# EDGAR Filing Document

**Accession Number:** 0001110502
**File Stem:** 0001752724-23-043961
**Filing Date:** 2023-2
**Character Count:** 101391
**Document Hash:** 06c97e747d2981293621f3ee15fa0d0b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043961.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-043961

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HUSSMAN INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001110502
- **IRS NUMBER:** 522226627
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09911
- **FILM NUMBER:** 23678581

**BUSINESS ADDRESS:**
- **STREET 1:** C/O ULTIMUS FUND SOLUTIONS, LLC
- **STREET 2:** 225 PICTORIA DRIVE, SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 513-587-3403

**MAIL ADDRESS:**
- **STREET 1:** C/O ULTIMUS FUND SOLUTIONS, LLC
- **STREET 2:** 225 PICTORIA DRIVE, SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246

## Series and Classes Contracts Data

### Hussman Strategic Growth Fund (Series ID: S000001544)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000004198 | Hussman Strategic Growth Fund | HSGFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Hussman Investment Trust

- **b. Investment Company Act file number:** 811-09911

- **c. CIK number of Registrant:** 0001110502

- **d. LEI of Registrant:** 549300EF1SYTJJEUZO63

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

  - **Street Address 1:** 6021 University Blvd.

  - **City:** Ellicott City

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21043

  - **Telephone number:** 513-587-3400

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

- **a. Name of Series:** HUSSMAN STRATEGIC GROWTH FUND

- **b. EDGAR series identifier (if any):** S000001544

- **c. LEI of Series:** 549300RGE97SYH31Y227

**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:** $740489697.09

**Total Liabilities:** $198092129.55

**Net Assets:** $542397567.54

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004198 | -4.16%               | -0.06%               | 1.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4296312.26              | $45868036.45                               |
| Month 2  | $3642532.59              | $36000861.97                               |
| Month 3  | $983609.00               | $-35336878.40                              |

