343 | NS      | $1923512.13   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health, Inc.                      | Oak Street Health, Inc.                       | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Short            | EC               | CORP              | US        |    -88194 | NS      | $-1897052.94  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                       | Waste Management, Inc.                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      9963 | NS      | $1562995.44   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                        | Landstar System, Inc.                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      9594 | NS      | $1562862.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                       | Antero Resources Corp.                        | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Short            | EC               | CORP              | US        |    -47232 | NS      | $-1463719.68  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                   | Baxter International, Inc.                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     29889 | NS      | $1523442.33   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                               | Repligen Corp.                                | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |     -9963 | NS      | $-1686835.53  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                 | Gentex Corp.                                  | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     58302 | NS      | $1589895.54   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.            | Equity LifeStyle Properties, Inc.             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     25461 | NS      | $1644780.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                  | FleetCor Technologies, Inc.                   | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      8856 | NS      | $1626670.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                   | Essex Property Trust, Inc.                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      7749 | NS      | $1642168.08   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                           | CoStar Group, Inc.                            | CUSIP: 22160N109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -22140 | NS      | $-1710979.20  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                      | EnerSys                                       | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Short            | EC               | CORP              | US        |    -23616 | NS      | $-1743805.44  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                  | Lattice Semiconductor Corp.                   | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Short            | EC               | CORP              | US        |    -25830 | NS      | $-1675850.40  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                        | Glacier Bancorp, Inc.                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     29520 | NS      | $1458878.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                       | Northrop Grumman Corp.                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2952 | NS      | $1610640.72   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                      | Applied Materials, Inc.                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Short            | EC               | CORP              | US        |    -16974 | NS      | $-1652928.12  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                     | Jazz Pharmaceuticals plc                      | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     10701 | NS      | $1704776.31   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                        | Williams-Sonoma, Inc.                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               | CORP              | US        |    -15498 | NS      | $-1781030.16  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                     | Bristol-Myers Squibb Co.                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     21033 | NS      | $1513324.35   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                            | Gen Digital, Inc.                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     75648 | NS      | $1621136.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                | Zscaler, Inc.                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |    -13653 | NS      | $-1527770.70  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                 | ROBLOX Corp., Class A                         | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -57933 | NS      | $-1648773.18  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                   | MSCI, Inc.                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Short            | EC               | CORP              | US        |     -3690 | NS      | $-1716477.30  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co. (The)                        | J M Smucker Co. (The)                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     11070 | NS      | $1754152.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                       | Cleveland-Cliffs, Inc.                        | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |   -115500 | NS      | $-1860705.00  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                              | Air Lease Corp.                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Short            | EC               | CORP              | US        |    -46494 | NS      | $-1786299.48  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                       | Celsius Holdings, Inc.                        | CUSIP: 15118V207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -16236 | NS      | $-1689193.44  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                           | Devon Energy Corp.                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Short            | EC               | CORP              | US        |    -25830 | NS      | $-1588803.30  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.        | Alexandria Real Estate Equities, Inc.         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | EC               | CORP              | US        |    -11439 | NS      | $-1666319.13  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                | Premier, Inc., Class A                        | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50184 | NS      | $1755436.32   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                 | Neurocrine Biosciences, Inc.                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     13284 | NS      | $1586640.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                  | Intel Corp.                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     58302 | NS      | $1540921.86   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.        | International Business Machines Corp.         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     11439 | NS      | $1611640.71   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                        | Regency Centers Corp.                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Short            | EC               | CORP              | US        |    -26568 | NS      | $-1660500.00  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                      | Louisiana-Pacific Corp.                       | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Short            | EC               | CORP              | US        |    -28413 | NS      | $-1682049.60  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                        | Quanta Services, Inc.                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | EC               | CORP              | US        |    -11808 | NS      | $-1682640.00  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                       | Howmet Aerospace, Inc.                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Short            | EC               | CORP              | US        |    -46863 | NS      | $-1846870.83  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                               | WP Carey, Inc.                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     21402 | NS      | $1672566.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                        | Lamar Advertising Co., Class A                | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Short            | EC               | CORP              | US        |    -17712 | NS      | $-1672012.80  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                 | NVIDIA Corp.                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               | CORP              | US        |    -11070 | NS      | $-1617769.80  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                 | Vistra Corp.                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |    -72327 | NS      | $-1677986.40  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group, Inc.              | Shoals Technologies Group, Inc., Class A      | CUSIP: 82489W107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -61254 | NS      | $-1511136.18  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                      | Republic Services, Inc.                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     12177 | NS      | $1570711.23   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                        | Everest Re Group Ltd.                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      5166 | NS      | $1711340.82   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                  | CH Robinson Worldwide, Inc.                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     16974 | NS      | $1554139.44   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                             | Fair Isaac Corp.                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Short            | EC               | CORP              | US        |     -2952 | NS      | $-1767008.16  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                 | Airbnb, Inc., Class A                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Short            | EC               | CORP              | US        |    -18081 | NS      | $-1545925.50  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                           | Royalty Pharma plc, Class A                   | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     38376 | NS      | $1516619.