# EDGAR Filing Document

**Accession Number:** 0001585855
**File Stem:** 0001752724-23-050000
**Filing Date:** 2023-3
**Character Count:** 95114
**Document Hash:** 79386254b7c1a5c653bf23e869750d3b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050000.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050000

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Gabelli Global Small & Mid Cap Value Trust
- **CENTRAL INDEX KEY:** 0001585855
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22884
- **FILM NUMBER:** 23692175

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CORPORATE CENTER
- **CITY:** RYE
- **STATE:** NY
- **ZIP:** 10580
- **BUSINESS PHONE:** 914-921-5100

**MAIL ADDRESS:**
- **STREET 1:** ONE CORPORATE CENTER
- **CITY:** RYE
- **STATE:** NY
- **ZIP:** 10580

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Gabelli Global Small & Mid Cap Value Trust

- **b. Investment Company Act file number:** 811-22884

- **c. CIK number of Registrant:** 0001585855

- **d. LEI of Registrant:** 54930027RS7HE8UD3187

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

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

  - **City:** Rye

  - **State:** NY

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Gabelli Global Small & Mid Cap Value Trust

- **c. LEI of Series:** 54930027RS7HE8UD3187

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $149060407.98

**Total Liabilities:** $32931038.08

**Net Assets:** $116129369.90

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 10.28%               | 13.13%               | -4.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $673951.32               | $9312521.33                                |
| Month 2  | $1004623.57              | $10601804.96                               |
| Month 3  | $-63792.44               | $-3442268.03                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bausch Health Cos Inc          | Bausch Health Cos Inc                        | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | US        |     36000 | NS      | $226080.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC              | Ashtead Group PLC                            | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     11500 | NS      | $656218.06    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The             | Cooper Cos Inc/The                           | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       400 | NS      | $132268.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc         | Full House Resorts Inc                       | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |     24000 | NS      | $180480.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Renewi PLC                     | Renewi PLC                                   | CUSIP: 000000000<br>LEI: 213800CNEIDZBL17KU22 | Long             | EC               | CORP              | GB        |     18000 | NS      | $130131.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc      | Caesars Entertainment Inc                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3000 | NS      | $124800.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Or | Hellenic Telecommunications Organization SA  | CUSIP: 423325307<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |      6000 | NS      | $46644.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc          | Waste Connections Inc                        | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |      5000 | NS      | $662800.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                   | Allegion plc                                 | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      3000 | NS      | $315780.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Partners Holdings LP     | Steel Partners Holdings LP                   | CUSIP: 85814R107<br>LEI: 5493009U8Z59G5SIZ389 | Long             | EC               | CORP              | US        |     22000 | NS      | $941600.00    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Remy Cointreau SA              | Remy Cointreau SA                            | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |      8500 | NS      | $1433974.82   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACHILLION PHARM CVR            | ACHILLION PHARM CVR                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $22500.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV    | Groupe Bruxelles Lambert NV                  | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      1000 | NS      | $79834.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc       | Bio-Rad Laboratories Inc                     | CUSIP: 090572108<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       150 | NS      | $63108.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HB Fuller Co                   | HB Fuller Co                                 | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      2000 | NS      | $143240.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kikkoman Corp                  | Kikkoman Corp                                | CUSIP: 000000000<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |     39000 | NS      | $2062328.56   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Co                   | Limoneira Co                                 | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |     11000 | NS      | $134310.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc              | PROG Holdings Inc                            | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      1600 | NS      | $27024.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                     | STERIS PLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $129283.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                      | Greif Inc                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     38000 | NS      | $2548280.00   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogeco Communications Inc      | Cogeco Communications Inc                    | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |      3200 | NS      | $181483.01    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute  | Universal Technical Institute Inc            | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     15000 | NS      | $100800.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Linamar Corp                   | Linamar Corp                                 | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |      2000 | NS      | $90546.53     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                | Nomad Foods Ltd                              | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | GB        |     25000 | NS      | $431000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co Ltd           | Yakult Honsha Co Ltd                         | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |     16000 | NS      | $1043584.27   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc            | DENTSPLY SIRONA Inc                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     10000 | NS      | $318400.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                     | Symrise AG                                   | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      1800 | NS      | $195860.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Manchester United Plc          | Manchester United Plc                        | CUSIP: 000000000<br>LEI: 529900GWGZPE83MJOV59 | Long             | EC               | CORP              | GB        |      6000 | NS      | $139980.