# EDGAR Filing Document

**Accession Number:** 0001719812
**File Stem:** 0001162044-23-000232
**Filing Date:** 2023-2
**Character Count:** 98620
**Document Hash:** fc7b162168e5a832bd730672e2349a49
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001162044-23-000232.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001162044-23-000232

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Collaborative Investment Series Trust
- **CENTRAL INDEX KEY:** 0001719812
- **IRS NUMBER:** 826635713
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23306
- **FILM NUMBER:** 23652465

**BUSINESS ADDRESS:**
- **STREET 1:** 500 DAMONTE RANCH
- **STREET 2:** PARKWAY BUILDING 700, UNIT 700
- **CITY:** RENO
- **STATE:** NV
- **ZIP:** 89521
- **BUSINESS PHONE:** 2036226000

**MAIL ADDRESS:**
- **STREET 1:** 500 DAMONTE RANCH
- **STREET 2:** PARKWAY BUILDING 700, UNIT 700
- **CITY:** RENO
- **STATE:** NV
- **ZIP:** 89521

## Series and Classes Contracts Data

### Greenwich Ivy Long-Short Fund (Series ID: S000065406)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000211542 | Institutional Class | GIVYX           |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **December 30, 2022 (unaudited)** | **December 30, 2022 (unaudited)** | **December 30, 2022 (unaudited)** | **December 30, 2022 (unaudited)** |
| **<u>Greenwich Ivy Long-Short Fund</u>** | **<u>Greenwich Ivy Long-Short Fund</u>** | **<u>Greenwich Ivy Long-Short Fund</u>** | **<u>Greenwich Ivy Long-Short Fund</u>** |
|  |  | **Shares or Principal** |  |
| **Security Description** |  | **Amount ($)** | **Fair Value ($)(1)** |
| **Common Stocks - 50.98%** | **Common Stocks - 50.98%** | **Common Stocks - 50.98%** | **Common Stocks - 50.98%** |
| **Air Courier Services - 1.03%** |  |  |  |
| FedEx Corp. (3) |  | 1211  | 209745  |
| **Aircraft - 0.38%** |  |  |  |
| Boeing Co. (2) (3) |  | 410  | 78101  |
| **Auto Manufacturers - 0.07%** |  |  |  |
| Aston Martin Lagonda Global Holdings PLC (United Kingdom) (2) |  | 9234  | 17208  |
| **Biological Products (No Diagnostic Substances) - 3.65%** |  |  |  |
| Achilles Therapeutics PLC (2) |  | 71927  | 64734  |
| Athira Pharma, Inc. (2) |  | 16420  | 52052  |
| Cardiff Oncology, Inc. (2) |  | 50968  | 71355  |
| Century Therapeutics, Inc. (2) |  | 15107  | 77499  |
| Exscientia plc (2) |  | 9442  | 50326  |
| Finch Therapeutics Group, Inc. (2) |  | 140288  | 67338  |
| Fusion Pharmaceuticals, Inc. (2) |  | 20419  | 64320  |
| Instil Bio, Inc. (2) |  | 114464  | 72112  |
| Invivyd, Inc. (2) |  | 53880  | 80820  |
| Precision Biosciences, Inc. (2) |  | 58363  | 69452  |
| TCR2 Therapeutics, Inc. (2) |  | 71616  | 71530  |
|  |  |  | 741538  |
| **Cable & Other Pay Television Services - 1.03%** |  |  |  |
| Comcast Corp. Class A (3) |  | 5966  | 208631  |
| **Cigarettes - 0.77%** |  |  |  |
| Altria Group, Inc. (3) |  | 3423  | 156465  |
| **Computer Peripheral Equipment, Nec - 0.04%** |  |  |  |
| Markforged Holding Corporation (2) |  | 7022  | 8146  |
| **Computer Storage Devices - 0.43%** |  |  |  |
| NetApp, Inc. |  | 1448  | 86967  |
| **Construction - Special Trade Contractors - 0.09%** |  |  |  |
| Matrix Service Co. (2) |  | 2870  | 17851  |
| **Consumer Finance - 0.81%** |  |  |  |
| ECN Capital Corp. (Canada) |  | 80220  | 163465  |
| **Deep Sea Foreign Transportation of Freight - 0.93%** |  |  |  |
| Atlas Corp. |  | 12219  | 187439  |
| **Entertainment- 0.88%** |  |  |  |
| Vivendi SE (2) |  | 19986  | 178155  |
| **Entertainment Facilities - 0.25%** |  |  |  |
| Thunderbird Entertainment Group, Inc. (Canada) (2) |  | 20004  | 50510  |
| **Fabricated Plate Work (Boiler Shops) - 1.84%** |  |  |  |
| Chart Industries, Inc. (2) (3) |  | 3240  | 373345  |
| **Finance Services - 2.33%** |  |  |  |
| CI Financial Corp. |  | 17903  | 178572  |
| Conduit Holdings, Ltd. (Bermuda) (2) |  | 14888  | 77083  |
| Euronext NV (2) |  | 3118  | 215641  |
|  |  |  | 471296  |
| **Footware and Accessories - 0.46%** |  |  |  |
| adidas AG (Germany) (2) |  | 681  | 92901  |
| **Furnishings, Fixtures & Appliances - 0.41%** |  |  |  |
| Victoria PLC (United Kingdom) (2) |  | 14255  | 82945  |
| **Gambling - 0.14%** |  |  |  |
| Pollard Banknote, Ltd. (Canada) |  | 1949  | 27513  |
| **Hotels & Motels - 0.95%** |  |  |  |
| Accor SA (France) (2) |  | 5168  | 129154  |
| Travel & Leisure Co. (3) |  | 1738  | 63263  |
|  |  |  | 192417  |
| **Internet Retail - 0.33%** |  |  |  |
| Delivery Hero SE (Germany) (2) |  | 1376  | 65948  |
| **Investment Advice - 1.67%** |  |  |  |
| Apollo Global Management, Inc. Class A (3) |  | 989  | 63088  |
| Carlyle Group, Inc. (3) |  | 9221  | 275155  |
|  |  |  | 338243  |
| **Laboratory Analytical Instruments - 0.35%** |  |  |  |
| EyePoint Pharmaceuticals, Inc. (2) |  | 20166  | 70581  |
| **Media & Entertainment - 0.11%** |  |  |  |
| Warner Bros. Discovery, Inc. Series A  |  | 2260  | 21425  |
| **Mobile Homes - 1.75%** |  |  |  |
| Cavco Industries, Inc. (3) |  | 789  | 178511  |
| Skyline Champion Corporation (3) |  | 3417  | 176010  |
|  |  |  | 354521  |
| **Motor Vehicles & Passenger Car Bodies - 0.55%** |  |  |  |
| Stellantis N.V. (Netherlands) (3) |  | 7800  | 110760  |
| **Motors & Generators - 1.11%** |  |  |  |
| Generac Holdings Inc. (2) |  | 2239  | 225378  |
| **National Commercial Banks - 4.69%** |  |  |  |
| Fifth Third Bancorp |  | 6632  | 217596  |
| JPMorgan Chase & Co. (3) |  | 2010  | 269541  |
| KeyCorp (2) |  | 9357  | 162999  |
| PNC Financial Services Group, Inc. (2) |  | 1896  | 299454  |
|  |  |  | 949590  |
| **Oil & Gas - 0.41%** |  |  |  |
| Parex Resources, Inc. (Canada) |  | 3793  | 56428  |
| Whitecap Resources, Inc. (Canada) |  | 3296  | 26135  |
|  |  |  | 82563  |
| **Oil & Gas Field Services, NEC- 0.60%** |  |  |  |
| Core Laboratories N.V (Netherlands) |  | 5976  | 121134  |
| **Operative Builders - 0.53%** |  |  |  |
| M.D.C. Holdings, Inc. (3) |  | 3397  | 107345  |
| **Orthopedic, Prosthetic & Surgical Appliances & Supplies - 1.17%** |  |  |  |
| Smith & Nephew PLC |  | 8836  | 237600  |
| **Pharmaceutical Preparations - 2.64%** |  |  |  |
| Biohaven Ltd. (2) |  | 1018  | 14130  |
| Chimerix, Inc. (2) |  | 32051  | 59615  |