**Designated Index Information**

- **Index Name:** Hussman Strategic Growth DRP

- **Index Identifier:** B2HKT0HLI0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Graham Holdings Co                          | Graham Holdings Company Class B                         | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      2500 | NS      | $1510525.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                          | Cirrus Logic, Inc.                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     45000 | NS      | $3351600.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                 | Sprouts Farmers Market, Inc.                            | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    120000 | NS      | $3884400.00    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC             | Seagate Technology plc (Ireland)                        | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |     45000 | NS      | $2367450.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                               | Medtronic plc                                           | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |      9000 | NS      | $699480.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                       | Sage Therapeutics, Inc.                                 | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     25000 | NS      | $953500.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc               | Supernus Pharmaceuticals, Inc.                          | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    120000 | NS      | $4280400.00    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Incorporation               | Franchise Group, Inc.                                   | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |     15000 | NS      | $357300.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                    | Etsy, Inc.                                              | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     39000 | NS      | $4671420.00    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                       | Gray Television, Inc.                                   | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    180000 | NS      | $2014200.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                        | Tenable Holdings, Inc.                                  | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     25000 | NS      | $953750.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.               | Catalyst Pharmaceutical Partners, Inc.                  | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     60000 | NS      | $1116000.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                             | LKQ Corporation                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     30000 | NS      | $1602300.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                 | Zumiez, Inc.                                            | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     50000 | NS      | $1087000.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                 | Pfizer, Inc.                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    120000 | NS      | $6148800.00    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                    | Perdoceo Education Corporation                          | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     25000 | NS      | $347500.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                             | Photronics, Inc.                                        | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    200000 | NS      | $3366000.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated              | Quest Diagnostics, Inc.                                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     20000 | NS      | $3128800.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                             | CVS Health Corporation                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     35000 | NS      | $3261650.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                   | Akamai Technologies, Inc.                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     45000 | NS      | $3793500.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                       | Harley-Davidson, Inc.                                   | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     25000 | NS      | $1040000.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carters Incorporation                       | Carter's, Inc.                                          | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     15000 | NS      | $1119150.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Inc                                | Best Buy Company, Inc.                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     30000 | NS      | $2406300.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Asgn Incorporated                           | ASGN, Inc.                                              | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      6000 | NS      | $488880.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation      | Entravision Communications Corporation Class A          | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     25000 | NS      | $120000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                 | NetApp, Inc.                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     45000 | NS      | $2702700.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                        | Thor Industries, Inc.                                   | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     21000 | NS      | $1585290.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                        | Federated Investors, Inc. Class B                       | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     35000 | NS      | $1270850.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated             | Jones Lang LaSalle, Inc.                                | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2500 | NS      | $398425.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                 | Genesco, Inc.                                           | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     25000 | NS      | $1150500.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                        | Corning, Inc.                                           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     45000 | NS      | $1437300.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                  | United Natural Foods, Inc.                              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    120000 | NS      | $4645200.00    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                 | C.H. Robinson Worldwide, Inc.                           | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     54000 | NS      | $4944240.00    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                 | Warner Bros Discovery, Inc. Series A                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    137095 | NS      | $1299660.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                       | Microsoft Corporation                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      9000 | NS      | $2158380.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots, Inc.                              | Big Lots, Inc.                                          | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $661500.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                  | Dynavax Technologies Corporation                        | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     75000 | NS      | $798000.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                               | Alphabet, Inc. Class C                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     60000 | NS      | $5323800.00    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                  | Amneal Pharmaceuticals, Inc.                            | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |    175000 | NS      | $348250.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ Wholesale Club Holdings Inc              | BJ's Wholesale Club Holdings, Inc.                      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     10000 | NS      | $661600.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                      | Pacira Pharmaceuticals, Inc.                            | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |     45000 | NS      | $1737450.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Short-Term Invts T                          | Invesco Short-Term Investments Trust Treasury Portfolio | CUSIP: 825252406<br>LEI: 549300UJV6OHYATSFU27 | Long             | STIV             | RF                | US        | 174328348 | NS      | $174328348.30  | 32.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                               | H&R Block, Inc.                                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     18000 | NS      | $657180.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Advansix Inc                                | AdvanSix, Inc.                                          | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     75000 | NS      | $2851500.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                      | Lumen Technologies, Inc.                                | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     60000 | NS      | $313200.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                             | Ulta Beauty, Inc.                