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd.                                | Novocure Ltd.                                 | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Short            | EC               | CORP              | JE        |    -22878 | NS      | $-1678101.30  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                       | Southwest Airlines Co.                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     42435 | NS      | $1428786.45   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                          | Vertiv Holdings Co.                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |   -132105 | NS      | $-1804554.30  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                    | Fox Corp., Class A                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     52398 | NS      | $1591327.26   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                | Jack Henry & Associates, Inc.                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      8856 | NS      | $1554759.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                   | Etsy, Inc.                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |    -14022 | NS      | $-1679555.16  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics, Inc.                    | Mirati Therapeutics, Inc.                     | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |     18450 | NS      | $835969.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                             | Cloudflare, Inc., Class A                     | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |    -37638 | NS      | $-1701613.98  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software, Inc.                         | Unity Software, Inc.                          | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |    -45756 | NS      | $-1308164.04  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                       | US Foods Holding Corp.                        | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Short            | EC               | CORP              | US        |    -48339 | NS      | $-1644492.78  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                            | Match Group, Inc.                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |    -36531 | NS      | $-1515671.19  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                   | Olin Corp.                                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Short            | EC               | CORP              | US        |    -31365 | NS      | $-1660463.10  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                    | Janus Henderson Group plc                     | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Short            | EC               | CORP              | JE        |    -71234 | NS      | $-1675423.68  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                          | Equity Commonwealth                           | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     62361 | NS      | $1557154.17   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.            | Choice Hotels International, Inc.             | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     13653 | NS      | $1537873.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                   | Unum Group                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Short            | EC               | CORP              | US        |    -42066 | NS      | $-1725967.98  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      9225 | NS      | $1629596.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                            | Dollar Tree, Inc.                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Short            | EC               | CORP              | US        |    -11808 | NS      | $-1670123.52  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                            | Merck & Co., Inc.                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     15129 | NS      | $1678562.55   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                   | AT&T, Inc.                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     87825 | NS      | $1616858.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital, Inc.                       | Blue Owl Capital, Inc.                        | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -156090 | NS      | $-1654554.00  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                           | Hormel Foods Corp.                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     35793 | NS      | $1630371.15   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                           | State Street Corp.                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Short            | EC               | CORP              | US        |    -22509 | NS      | $-1746023.13  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                        | TransDigm Group, Inc.                         | CUSIP: 893641100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2952 | NS      | $-1858726.80  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                 | Pfizer, Inc.                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     33579 | NS      | $1720587.96   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.       | Bright Horizons Family Solutions, Inc.        | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23247 | NS      | $1466885.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                    | Extra Space Storage, Inc.                     | CUSIP: 30225T102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11439 | NS      | $-1683592.02  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                               | Ford Motor Co.                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |   -128046 | NS      | $-1489174.98  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                   | Builders FirstSource, Inc.                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Short            | EC               | CORP              | US        |    -28044 | NS      | $-1819494.72  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                | Netflix, Inc.                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |     -6273 | NS      | $-1849782.24  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                               | Autodesk, Inc.                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Short            | EC               | CORP              | US        |     -8856 | NS      | $-1654920.72  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co.                     | Becton Dickinson and Co.                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      7011 | NS      | $1782897.30   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                   | Ameriprise Financial, Inc.                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Short            | EC               | CORP              | US        |     -5535 | NS      | $-1723432.95  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Twilio, Inc.                                 | Twilio, Inc., Class A                         | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Short            | EC               | CORP              | US        |    -38376 | NS      | $-1878888.96  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                 | Grand Canyon Education, Inc.                  | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     15129 | NS      | $1598530.14   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.              | Jefferies Financial Group, Inc.               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Short            | EC               | CORP              | US        |    -47232 | NS      | $-1619112.96  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                         | American Express Co.                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |    -11439 | NS      | $-1690112.25  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.             | Omega Healthcare Investors, Inc.              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     55719 | NS      | $1557346.05   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                    | United States Steel Corp.                     | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Short            | EC               | CORP              | US        |    -67902 | NS      | $-1700945.10  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                               | Assurant, Inc.                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     13284 | NS      | $1661297.04   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                             | Globe Life, Inc.                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     14022 | NS      | $1690352.10   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                | MongoDB, Inc.                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Short            | EC               | CORP              | US        |    -12546 | NS      | $-2469554.64  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                            | HF Sinclair Corp.                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26937 | NS      | $1397760.93   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                            | QuidelOrtho Corp.                             | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     19557 | NS      | $1675448.19   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                         | Edison International                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Short            | EC               | CORP              | US        |    -27306 | NS      | $-1737207.72  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                  | Block, Inc., Class A                          | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |    -27675 | NS      | $-1739097.00  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                 | Invesco Ltd.                