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc           | EnPro Industries Inc                         | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     22900 | NS      | $2489001.00   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Telesat Corp                   | Telesat Corp                                 | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     24000 | NS      | $180000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc        | FTAI Infrastructure Inc                      | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22000 | NS      | $64900.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC               | Smiths Group PLC                             | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      5000 | NS      | $96625.33     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Endo International PLC         | Endo International PLC                       | CUSIP: 000000000<br>LEI: 5493007TBMWZWGZIB256 | Long             | EC               | CORP              | IE        |      4000 | NS      | $283.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                        | EXOR NV                                      | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |      5500 | NS      | $402114.54    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC             | Vodafone Group PLC                           | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     60000 | NS      | $607200.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                      | IMAX Corp                                    | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |     12000 | NS      | $175920.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV       | Universal Music Group NV                     | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     15000 | NS      | $361437.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TOBIRA THERAPEUTICS INC        | TOBIRA THERAPEUTIC                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Luckin Coffee Inc              | Luckin Coffee Inc                            | CUSIP: 54951L109<br>LEI: 549300FO16ASCVSMYI15 | Long             | EC               | CORP              | CN        |      7500 | NS      | $165150.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Partnering Corp  | Post Holdings Partnering Corp                | CUSIP: 737465203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $251420.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Idorsia Ltd                    | Idorsia Ltd                                  | CUSIP: 000000000<br>LEI: 506700XOVZUB107S5720 | Long             | EC               | CORP              | CH        |      5000 | NS      | $72568.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc         | Energizer Holdings Inc                       | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     29000 | NS      | $972950.00    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spru | Chocoladefabriken Lindt & Spruengli AG       | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |       280 | NS      | $2855566.97   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc     | Mueller Water Products Inc                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     17000 | NS      | $182920.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc   | Spectrum Brands Holdings Inc                 | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      7000 | NS      | $426440.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMRA Systems ASA              | TOMRA Systems ASA                            | CUSIP: 000000000<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |     20000 | NS      | $338069.57    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                  | Surmodics Inc                                | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      4500 | NS      | $153540.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                     | Kaman Corp                                   | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     15000 | NS      | $334500.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FinecoBank Banca Fineco SpA    | FinecoBank Banca Fineco SpA                  | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     53000 | NS      | $880509.35    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                  | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3845000 | PA      | $3813151.87   | 3.28%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                 | AutoNation Inc                               | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $536500.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellula | Millicom International Cellular SA           | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |     41500 | NS      | $525568.17    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc   | TravelCenters of America Inc                 | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      3000 | NS      | $134340.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chr Hansen Holding A/S         | Chr Hansen Holding A/S                       | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |     42000 | NS      | $3021160.82   | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| T Hasegawa Co Ltd              | T Hasegawa Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $133313.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                     | Ferrari NV                                   | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |      4100 | NS      | $878302.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CareCloud Inc                  | CareCloud Inc                                | CUSIP: 14167R100<br>LEI: 549300GEO5Y45G5I3070 | Long             | EC               | CORP              | US        |     15000 | NS      | $42150.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Maple Leaf Foods Inc           | Maple Leaf Foods Inc                         | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |    101000 | NS      | $1823818.32   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpump Group SpA            | Interpump Group SpA                          | CUSIP: 000000000<br>LEI: 815600C79D0F31F4D395 | Long             | EC               | CORP              | IT        |     17000 | NS      | $767212.92    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp          | Integer Holdings Corp                        | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      7500 | NS      | $513450.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Vehicle Group Inc   | Commercial Vehicle Group Inc                 | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |     24500 | NS      | $166845.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Disc Inc                  | Twin Disc Inc                                | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |     13000 | NS      | $126360.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp        | Flushing Financial Corp                      | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36000 | NS      | $697680.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ ENT WATER                   | Beijing Enterprises Water Group Ltd          | CUSIP: 000000000<br>LEI: 529900TWUN2ALJKWRR11 | Long             | EC               | CORP              | HK        |     70000 | NS      | $17936.