NPORT-P
false
0001479599
XXXXXXXX
S000033013
C000101802
AGF Investments Trust
811-22540
0001479599
549300LZ7H1IZJQS6J67
53 State Street
Suite 1308
Boston
02109
617-292-9801
AGFIQ U.S. Market Neutral Anti-Beta Fund
S000033013
549300YBDDPCJBGJCO29
2021-06-30
2021-03-31
N
195111054.80
95615948.79
99495106.01
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
99183788.68000000
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236101
9744.00000000
NS
USD
445398.24000000
0.447658440562
Long
EC
CORP
US
N
1
N
N
N
Clean Harbors, Inc.
5493000SJVZVZJKHJF48
Clean Harbors, Inc.
184496107
-5220.00000000
NS
USD
-438793.20000000
-0.44101988288
Short
EC
CORP
US
N
1
N
N
N
National Health Investors, Inc.
549300ZPKZIG6DKDEC02
National Health Investors, Inc.
63633D104
-6728.00000000
NS
USD
-486299.84000000
-0.48876759822
Short
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
4060.00000000
NS
USD
453420.80000000
0.455721711532
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
7076.00000000
NS
USD
496522.92000000
0.499042555872
Long
EC
CORP
US
N
1
N
N
N
RLI Corp.
529900AMTJE5ECN9PS55
RLI Corp.
749607107
4292.00000000
NS
USD
478858.44000000
0.481288436389
Long
EC
CORP
US
N
1
N
N
N
WR Grace & Co.
5493003X5Z6TVAXIPW56
WR Grace & Co.
38388F108
-7424.00000000
NS
USD
-444400.64000000
-0.44665577818
Short
EC
CORP
US
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
-1508.00000000
NS
USD
-541296.60000000
-0.54404344264
Short
EC
CORP
US
N
1
N
N
N
Pool Corp.
5493005VZK1KMN6CO617
Pool Corp.
73278L105
1392.00000000
NS
USD
480574.08000000
0.483012782509
Long
EC
CORP
US
N
1
N
N
N
National Vision Holdings, Inc.
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845R107
-8932.00000000
NS
USD
-391489.56000000
-0.39347619767
Short
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
8352.00000000
NS
USD
466292.16000000
0.468658388034
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp.
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
2668.00000000
NS
USD
446276.36000000
0.448541016635
Long
EC
CORP
US
N
1
N
N
N
CubeSmart
N/A
CubeSmart
229663109
12180.00000000
NS
USD
460769.40000000
0.463107602452
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
4988.00000000
NS
USD
537157.72000000
0.539883559645
Long
EC
CORP
US
N
1
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
2320.00000000
NS
USD
473813.60000000
0.476217996041
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group, Inc.
5493004DT6DCDUZNDM53
Interactive Brokers Group, Inc., Class A
45841N107
6264.00000000
NS
USD
457522.56000000
0.459844286164
Long
EC
CORP
US
N
1
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
-10672.00000000
NS
USD
-482481.12000000
-0.48492949990
Short
EC
CORP
US
N
1
N
N
N
Radian Group, Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
-21692.00000000
NS
USD
-504339.00000000
-0.50689829904
Short
EC
CORP
US
N
1
N
N
N
NorthWestern Corp.
3BPWMBHR1R9SHUN7J795
NorthWestern Corp.
668074305
-7656.00000000
NS
USD
-499171.20000000
-0.50170427473
Short
EC
CORP
US
N
1
N
N
N
Helen of Troy Ltd.
N/A
Helen of Troy Ltd.