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Short            | EC               | CORP              | BM        |    -94098 | NS      | $-1692823.02  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                         | Steel Dynamics, Inc.                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Short            | EC               | CORP              | US        |    -16974 | NS      | $-1658359.80  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                          | General Mills, Inc.                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     19926 | NS      | $1670795.10   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                             | Stericycle, Inc.                              | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     32472 | NS      | $1620028.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp.                                | Newmont Corp.                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     35793 | NS      | $1689429.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.            | Pinnacle Financial Partners, Inc.             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     20664 | NS      | $1516737.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                               | Exelixis, Inc.                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     99264 | NS      | $1592194.56   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                     | Power Integrations, Inc.                      | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     21402 | NS      | $1534951.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                           | HealthEquity, Inc.                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     25461 | NS      | $1569416.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                      | United Bankshares, Inc.                       | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     39852 | NS      | $1613607.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                             | DraftKings, Inc., Class A                     | CUSIP: 26142V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -118083 | NS      | $-1344965.37  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                    | Williams Cos., Inc. (The)                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     47970 | NS      | $1578213.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                     | Franklin Resources, Inc.                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |    -67533 | NS      | $-1781520.54  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                              | AES Corp. (The)                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Short            | EC               | CORP              | US        |    -61623 | NS      | $-1772277.48  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.               | SiteOne Landscape Supply, Inc.                | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Short            | EC               | CORP              | US        |    -14391 | NS      | $-1688352.12  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp.                   | Cincinnati Financial Corp.                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     15498 | NS      | $1586840.22   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                   | Travelers Cos., Inc. (The)                    | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      8856 | NS      | $1660411.44   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                        | Mercury Systems, Inc.                         | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     33948 | NS      | $1518833.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                 | Genpact Ltd.                                  | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     36900 | NS      | $1709208.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                           | NorthWestern Corp.                            | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     29151 | NS      | $1729820.34   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                              | NewMarket Corp.                               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      5535 | NS      | $1721993.85   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                    | Carlyle Group, Inc. (The)                     | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Short            | EC               | CORP              | US        |    -57933 | NS      | $-1728720.72  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings, Inc.                | Endeavor Group Holdings, Inc., Class A        | CUSIP: 29260Y109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -80814 | NS      | $-1821547.56  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                | Ovintiv, Inc.                                 | CUSIP: 69047Q102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -31734 | NS      | $-1609231.14  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                               | Huntsman Corp.                                | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     61254 | NS      | $1683259.92   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                   | Lyft, Inc., Class A                           | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |    157197 | NS      | $1732310.94   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                      | Credit Acceptance Corp.                       | CUSIP: 225310101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3690 | NS      | $-1750536.00  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                          | UMB Financial Corp.                           | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     19926 | NS      | $1664219.52   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                   | Axis Capital Holdings Ltd.                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     29520 | NS      | $1599098.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                       | Medpace Holdings, Inc.                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Short            | EC               | CORP              | US        |     -8487 | NS      | $-1802723.67  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                | Apellis Pharmaceuticals, Inc.                 | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Short            | EC               | CORP              | US        |    -34317 | NS      | $-1774532.07  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                  | Dick's Sporting Goods, Inc.                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |    -14760 | NS      | $-1775480.40  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                           | Chemours Co. (The)                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Short            | EC               | CORP              | US        |    -57564 | NS      | $-1762609.68  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.          | Norwegian Cruise Line Holdings Ltd.           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |   -107751 | NS      | $-1318872.24  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                    | ITT, Inc.                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Short            | EC               | CORP              | US        |    -21402 | NS      | $-1735702.20  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.              | Blackstone Mortgage Trust, Inc., Class A      | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     66795 | NS      | $1414050.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                     | Cousins Properties, Inc.                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     64206 | NS      | $1623769.74   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                                 | Cognex Corp.                                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     34686 | NS      | $1634057.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                             | Royal Gold, Inc.                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     15129 | NS      | $1705340.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                       | Chart Industries, Inc.                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     11808 | NS      | $1360635.84   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                 | LyondellBasell Industries NV, Class A         | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     19557 | NS      | $1623817.71   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                      | Shockwave Medical, Inc.                       | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Short            | EC               | CORP              | US        |     -7011 | NS      | $-1441531.71  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                       | Freeport-McMoRan, Inc.                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Short            | EC               | CORP              | US        |    -45387 | NS      | $-1724706.00  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                              | DR Horton, Inc.                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |    -21033 | NS      | $-1874881.62  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                               | Toro Co. (The)                                | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Short            | EC               | CORP              | US        |    -15867 | NS      | $-1796144.40  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                               | Carnival Corp.                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |   -182289 | NS      | $-1469249.34  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co., Inc.               | American Water Works Co., Inc.                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |    -11808 | NS      | $-1799775.36  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.               | United Airlines Holdings, Inc.                