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp         | American Vanguard Corp                       | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     12000 | NS      | $260520.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc           | Astec Industries Inc                         | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     21000 | NS      | $853860.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC       | Rolls-Royce Holdings PLC                     | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    256666 | NS      | $289196.21    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group SA                | Ardagh Group SA                              | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | EC               | CORP              | LU        |     34700 | NS      | $417267.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PL   | WEATHERFORDINTERNATIONA-CW23                 | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |       539 | NS      | $118.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                  | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2210000 | PA      | $2193088.20   | 1.89%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVEVA Group PLC                | AVEVA Group PLC                              | CUSIP: 000000000<br>LEI: 213800XHATUM2LFMKG16 | Long             | EC               | CORP              | GB        |      8000 | NS      | $310748.51    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                 | A O Smith Corp                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      1700 | NS      | $97308.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertai | Madison Square Garden Entertainment Corp     | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $112425.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc      | Hertz Global Holdings Inc                    | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |       361 | NS      | $5555.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                   | Ducommun Inc                                 | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      5000 | NS      | $249800.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp         | Synovus Financial Corp                       | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     19500 | NS      | $732225.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp           | Marine Products Corp                         | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $141240.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                     | Cutera Inc                                   | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     11500 | NS      | $508530.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp         | Credit Acceptance Corp                       | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1250 | NS      | $593000.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc             | Teladoc Health Inc                           | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      2000 | NS      | $47300.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp         | Liberty Broadband Corp                       | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       500 | NS      | $37925.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Group Services Inc        | Boyd Group Services Inc                      | CUSIP: 103310108<br>LEI: 549300FVHMLW88VSTP09 | Long             | EC               | CORP              | CA        |       500 | NS      | $77237.81     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc         | Sirius XM Holdings Inc                       | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     25000 | NS      | $146000.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                 | Flowserve Corp                               | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     30000 | NS      | $920400.00    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc       | Resideo Technologies Inc                     | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     20000 | NS      | $329000.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery Inc                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     18000 | NS      | $170640.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerresheimer AG                | Gerresheimer AG                              | CUSIP: 000000000<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |      1000 | NS      | $67224.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                   | Catalent Inc                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $225050.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GAM Holding AG                 | GAM Holding AG                               | CUSIP: 000000000<br>LEI: 549300GGVID7ZGDMX291 | Long             | EC               | CORP              | CH        |    145000 | NS      | $147407.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JCDecaux SE                    | JCDecaux SE                                  | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | EC               | CORP              | FR        |     68000 | NS      | $1289849.43   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1000 | NS      | $208210.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc            | Resona Holdings Inc                          | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     70000 | NS      | $385736.06    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                 | Stericycle Inc                               | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      6000 | NS      | $299340.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd               | Wynn Resorts Ltd                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      5500 | NS      | $453585.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Megacable Holdings SAB de CV   | Megacable Holdings SAB de CV                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     51000 | NS      | $135753.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                     | Entain PLC                                   | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | GB        |    231500 | NS      | $3698507.49   | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc | Telephone and Data Systems Inc               | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16000 | NS      | $167840.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                      | Emera Inc                                    | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      3500 | NS      | $133770.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Foods PLC              | Premier Foods PLC                            | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |    190000 | NS      | $249454.74    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG       | Daimler Truck Holding AG                     | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      4000 | NS      | $123936.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc   | Sinclair Broadcast Group Inc                 | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |     74500 | NS      | $1155495.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC      | Flutter Entertainment PLC                    | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       901 | NS      | $122977.