| Connect Biopharma Holdings Limited (2) |  | 14588  | 12659  |
| Cyteir Therapeutics, Inc. (2) |  | 39828  | 65716  |
| EQRx, Inc. (2) |  | 23690  | 58277  |
| I-Mab (2) |  | 5764  | 24094  |
| Nkarta, Inc. (2) |  | 11332  | 67879  |
| Pardes Biosciences, Inc. (2) |  | 47088  | 79579  |
| Syros Pharmaceuticals, Inc. (2) |  | 23261  | 83507  |
| XBiotech Inc. (2) |  | 19651  | 68975  |
|  |  |  | 534431  |
| **Pipe Lines (No Natural Gas) - 0.56%** |  |  |  |
| Enbridge, Inc. (Canada) |  | 2883  | 112641  |
| **Plastic Materials, Synth Resins & Nonvulcan Elastomers - 0.39%** |  |  |  |
| PureCycle Technologies, Inc. (2) |  | 11796  | 79741  |
| **Railroads, Line-Haul Operating - 0.71%** |  |  |  |
| Canadian National Railway Co. (Canada) |  | 1218  | 144635  |
| **Real Estate Agents & Managers - 0.25%** |  |  |  |
| Opendoor Technologies Inc. (2) |  | 43952  | 50984  |
| **Retail-Eating Places - 3.50%** |  |  |  |
| Barratt Developments plc (2) |  | 44097  | 211670  |
| Bellway p.l.c. (2) |  | 6618  | 152710  |
| Persimmon plc (2) |  | 13588  | 200043  |
| Taylor Wimpey plc (2) |  | 116930  | 143784  |
|  |  |  | 708207  |
| **Retail - Auto Dealers & Gasoline Stations - 0.50%** |  |  |  |
| CarMax, Inc. (2) |  | 1654  | 100712  |
| **Retail - Discretionary- 0.06%** |  |  |  |
| Asos PLC (2) |  | 2053  | 12678  |
| **Retail-Eating Places - 0.23%** |  |  |  |
| Brinker International, Inc. (2) (3) |  | 1439  | 45918  |
| **Semiconductors &Related Devices - 0.70%** |  |  |  |
| Magnachip Semiconductor Corporation (2) |  | 4364  | 40978  |
| Micron Technology, Inc. |  | 2032  | 101559  |
|  |  |  | 142537  |
| **Services-Amusement & Recreation Services - 0.49%** |  |  |  |
| Madison Square Garden Entertainment Corp. Class A (2) |  | 2209  | 99339  |
| **Services - Business Services, Nec - 2.73%** |  |  |  |
| Fidelity National Information Services, Inc. (3) |  | 7327  | 497137  |
| Uber Technologies, Inc. (2) (3) |  | 2275  | 56261  |
|  |  |  | 553398  |
| **Services - Computer Integrated Systems Design - 0.17%** |  |  |  |
| ASA International Group PLC (United Kingdom) (2) |  | 30432  | 34237  |
| **Services - Computer Processing & Data Preparation - 1.13%** |  |  |  |
| E2open Parent Holdings, Inc. (2) (3) |  | 21370  | 125442  |
| Kyndryl Holdings, Inc. (2) (3) |  | 9275  | 103138  |
|  |  |  | 228580  |
| **Services - Computer Programming, Data Processing, Etc. - 2.07%** |  |  |  |
| Magnite, Inc. (2) (3) |  | 5611  | 59420  |
| Meta Platforms, Inc. Class A (2) (3) |  | 1955  | 235265  |
| Pinterest, Inc. Class A (2) (3) |  | 3483  | 84567  |
| TripAdvisor, Inc. Class A (2) |  | 2271  | 40833  |
|  |  |  | 420085  |
| **Services - Health Services - 0.11%** |  |  |  |
| Sema4 Holdings, Corp. (2) |  | 80841  | 21326  |
| **Services - Miscellaneous Business Services - 0.26%** |  |  |  |
| Sea, Ltd. ADR (2) (3) |  | 1007  | 52394  |
| **Services - Prepackaged Software - 1.10%** |  |  |  |
| Microsoft Corp. (3) |  | 929  | 222793  |
| **Specialty Chemicals - 1.00%** |  |  |  |
| LANXESS AG (Germany) (2) |  | 5045  | 203564  |
| **Sporting & Athletic Goods, NEC - 0.25%** |  |  |  |
| American Outdoor Brands, Inc. (2) (3) |  | 5146  | 51563  |
| **State Commercial Banks - 0.95%** |  |  |  |
| Bank of New York Mellon Corp. (3) |  | 4233  | 192686  |
| **Telephone Communications (No Radiotelephone) - 0.85%** |  |  |  |
| AT&T, Inc. (3) |  | 9344  | 172023  |
| **Utilities - 0.57%** |  |  |  |
| Enel SpA (Italy) (2) |  | 21406  | 115239  |
| Total Common Stock |  | (Cost $10,769,627) | 10329437  |
| **Exchange Traded Funds - (5) 41.60%** | **Exchange Traded Funds - (5) 41.60%** | **Exchange Traded Funds - (5) 41.60%** | **Exchange Traded Funds - (5) 41.60%** |
| ARK Innovation ETF (2) |  | 3298  | 103030  |
| Industrial Select Sector SPDR Fund (2) |  | 200  | 19642  |
| Invesco QQQ Trust (3) |  | 2040  | 543211  |
| iShares 20+ Year Treasury Bond ETF (3) |  | 15579  | 1551045  |
| iShares MSCI Germany ETF (3) |  | 2586  | 63952  |
| iShares MSCI Japan ETF |  | 3985  | 216943  |
| PIMCO 25+ Year Zero Coupon US Treasury Index ETF (3) |  | 4482  | 391368  |
| SPDR S&P Software & Services ETF |  | 6046  | 657321  |
| Vanguard S&P 500 ETF (2) |  | 2812  | 987968  |
| Vanguard FTSE Europe ETF |  | 1926  | 106778  |
| WisdomTree Cloud Computing Fund ETF (2) (3) |  | 151036  | 3787983  |
| Total Exchange Traded Funds | Total Exchange Traded Funds | (Cost $8,645,711) | 8429241  |
| **Real Estate Investment Trusts - 2.02%** | **Real Estate Investment Trusts - 2.02%** | **Real Estate Investment Trusts - 2.02%** | **Real Estate Investment Trusts - 2.02%** |
| Blackstone Mortgage Investment Trust, Inc. Class A  | Blackstone Mortgage Investment Trust, Inc. Class A  | 2213  | 46849  |
| KKR Real Estate Finance Trust, Inc. | KKR Real Estate Finance Trust, Inc. | 7049  | 98404  |
| Store Capital Corp. (3) | Store Capital Corp. (3) | 7566  | 242566  |
| Whitestone REIT Class B (3) | Whitestone REIT Class B (3) | 2149  | 20717  |
| Total Real Estate Investment Trusts | Total Real Estate Investment Trusts | (Cost $493,419) | 408536  |
| **Preferred Securities - 3.11%** | **Preferred Securities - 3.11%** |  |  |
| **Life Insurance - 0.11%** |  |  |  |
| Metlife, Inc., 5.475%, Non-Cumulative Pfd, 02/09/2023 |  | 1020  | 22155  |
| **Electric & Other Services Combined - 0.10%** |  |  |  |
| Duke Energy Corp., 5.750%, Cumulative Pfd, 06/15/2024 |  | 887  | 20747  |
| **Fire, Marine & Casualty Insurance - 0.49%** |  |  |  |
| Allstate Corp., 5.100%, Non-Cumulative Pfd, 10/15/2024 (2) |  | 5004  | 99129  |
| **Real Estate Investment Trusts - 0.70%** |  |  |  |
| Public Storage, 3.875%, Cumulative Pfd, 10/06/2025 |  | 5449  | 88655  |
| Public Storage, 5.600%, Cumulative Pfd, 03/11/2024 |  | 2323  | 54103  |
|  |  |  | 142758  |
| **Security Brokers, Dealers & Flotation Companies - 0.76%** |  |  |  |
| Goldman Sachs Group, Inc., 5.342%, Non-Cumulative Pfd, 12/09/2023 (2) |  | 8396  | 154570  |
| **Telephone Communications (No Radiotelephone) - 0.95%** |  |  |  |
| AT&T, Inc., 5.000%, Cumulative Pfd, 12/12/2024 (2) |  | 5600  | 102760  |
| AT&T, Inc., 4.750%, Cumulative Pfd, 02/18/2025 (2) |  | 5096  | 88874  |