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     12000 | NS      | $5628840.00    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                              | Proto Labs, Inc.                                        | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     25000 | NS      | $638250.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                            | StoneX Group, Inc.                                      | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     10000 | NS      | $953000.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                     | Century Communities, Inc.                               | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     30000 | NS      | $1500300.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JinkoSolar Holding Co., Ltd.                | JinkoSolar Holding Company Ltd. ADR                     | CUSIP: 47759T100<br>LEI: 529900Y93WNCS05FG852 | Long             | EC               | CORP              | DE        |      9000 | NS      | $367920.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                   | Halozyme Therapeutics, Inc.                             | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     24000 | NS      | $1365600.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                 | International Paper Company                             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     30000 | NS      | $1038900.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                             | Eli Lilly & Company                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      5000 | NS      | $1829200.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                               | SM Energy Company                                       | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     40000 | NS      | $1393200.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated         | Vertex Pharmaceuticals, Inc.                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     12000 | NS      | $3465360.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                              | Kroger Company (The)                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     90000 | NS      | $4012200.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                | Ubiquiti, Inc.                                          | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $2051475.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                 | United Parcel Service, Inc. Class B                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     18000 | NS      | $3129120.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                    | Allstate Corporation (The)                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     24000 | NS      | $3254400.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                 | Verizon Communications, Inc.                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    150000 | NS      | $5910000.00    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                | Broadcom, Inc.                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      6000 | NS      | $3354780.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                            | AutoNation, Inc.                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $1073000.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                      | Applied Materials, Inc.                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     30000 | NS      | $2921400.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                     | J.M. Smucker Company (The)                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      6000 | NS      | $950760.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                       | Wells Fargo & Company                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     25000 | NS      | $1032250.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                 | Brinker International, Inc.                             | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     60000 | NS      | $1914600.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                      | Juniper Networks, Inc.                                  | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    170000 | NS      | $5433200.00    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                            | Boise Cascade Company                                   | CUSIP: 09739D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $3090150.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp.                  | Big 5 Sporting Goods Corporation                        | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |    125000 | NS      | $1103750.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc.                   | Corcept Therapeutics, Inc.                              | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     90000 | NS      | $1827900.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc.                      | SIGA TECHNOLOGIES, INC.                                 | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $220800.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                      | Amkor Technology, Inc.                                  | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     60000 | NS      | $1438800.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                          | HCA Healthcare, Inc.                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      7500 | NS      | $1799700.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.          | Kulicke & Soffa Industries, Inc.                        | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     36000 | NS      | $1593360.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.            | Alpha & Omega Semiconductor Ltd.                        | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |     75000 | NS      | $2142750.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                        | Associated Banc-Corp                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     30000 | NS      | $692700.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc                    | Albertsons Companies, Inc.                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     25000 | NS      | $518500.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                       | Urban Outfitters, Inc.                                  | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     60000 | NS      | $1431000.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                | INTRA-CELLULAR THERAPIES, INC.                          | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     15000 | NS      | $793800.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                | Illumina, Inc.                                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      7500 | NS      | $1516500.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corporation                    | Barrick Gold Corporation                                | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    216000 | NS      | $3710880.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                  | 3M Company                                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     15000 | NS      | $1798800.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                           | Cigna Corporation                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     10000 | NS      | $3313400.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Widepoint Corp                              | WIDEPOINT CORPORATION                                   | CUSIP: 967590209<br>LEI: 529900TW34CMYP8ZUJ88 | Long             | EC               | CORP              | US        |    109000 | NS      | $198390.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                   | Super Micro Computer, Inc.                              | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     15000 | NS      | $1231500.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings         | Laboratory Corporation of America Holdings              | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      9000 | NS      | $2119320.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                       | Campbell Soup Company                                   | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     45000 | NS      | $2553750.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                 | PepsiCo, Inc.                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      6000 | NS      | $1083960.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                          | Waters Corporation                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      5000 | NS      | $1712900.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.              | American Eagle Outfitters, Inc.                         | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     60000 | NS      | $837600.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                | Ingles Markets, Inc. Class A                            | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     36000 | NS      | $3472560.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                 | MAXIMUS, Inc.                                           | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     24000 | NS      | $1759920.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                          | Ford Motor Company                                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    100000 | NS      | $1163000.