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC      | Janus Henderson Group PLC                    | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |      8000 | NS      | $188160.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                     | Vivendi SE                                   | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     80000 | NS      | $763359.30    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                    | Cameco Corp                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     25000 | NS      | $566750.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group NV                 | Iveco Group NV                               | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | IT        |    138800 | NS      | $825799.08    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                       | Gogo Inc                                     | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      5000 | NS      | $73800.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                      | TEGNA Inc                                    | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     16000 | NS      | $339040.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnevik AB                    | Kinnevik AB                                  | CUSIP: 000000000<br>LEI: 2138006PZH76JOS6MN27 | Long             | EC               | CORP              | SE        |     28000 | NS      | $384250.85    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global               | Paramount Global                             | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     22000 | NS      | $431420.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Wine Estates Ltd      | Treasury Wine Estates Ltd                    | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |      9000 | NS      | $83397.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                            | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    165000 | NS      | $2643181.90   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                  | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $252629.40    | 0.22%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cogeco Inc                     | Cogeco Inc                                   | CUSIP: 19238T100<br>LEI: 5493000KSZQCX0QM2V25 | Long             | EC               | CORP              | CA        |      3300 | NS      | $154934.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                        | AZZ Inc                                      | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      4000 | NS      | $160800.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                      | GATX Corp                                    | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     12500 | NS      | $1329250.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                | ICU Medical Inc                              | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      1750 | NS      | $275590.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings Inc        | InfuSystem Holdings Inc                      | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |     20000 | NS      | $173600.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                | Sony Group Corp                              | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     37000 | NS      | $2822360.00   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                  | Tredegar Corp                                | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     26000 | NS      | $265720.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc           | 1Life Healthcare Inc                         | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $167100.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GAN Ltd                        | GAN Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6900 | NS      | $10350.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc            | Diebold Nixdorf Inc                          | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     73000 | NS      | $103660.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       500 | NS      | $108950.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                      | Graco Inc                                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     11000 | NS      | $739860.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                     | Arcosa Inc                                   | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     12241 | NS      | $665175.94    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I | Harmony Biosciences Holdings Inc             | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $38570.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc       | Bio-Rad Laboratories Inc                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       600 | NS      | $252294.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                       | Flex Ltd                                     | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |      7500 | NS      | $160950.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                   | Griffon Corp                                 | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     22000 | NS      | $787380.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubisoft Entertainment SA       | Ubisoft Entertainment SA                     | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |      6500 | NS      | $183758.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                      | PetIQ Inc                                    | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |     10000 | NS      | $92200.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions  | Donnelley Financial Solutions Inc            | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      5000 | NS      | $193250.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Toray Industries Inc           | Toray Industries Inc                         | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |     40000 | NS      | $224504.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hera SpA                       | Hera SpA                                     | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |    100000 | NS      | $269646.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc      | Halozyme Therapeutics Inc                    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      5000 | NS      | $284500.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Bra | Liberty Media Corp-Liberty Braves            | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27011 | NS      | $870564.53    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc               | I3 Verticals Inc                             | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     11000 | NS      | $267740.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc     | Southwest Gas Holdings Inc                   | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $74256.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc           | Myers Industries Inc                         | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     25500 | NS      | $566865.