|  |  |  | 191634  |
| Total Preferred Securities | Total Preferred Securities | (Cost $625,307) | 630993  |
| **Money Market Registered Investment Companies - 2.71%** | **Money Market Registered Investment Companies - 2.71%** | **Money Market Registered Investment Companies - 2.71%** | **Money Market Registered Investment Companies - 2.71%** |
| First American Treasury Obligations Fund Class X - 4.19% | First American Treasury Obligations Fund Class X - 4.19% | 548156  | 548156  |
| Total Money Market Registered Investment Companies | Total Money Market Registered Investment Companies | (Cost $548,156) | 548156  |
| **Total Investments - 101.25%** | **Total Investments - 101.25%** | (Cost $21,283,635) | 20514891  |
| Liabilities in Excess of Other Assets - -1.25% | Liabilities in Excess of Other Assets - -1.25% |  | (253378) |
| Total Net Assets - 100.00% | Total Net Assets - 100.00% |  | 20261513  |
| **Options** |  |  |  |
|  | **Long (Short)** | **Notional Value of** | **Fair** |
|  | **<u>Contracts</u>** | **<u>Contracts ($)</u>** | **<u>Value ($)</u>** |
| **Call Options** |  |  |  |
| Chart Industries, Inc., Strike $160.00 | 11 | 176000  | 8492  |
| Wisdom Tree Cloud Computing Fund ETF, Strike $19.00 | 77 | 146300  | 54670  |
| Wisdom Tree Cloud Computing Fund ETF, Strike $20.00 | 87 | 174000  | 49590  |
| **Put Options** |  |  |  |
| Celsius Holdings, Inc., Strike $85.00 | 11 | 93500  | 19030  |
| Energy Select Sector SPDR, Strike $80.00 | 79 | 632000  | 3871  |
| Energy Select Sector SPDR, Strike $95.00 | 11 | 104500  | 21835  |
| Energy Select Sector SPDR, Strike $80.00 | 46 | 368000  | 11040  |
|  | 322 | 1694300  | 168528  |
| **Common Stock Securities Sold Short - -84.20%** | **Common Stock Securities Sold Short - -84.20%** | **Common Stock Securities Sold Short - -84.20%** | **Common Stock Securities Sold Short - -84.20%** |
| **Aircraft - -1.25%** |  |  |  |
| AeroVironment, Inc. (2) |  | (2938) | (251669) |
| **Apparel, Footwear & Acc Design - -1.29%** |  |  |  |
| Hermes International S.C.A. (2) |  | (169) | (261368) |
| **Beverages - -1.79%** |  |  |  |
| PepsiCo, Inc. |  | (2008) | (362765) |
| **Bottled & Canned Soft Drinks Carbonated Waters - -1.02%** |  |  |  |
| Celsius Holdings, Inc. (2) |  | (1991) | (207144) |
| **Canned, Frozen & Preserved Fruit, Veg & Food Specialties - -3.31%** |  |  |  |
| Lamb Weston Holdings, Inc. |  | (2538) | (226796) |
| Lancaster Colony Corp. |  | (2252) | (444319) |
|  |  |  | (671115) |
| **Canned, Fruits, Veg, Preserves, Jams & Jellies - -3.94%** |  |  |  |
| The JM Smucker Company |  | (5037) | (798163) |
| **Communications Equipment, NEC - -2.07%** |  |  |  |
| Iridium Communications, Inc. (2) |  | (8169) | (419887) |
| **Construction Machinery & Equip - -2.32%** |  |  |  |
| Caterpillar Inc. (2) |  | (1963) | (470256) |
| **Deep Sea Foreign Transportation of Freight - -0.47%** |  |  |  |
| Scorpio Tankers Inc.  |  | (1784) | (95926) |
| **Farm Machinery & Equipment - -2.02%** |  |  |  |
| Deere & Company |  | (953) | (408608) |
| **Finance Services - -1.50%** |  |  |  |
| FactSet Research Systems Inc. |  | (758) | (304117) |
| **Fire, Marine & Casualty Insurance - -1.71%** |  |  |  |
| The Progressive Corporation  |  | (2676) | (347104) |
| **Food and Kindred Products - -3.92%** |  |  |  |
| Campbell Soup Company (2) |  | (14013) | (795238) |
| **Glass Containers - -0.34%** |  |  |  |
| O-I Glass, Inc. (2) |  | (4123) | (68318) |
| **Grain Mill Products - -7.29%** |  |  |  |
| General Mills, Inc. |  | (11522) | (966119) |
| Kellogg Company |  | (1703) | (121322) |
| Post Holdings, Inc. (2) |  | (4322) | (390104) |
|  |  |  | (1477545) |
| **Industrial Inorganic Chemicals - -3.98%** |  |  |  |
| Air Products & Chemicals, Inc. |  | (1302) | (401355) |
| Linde PLC (2) |  | (1243) | (405442) |
|  |  |  | (806797) |
| **Insurance Agents, Brokers & Service - -1.66%** |  |  |  |
| Erie Indemnity Company Class A (2) |  | (1354) | (336767) |
| **Investment Advice - -0.10%** |  |  |  |
| Value Line, Inc.  |  | (407) | (20708) |
| **Motorcycles, Bicycles & Parts - -1.44%** |  |  |  |
| Harley-Davidson, Inc. |  | (7034) | (292614) |
| **Motor Vehicles & Passenger Car Bodies - -0.56%** |  |  |  |
| PACCAR Inc. |  | (1142) | (113024) |
| **Paper Mills - -0.40%** |  |  |  |
| Sylvamo Corporation (2) |  | (1663) | (80805) |
| **Perfumes, Cosmetics & Other Toilet Preparations - -0.75%** |  |  |  |
| e.l.f. Beauty, Inc. (2) |  | (2750) | (152075) |
| **Radiotelephone Communications - -0.27%** |  |  |  |
| T-Mobile US, Inc. (2) |  | (385) | (53900) |
| **Railroad Equipment - -2.01%** |  |  |  |
| Westinghouse Air Brake Technologies Corp. (2) |  | (4072) | (406426) |
| **Retail - Auto & Home Supply Stores - -4.31%** |  |  |  |
| AutoZone, Inc. (2) |  | (177) | (436514) |
| O'Reilly Automotive, Inc. (2) |  | (518) | (437208) |
|  |  |  | (873722) |
| **Retail-Eating Places - -1.40%** |  |  |  |
| Wingstop Inc. |  | (2056) | (282947) |
| **Retail - Family Clothing Stores - -4.11%** |  |  |  |
| Ross Stores, Inc. (2) |  | (3607) | (418664) |
| The TJX Companies, Inc. (2) |  | (5213) | (414955) |
|  |  |  | (833619) |
| **Retail-Retail Stores, Nec - -2.10%** |  |  |  |
| Ulta Beauty, Inc. (2) |  | (906) | (424977) |
| **Retail - Variety Stores - -1.20%** |  |  |  |
| BJ's Wholesale Club Holdings, Inc. (2) |  | (1726) | (114192) |
| Dollar General Corporation |  | (520) | (128050) |
|  |  |  | (242242) |
| **Rubber & Plastics Footwear - -2.16%** |  |  |  |
| Deckers Outdoor Corporation (2) |  | (1096) | (437479) |
| **Security & Commodity Brokers, Dealers, Exchanges & Services - -0.50%** | **Security & Commodity Brokers, Dealers, Exchanges & Services - -0.50%** |  |  |
| LPL Financial Holdings, Inc.  |  | (465) | (100519) |
| **Semiconductors & Related Devices - -0.51%** |  |  |  |
| First Solar, Inc. (2) |  | (692) | (103655) |
| **Services-Business Services, Nec - -2.05%** |  |  |  |
| Fair Isaac Corp. (2) |  | (693) | (414816) |
| **Services-Computer Integrated Systems Design - -1.68%** |  |  |  |
| Parsons Corporation (2) |  | (7340) | (339475) |
| **Services-Computer Processing & Data Preparation - -1.34%** |  |  |  |