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                     | Nexstar Media Group, Inc.                               | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     15000 | NS      | $2625450.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation      | Old Republic International Corporation                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    125000 | NS      | $3018750.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                           | Intel Corporation                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    180000 | NS      | $4757400.00    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc                                 | Gap, Inc. (The)                                         | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     15000 | NS      | $169200.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                             | BorgWarner, Inc.                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     30000 | NS      | $1207500.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Solar Inc                          | Canadian Solar, Inc.                                    | CUSIP: 136635109<br>LEI: 5493001XSC6TKMBVOM15 | Long             | EC               | CORP              | US        |    120000 | NS      | $3708000.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                           | Omnicom Group, Inc.                                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     25000 | NS      | $2039250.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.              | Walgreen Boots Alliance, Inc.                           | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     90000 | NS      | $3362400.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                 | Dick's Sporting Goods, Inc.                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     25000 | NS      | $3007250.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                     | National Beverage Corporation                           | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     15000 | NS      | $697950.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp.                          | Turtle Beach Corporation                                | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |    125000 | NS      | $896250.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                            | Hope Bancorp, Inc.                                      | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     50000 | NS      | $640500.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                          | IPG Photonics Corporation                               | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     10000 | NS      | $946700.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                 | AbbVie, Inc.                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     30000 | NS      | $4848300.00    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.            | Advanced Energy Industries, Inc.                        | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     45000 | NS      | $3860100.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                  | Matson, Inc.                                            | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     25000 | NS      | $1562750.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                 | Invesco Ltd.                                            | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |    150000 | NS      | $2698500.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                        | Fulgent Genetics, Inc.                                  | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     15000 | NS      | $446700.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                             | First Solar, Inc.                                       | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      1500 | NS      | $224685.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                         | RUSSELL 2000 INDEX OPTION                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1250 | NS      | $4233750.00    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualys Inc                                  | Qualys, Inc.                                            | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     25000 | NS      | $2805750.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                             | B&G Foods, Inc.                                         | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |    120000 | NS      | $1338000.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc           | Allison Transmission Holdings, Inc.                     | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     30000 | NS      | $1248000.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                | Citizens Financial Group, Inc.                          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     39850 | NS      | $1568894.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                        | Landstar System, Inc.                                   | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     12500 | NS      | $2036250.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                  | Atkore International Group, Inc.                        | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     30000 | NS      | $3402600.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                      | Berry Global Group, Inc.                                | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     72000 | NS      | $4350960.00    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.   | Knight-Swift Transportation Holdings, Inc.              | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $3930750.00    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                           | FedEx Corporation                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     30000 | NS      | $5196000.00    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.             | Universal Health Services, Inc. Class B                 | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     24000 | NS      | $3381360.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.               | Penske Automotive Group, Inc.                           | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      5000 | NS      | $574650.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                            | Movado Group, Inc.                                      | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     25000 | NS      | $806250.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                    | American Express Company                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     30000 | NS      | $4432500.00    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Incorporation               | Williams-Sonoma, Inc.                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     24000 | NS      | $2758080.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                  | Apple, Inc.                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6000 | NS      | $779580.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                        | TRI Pointe Homes, Inc.                                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $557700.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                              | DUTCH BROS, INC.                                        | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $845700.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc               | Zoom Video Communications Class A                       | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     15000 | NS      | $1016100.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                | Worthington Industries, Inc.                            | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     15000 | NS      | $745650.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms, Inc. Class A                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     30000 | NS      | $3610200.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                   | Winnebago Industries, Inc.                              | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     30000 | NS      | $1581000.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                           | Pitney Bowes, Inc.                                      | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    120000 | NS      | $456000.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                          | Aflac, Inc.                                             | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     25000 | NS      | $1798500.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                         | Newmont Corporation                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     72000 | NS      | $3398400.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Incorporation               | PayPal Holdings, Inc.                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     30000 | NS      | $2136600.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Express Inc                                 | Express, Inc.                                           | CUSIP: 30219E103<br>LEI: 529900V6IJOGM1YFQL87 | Long             | EC               | CORP              | US        |    250000 | NS      | $255000.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                | Kohl's Corporation                                      | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     75000 | NS      | $1893750.