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                     | Tennant Co                                   | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      2000 | NS      | $123140.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc            | BellRing Brands Inc                          | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     10000 | NS      | $256400.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                     | Mattel Inc                                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     15000 | NS      | $267600.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Medmix AG                      | Medmix AG                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1500 | NS      | $28551.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc              | Post Holdings Inc                            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      5000 | NS      | $451300.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp         | Liberty Broadband Corp                       | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       103 | NS      | $7855.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                            | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    239000 | NS      | $3838340.00   | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                    | Ashland Inc                                  | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      7500 | NS      | $806475.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ChromaDex Corp                 | ChromaDex Corp                               | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |     52000 | NS      | $87360.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                | Kerry Group PLC                              | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |     10500 | NS      | $955376.63    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports C | Madison Square Garden Sports Corp            | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4400 | NS      | $806652.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co      | Edgewell Personal Care Co                    | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     27000 | NS      | $1040580.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Sir | Liberty Media Corp-Liberty SiriusXM          | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       188 | NS      | $7356.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de L'Odet SE               | Cie de L'Odet SE                             | CUSIP: 000000000<br>LEI: 9695005PEG4IL375U849 | Long             | EC               | CORP              | FR        |       350 | NS      | $520773.93    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano SAB | Fomento Economico Mexicano SAB de CV         | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |      9000 | NS      | $703080.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International | Johnson Controls International plc           | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      6000 | NS      | $384000.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co           | National Fuel Gas Co                         | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     24000 | NS      | $1519200.00   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd              | FTAI Aviation Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22000 | NS      | $376640.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology  | International Game Technology PLC            | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |     40000 | NS      | $907200.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc         | Option Care Health Inc                       | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     13000 | NS      | $391170.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA         | Perimeter Solutions SA                       | CUSIP: 000000000<br>LEI: 2221003U8GJZ9U4MR505 | Long             | EC               | CORP              | LU        |      4000 | NS      | $36560.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                  | MarineMax Inc                                | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      7500 | NS      | $234150.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC           | Rentokil Initial PLC                         | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |     50000 | NS      | $307073.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                 | Perrigo Co PLC                               | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     34000 | NS      | $1159060.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC             | Liberty Global PLC                           | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |     58000 | NS      | $1126940.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Takasago International Corp    | Takasago International Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $38783.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc               | Movado Group Inc                             | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      5500 | NS      | $177375.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kameda Seika Co Ltd            | Kameda Seika Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14000 | NS      | $464035.36    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Stroeer SE & Co KGaA           | Stroeer SE & Co KGaA                         | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |      4000 | NS      | $186515.21    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandinavian Tobacco Group A/S | Scandinavian Tobacco Group A/S               | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |     37000 | NS      | $650328.21    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Televisa SAB             | Grupo Televisa SAB                           | CUSIP: 40049J206<br>LEI: 549300O4AF0C816ILN62 | Long             | EC               | CORP              | MX        |    280000 | NS      | $1276800.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pets at Home Group Plc         | Pets at Home Group Plc                       | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |     20000 | NS      | $68571.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I | Atlas Air Worldwide Holdings Inc             | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      3000 | NS      | $302400.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      7500 | NS      | $829275.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                    | Avista Corp                                  | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     15000 | NS      | $665100.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc         | Trinity Industries Inc                       | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     12000 | NS      | $354840.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                    | Snap-on Inc                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2000 | NS      | $456980.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPCO-PITTSBURGH CORP          | AMPCO-PITTSBURGH CORP -CW25                  | CUSIP: 032037111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64000 | NS      | $10080.