| Automatic Data Processing, Inc. |  | (1137) | (271584) |
| **Services - Computer Programming, Data Processing, Etc. - -0.46%** |  |  |  |
| Aspen Technology, Inc. (2) |  | (456) | (93662) |
| **Services-Detective, Guard & Armored Car Services - -0.49%** |  |  |  |
| ADT, Inc. |  | (10903) | (98890) |
| **Services-Home Health Carae Services - -0.63%** |  |  |  |
| Option Care Health, Inc. (2) |  | (4256) | (128063) |
| **Services-Management Consulting Services - -0.77%** |  |  |  |
| Booz Allen Hamilton Holding Corp. (2) |  | (1487) | (155421) |
| **Services-Management Services - -0.28%** |  |  |  |
| Evolent Health, Inc. Class A (2) |  | (2014) | (56553) |
| **Services - To Dwellings & Other Buildings - -1.76%** |  |  |  |
| Rollins, Inc. |  | (9775) | (357179) |
| **Sugar & Confectionery Products - -2.12%** |  |  |  |
| The Hershey Company |  | (1852) | (428868) |
| **Telephone & Telegraph Apparatus - -0.44%** |  |  |  |
| Clearfield, Inc. (2) |  | (954) | (89810) |
| **Trucking (No Local) - -1.39%** |  |  |  |
| Landstar System, Inc. |  | (1728) | (281491) |
| **Wholesale-Drugs Proprietaries & Druggists' Sundries - -7.57%** |  |  |  |
| AmerisourceBergen Corp. (2) |  | (3400) | (563414) |
| McKesson Corporation |  | (2587) | (970435) |
|  |  |  | (1533849) |
| **Wholesale-Durable Goods - -1.52%** |  |  |  |
| W.W. Grainger, Inc. |  | (554) | (308163) |
| Total Common Stocks Sold Short | Total Common Stocks Sold Short | (Cost $-16,647,600) | (17059323) |
| **Exchange- Traded Funds Sold Short (5) - -4.07%** | **Exchange- Traded Funds Sold Short (5) - -4.07%** | **Exchange- Traded Funds Sold Short (5) - -4.07%** | **Exchange- Traded Funds Sold Short (5) - -4.07%** |
| Consumer Staples Select Sector SPDR Fund |  | (285) | (21247) |
| Energy Select Sector SPDR Fund |  | (256) | (22392) |
| iShares MSCI India ETF (2) |  | (15684) | (654650) |
| SPDR Dow Jones Industrial Average ETF Trust |  | (315) | (104369) |
| Utilities Select Sector SPDR Fund |  | (311) | (21926) |
| Total Exchange-Traded Funds | Total Exchange-Traded Funds | (Cost $-854,960) | (824584) |
| (1) ***Statement on Financial Accounting Standard No. 157 "Fair Value Measurements"*** - Various inputs are used in determining the value of the Fund's investments. | (1) ***Statement on Financial Accounting Standard No. 157 "Fair Value Measurements"*** - Various inputs are used in determining the value of the Fund's investments. | (1) ***Statement on Financial Accounting Standard No. 157 "Fair Value Measurements"*** - Various inputs are used in determining the value of the Fund's investments. | (1) ***Statement on Financial Accounting Standard No. 157 "Fair Value Measurements"*** - Various inputs are used in determining the value of the Fund's investments. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;These inputs are summarized in the three broad levels listed below. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;These inputs are summarized in the three broad levels listed below. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;These inputs are summarized in the three broad levels listed below. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;These inputs are summarized in the three broad levels listed below. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical securities |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The following is a summary of the inputs used as of December 30, 2022 in valuing the Fund's assets carried at fair value: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The following is a summary of the inputs used as of December 30, 2022 in valuing the Fund's assets carried at fair value: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The following is a summary of the inputs used as of December 30, 2022 in valuing the Fund's assets carried at fair value: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The following is a summary of the inputs used as of December 30, 2022 in valuing the Fund's assets carried at fair value: |
|  |  | Investments in  | Other Financial |
| Valuation Inputs |  | Securities | Instruments (6) |
| Level 1 - Quoted Prices |  | $20514891 | $0  |
| Level 2 - Other Significant Observable Inputs |  | 0 | - |
| Level 3 - Significant Unobservable Inputs |  | - | - |
| Total |  | $20514891 | $0  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;market, such securities are reflected as Level 2. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;market, such securities are reflected as Level 2. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;market, such securities are reflected as Level 2. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;market, such securities are reflected as Level 2. |
| ADR - American Depository Receipt |  |  |  |
| (2) Represents non-income producing securities. | (2) Represents non-income producing securities. | (2) Represents non-income producing securities. | (2) Represents non-income producing securities. |
| (3) All or a portion of this security is held as collateral for securities sold short. Total fair value of collateral for securities sold short is $9,941,155.85 | (3) All or a portion of this security is held as collateral for securities sold short. Total fair value of collateral for securities sold short is $9,941,155.85 | (3) All or a portion of this security is held as collateral for securities sold short. Total fair value of collateral for securities sold short is $9,941,155.85 | (3) All or a portion of this security is held as collateral for securities sold short. Total fair value of collateral for securities sold short is $9,941,155.85 |
| (4) Variable rate security; the rate shown represents the yield at December 30, 2022. | (4) Variable rate security; the rate shown represents the yield at December 30, 2022. | (4) Variable rate security; the rate shown represents the yield at December 30, 2022. | (4) Variable rate security; the rate shown represents the yield at December 30, 2022. |
| (5) Exchange-traded fund. | (5) Exchange-traded fund. | (5) Exchange-traded fund. | (5) Exchange-traded fund. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Collaborative Investment Series Trust