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                | Mattel, Inc.                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     90000 | NS      | $1605600.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.              | Robert Half International, Inc.                         | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     24000 | NS      | $1771920.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                         | General Mills, Inc.                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     30000 | NS      | $2515500.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                    | Ebix, Inc.                                              | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     85000 | NS      | $1696600.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                  | Amgen, Inc.                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     15000 | NS      | $3939600.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                           | Crown Castle International Corporation REIT             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      6000 | NS      | $813840.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                | Lincoln National Corporation                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     30000 | NS      | $921600.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp              | Evoqua Water Technologies Corporation                   | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |     10000 | NS      | $396000.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                               | Netflix, Inc.                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     15000 | NS      | $4423200.00    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc                           | Andersons, Inc. (The)                                   | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     75000 | NS      | $2624250.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc.                            | Chico's FAS, Inc.                                       | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    120000 | NS      | $590400.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                  | Stride, Inc.                                            | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     12000 | NS      | $375360.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                      | CRISPR Therapeutics AG Series A                         | CUSIP: H17182108<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |     16000 | NS      | $650400.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation            | Phibro Animal Health Corporation                        | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     25000 | NS      | $335250.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinemax Inc                               | MarineMax, Inc.                                         | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     50000 | NS      | $1561000.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                    | AT&T, Inc.                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     30000 | NS      | $552300.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                  | Sally Beauty Holdings, Inc.                             | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    150000 | NS      | $1878000.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                  | Prudential Financial, Inc.                              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      5000 | NS      | $497300.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                            | AMC Networks, Inc. Class A                              | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     80000 | NS      | $1253600.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc.                        | Duluth Holdings, Inc.                                   | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |    150000 | NS      | $927000.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                      | Energizer Holdings, Inc.                                | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     60000 | NS      | $2013000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                   | Block Inc CL A due 11/19/15                             | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     15000 | NS      | $942600.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                | Alkermes plc                                            | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     15000 | NS      | $391950.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Limited                   | AngloGold Ashanti Ltd. ADR                              | CUSIP: 035128206<br>LEI: 378900EF3BA9A5F42A59 | Long             | EC               | CORP              | ZA        |    108000 | NS      | $2097360.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                 | Hibbett Sports, Inc.                                    | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     35000 | NS      | $2387700.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                            | Paramount Global Class B                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     90000 | NS      | $1519200.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                         | Designer Brands, Inc. Class A                           | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     30000 | NS      | $293400.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd.                                | Infosys Ltd. ADR                                        | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |    180000 | NS      | $3241800.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                       | Dell Technologies, Inc. Class C                         | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     30000 | NS      | $1206600.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                 | Progressive Corporation (The)                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      9000 | NS      | $1167390.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                   | APA Corporation                                         | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $3501000.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                         | Forestar Group, Inc.                                    | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     35000 | NS      | $539350.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                 | Ovintiv, Inc.                                           | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24000 | NS      | $1217040.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                         | Comcast Corporation Class A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    120000 | NS      | $4196400.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.        | Cognizant Technology Solutions Corporation Class A      | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     90000 | NS      | $5147100.00    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                  | Inogen, Inc.                                            | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     45000 | NS      | $886950.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                       | Gilead Sciences, Inc.                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     24000 | NS      | $2060400.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                   | Axcelis Technologies, Inc.                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     45000 | NS      | $3571200.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers By Vitamin Cottage Inc.     | Natural Grocers by Vitamin Cottage, Inc.                | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |     90000 | NS      | $822600.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc. | Expeditors International of Washington, Inc.            | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     30000 | NS      | $3117600.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc                              | Home Depot, Inc. (The)                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6000 | NS      | $1895160.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                  | Neurocrine Biosciences, Inc.                            | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     25000 | NS      | $2986000.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                          | Clorox Company (The)                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      5000 | NS      | $701650.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                            | Encore Wire Corporation                                 | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $2476080.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                      | Kearny Financial Corporation                            | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $761250.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Energy Corporation                   | Vistra Energy Corporation                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     50000 | NS      | $1160000.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                               | Valvoline, Inc.                                         | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     15000 | NS      | $489750.