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Short            | EC               | CORP              | US        |    -40221 | NS      | $-1516331.70  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                 | Sunrun, Inc.                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |    -54981 | NS      | $-1320643.62  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                  | Prosperity Bancshares, Inc.                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22509 | NS      | $1635954.12   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.         | White Mountains Insurance Group Ltd.          | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |      1107 | NS      | $1565663.31   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     20295 | NS      | $1701532.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                          | YETI Holdings, Inc.                           | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Short            | EC               | CORP              | US        |    -41328 | NS      | $-1707259.68  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                              | Albemarle Corp.                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |     -6273 | NS      | $-1360362.78  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                | Raymond James Financial, Inc.                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Short            | EC               | CORP              | US        |    -15129 | NS      | $-1616533.65  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.              | Principal Financial Group, Inc.               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Short            | EC               | CORP              | US        |    -19926 | NS      | $-1672189.92  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                    | T. Rowe Price Group, Inc.                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |    -14760 | NS      | $-1609725.60  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd.                                  | Amdocs Ltd.                                   | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     19188 | NS      | $1744189.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                           | RBC Bearings, Inc.                            | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7749 | NS      | $-1622253.15  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                        | Matador Resources Co.                         | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Short            | EC               | CORP              | US        |    -26199 | NS      | $-1499630.76  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                           | Zillow Group, Inc., Class C                   | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |    -48708 | NS      | $-1568884.68  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.           | BJ's Wholesale Club Holdings, Inc.            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Short            | EC               | CORP              | US        |    -23247 | NS      | $-1538021.52  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                      | International Paper Co.                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     46125 | NS      | $1597308.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                    | MDU Resources Group, Inc.                     | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53505 | NS      | $1623341.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.             | Air Products and Chemicals, Inc.              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      5535 | NS      | $1706219.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                       | BWX Technologies, Inc.                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     27306 | NS      | $1585932.48   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power, Inc.                             | Plug Power, Inc.                              | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |   -114393 | NS      | $-1415041.41  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                         | NextEra Energy, Inc.                          | CUSIP: 65339F101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -21033 | NS      | $-1758358.80  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.              | Old Dominion Freight Line, Inc.               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |     -5904 | NS      | $-1675437.12  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                         | IQVIA Holdings, Inc.                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Short            | EC               | CORP              | US        |     -8118 | NS      | $-1663297.02  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                             | Concentrix Corp.                              | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14391 | NS      | $1916305.56   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                     | VF Corp.                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     52029 | NS      | $1436520.69   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                    | IAA, Inc.                                     | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     45387 | NS      | $1815480.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International, Inc.              | Robert Half International, Inc.               | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     21771 | NS      | $1607352.93   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku, Inc.                                   | Roku, Inc.                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Short            | EC               | CORP              | US        |    -31734 | NS      | $-1291573.80  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                          | Realty Income Corp.                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     26937 | NS      | $1708613.91   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                      | Arch Capital Group Ltd.                       | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     28044 | NS      | $1760602.32   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                | Comcast Corp., Class A                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     46863 | NS      | $1638799.11   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                 | Avista Corp.                                  | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     41328 | NS      | $1832483.52   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.        | Ollie's Bargain Outlet Holdings, Inc.         | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     27675 | NS      | $1296297.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                         | Conagra Brands, Inc.                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     44649 | NS      | $1727916.30   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co.                      | Southwestern Energy Co.                       | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Short            | EC               | CORP              | US        |   -251295 | NS      | $-1470075.75  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                    | Nexstar Media Group, Inc.                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Short            | EC               | CORP              | US        |     -9225 | NS      | $-1614651.75  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                 | Kohl's Corp.                                  | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Short            | EC               | CORP              | US        |    -54612 | NS      | $-1378953.00  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                    | SLM Corp.                                     | CUSIP: 78442P106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -102216 | NS      | $-1696785.60  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                          | GXO Logistics, Inc.                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Short            | EC               | CORP              | US        |    -39483 | NS      | $-1685529.27  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                               | Trex Co., Inc.                                | CUSIP: 89531P105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -39114 | NS      | $-1655695.62  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.              | Live Nation Entertainment, Inc.               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |    -24723 | NS      | $-1724182.02  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                         | United Rentals, Inc.                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Short            | EC               | CORP              | US        |     -5166 | NS      | $-1836099.72  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                           | Lam Research Corp.                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Short            | EC               | CORP              | US        |     -4059 | NS      | $-1705997.70  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                        | Affirm Holdings, Inc.                         | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -136902 | NS      | $-1323842.34  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                 | Royal Caribbean Cruises Ltd.                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Short            | EC               | CORP              | LR        |    -29520 | NS      | $-1459173.60  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                              | Wolfspeed, Inc.                               | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Short            | EC               | CORP              | US        |    -20664 | NS      | $-1426642.56  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                       | ON Semiconductor Corp.                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |    -24723 | NS      | $-1541973.51  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                        | Axon Enterprise, Inc.                