- **b. Investment Company Act file number:** 811-23306

- **c. CIK number of Registrant:** 0001719812

- **d. LEI of Registrant:** 549300H9U9P1LQU16S78

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

  - **Street Address 1:** 500 Damonte Ranch Parkway

  - **City:** Reno

  - **State:** NV

  - **Foreign country:** US

  - **Zip / Postal Code:** 89521

  - **Telephone number:** 203-622-6000

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

- **a. Name of Series:** Greenwich Ivy Long-Short Fund

- **b. EDGAR series identifier (if any):** S000065406

- **c. LEI of Series:** 549300LODCO834CN9475

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

- **a. Date of fiscal year-end:** 2023-09-30

- **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:** $20951595.00

**Total Liabilities:** $690082.20

**Net Assets:** $20261512.80

**Cash Not Reported:** $532565.08

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000211542 | 0.55%                | 2.61%                | -0.86%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $163605.70               | $-94853.15                                 |
| Month 2  | $-348809.98              | $880798.98                                 |
| Month 3  | $-737152.96              | $554618.95                                 |

**Designated Index Information**

- **Index Name:** Fund's securities portfolio minus derivatives

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                         | Title                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT Inc.                                     | ADT, Inc.                                                            | CUSIP: 00090Q103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -10903 | NS      | $-98890.21    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| ARK ETF Trust                                | ARK Innovation ETF                                                   | CUSIP: 00214Q104<br>LEI: N/A                  | Long             | EC               | RF                | US        |      3298 | NS      | $103029.52    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ASA International Group PLC                  | ASA International Group PLC (United Kingdom)                         | CUSIP: 185816222<br>LEI: 213800NSIUMXPDHUEO94 | Long             | EC               | CORP              | GB        |     30432 | NS      | $34236.64     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                   | AT&T, Inc.                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      9344 | NS      | $172023.04    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                   | AT&T, Inc., 4.750%, Cumulative Pfd, 02/18/2025                       | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      5096 | NS      | $88874.24     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                   | AT&T, Inc., 5.000%, Cumulative Pfd, 12/12/2024                       | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      5600 | NS      | $102760.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                     | Accor SA (France)                                                    | CUSIP: 005852842<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |      5168 | NS      | $129153.68    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Achilles Therapeutics PLC                    | Achilles Therapeutics PLC                                            | CUSIP: 00449L102<br>LEI: 984500FDESEB1BE52A76 | Long             | EC               | CORP              | GB        |     71927 | NS      | $64734.30     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                          | AeroVironment, Inc.                                                  | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |     -2938 | NS      | $-251669.08   | -1.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.               | Air Products & Chemicals, Inc.                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |     -1302 | NS      | $-401354.52   | -1.98%            |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp.                               | Allstate Corp., 5.100%, Non-Cumulative Pfd, 10/15/2024               | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      5004 | NS      | $99129.24     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                           | Altria Group, Inc.                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      3423 | NS      | $156465.33    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands, Inc.                | American Outdoor Brands, Inc.                                        | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5146 | NS      | $51562.92     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerisourcebergen Corp.                      | AmerisourceBergen Corp.                                              | CUSIP: 03073E108<br>LEI: AI8GXW8LG5WK7E9UD086 | Short            | EC               | CORP              | US        |     -3400 | NS      | $-563414.00   | -2.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.               | Apollo Global Management, Inc. Class A                               | CUSIP: 03769M106<br>LEI: 54930054P2G7ZJB0KM79 | Long             | EC               | CORP              | US        |       989 | NS      | $63088.31     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Asos PLC                                     | Asos PLC                                                             | CUSIP: 003092725<br>LEI: 213800H8DBB8JSKDW630 | Long             | EC               | CORP              | GB        |      2053 | NS      | $12678.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                       | Aspen Technology, Inc.                                               | CUSIP: 045327103<br>LEI: 529900B0MZWTVFG7CB96 | Short            | EC               | CORP              | US        |      -456 | NS      | $-93662.40    | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Aston Martin Lagonda Global Holdings PLC     | Aston Martin Lagonda Global Holdings PLC (United Kingdom)            | CUSIP: 65481N100<br>LEI: 213800167WOVOK5ZC776 | Long             | EC               | CORP              | GB        |      9234 | NS      | $17207.95     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma, Inc                           | Athira Pharma, Inc.                                                  | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16420 | NS      | $52051.40     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp.                                  | Atlas Corp.                                                          | CUSIP: Y0436Q109<br>LEI: N/A                  | Long             | EC               | CORP              | MH        |     12219 | NS      | $187439.46    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                               | AutoZone, Inc.                                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Short            | EC               | CORP              | US        |      -177 | NS      | $-436513.86   | -2.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.              | Automatic Data Processing, Inc.                                      | CUSIP: 530151030<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |     -1137 | NS      | $-271583.82   | -1.34%            |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.           | BJ's Wholesale Club Holdings, Inc.                                   | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Short            | EC               | CORP              | US        |     -1726 | NS      | $-114192.16   | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corp.            | Bank of New York Mellon Corp.                                        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4233 | NS      | $192686.16    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Developments plc                     | Barratt Developments plc                                             | CUSIP: 008118000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |     44097 | NS      | $211669.55    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellway                                      | Bellway p.l.c.                                                       | CUSIP: 000090498<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |      6618 | NS      | $152710.53    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                | Biohaven Ltd.                                                        | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | VI        |      1018 | NS      | $14129.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.              | Blackstone Mortgage Investment Trust, Inc. Class A                   | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      2213 | NS      | $46849.21     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                   | Boeing Co.                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       410 | NS      | $78100.90     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.            | Booz Allen Hamilton Holding Corp.                                    | CUSIP: 995021060<br>LEI: 529900JPV47PIUWMA015 | Short            | EC               | CORP              | US        |     -1487 | NS      | $-155421.24   | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                  | Brinker International, Inc.                                          | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1439 | NS      | $45918.49     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CI Financial Corp.                           | CI Financial Corp.                                                   | CUSIP: 00B3KT0S5<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     17903 | NS      | $178572.27    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co.                            | Campbell Soup Company                                                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | EC               | CORP              | US        |    -14013 | NS      | $-795237.75   | -3.92%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.                | Canadian National Railway Co. (Canada)                               | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1218 | NS      | $144635.27    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                 | CarMax, Inc.                                                         | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |      1654 | NS      | $100712.06    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiff Oncology, Inc.                       | Cardiff Oncology, Inc.                                               | CUSIP: 14147L108<br>LEI: 549300AHOLZBHHYFWP04 | Long             | EC               | CORP              | US        |     50968 | NS      | $71355.20     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                             | Caterpillar Inc.                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |     -1963 | NS      | $-470256.28   | -2.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                       | Cavco Industries, Inc.                                               | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       789 | NS      | $178511.25    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                       | Celsius Holdings, Inc.                                               | CUSIP: 15118V207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1991 | NS      | $-207143.64   | -1.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                       | Celsius Holdings, Inc., January 19, 2024, Put @ $85.00               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        11 | NC      | $19030.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics, Inc                    | Century Therapeutics, Inc.                                           | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15107 | NS      | $77498.91     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                       | Chart Industries, Inc.                                               | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      3240 | NS      | $373345.20    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                       | Chart Industries, Inc., June 16, 2023, Call @ $160.00                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        11 | NC      | $8492.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix, Inc.                               | Chimerix, Inc.                                                       | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |     32051 | NS      | $59614.86     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                             | Clearfield, Inc.                                                     | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Short            | EC               | CORP              | US        |      -954 | NS      | $-89809.56    | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                          | Comcast Corp. Class A                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      5966 | NS      | $208631.02    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduit Holdings Ltd.                        | Conduit Holdings, Ltd. (Bermuda)                                     | CUSIP: 00BN133N2<br>LEI: 21380085AE62D1BXSF19 | Long             | EC               | CORP              | GB        |     14888 | NS      | $77082.86     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Connect Biopharma Holdings Limited           | Connect Biopharma Holdings Limited                                   | CUSIP: 207523101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14588 | NS      | $12659.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector SPDR Trust                     | Consumer Staples Select Sector SPDR Fund                             | CUSIP: 81369Y308<br>LEI: 5493008JJKIPMEX3CO91 | Short            | EC               | RF                | US        |      -285 | NS      | $-21246.75    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories N.V.                       | Core Laboratories N.V (Netherlands)                                  | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |      5976 | NS      | $121133.52    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyteir Therapeutics, Inc.                    | Cyteir Therapeutics, Inc.                                            | CUSIP: 23284P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39828 | NS      | $65716.20     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                  | Deckers Outdoor Corporation                                          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Short            | EC               | CORP              | US        |     -1096 | NS      | $-437479.36   | -2.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                  | Deere & Company                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |      -953 | NS      | $-408608.28   | -2.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                             | Delivery Hero SE (Germany)                                           | CUSIP: G39387108<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      1376 | NS      | $65947.74     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                         | Dollar General Corporation                                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Short            | EC               | CORP              | US        |      -520 | NS      | $-128050.00   | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                      | Duke Energy Corp., 5.750%, Cumulative Pfd, 06/15/2024                | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |       887 | NS      | $20746.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty, Inc.                          | e.l.f. Beauty, Inc.                                                  | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Short            | EC               | CORP              | US        |     -2750 | NS      | $-152075.00   | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings, Inc.                 | E2open Parent Holdings, Inc.                                         | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21370 | NS      | $125441.90    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ECN Capital Corp.                            | ECN Capital Corp. (Canada)                                           | CUSIP: 26829L107<br>LEI: 549300E2G773NN59KY61 | Long             | EC               | CORP              | CA        |     80220 | NS      | $163464.94    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx, Inc.                                   | EQRx, Inc.                                                           | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23690 | NS      | $58277.40     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                               | Enbridge, Inc. (Canada)                                              | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      2883 | NS      | $112641.22    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel - SpA                                   | Enel SpA (Italy)                                                     | CUSIP: 007144569<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     21406 | NS      | $115239.38    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector SPDR Trust                     | Energy Select Sector SPDR ETF                                        | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Short            | EC               | RF                | US        |      -256 | NS      | $-22392.32    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                       | Energy Select Sector SPDR., January 20, 2023, Put @ $80.00           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        79 | NC      | $3871.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                       | Energy Select Sector SPDR., June 21, 2024, Put @ $95.00              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        11 | NC      | $21835.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                       | Energy Select Sector SPDR., March 17, 2023, Put @ $80.00             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        46 | NC      | $11040.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Company                       | Erie Indemnity Company Class A                                       | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |     -1354 | NS      | $-336766.88   | -1.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext N.V.                                | Euronext NV                                                          | CUSIP: BNBNSG000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      3118 | NS      | $215640.88    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                         | Evolent Health, Inc. Class A                                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |     -2014 | NS      | $-56553.12    | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Exscientia PLC                               | Exscientia plc                                                       | CUSIP: 30223G102<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9442 | NS      | $50325.86     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals, Inc.               | EyePoint Pharmaceuticals, Inc.                                       | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |     20166 | NS      | $70581.00     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                | FactSet Research Systems Inc.                                        | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |      -758 | NS      | $-304117.18   | -1.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                             | Fair Isaac Corp.                                                     | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Short            | EC               | CORP              | US        |      -693 | NS      | $-414815.94   | -2.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                  | FedEx Corp.                                                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1211 | NS      | $209745.20    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc.                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      7327 | NS      | $497136.95    | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                          | Fifth Third Bancorp                                                  | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      6632 | NS      | $217595.92    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Finch Therapeutics Group, Inc.               | Finch Therapeutics Group, Inc.                                       | CUSIP: 31773D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140288 | NS      | $67338.24     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Treasury Obligations Fund     | First American Treasury Obligations Fund Class X                     | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |    548156 | NS      | $548156.30    | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                            | First Solar, Inc.                                                    | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               | CORP              | US        |      -692 | NS      | $-103654.68   | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Fusion Pharmaceuticals, Inc.                 | Fusion Pharmaceuticals, Inc.                                         | CUSIP: 36118A100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     20419 | NS      | $64319.85     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                        | Generac Holdings Inc.                                                | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2239 | NS      | $225377.74    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                          | General Mills, Inc.                                                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |    -11522 | NS      | $-966119.70   | -4.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                    | Goldman Sachs Group, Inc., 5.342%, Non-Cumulative Pfd, 12/09/2023    | CUSIP: 38143Y665<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8396 | NS      | $154570.36    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                        | Harley-Davidson, Inc.                                                | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Short            | EC               | CORP              | US        |     -7034 | NS      | $-292614.40   | -1.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International S.C.A.                  | Hermes International S.C.A.                                          | CUSIP: F48051100<br>LEI: 969500Y4IJGHJE2MTJ13 | Short            | EC               | CORP              | FR        |      -169 | NS      | $-261367.73   | -1.29%            |  |  |  | No            |                  1 | On Loan: No      |
| I-Mab                                        | I-Mab                                                                | CUSIP: 44975P103<br>LEI: 549300L1A5T19703RR64 | Long             | EC               | CORP              | KY        |      5764 | NS      | $24093.52     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector SPDR Trust                     | Industrial Select Sector SPDR Fund                                   | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Long             | EC               | RF                | US        |       200 | NS      | $19642.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Instil Bio, Inc.                             | Instil Bio, Inc.                                                     | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114464 | NS      | $72112.32     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco QQQ Trust                            | Invesco QQQ Trust                                                    | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |      2040 | NS      | $543211.20    | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd, Inc.                                | Invivyd, Inc.                                                        | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53880 | NS      | $80820.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                 | Iridium Communications, Inc.                                         | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Short            | EC               | CORP              | US        |     -8169 | NS      | $-419886.60   | -2.07%            |  |  |  | No            |                  1 | On Loan: No      |