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                   | Colgate-Palmolive Company                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     30000 | NS      | $2363700.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                 | Viatris, Inc.                                           | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     50000 | NS      | $556500.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                        | BWX Technologies, Inc.                                  | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     15000 | NS      | $871200.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                    | Jazz Pharmaceuticals plc                                | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |     12000 | NS      | $1911720.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                | Stanley Black & Decker, Inc.                            | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     15000 | NS      | $1126800.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                | CarGurus, Inc.                                          | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     36000 | NS      | $504360.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesco International, Inc.                   | WESCO International, Inc.                               | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      7500 | NS      | $939000.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Company                    | Callon Petroleum Company                                | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     30000 | NS      | $1112700.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                           | Ciena Corporation                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     90000 | NS      | $4588200.00    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corporation                    | Kinross Gold Corporation                                | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |    144000 | NS      | $588960.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc.             | SS&C Technologies Holdings, Inc.                        | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     30000 | NS      | $1561800.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                   | Adobe, Inc.                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      6000 | NS      | $2019180.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation            | California Resources Corporation                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     60000 | NS      | $2610600.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                             | Nordstrom, Inc.                                         | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     90000 | NS      | $1452600.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Incorporation             | Lumentum Holdings, Inc.                                 | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      9000 | NS      | $469530.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                             | KLA-Tencor Corporation                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     10000 | NS      | $3770300.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                   | Jabil, Inc.                                             | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     15000 | NS      | $1023000.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                      | Agnico Eagle Mines Ltd.                                 | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     54000 | NS      | $2807460.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                       | Everest Re Group Ltd.                                   | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |      6000 | NS      | $1987620.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation.                         | Incyte Corporation                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     45000 | NS      | $3614400.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                     | Kraft Heinz Company (The)                               | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $1831950.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                            | Quidel Corporation                                      | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      6000 | NS      | $514020.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                   | Taylor Morrison Home Corporation                        | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     45000 | NS      | $1365750.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                     | Customers Bancorp, Inc.                                 | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     75000 | NS      | $2125500.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Yeti Holdings Inc                           | Yeti Holdings, Inc.                                     | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     30000 | NS      | $1239300.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries, Ltd.                     | Nabors Industries Ltd.                                  | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $2323050.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                          | Coterra Energy, Inc.                                    | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     75000 | NS      | $1842750.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                              | Ziff Davis, Inc.                                        | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     30000 | NS      | $2373000.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionq Inc                                    | IonQ, Inc                                               | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    600000 | NS      | $2070000.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                | Innoviva, Inc.                                          | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    275000 | NS      | $3643750.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                       | Starbucks Corporation                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     24000 | NS      | $2380800.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                            | Royal Gold, Inc.                                        | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     10800 | NS      | $1217376.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                            | Fossil Group, Inc.                                      | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |     28000 | NS      | $120680.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                             | Kellogg Company                                         | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     75000 | NS      | $5343000.00    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                      | F5 Networks, Inc.                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     20000 | NS      | $2870200.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                       | Civitas Resources, Inc.                                 | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     24000 | NS      | $1390320.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                 | Avnet, Inc.                                             | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     30000 | NS      | $1247400.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc.                  | RIGEL PHARMACEUTICALS, INC.                             | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |    150000 | NS      | $225000.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                  | Kimberly-Clark Corporation                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     15000 | NS      | $2036250.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc.                  | USANA Health Sciences, Inc.                             | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     25000 | NS      | $1330000.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                         | S&P INDEX OPTION                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -825 | NS      | $-119504550.00 | -22.03%           |  |  |  | No            |                  2 | On Loan: No      |