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |     -9594 | NS      | $-1591932.42  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard, Inc.                    | Activision Blizzard, Inc.                     | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     22509 | NS      | $1723063.95   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                      | Victoria's Secret & Co.                       | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Short            | EC               | CORP              | US        |    -39483 | NS      | $-1412701.74  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                              | Perrigo Co. plc                               | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     52398 | NS      | $1786247.82   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                       | Lincoln National Corp.                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Short            | EC               | CORP              | US        |    -46863 | NS      | $-1439631.36  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                  | Boston Beer Co., Inc. (The), Class A          | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Short            | EC               | CORP              | US        |     -4797 | NS      | $-1580707.44  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| WR Berkley Corp.                             | W R Berkley Corp.                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     22140 | NS      | $1606699.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                   | Elastic NV                                    | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Short            | EC               | CORP              | NL        |    -29520 | NS      | $-1520280.00  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                          | Cisco Systems, Inc.                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     34317 | NS      | $1634861.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                              | Starbucks Corp.                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     16605 | NS      | $1647216.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                        | Harley-Davidson, Inc.                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Short            | EC               | CORP              | US        |    -38007 | NS      | $-1581091.20  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.         | Cognizant Technology Solutions Corp., Class A | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     27675 | NS      | $1582733.25   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics, Inc.                  | Intellia Therapeutics, Inc.                   | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Short            | EC               | CORP              | US        |    -36162 | NS      | $-1261692.18  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.          | Huntington Ingalls Industries, Inc.           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      7380 | NS      | $1702418.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)          | Hanover Insurance Group, Inc. (The)           | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     11439 | NS      | $1545752.07   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                   | Simon Property Group, Inc.                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Short            | EC               | CORP              | US        |    -14760 | NS      | $-1734004.80  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                   | Coty, Inc., Class A                           | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Short            | EC               | CORP              | US        |   -232476 | NS      | $-1989994.56  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| UiPath, Inc.                                 | UiPath, Inc., Class A                         | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |    141699 | NS      | $1800994.29   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                        | Delta Air Lines, Inc.                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Short            | EC               | CORP              | US        |    -50922 | NS      | $-1673296.92  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                  | Host Hotels & Resorts, Inc.                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Short            | EC               | CORP              | US        |    -94098 | NS      | $-1510272.90  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                    | Cboe Global Markets, Inc.                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     13284 | NS      | $1666743.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                    | WESCO International, Inc.                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Short            | EC               | CORP              | US        |    -14022 | NS      | $-1755554.40  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                       | Trade Desk, Inc. (The), Class A               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |    -35424 | NS      | $-1588057.92  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                 | Sabra Health Care REIT, Inc.                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    129891 | NS      | $1614545.13   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.          | Take-Two Interactive Software, Inc.           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     16236 | NS      | $1690654.68   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                    | KLA Corp.                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               | CORP              | US        |     -4797 | NS      | $-1808612.91  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources, Inc.                          | PNM Resources, Inc.                           | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     33948 | NS      | $1656322.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                      | Physicians Realty Trust                       | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    114393 | NS      | $1655266.71   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                      | Mohawk Industries, Inc.                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     16974 | NS      | $1735082.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International, Inc.           | Mettler-Toledo International, Inc.            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Short            | EC               | CORP              | US        |     -1107 | NS      | $-1600113.15  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                          | Syneos Health, Inc.                           | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Short            | EC               | CORP              | US        |    -51291 | NS      | $-1881353.88  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                  | RenaissanceRe Holdings Ltd.                   | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      8856 | NS      | $1631540.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana, Inc.                                  | Asana, Inc., Class A                          | CUSIP: 04342Y104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -100740 | NS      | $-1387189.80  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics, Inc.                           | 10X Genomics, Inc., Class A                   | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Short            | EC               | CORP              | US        |    -48708 | NS      | $-1774919.52  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                 | Stanley Black & Decker, Inc.                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     21033 | NS      | $1579998.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                             | Five Below, Inc.                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Short            | EC               | CORP              | US        |    -11070 | NS      | $-1957950.90  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co.                            | Campbell Soup Co.                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     31365 | NS      | $1779963.75   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                  | Brighthouse Financial, Inc.                   | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Short            | EC               | CORP              | US        |    -32472 | NS      | $-1664839.44  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.              | Affiliated Managers Group, Inc.               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Short            | EC               | CORP              | US        |    -11070 | NS      | $-1753820.10  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                | Vontier Corp.                                 | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     87825 | NS      | $1697657.25   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.         | Broadridge Financial Solutions, Inc.          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     11439 | NS      | $1534313.07   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                               | Prologis, Inc.                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Short            | EC               | CORP              | US        |    -15498 | NS      | $-1747089.54  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                            | Tyson Foods, Inc., Class A                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     25092 | NS      | $1561977.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                         | Teladoc Health, Inc.                          | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Short            | EC               | CORP              | US        |    -64575 | NS      | $-1527198.75  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                    | Akamai Technologies, Inc.                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     18081 | NS      | $1524228.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group, Inc.                | American Airlines Group, Inc.                 | CUSIP: 02376R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -124356 | NS      | $-1581808.32  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings, Inc.                      | Bill.com Holdings, Inc.                       | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |    -15129 | NS      | $-1648455.84  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                              | KKR & Co., Inc.                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |    -35055 | NS      | $-1627253.10  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.              | Advanced Drainage Systems, Inc.               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |    -18819 | NS      | $-1542593.43  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                 | Cintas Corp.                                  | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3690 | NS      | $-1666477.80  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology, Inc.                      | Vir Biotechnology, Inc.                       | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60147 | NS      | $1522320.57   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                | Organon & Co.                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     66406 | NS      | $1854719.58   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                       | Costco Wholesale Corp.                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Short            | EC               | CORP              | US        |     -3321 | NS      | $-1516036.50  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                     | CenterPoint Energy, Inc.                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |    -57195 | NS      | $-1715278.05  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.     | Science Applications International Corp.      | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     15129 | NS      | $1678259.97   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                | Datadog, Inc., Class A                        | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |    -24354 | NS      | $-1790019.00  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet, Inc.                             | Smartsheet, Inc., Class A                     | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Short            | EC               | CORP              | US        |    -60516 | NS      | $-2381909.76  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                  | Halozyme Therapeutics, Inc.                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |    -30627 | NS      | $-1742676.30  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  46233214 | NC      | $1656060.25   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.             | SS&C Technologies Holdings, Inc.              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     32103 | NS      | $1671282.18   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                        | Umpqua Holdings Corp.                         | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     84135 | NS      | $1501809.75   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                | Penske Automotive Group, Inc.                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     13284 | NS      | $1526730.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                       | Norfolk Southern Corp.                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      6642 | NS      | $1636721.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial plc                         | Rentokil Initial plc                          | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |      4038 | NS      | $124417.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                    | Dow, Inc.                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     33210 | NS      | $1673451.90   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                    | Amcor plc                                     | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    137640 | NS      | $1639292.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                    | Commerce Bancshares, Inc.                     | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24073 | NS      | $1638649.11   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                         | Domino's Pizza, Inc.                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      4428 | NS      | $1533859.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline, Inc.                              | Blackline, Inc.                               | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     25461 | NS      | $1712761.47   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings, Inc.                | Ryan Specialty Holdings, Inc., Class A        | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42435 | NS      | $1761476.85   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                              | BlackRock, Inc.                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Short            | EC               | CORP              | US        |     -2583 | NS      | $-1830391.29  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems, Inc.                         | Verint Systems, Inc.                          | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     43542 | NS      | $1579703.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                               | Illumina, Inc.                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |     -8487 | NS      | $-1716071.40  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                  | Caesars Entertainment, Inc.                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |    -35793 | NS      | $-1488988.80  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                      | Western Union Co. (The)                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    114762 | NS      | $1580272.74   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                       | Align Technology, Inc.                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Short            | EC               | CORP              | US        |     -9225 | NS      | $-1945552.50  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight, Inc.                           | Black Knight, Inc.                            | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     26937 | NS      | $1663359.75   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.             | First Financial Bankshares, Inc.              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     46494 | NS      | $1599393.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                 | Verizon Communications, Inc.                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     43173 | NS      | $1701016.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                                  | Kellogg Co.                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     23247 | NS      | $1656116.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp.             | Zurn Elkay Water Solutions Corp.              | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     70107 | NS      | $1482763.05   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                              | Confluent, Inc., Class A                      | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |    -81183 | NS      | $-1805509.92  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                   | Prudential Financial, Inc.                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | EC               | CORP              | US        |    -16605 | NS      | $-1651533.30  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                             | NRG Energy, Inc.                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | EC               | CORP              | US        |    -42066 | NS      | $-1338540.12  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                             | AutoNation, Inc.                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13653 | NS      | $1464966.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                     | Valmont Industries, Inc.                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Short            | EC               | CORP              | US        |     -5166 | NS      | $-1708241.22  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                      | Quest Diagnostics, Inc.                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     11070 | NS      | $1731790.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                         | HCA Healthcare, Inc.                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Short            | EC               | CORP              | US        |     -7380 | NS      | $-1770904.80  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.             | Armstrong World Industries, Inc.              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     22140 | NS      | $1518582.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                  | Avnet, Inc.                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     38007 | NS      | $1580331.06   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                | Nutanix, Inc., Class A                        | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     60885 | NS      | $1586054.25   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                         | Kimberly-Clark Corp.                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     12546 | NS      | $1703119.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.              | Selective Insurance Group, Inc.               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     17712 | NS      | $1569460.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                          | ManpowerGroup, Inc.                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     19557 | NS      | $1627337.97   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                          | First Horizon Corp.                           | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     66795 | NS      | $1636477.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                          | Lithia Motors, Inc., Class A                  | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      7011 | NS      | $1435432.14   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                       | 3M Co.                