N/A
1972.00000000
NS
USD
415421.52000000
0.417529601866
Long
EC
CORP
BM
N
1
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837103
-14384.00000000
NS
USD
-465466.24000000
-0.46782827685
Short
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
-11368.00000000
NS
USD
-431870.32000000
-0.43406187230
Short
EC
CORP
US
N
1
N
N
N
Crowdstrike Holdings, Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc., Class A
22788C105
2088.00000000
NS
USD
381080.88000000
0.383014698191
Long
EC
CORP
US
N
1
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
4176.00000000
NS
USD
538787.52000000
0.541521630165
Long
EC
CORP
US
N
1
N
N
N
Liberty Global plc
549300BSGXG3QLIQYT84
Liberty Global plc, Class C
N/A
18212.00000000
NS
USD
465134.48000000
0.467494833316
Long
EC
CORP
GB
N
1
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
2900.00000000
NS
USD
478674.00000000
0.481103060437
Long
EC
CORP
US
N
1
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
5800.00000000
NS
USD
489172.00000000
0.491654333179
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
-21808.00000000
NS
USD
-435723.84000000
-0.43793494722
Short
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
116.00000000
NS
USD
358913.28000000
0.360734607352
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp.
549300S3UD8XV1MN0287
Gentex Corp.
371901109
12760.00000000
NS
USD
455149.20000000
0.457458882403
Long
EC
CORP
US
N
1
N
N
N
Middleby Corp. (The)
JDFO86U9VQRBKW5KYA35
Middleby Corp. (The)
596278101
-3248.00000000
NS
USD
-538356.00000000
-0.54108792039
Short
EC
CORP
US
N
1
N
N
N
New Jersey Resources Corp.
549300QKBSQBIX4DQ583
New Jersey Resources Corp.
646025106
11600.00000000
NS
USD
462492.00000000
0.464838943890
Long
EC
CORP
US
N
1
N
N
N
Flowers Foods, Inc.
7YNCQQNDK8FBM9BBTK25
Flowers Foods, Inc.
343498101
20532.00000000
NS
USD
488661.60000000
0.491141343123
Long
EC
CORP
US
N
1
N
N
N
ICU Medical, Inc.
5493003NRW7LS2QZRH60
ICU Medical, Inc.
44930G107
2088.00000000
NS
USD
428958.72000000
0.431135497214
Long
EC
CORP
US
N
1
N
N
N
Ubiquiti, Inc.
N/A
Ubiquiti, Inc.
90353W103
1392.00000000
NS
USD
415233.60000000
0.417340728254
Long
EC
CORP
US
N
1
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc., Class A
76680R206
1160.00000000
NS
USD
345540.80000000
0.347294267886
Long
EC
CORP
US
N
1
N
N
N
Glacier Bancorp, Inc.
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
8468.00000000
NS
USD
483353.44000000
0.485806246541
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
1508.00000000
NS
USD
488049.12000000
0.490525755056
Long
EC
CORP
US
N
1
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
-3944.00000000
NS
USD
-526918.40000000
-0.52959227959
Short
EC
CORP
US
N
1
N
N
N
Quidel Corp.
549300X2FQ6S98OQLQ46
Quidel Corp.
74838J101
2784.00000000
NS
USD
356157.12000000
0.357964461050
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock, Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc.
668771108
23084.00000000
NS
USD
490765.84000000
0.493256261218
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co.
532457108
2320.00000000
NS
USD
433422.40000000
0.435621828430
Long
EC
CORP
US
N
1
N
N
N
JM Smucker Co. (The)
5493000WDH6A0LHDJD55
JM Smucker Co. (The)
832696405
4060.00000000
NS
USD
513711.80000000
0.516318661893
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912X302
-9628.00000000
NS
USD
-471772.00000000
-0.47416603581
Short
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
-12876.00000000
NS
USD
-458385.60000000
-0.46071170571
Short
EC
CORP
US
N
1
N
N
N
Repligen Corp.
54930006QJ0T5AUO1E71
Repligen Corp.
759916109
2204.00000000
NS
USD
428479.64000000
0.430653986093
Long
EC
CORP
US
N
1
N
N
N
Premier, Inc.
N/A
Premier, Inc., Class A
74051N102
13340.00000000
NS
USD
451559.00000000
0.453850463714
Long
EC
CORP
US
N
1
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc.
48242W106
-14036.00000000
NS
USD
-538842.04000000
-0.54157642683
Short
EC
CORP
US
N
1
N
N
N
Louisiana-Pacific Corp.
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp.