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsingtao Brewery Co Ltd        | Tsingtao Brewery Co Ltd                      | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |     40000 | NS      | $395108.55    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings In | Aerojet Rocketdyne Holdings Inc              | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     32000 | NS      | $1789760.00   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Brembo SpA                     | Brembo SpA                                   | CUSIP: 000000000<br>LEI: 549300BLWVJN2BAT0A44 | Long             | EC               | CORP              | IT        |     50013 | NS      | $559455.55    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                      | Loomis AB                                    | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |     13500 | NS      | $370010.11    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP     | NextEra Energy Partners LP                   | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |      2000 | NS      | $140180.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ito En Ltd                     | Ito En Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39000 | NS      | $1423422.74   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Art Retail Group Ltd       | Sun Art Retail Group Ltd                     | CUSIP: 000000000<br>LEI: 3003009IMRZ363PQCP28 | Long             | EC               | CORP              | HK        |    250000 | NS      | $81993.99     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fevertree Drinks PLC           | Fevertree Drinks PLC                         | CUSIP: 000000000<br>LEI: 2138007AJRLHRVQZLD07 | Long             | EC               | CORP              | GB        |      2000 | NS      | $24928.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd  | Jardine Matheson Holdings Ltd                | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |      8000 | NS      | $407200.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc   | Watts Water Technologies Inc                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      6000 | NS      | $877380.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc             | Garrett Motion Inc                           | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | CH        |     15000 | NS      | $114300.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp            | Curtiss-Wright Corp                          | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1000 | NS      | $166990.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GARRETT MOTION INC             | Garrett Motion Inc                           | CUSIP: 366505204<br>LEI: 549300LS5WT7EMBNV724 | Long             | EP               | CORP              | CH        |     21734 | NS      | $189085.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM SYS/PINEAPPLE HLDGS CVR   | COMM SYS/PINEAPPLE HLDGS CVR                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13750 | NS      | $48537.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WideOpenWest Inc               | WideOpenWest Inc                             | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     34000 | NS      | $309740.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HK&S HOTELS                    | Hongkong & Shanghai Hotels Ltd/The           | CUSIP: 000000000<br>LEI: 5299001258RHH99P1A15 | Long             | EC               | CORP              | HK        |    300000 | NS      | $312089.63    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc           | Cavco Industries Inc                         | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $588250.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                  | Valvoline Inc                                | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     22000 | NS      | $718300.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp               | Primo Water Corp                             | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90000 | NS      | $1398600.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| QURATE RETAIL INC              | Qurate Retail Inc                            | CUSIP: 74915M308<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EP               | CORP              | US        |       450 | NS      | $15417.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pineapple Energy Inc           | Pineapple Energy Inc                         | CUSIP: 72303P107<br>LEI: 549300QI9W6WNCHUTR82 | Long             | EC               | CORP              | US        |      8500 | NS      | $19805.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc       | Haynes International Inc                     | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       700 | NS      | $31983.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                  | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1145000 | PA      | $1137189.68   | 0.98%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Britvic PLC                    | Britvic PLC                                  | CUSIP: 000000000<br>LEI: 635400L3NVMYD4BVCI53 | Long             | EC               | CORP              | GB        |      7000 | NS      | $65754.79     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampco-Pittsburgh Corp          | Ampco-Pittsburgh Corp                        | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105000 | NS      | $263550.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Uni-Select Inc                 | Uni-Select Inc                               | CUSIP: 90457D100<br>LEI: 549300GQ1WI8PKN1NQ40 | Long             | EC               | CORP              | CA        |     19000 | NS      | $601152.14    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA CORP                      | XOMA Corp                                    | CUSIP: 98419J305<br>LEI: 549300U6ZVYFCWNBJ613 | Long             | EP               | CORP              | US        |     10000 | NS      | $249200.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp            | PAR Technology Corp                          | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      5000 | NS      | $130350.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Sir | Liberty Media Corp-Liberty SiriusXM          | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $78620.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Traton SE                      | Traton SE                                    | CUSIP: 000000000<br>LEI: 529900UIMQRKPFN6SV80 | Long             | EC               | CORP              | DE        |     20000 | NS      | $302509.17    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc              | PNM Resources Inc                            | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     13500 | NS      | $658665.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc     | Camping World Holdings Inc                   | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      8000 | NS      | $178560.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc          | Element Solutions Inc                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     55000 | NS      | $1000450.