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     13284 | NS      | $1593017.28   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                     | Diamondback Energy, Inc.                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Short            | EC               | CORP              | US        |    -11808 | NS      | $-1615098.24  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | -30398440 | NC      | $4809831.81   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Chewy, Inc.                                  | Chewy, Inc., Class A                          | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Short            | EC               | CORP              | US        |    -42804 | NS      | $-1587172.32  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                             | Blackstone, Inc., Class A                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |    -19926 | NS      | $-1478309.94  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                                | Maximus, Inc.                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     24354 | NS      | $1785878.82   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                 | Hasbro, Inc.                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     26937 | NS      | $1643426.37   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.                | Healthcare Realty Trust, Inc.                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     82659 | NS      | $1592838.93   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                       | Lancaster Colony Corp.                        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      8118 | NS      | $1601681.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                           | RH                                            | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |     -6273 | NS      | $-1676082.87  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.              | Dun & Bradstreet Holdings, Inc.               | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126570 | NS      | $1551748.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                   | Lamb Weston Holdings, Inc.                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Short            | EC               | CORP              | US        |    -20664 | NS      | $-1846535.04  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                          | Iron Mountain, Inc.                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               | CORP              | US        |    -32103 | NS      | $-1600334.55  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                      | Arrow Electronics, Inc.                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     15867 | NS      | $1659212.19   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                          | Union Pacific Corp.                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      7749 | NS      | $1604585.43   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                       | WEC Energy Group, Inc.                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     16974 | NS      | $1591482.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                            | Lucid Group, Inc.                             | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165684 | NS      | $1131621.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                     | Intuitive Surgical, Inc.                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Short            | EC               | CORP              | US        |     -6642 | NS      | $-1762454.70  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                             | Baker Hughes Co.                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57195 | NS      | $1688968.35   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                  | Qorvo, Inc.                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     17712 | NS      | $1605415.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                       | Tradeweb Markets, Inc., Class A               | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28044 | NS      | $1820896.92   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                               | Signature Bank                                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Short            | EC               | CORP              | US        |    -12915 | NS      | $-1488066.30  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.          | Allison Transmission Holdings, Inc.           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     37269 | NS      | $1550390.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                                  | Chegg, Inc.                                   | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     58302 | NS      | $1473291.54   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                   | Charles Schwab Corp. (The)                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Short            | EC               | CORP              | US        |    -21771 | NS      | $-1812653.46  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                 | Southwest Gas Holdings, Inc.                  | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24354 | NS      | $1507025.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                           | EPAM Systems, Inc.                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Short            | EC               | CORP              | US        |     -4797 | NS      | $-1572168.78  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                       | CRISPR Therapeutics AG                        | CUSIP: N/A<br>LEI: 506700O6IRRIQLT3W370       | Long             | EC               | CORP              | CH        |     31365 | NS      | $1274987.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                               | Doximity, Inc., Class A                       | CUSIP: 26622P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -53136 | NS      | $-1783244.16  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies, Inc.                 | SolarEdge Technologies, Inc.                  | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Short            | EC               | CORP              | US        |     -5904 | NS      | $-1672426.08  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                        | Gilead Sciences, Inc.                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     19188 | NS      | $1647289.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                            | Duke Energy Corp.                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     16974 | NS      | $1748152.26   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                    | EQT Corp.                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |    -40959 | NS      | $-1385642.97  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies, Inc.                  | Opendoor Technologies, Inc.                   | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |  -1027317 | NS      | $-1191687.72  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                     | CACI International, Inc., Class A             | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      5535 | NS      | $1663765.65   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                  | FedEx Corp.                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      9225 | NS      | $1597770.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen, Inc.                                 | Seagen, Inc.                                  | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13653 | NS      | $1754547.03   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                 | Sprouts Farmers Market, Inc.                  | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Short            | EC               | CORP              | US        |    -51660 | NS      | $-1672234.20  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                          | Capri Holdings Ltd.                           | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Short            | EC               | CORP              | VG        |    -30996 | NS      | $-1776690.72  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                  | Dover Corp.                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     11808 | NS      | $1598921.28   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                 | Incyte Corp.                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     21402 | NS      | $1719008.64   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare, Inc.                       | 1Life Healthcare, Inc.                        | CUSIP: 68269G107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -102954 | NS      | $-1720361.34  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                         | Crown Holdings, Inc.                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     20664 | NS      | $1698787.44   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                  | Nucor Corp.                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Short            | EC               | CORP              | US        |    -11808 | NS      | $-1556412.48  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                             | McDonald's Corp.                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      6273 | NS      | $1653123.69   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                      | Aramark                                       | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Short            | EC               | CORP              | US        |    -42804 | NS      | $-1769517.36  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                   | Elanco Animal Health, Inc.                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    134319 | NS      | $1641378.18   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                  | Tesla, Inc.                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |     -9594 | NS      | $-1181788.92  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                          | Kinder Morgan, Inc.                