546347105
-9976.00000000
NS
USD
-553268.96000000
-0.55607655711
Short
EC
CORP
US
N
1
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
11020.00000000
NS
USD
450167.00000000
0.452451399925
Long
EC
CORP
US
N
1
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
-5568.00000000
NS
USD
-378624.00000000
-0.38054535060
Short
EC
CORP
US
N
1
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
-15544.00000000
NS
USD
-499428.72000000
-0.50196310153
Short
EC
CORP
US
N
1
N
N
N
Lamar Advertising Co.
529900Y8WW4MKVPTB543
Lamar Advertising Co., Class A
512816109
-5104.00000000
NS
USD
-479367.68000000
-0.48180026055
Short
EC
CORP
US
N
1
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
1856.00000000
NS
USD
515132.80000000
0.517746872844
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
-2900.00000000
NS
USD
-450138.00000000
-0.45242225276
Short
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
-6148.00000000
NS
USD
-475055.96000000
-0.47746666047
Short
EC
CORP
US
N
1
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261A100
-5684.00000000
NS
USD
-465519.60000000
-0.46788190763
Short
EC
CORP
US
N
1
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759100
5104.00000000
NS
USD
507082.40000000
0.509655620598
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
1856.00000000
NS
USD
459935.36000000
0.462269330065
Long
EC
CORP
BM
N
1
N
N
N
CH Robinson Worldwide, Inc.
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
5104.00000000
NS
USD
487074.72000000
0.489546410404
Long
EC
CORP
US
N
1
N
N
N
Eagle Materials, Inc.
529900KRXRGXL61SG039
Eagle Materials, Inc.
26969P108
-3596.00000000
NS
USD
-483338.36000000
-0.48579109001
Short
EC
CORP
US
N
1
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
6148.00000000
NS
USD
464850.28000000
0.467209191126
Long
EC
CORP
US
N
1
N
N
N
FLIR Systems, Inc.
VOBD35NEPH6WISIRTJ85
FLIR Systems, Inc.
302445101
-8352.00000000
NS
USD
-471637.44000000
-0.47403079298
Short
EC
CORP
US
N
1
N
N
N
Sun Communities, Inc.
549300H5GEOJYN41ZG57
Sun Communities, Inc.
866674104
3016.00000000
NS
USD
452520.64000000
0.454816983615
Long
EC
CORP
US
N
1
N
N
N
Coherent, Inc.
549300RYOCKUMWACR010
Coherent, Inc.
192479103
-1856.00000000
NS
USD
-469363.84000000
-0.47174565546
Short
EC
CORP
US
N
1
N
N
N
US Foods Holding Corp.
549300UGOZSO64CFPR97
US Foods Holding Corp.
912008109
-12180.00000000
NS
USD
-464301.60000000
-0.46665772681
Short
EC
CORP
US
N
1
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc., Class A
26210C104
19720.00000000
NS
USD
525735.20000000
0.528403075370
Long
EC
CORP
US
N
1
N
N
N
Macquarie Infrastructure Corp.
529900IZSJ64GH477714
Macquarie Infrastructure Corp.
55608B105
-14616.00000000
NS
USD
-464934.96000000
-0.46729430084
Short
EC
CORP
US
N
1
N
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
15776.00000000
NS
USD
438572.80000000
0.440798364450
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
6612.00000000
NS
USD
476130.12000000
0.478546271363
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523100
-2088.00000000
NS
USD
-504753.12000000
-0.50731452052
Short
EC
CORP
US
N
1
N
N
N
Hexcel Corp.
S6Q7LW43WUBUHXY2QP69
Hexcel Corp.
428291108
-8352.00000000
NS
USD
-467712.00000000
-0.47008543309
Short
EC
CORP
US
N
1
N
N
N
Woodward, Inc.
YPYKXXTR8TFDH54ZMB45
Woodward, Inc.
980745103
-3828.00000000
NS
USD
-461771.64000000
-0.46411492838
Short
EC
CORP
US
N
1
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044101
13804.00000000
NS
USD
496805.96000000
0.499327032175
Long
EC
CORP
US
N
1
N
N
N
FibroGen, Inc.