| JM Smucker Company                           | The JM Smucker Company                                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Short            | EC               | CORP              | US        |     -5037 | NS      | $-798163.02   | -3.94%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                         | JPMorgan Chase & Co.                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2010 | NS      | $269541.00    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                      | KeyCorp                                                              | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      9357 | NS      | $162998.94    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.           | KKR Real Estate Finance Trust, Inc.                                  | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      7049 | NS      | $98404.04     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                              | Kellogg Company                                                      | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Short            | EC               | CORP              | US        |     -1703 | NS      | $-121321.72   | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                       | Kyndryl Holdings, Inc.                                               | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      9275 | NS      | $103138.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LANXESS AG                                   | LANXESS AG (Germany)                                                 | CUSIP: 00B05M8B7<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |      5045 | NS      | $203563.51    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                 | LPL Financial Holdings, Inc.                                         | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |      -465 | NS      | $-100519.05   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                   | Lamb Weston Holdings, Inc.                                           | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Short            | EC               | CORP              | US        |     -2538 | NS      | $-226795.68   | -1.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                 | Lancaster Colony Corp.                                               | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Short            | EC               | CORP              | US        |     -2252 | NS      | $-444319.60   | -2.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                        | Landstar System, Inc.                                                | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Short            | EC               | CORP              | US        |     -1728 | NS      | $-281491.20   | -1.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                 | Linde PLC                                                            | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Short            | EC               | CORP              | IE        |     -1243 | NS      | $-405441.74   | -2.00%            |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings, Inc.                        | M.D.C. Holdings, Inc.                                                | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      3397 | NS      | $107345.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.    | Madison Square Garden Entertainment Corp. Class A                    | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2209 | NS      | $99338.73     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corp.                | Magnachip Semiconductor Corporation                                  | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |      4364 | NS      | $40977.96     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                | Magnite, Inc.                                                        | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      5611 | NS      | $59420.49     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Markforged Holding Corporation               | Markforged Holding Corporation                                       | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7022 | NS      | $8145.52      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co.                           | Matrix Service Co.                                                   | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |      2870 | NS      | $17851.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                         | McKesson Corporation                                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Short            | EC               | CORP              | US        |     -2587 | NS      | $-970435.44   | -4.79%            |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                         | Meta Platforms, Inc. Class A                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1955 | NS      | $235264.70    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Metlife, Inc.                                | Metlife, Inc., 5.745%, Non-Cumulative Pfd, 02/09/2023                | CUSIP: 59156R504<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |      1020 | NS      | $22154.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                      | Micron Technology, Inc.                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      2032 | NS      | $101559.36    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                        | Microsoft Corp.                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       929 | NS      | $222792.78    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                 | NetApp, Inc.                                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1448 | NS      | $86966.88     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                   | Nkarta, Inc.                                                         | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11332 | NS      | $67878.68     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                    | O'Reilly Automotive, Inc.                                            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Short            | EC               | CORP              | US        |      -518 | NS      | $-437207.54   | -2.16%            |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                              | O-I Glass, Inc.                                                      | CUSIP: 67098H104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4123 | NS      | $-68318.11    | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc.                   | Opendoor Technologies, Inc.                                          | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |     43952 | NS      | $50984.32     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                     | Option Care Health, Inc.                                             | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Short            | EC               | CORP              | US        |     -4256 | NS      | $-128063.04   | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                | PepsiCo, Inc.                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Short            | EC               | CORP              | US        |     -2008 | NS      | $-362765.28   | -1.79%            |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO ETF Trust                              | PIMCO 25+ Year Zero Coupon US Treasury Index ETF                     | CUSIP: 72201R882<br>LEI: N/A                  | Long             | EC               | RF                | US        |      4482 | NS      | $391368.24    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc.           | PNC Financial Services Group, Inc.                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1896 | NS      | $299454.24    | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc.                                  | PACCAR Inc.                                                          | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Short            | EC               | CORP              | US        |     -1142 | NS      | $-113023.74   | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Pardes Biosciences, Inc                      | Pardes Biosciences, Inc.                                             | CUSIP: 69945Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47088 | NS      | $79578.72     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Parex Resources, Inc.                        | Parex Resources, Inc. (Canada)                                       | CUSIP: 00B575D14<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |      3793 | NS      | $56427.49     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation Delaware                 | Parsons Corporation                                                  | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |     -7340 | NS      | $-339475.00   | -1.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon                                    | Persimmon plc                                                        | CUSIP: 068253800<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     13588 | NS      | $200043.20    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                              | Pinterest, Inc. Class A                                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3483 | NS      | $84567.24     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Pollard Banknote Ltd.                        | Pollard Banknote, Ltd. (Canada)                                      | CUSIP: 73150R105<br>LEI: 549300LSLZW9CYPJJ086 | Long             | EC               | CORP              | CA        |      1949 | NS      | $27512.66     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                          | Post Holdings, Inc.                                                  | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Short            | EC               | CORP              | US        |     -4322 | NS      | $-390103.72   | -1.93%            |  |  |  | No            |                  1 | On Loan: No      |