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     87456 | NS      | $1581204.48   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                        | Leidos Holdings, Inc.                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     15129 | NS      | $1591419.51   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                | Portland General Electric Co.                 | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     34686 | NS      | $1699614.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                   | Saia, Inc.                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |     -7380 | NS      | $-1547438.40  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                  | Healthpeak Properties, Inc.                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     64575 | NS      | $1618895.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                 | LPL Financial Holdings, Inc.                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |     -7380 | NS      | $-1595334.60  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                            | Yum! Brands, Inc.                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     12915 | NS      | $1654153.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                           | DT Midstream, Inc.                            | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27675 | NS      | $1529320.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                 | Charter Communications, Inc., Class A         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      4428 | NS      | $1501534.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                | Insulet Corp.                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Short            | EC               | CORP              | US        |     -5904 | NS      | $-1738078.56  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                        | Dominion Energy, Inc.                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     27675 | NS      | $1697031.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                        | Leggett & Platt, Inc.                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     47601 | NS      | $1534180.23   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                 | DaVita, Inc.                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     23616 | NS      | $1763406.72   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                         | Enphase Energy, Inc.                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |     -5535 | NS      | $-1466553.60  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                               | Fortinet, Inc.                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Short            | EC               | CORP              | US        |    -33948 | NS      | $-1659717.72  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                | Stryker Corp.                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Short            | EC               | CORP              | US        |     -7749 | NS      | $-1894553.01  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                     | New York Times Co. (The), Class A             | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     46863 | NS      | $1521172.98   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                        | Electronic Arts, Inc.                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     12915 | NS      | $1577954.70   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                          | STORE Capital Corp.                           | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     52029 | NS      | $1668049.74   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                   | Sarepta Therapeutics, Inc.                    | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Short            | EC               | CORP              | US        |    -14760 | NS      | $-1912600.80  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                      | Avis Budget Group, Inc.                       | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Short            | EC               | CORP              | US        |     -7749 | NS      | $-1270293.57  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies, Inc.                  | ZoomInfo Technologies, Inc., Class A          | CUSIP: 98980F104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -65682 | NS      | $-1977685.02  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                        | Arista Networks, Inc.                         | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Short            | EC               | CORP              | US        |    -12915 | NS      | $-1567235.25  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                 | Brixmor Property Group, Inc.                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Short            | EC               | CORP              | US        |    -76386 | NS      | $-1731670.62  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                        | Home BancShares, Inc.                         | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67164 | NS      | $1530667.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                | Estee Lauder Cos., Inc. (The), Class A        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |     -8118 | NS      | $-2014156.98  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                     | Jones Lang LaSalle, Inc.                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Short            | EC               | CORP              | US        |    -10701 | NS      | $-1705418.37  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                           | Vail Resorts, Inc.                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      6642 | NS      | $1583120.70   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                   | Packaging Corp. of America                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     12546 | NS      | $1604758.86   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                  | Alcoa Corp.                                   | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Short            | EC               | CORP              | US        |    -36162 | NS      | $-1644286.14  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                               | DocuSign, Inc.                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Short            | EC               | CORP              | US        |    -39114 | NS      | $-2167697.88  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                                | Wayfair, Inc., Class A                        | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |    -51660 | NS      | $-1699097.40  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                 | Floor & Decor Holdings, Inc., Class A         | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |    -24354 | NS      | $-1695769.02  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate plc                                | Clarivate plc                                 | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |    177123 | NS      | $1477205.82   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc.  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     23985 | NS      | $1627382.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                  | Garmin Ltd.                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |     18450 | NS      | $1702750.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust            | National Storage Affiliates Trust             | CUSIP: 637870106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -45756 | NS      | $-1652706.72  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                 | Alkermes plc                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     68626 | NS      | $1793197.38   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                             | Tetra Tech, Inc.                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |    -11808 | NS      | $-1714403.52  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                   | Performance Food Group Co.                    | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Short            | EC               | CORP              | US        |    -29520 | NS      | $-1723672.80  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                           | Skechers USA, Inc., Class A                   | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     40221 | NS      | $1687270.95   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                  | Service Corp. International                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     23616 | NS      | $1632810.24   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                               | Teradyne, Inc.                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |    -19557 | NS      | $-1708303.95  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                     | Equitable Holdings, Inc.                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |    -56826 | NS      | $-1630906.20  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                                 | Kemper Corp.                                  | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     29889 | NS      | $1470538.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                         | FTI Consulting, Inc.                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      9594 | NS      | $1523527.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                    | UGI Corp.                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Short            | EC               | CORP              | US        |    -46125 | NS      | $-1709853.75  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                 | Dexcom, Inc.                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |    -15867 | NS      | $-1796779.08  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AGF Investments Trust

**Signature:** Joshua Hunter

**Name of Signer:** Joshua Hunter

**Title:** Principal Financial Officer and Treasurer