549300Q914ULWWY95822
FibroGen, Inc.
31572Q808
-8816.00000000
NS
USD
-306003.36000000
-0.30755619273
Short
EC
CORP
US
N
1
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
3364.00000000
NS
USD
473785.76000000
0.476190014765
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
-16936.00000000
NS
USD
-471328.88000000
-0.47372066717
Short
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
2900.00000000
NS
USD
476615.00000000
0.479033611916
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems, Inc.
HCTKJGUQOPZ5NBK7NP58
Citrix Systems, Inc.
177376100
3364.00000000
NS
USD
472171.04000000
0.474567100770
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
6148.00000000
NS
USD
473949.32000000
0.476354404760
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
-3712.00000000
NS
USD
-472277.76000000
-0.47467436232
Short
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
9628.00000000
NS
USD
460025.84000000
0.462360269211
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group, Inc.
N/A
TransDigm Group, Inc.
893641100
-696.00000000
NS
USD
-409192.32000000
-0.41126879141
Short
EC
CORP
US
N
1
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
-1160.00000000
NS
USD
-486330.00000000
-0.48879791127
Short
EC
CORP
US
N
1
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
2204.00000000
NS
USD
378360.68000000
0.380280694371
Long
EC
CORP
US
N
1
N
N
N
Paycom Software, Inc.
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
-1160.00000000
NS
USD
-429269.60000000
-0.43144795479
Short
EC
CORP
US
N
1
N
N
N
Teladoc Health, Inc.
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918A105
1740.00000000
NS
USD
316245.00000000
0.317849804560
Long
EC
CORP
US
N
1
N
N
N
Insperity, Inc.
5299000Q0KW7HY5DB751
Insperity, Inc.
45778Q107
-5336.00000000
NS
USD
-446836.64000000
-0.44910413981
Short
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
-1624.00000000
NS
USD
-512258.32000000
-0.51485780612
Short
EC
CORP
US
N
1
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
-2320.00000000
NS
USD
-467665.60000000
-0.47003879763
Short
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560105
5104.00000000
NS
USD
504530.40000000
0.507090670318
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
-10324.00000000
NS
USD
-438047.32000000
-0.44027021786
Short
EC
CORP
US
N
1
N
N
N
Lululemon Athletica, Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
1392.00000000
NS
USD
426940.32000000
0.429106854720
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887109
1856.00000000
NS
USD
451286.40000000
0.453576480389
Long
EC
CORP
US
N
1
N
N
N
Mercury General Corp.
5493001Q9EXPCEL4W527
Mercury General Corp.
589400100
7656.00000000
NS
USD
465561.36000000
0.467923879545
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
7540.00000000
NS
USD
605235.80000000
0.608307106019
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp, Inc.
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
36424.00000000
NS
USD
459670.88000000
0.462003507945
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
4176.00000000
NS
USD
447249.60000000
0.449519195401
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
2900.00000000
NS
USD
492971.00000000
0.495472611437
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
-6728.00000000
NS
USD
-449094.00000000
-0.45137295492
Short
EC
CORP
US
N
1
N
N
N
Howard Hughes Corp. (The)
549300BVHY25JZC1KI49
Howard Hughes Corp. (The)
44267D107
-4524.00000000
NS
USD
-430368.12000000
-0.43255204930
Short
EC
CORP
US
N
1
N
N
N
Morningstar, Inc.
529900YGNQPOVAXQ7F29
Morningstar, Inc.
617700109
1972.00000000
NS
USD
443778.88000000
0.446030863020
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033G407
-8816.00000000
NS
USD
-458432.00000000
-0.46075834117
Short
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Holdings, Inc.
N/A
Knight-Swift Transportation Holdings, Inc.
499049104
10556.00000000
NS
USD
507638.04000000
0.510214080227
Long
EC
CORP
US
N
1
N
N
N
Toll Brothers, Inc.