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnevik AB                    | Kinnevik AB                                  | CUSIP: 000000000<br>LEI: 2138006PZH76JOS6MN27 | Long             | EC               | CORP              | SE        |     23000 | NS      | $317838.78    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Telekom Austria AG             | Telekom Austria AG                           | CUSIP: 000000000<br>LEI: 529900KCNFQU5OJH7L33 | Long             | EC               | CORP              | AT        |     33000 | NS      | $204177.63    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada              | Fortis Inc/Canada                            | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      7500 | NS      | $300110.78    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc    | Penske Automotive Group Inc                  | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      1500 | NS      | $172395.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp          | Tenet Healthcare Corp                        | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      7000 | NS      | $341530.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sulzer AG                      | Sulzer AG                                    | CUSIP: 000000000<br>LEI: 529900NZ6MAST5IJF669 | Long             | EC               | CORP              | CH        |      8500 | NS      | $661872.06    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                  | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6210000 | PA      | $6185257.19   | 5.33%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pharol SGPS SA                 | Pharol SGPS SA                               | CUSIP: 000000000<br>LEI: 549300JNP3LA8FWLU630 | Long             | EC               | CORP              | PT        |    100000 | NS      | $5598.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp    | United States Cellular Corp                  | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     12000 | NS      | $250200.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Bra | Liberty Media Corp-Liberty Braves            | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $980100.00    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp             | Bausch + Lomb Corp                           | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |     11000 | NS      | $170610.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                       | Moog Inc                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      2400 | NS      | $210624.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc | Allied Motion Technologies Inc               | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     14000 | NS      | $487340.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co        | Modine Manufacturing Co                      | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     33500 | NS      | $665310.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Treatt PLC                     | Treatt PLC                                   | CUSIP: 000000000<br>LEI: 213800G4OJM9F7G9LG39 | Long             | EC               | CORP              | GB        |       700 | NS      | $5289.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Algonquin Power & Utilities Co | Algonquin Power & Utilities Corp             | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |     31200 | NS      | $203237.81    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc        | Mirion Technologies Inc                      | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     30000 | NS      | $198300.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc             | Evolent Health Inc                           | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     13000 | NS      | $365040.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mandarin Oriental Internationa | Mandarin Oriental International Ltd          | CUSIP: 000000000<br>LEI: 213800KQ1UMKZ1JXJR80 | Long             | EC               | CORP              | HK        |    656250 | NS      | $1260000.00   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemed Corp                    | Chemed Corp                                  | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       600 | NS      | $306258.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                    | Avantor Inc                                  | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18237 | NS      | $384618.33    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc           | Biglari Holdings Inc                         | CUSIP: 08986R408<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       600 | NS      | $418785.00    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International      | MGM Resorts International                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      9000 | NS      | $301770.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc              | Herc Holdings Inc                            | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     42200 | NS      | $5552254.00   | 4.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co              | Crane Holdings Co                            | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      3000 | NS      | $301350.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc         | Mueller Industries Inc                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     34700 | NS      | $2047300.00   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I | Hawaiian Electric Industries Inc             | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     15500 | NS      | $648675.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Salvatore Ferragamo SpA        | Salvatore Ferragamo SpA                      | CUSIP: 000000000<br>LEI: 5493005GRP0FEE3NRI35 | Long             | EC               | CORP              | IT        |      5500 | NS      | $97084.46     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beasley Broadcast Group Inc    | Beasley Broadcast Group Inc                  | CUSIP: 074014101<br>LEI: 549300R5FEOSY86VTY76 | Long             | EC               | CORP              | US        |     59364 | NS      | $54626.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc              | Patterson Cos Inc                            | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     33000 | NS      | $924990.00    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| VITASOY INT'L                  | Vitasoy International Holdings Ltd           | CUSIP: 000000000<br>LEI: 5493003LPGHN62KWIZ77 | Long             | EC               | CORP              | HK        |    215000 | NS      | $442370.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                     | L'Oreal SA                                   | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       300 | NS      | $107130.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC               | Severn Trent PLC                             | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |     56000 | NS      | $1794758.81   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust Inc         | Indus Realty Trust Inc                       | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |     11000 | NS      | $698390.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc     | Cardiovascular Systems Inc                   | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      2000 | NS      | $27240.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                      | Essity AB                                    | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      5500 | NS      | $144050.