| VMware Inc                                  | VMware, Inc. Class A                                    | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     48000 | NS      | $5892480.00    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                            | Shutterstock, Inc.                                      | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     30000 | NS      | $1581600.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                | Evercore Partners, Inc. Class A                         | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     25000 | NS      | $2727000.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.              | Ironwood Pharmaceuticals, Inc.                          | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    150000 | NS      | $1858500.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     15000 | NS      | $2649750.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                               | QUALCOMM, Inc.                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     54000 | NS      | $5936760.00    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc.                             | CLEARFIELD, INC.                                        | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     36000 | NS      | $3389040.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                         | RUSSELL 2000 INDEX OPTION                               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1250 | NS      | $-70947500.00  | -13.08%           |  |  |  | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc              | Tempur Sealy International, Inc.                        | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     60000 | NS      | $2059800.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                            | Merck & Company, Inc.                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     20000 | NS      | $2219000.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                         | Arista Networks, Inc.                                   | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     30000 | NS      | $3640500.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners L P                | Cheniere Energy Partners, L.P.                          | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |     18000 | NS      | $1023660.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Co.           | HAMILTON BEACH BRANDS HOLDING COMPANY CLASS A           | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $619500.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS Worldwide Inc.                       | Kronos Worldwide, Inc.                                  | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     60000 | NS      | $564000.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                     | Cboe Global Markets, Inc.                               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     15000 | NS      | $1882050.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                         | Cisco Systems, Inc.                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     75000 | NS      | $3573000.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                           | Nucor Corporation                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     24000 | NS      | $3163440.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc                                  | Buckle, Inc. (The)                                      | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     90000 | NS      | $4081500.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Co-Diagnostics Inc.                         | Co-Diagnostics, Inc.                                    | CUSIP: 189763105<br>LEI: 549300Z1JPESYWFM1R93 | Long             | EC               | CORP              | US        |     35000 | NS      | $88200.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                      | Micron Technology, Inc.                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     15000 | NS      | $749700.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                      | Sirius XM Holdings, Inc.                                | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    600000 | NS      | $3504000.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                         | Editas Medicine, Inc.                                   | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     30000 | NS      | $266100.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                              | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      6000 | NS      | $554700.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                         | Nabors Industries Ltd. $166.6667 - Warrants             | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      8000 | NS      | $263200.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                  | Unum Group                                              | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     90000 | NS      | $3692700.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.             | Regeneron Pharmaceuticals, Inc.                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      7500 | NS      | $5411175.00    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                | LyondellBasell Industries N.V. Class A                  | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |     45000 | NS      | $3736350.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                | Macy's, Inc.                                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    250000 | NS      | $5162500.00    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.Com Inc                       | 1-800-FLOWERS.COM, Inc. Class A                         | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $717000.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                          | Mosaic Company (The)                                    | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     75000 | NS      | $3290250.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                     | ACCO Brands Corporation                                 | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    125000 | NS      | $698750.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                 | Hologic, Inc.                                           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     20000 | NS      | $1496200.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                     | Arrow Electronics, Inc.                                 | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     30000 | NS      | $3137100.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                       | Range Resources Corporation                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     24000 | NS      | $600480.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                            | Amazon.com, Inc.                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     18000 | NS      | $1512000.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.               | FactSet Research Systems, Inc.                          | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      2500 | NS      | $1003025.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                    | Skyworks Solutions, Inc.                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     12000 | NS      | $1093560.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                              | Exelixis, Inc.                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    150000 | NS      | $2406000.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Educational Dev Cp                          | EDUCATIONAL DEVELOPMENT CORPORATION                     | CUSIP: 281479105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49300 | NS      | $155788.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                        | Westlake Chemical Corporation                           | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     30000 | NS      | $3076200.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                        | Intrepid Potash, Inc.                                   | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |     24000 | NS      | $692880.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies Inc.                    | Patterson Companies, Inc.                               | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     75000 | NS      | $2102250.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                            | NRG Energy, Inc.                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     90000 | NS      | $2863800.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Tegna Inc                                   | TEGNA, Inc.                                             | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     50000 | NS      | $1059500.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmace Inc                          | Vanda Pharmaceuticals, Inc.                             | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    150000 | NS      | $1108500.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                 | Greif, Inc. Class A                                     | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     15000 | NS      | $1005900.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.             | New York Community Bancorp, Inc.                        | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    100000 | NS      | $860000.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                        | LAREDO PETROLEUM, INC.                                  | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     45000 | NS      | $2313900.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                      | HP, Inc.                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    210000 | NS      | $5642700.00    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                       | Lowe's Companies, Inc.                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      9000 | NS      | $1793160.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                    | lululemon athletica, inc.                               | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      3000 | NS      | $961140.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                         | S&P INDEX OPTION                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       825 | NS      | $8096550.00    | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** Hussman Investment Trust

**Signature:** Hussman Investment Trust

**Name of Signer:** Brian Johnston

**Title:** Manager, Fund Accounting