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
-8352.00000000
NS
USD
-473808.96000000
-0.47621333249
Short
EC
CORP
US
N
1
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651107
-2436.00000000
NS
USD
-444691.80000000
-0.44694841568
Short
EC
CORP
US
N
1
N
N
N
CDW Corp.
9845001B052ABF0B6755
CDW Corp.
12514G108
-2900.00000000
NS
USD
-480675.00000000
-0.48311421463
Short
EC
CORP
US
N
1
N
N
N
Tetra Tech, Inc.
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
3364.00000000
NS
USD
456562.08000000
0.458878932149
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
5104.00000000
NS
USD
487993.44000000
0.490469792505
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings, Inc.
529900POY8H7NPPNKK71
SS&C Technologies Holdings, Inc.
78467J100
-6728.00000000
NS
USD
-470085.36000000
-0.47247083685
Short
EC
CORP
US
N
1
N
N
N
Cimpress plc
549300X1IFD75XISOR81
Cimpress plc
N/A
-4640.00000000
NS
USD
-464603.20000000
-0.46696085730
Short
EC
CORP
IE
N
1
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421M106
-18328.00000000
NS
USD
-444820.56000000
-0.44707782908
Short
EC
CORP
US
N
1
N
N
N
Square, Inc.
549300OHIIUWSTIZME52
Square, Inc., Class A
852234103
-1740.00000000
NS
USD
-395067.00000000
-0.39707179161
Short
EC
CORP
US
N
1
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
-1972.00000000
NS
USD
-460974.72000000
-0.46331396436
Short
EC
CORP
US
N
1
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
8004.00000000
NS
USD
490805.28000000
0.493295901358
Long
EC
CORP
US
N
1
N
N
N
Euronet Worldwide, Inc.
YG3575C4DSHJPA5KET68
Euronet Worldwide, Inc.
298736109
-2900.00000000
NS
USD
-401070.00000000
-0.40310525420
Short
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
-4060.00000000
NS
USD
-447087.20000000
-0.44935597129
Short
EC
CORP
US
N
1
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
8004.00000000
NS
USD
482401.08000000
0.484849053732
Long
EC
CORP
US
N
1
N
N
N
Terminix Global Holdings, Inc.
549300GS10644JGL8R77
Terminix Global Holdings, Inc.
88087E100
9280.00000000
NS
USD
442377.60000000
0.444622472140
Long
EC
CORP
US
N
1
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
-1624.00000000
NS
USD
-470683.92000000
-0.47307243428
Short
EC
CORP
US
N
1
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
-2552.00000000
NS
USD
-490775.12000000
-0.49326558831
Short
EC
CORP
US
N
1
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
2436.00000000
NS
USD
484179.36000000
0.486636357723
Long
EC
CORP
US
N
1
N
N
N
Mercury Systems, Inc.
549300P3B84SGK7HH679
Mercury Systems, Inc.
589378108
6728.00000000
NS
USD
475333.20000000
0.477745307344
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group, Inc.
N/A
MDU Resources Group, Inc.
552690109
-15776.00000000
NS
USD
-498679.36000000
-0.50120993885
Short
EC
CORP
US
N
1
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340102
5684.00000000
NS
USD
496497.40000000
0.499016906369
Long
EC
CORP
US
N
1
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
928.00000000
NS
USD
441143.36000000
0.443381968913
Long
EC
CORP
US
N
1
N
N
N
PPL Corp.
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
-16472.00000000
NS
USD
-475052.48000000
-0.47746316281
Short
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals, Inc.
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals, Inc.
015351109
3016.00000000
NS
USD
461176.56000000
0.463516828610
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp.
54930082CG88ERDREQ47
NewMarket Corp.
651587107
1160.00000000
NS
USD
440985.60000000
0.443223408351
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS, Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556H206
-7076.00000000
NS
USD
-319127.60000000
-0.32074703249
Short
EC
CORP
US
N
1
N
N
N
Veeva Systems, Inc.
549300YZEXPDB92M2F02
Veeva Systems, Inc., Class A
922475108
1624.00000000
NS
USD
424253.76000000
0.426406661607
Long
EC
CORP
US
N
1
N
N
N
PNM Resources, Inc.