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Metals Inc              | Sierra Metals Inc                            | CUSIP: 82639W106<br>LEI: 9676001YCHZE7AT8VA50 | Long             | EC               | CORP              | CA        |    130000 | NS      | $22464.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV PLC                        | ITV PLC                                      | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |    240000 | NS      | $218075.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd      | Consolidated Water Co Ltd                    | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |      1400 | NS      | $20720.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co             | Graham Holdings Co                           | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1400 | NS      | $845894.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc               | IES Holdings Inc                             | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |     12000 | NS      | $426840.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corp                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      1000 | NS      | $41250.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The              | EW Scripps Co/The                            | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     10000 | NS      | $131900.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corus Entertainment Inc        | Corus Entertainment Inc                      | CUSIP: 220874101<br>LEI: 549300DVZFTUMM4M2O84 | Long             | EC               | CORP              | CA        |    205000 | NS      | $327031.02    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Co Ltd            | Nissin Foods Co Ltd                          | CUSIP: 000000000<br>LEI: 353800BDH75N9VLV9Z07 | Long             | EC               | CORP              | HK        |    105000 | NS      | $89994.81     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co Ltd                | Shiseido Co Ltd                              | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      6000 | NS      | $295839.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc    | Starwood Property Trust Inc                  | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     20000 | NS      | $366600.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                       | Dana Inc                                     | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     98000 | NS      | $1482740.00   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Avio SpA                       | Avio SpA                                     | CUSIP: 000000000<br>LEI: 8156008F25C4B0E7C860 | Long             | EC               | CORP              | IT        |      7000 | NS      | $71709.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ GLOBAL HOLDINGS INC      | HERTZ GLOBAL HOLDINGS INC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4186 | NS      | $64422.54     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                        | ATI Inc                                      | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2000 | NS      | $59720.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SGL Carbon SE                  | SGL Carbon SE                                | CUSIP: 000000000<br>LEI: 52990038IB31TYK07X63 | Long             | EC               | CORP              | DE        |     14000 | NS      | $103855.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                  | Huntsman Corp                                | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     15647 | NS      | $429979.56    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV       | Davide Campari-Milano NV                     | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | IT        |    120000 | NS      | $1218257.74   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc               | Henry Schein Inc                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      6000 | NS      | $479220.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The   | Hain Celestial Group Inc/The                 | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     12000 | NS      | $194160.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                       | AAR Corp                                     | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     15500 | NS      | $695950.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                     | Bollore SE                                   | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |     64000 | NS      | $357615.94    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp               | Wartsila OYJ Abp                             | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      7000 | NS      | $58956.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shaw Communications Inc        | Shaw Communications Inc                      | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |      5000 | NS      | $143900.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                     | DaVita Inc                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      3000 | NS      | $224010.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                  | Dril-Quip Inc                                | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     42000 | NS      | $1141140.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                  | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $526814.12    | 0.45%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trinity Place Holdings Inc     | Trinity Place Holdings Inc                   | CUSIP: 89656D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37000 | NS      | $27376.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc       | Golden Entertainment Inc                     | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     10000 | NS      | $374000.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                    | Bouygues SA                                  | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      3500 | NS      | $105053.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                | Nintendo Co Ltd                              | CUSIP: 654445303<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     45000 | NS      | $468900.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc           | Rush Enterprises Inc                         | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      8000 | NS      | $450160.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC             | Liberty Global PLC                           | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |     40000 | NS      | $757200.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp               | TimkenSteel Corp                             | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      4500 | NS      | $81765.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding NV            | Heineken Holding NV                          | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |      1000 | NS      | $77125.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp   | Wheaton Precious Metals Corp                 | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      5800 | NS      | $226664.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Gabelli Global Small & Mid Cap Value Trust

**Signature:** John C. Ball

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

**Title:** Treasurer