| Precision Biosciences, Inc.                  | Precision Biosciences, Inc.                                          | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |     58363 | NS      | $69451.97     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                               | Public Storage, 3.875%, Cumulative Pfd, 10/06/2025                   | CUSIP: 74460W511<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5449 | NS      | $88655.23     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                               | Public Storage, 5.600%, Cumulative Pfd, 03/11/2024                   | CUSIP: 74460W644<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2323 | NS      | $54102.67     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies, Inc.                 | PureCycle Technologies, Inc.                                         | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11796 | NS      | $79740.96     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                | Rollins, Inc.                                                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Short            | EC               | CORP              | US        |     -9775 | NS      | $-357178.50   | -1.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                            | Ross Stores, Inc.                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Short            | EC               | CORP              | US        |     -3607 | NS      | $-418664.49   | -2.07%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Dow Jones Industrial Average ETF Trust  | SPDR Dow Jones Industrial Average ETF Trust                          | CUSIP: 78467X109<br>LEI: 54930039F2SG3UG2OZ18 | Short            | EC               | RF                | US        |      -315 | NS      | $-104368.95   | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Series Trust                            | SPDR S&P Software & Services ETF                                     | CUSIP: 78464A599<br>LEI: N/A                  | Long             | EC               | RF                | US        |      6046 | NS      | $657321.12    | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc.                         | Scorpio Tankers Inc.                                                 | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Short            | EC               | CORP              | MH        |     -1784 | NS      | $-95925.68    | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                     | Sea, Ltd. ADR                                                        | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      1007 | NS      | $52394.21     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sema4 Holdings Corp.                         | Sema4 Holdings Corp.                                                 | CUSIP: 81663L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80841 | NS      | $21325.86     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                 | Skyline Champion Corporation                                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3417 | NS      | $176009.67    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew Group PLC                     | Smith & Nephew PLC                                                   | CUSIP: 83175M205<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      8836 | NS      | $237600.04    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis N.V.                              | Stellantis N.V. (Netherlands)                                        | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      7800 | NS      | $110760.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                          | Store Capital Corp.                                                  | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      7566 | NS      | $242565.96    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                          | Sylvamo Corporation                                                  | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Short            | EC               | CORP              | US        |     -1663 | NS      | $-80805.17    | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Syros Pharmaceuticals, Inc.                  | Syros Pharmaceuticals, Inc.                                          | CUSIP: 87184Q206<br>LEI: 549300512PURS7IGVT96 | Long             | EC               | CORP              | US        |     23261 | NS      | $83506.99     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                            | T-Mobile US, Inc.                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |      -385 | NS      | $-53900.00    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| TCR2 Therapeutics, Inc.                      | TCR2 Therapeutics, Inc.                                              | CUSIP: 87808K106<br>LEI: 5493007TR1ORJAZ8YK34 | Long             | EC               | CORP              | US        |     71616 | NS      | $71530.06     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey plc                            | Taylor Wimpey plc                                                    | CUSIP: 087823000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |    116930 | NS      | $143784.15    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc.                           | Carlyle Group, Inc.                                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      9221 | NS      | $275154.64    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Company                              | The Hershey Company                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |     -1852 | NS      | $-428867.64   | -2.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. OH                         | The Progressive Corporation                                          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Short            | EC               | CORP              | US        |     -2676 | NS      | $-347103.96   | -1.71%            |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies, Inc.                      | The TJX Companies, Inc.                                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Short            | EC               | CORP              | US        |     -5213 | NS      | $-414954.80   | -2.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Thunderbird Entertainment Group, Inc.        | Thunderbird Entertainment Group, Inc. (Canada)                       | CUSIP: 88605U107<br>LEI: 549300UXXHTSX6VCMJ56 | Long             | EC               | CORP              | CA        |     20004 | NS      | $50509.82     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel & Leisure Co.                         | Travel & Leisure Co.                                                 | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      1738 | NS      | $63263.20     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                            | TripAdvisor, Inc. Class A                                            | CUSIP: 896945201<br>LEI: 549300QB8O3XV4AYBY08 | Long             | EC               | CORP              | US        |      2271 | NS      | $40832.58     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                      | Uber Technologies, Inc.                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      2275 | NS      | $56260.75     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                            | Ulta Beauty, Inc.                                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Short            | EC               | CORP              | US        |      -906 | NS      | $-424977.42   | -2.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector SPDR Trust                     | Utilities Select Sector SPDR Fund                                    | CUSIP: 81369Y886<br>LEI: 549300ERQDM80PRYUH21 | Short            | EC               | RF                | US        |      -311 | NS      | $-21925.50    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Value Line, Inc.                             | Value Line, Inc.                                                     | CUSIP: 920437100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -407 | NS      | $-20708.16    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Funds                         | Vanguard S&P 500 ETF                                                 | CUSIP: 922908363<br>LEI: N/A                  | Long             | EC               | RF                | US        |      2812 | NS      | $987968.08    | 4.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard International Equity Index Funds    | Vanguard FTSE Europe ETF                                             | CUSIP: 922042874<br>LEI: N/A                  | Long             | EC               | RF                | US        |      1926 | NS      | $106777.44    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria PLC                                 | Victoria PLC (United Kingdom)                                        | CUSIP: 148169195<br>LEI: 2138002K6ECECHVCQN25 | Long             | EC               | CORP              | GB        |     14255 | NS      | $82944.96     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                   | Vivendi SE                                                           | CUSIP: 483477700<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     19986 | NS      | $178155.20    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| W. W. Grainger, Inc.                         | W.W. Grainger, Inc.                                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Short            | EC               | CORP              | US        |      -554 | NS      | $-308162.50   | -1.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery, Inc.                 | Warner Bros. Discovery, Inc. Series A                                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      2260 | NS      | $21424.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC                                       | Westinghouse Air Brake Technologies Corp.                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Short            | EC               | CORP              | US        |     -4072 | NS      | $-406426.32   | -2.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc.                      | Whitecap Resources, Inc. (Canada)                                    | CUSIP: 96467A200<br>LEI: 5493004AMPGZA0JO5Q37 | Long             | EC               | CORP              | CA        |      3296 | NS      | $26135.11     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                              | Whitestone REIT Class B                                              | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2149 | NS      | $20716.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                | Wingstop Inc.                                                        | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Short            | EC               | CORP              | US        |     -2056 | NS      | $-282946.72   | -1.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                       | Wisdom Tree Cloud Computing Fund ETF., June 16, 2023, Call @ $19.00  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        77 | NC      | $54670.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                       | Wisdom Tree Cloud Computing Fund ETF., March 17, 2023, Call @ $20.00 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        87 | NC      | $49590.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Trust                             | WisdomTree Cloud Computing Fund                                      | CUSIP: 97717Y691<br>LEI: 549300ZGGEP9JE4RUB88 | Long             | EC               | RF                | US        |    151036 | NS      | $3787982.88   | 18.70%            |  |  |  | No            |                  1 | On Loan: No      |
| XBiotech Inc.                                | XBiotech Inc.                                                        | CUSIP: 98400H102<br>LEI: 5299002WACAY28TQAS52 | Long             | EC               | CORP              | CA        |     19651 | NS      | $68975.01     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                    | adidas AG (Germany)                                                  | CUSIP: 054153597<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       681 | NS      | $92900.58     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                | iShares 20+ Year Treasury Bond ETF                                   | CUSIP: 464287432<br>LEI: 549300WWURKS1JGBZU59 | Long             | EC               | RF                | US        |     15579 | NS      | $1551045.24   | 7.66%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                | iShares MSCI Germany ETF                                             | CUSIP: 464286806<br>LEI: 5493004D0K60CDIFRQ61 | Long             | EC               | RF                | US        |      2586 | NS      | $63951.78     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                | iShares MSCI India ETF                                               | CUSIP: 46429B598<br>LEI: 549300M7WVLJWAVPDO86 | Short            | EC               | RF                | US        |    -15684 | NS      | $-654650.16   | -3.23%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares, Inc.                                | iShares MSCI Japan ETF                                               | CUSIP: 46434G822<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      3985 | NS      | $216943.40    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Collaborative Investment Series Trust

**Signature:** /s/ Gregory Skidmore

**Name of Signer:** Gregory Skidmore

**Title:** Trustee and President/Chief Executive Officer