5493003JOBJGLZSDDQ28
PNM Resources, Inc.
69349H107
-9280.00000000
NS
USD
-455184.00000000
-0.45749385899
Short
EC
CORP
US
N
1
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313103
-10324.00000000
NS
USD
-538499.84000000
-0.54123249031
Short
EC
CORP
US
N
1
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
2320.00000000
NS
USD
470078.40000000
0.472463841540
Long
EC
CORP
US
N
1
N
N
N
Ovintiv, Inc.
N/A
Ovintiv, Inc.
69047Q102
-19372.00000000
NS
USD
-461441.04000000
-0.46378265073
Short
EC
CORP
US
N
1
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
1624.00000000
NS
USD
450091.60000000
0.452375617303
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc., Class A
090572207
812.00000000
NS
USD
463790.04000000
0.466143570874
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings, Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
812.00000000
NS
USD
404311.04000000
0.406362741057
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd.
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
-3364.00000000
NS
USD
-421744.68000000
-0.42388484912
Short
EC
CORP
US
N
1
N
N
N
Credit Acceptance Corp.
N/A
Credit Acceptance Corp.
225310101
-1276.00000000
NS
USD
-459653.48000000
-0.46198601964
Short
EC
CORP
US
N
1
N
N
N
UMB Financial Corp.
549300MGEH3N3CUCV828
UMB Financial Corp.
902788108
5336.00000000
NS
USD
492672.88000000
0.495172978609
Long
EC
CORP
US
N
1
N
N
N
Axis Capital Holdings Ltd.
N/A
Axis Capital Holdings Ltd.
N/A
9164.00000000
NS
USD
454259.48000000
0.456564647465
Long
EC
CORP
BM
N
1
N
N
N
Coupa Software, Inc.
549300Q95ICR2GFL2K37
Coupa Software, Inc.
22266L106
1392.00000000
NS
USD
354236.16000000
0.356033753021
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison, Inc.
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
6728.00000000
NS
USD
503254.40000000
0.505808195178
Long
EC
CORP
US
N
1
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851108
-18096.00000000
NS
USD
-505059.36000000
-0.50762231455
Short
EC
CORP
US
N
1
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
1160.00000000
NS
USD
486364.80000000
0.488832887872
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings Ltd.
N/A
-15776.00000000
NS
USD
-435259.84000000
-0.43746859263
Short
EC
CORP
BM
N
1
N
N
N
Reinsurance Group of America, Inc.
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
-3596.00000000
NS
USD
-453275.80000000
-0.45557597572
Short
EC
CORP
US
N
1
N
N
N
VEREIT, Inc.
5493002H54FNIBW75H44
VEREIT, Inc.
92339V308
-11832.00000000
NS
USD
-456951.84000000
-0.45927067001
Short
EC
CORP
US
N
1
N
N
N
Cognex Corp.
549300JQTYZCLC43S226
Cognex Corp.
192422103
5452.00000000
NS
USD
452461.48000000
0.454757523404
Long
EC
CORP
US
N
1
N
N
N
Valvoline, Inc.
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047W101
-18444.00000000
NS
USD
-480835.08000000
-0.48327510697
Short
EC
CORP
US
N
1
N
N
N
Royal Gold, Inc.
5493001NGRU6SFL04184
Royal Gold, Inc.
780287108
4292.00000000
NS
USD
461905.04000000
0.464249005326
Long
EC
CORP
US
N
1
N
N
N
Corteva, Inc.
549300WZN9I2QKLS0O94
Corteva, Inc.
22052L104
9860.00000000
NS
USD
459673.20000000
0.462005839718
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
-11948.00000000
NS
USD
-393447.64000000
-0.39544421407
Short
EC
CORP
US
N
1
N
N
N
Watsco, Inc.
549300F1Y3LN5BX5WN75
Watsco, Inc.
942622200
1856.00000000
NS
USD
483952.00000000
0.486407843971
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp.
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
-35380.00000000
NS
USD
-490013.00000000
-0.49249960088
Short
EC
CORP
US
N
1
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
-17052.00000000
NS
USD
-452560.08000000
-0.45485662375
Short
EC
CORP
PA
N
1
N
N
N
Lexington Realty Trust
549300S4MH2ICXDBFV43
Lexington Realty Trust
529043101
41296.00000000
NS
USD
458798.56000000
0.461126761304
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414H103
-14616.00000000
NS
USD
-430441.20000000
-0.43262550014
Short
EC
CORP
US
N
1
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047109
-8932.00000000
NS
USD
-513947.28000000
-0.51655533685
Short
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
-10556.00000000
NS
USD
-479136.84000000
-0.48156824914
Short
EC
CORP
US
N
1
N
N
N
Columbia Sportswear Co.
549300OTMCIEUXAH5Z60
Columbia Sportswear Co.
198516106
4408.00000000
NS
USD
465617.04000000
0.467979842097
Long
EC
CORP
US
N
1
N
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054109
2436.00000000
NS
USD
469855.68000000
0.472239991334
Long
EC
CORP
US
N
1
N
N
N
White Mountains Insurance Group Ltd.
549300N3FL068JERBG02
White Mountains Insurance Group Ltd.
N/A
348.00000000
NS
USD
387985.20000000
0.389954054585
Long
EC
CORP
BM
N
1
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919101
3480.00000000
NS
USD
431172.00000000
0.433360008638
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp.
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp.
294600101
62756.00000000
NS
USD
512088.96000000
0.514687586692
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272W109
-10324.00000000
NS
USD
-489977.04000000
-0.49246345840
Short
EC
CORP
US
N
1
N
N
N
Rollins, Inc.
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
12876.00000000
NS
USD
443191.92000000
0.445440924456
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251V102
-7656.00000000
NS
USD
-459053.76000000
-0.46138325633
Short
EC
CORP
US
N
1
N
N
N
Datadog, Inc.
549300F6JNO0KRPO1K63
Datadog, Inc., Class A
23804L103
4640.00000000
NS
USD
386697.60000000
0.388659920580
Long
EC
CORP
US
N
1
N
N
N
American Financial Group, Inc.
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932104
-4060.00000000
NS
USD
-463246.00000000
-0.46559677010
Short
EC
CORP
US
N
1
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776696106
1160.00000000
NS
USD
467874.40000000
0.470248657208
Long
EC
CORP
US
N
1
N
N
N
Pure Storage, Inc.
549300NPDB0BZTK3WO90
Pure Storage, Inc., Class A
74624M102
-17632.00000000
NS
USD
-379793.28000000
-0.38172056418
Short
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class C
98954M200
-2668.00000000
NS
USD
-345879.52000000
-0.34763470674
Short
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
1740.00000000
NS
USD
489531.60000000
0.492015757991
Long
EC
CORP
US
N
1
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605H100
8004.00000000
NS
USD
527783.76000000
0.530462030913
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
-4756.00000000
NS
USD
-451772.44000000
-0.45406498682
Short
EC
CORP
US
N
1
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793100
-3944.00000000
NS
USD
-486295.20000000
-0.48876293468
Short
EC
CORP
US
N
1
N
N
N
Cargurus, Inc.
54930027BKQN6B7X7G78
Cargurus, Inc.
141788109
-16472.00000000
NS
USD
-392527.76000000
-0.39451966608
Short
EC
CORP
US
N
1
N
N
N
IQVIA Holdings, Inc.
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
-2320.00000000
NS
USD
-448084.80000000
-0.45035863367
Short
EC
CORP
US
N
1
N
N
N
Keysight Technologies, Inc.
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
3248.00000000
NS
USD
465763.20000000
0.468126743795
Long
EC
CORP
US
N
1
N
N
N
Okta, Inc.
549300N8J06I8MRHU620
Okta, Inc.
679295105
1740.00000000
NS
USD
383548.20000000
0.385494538757
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Electric Industries, Inc.
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries, Inc.
419870100
12992.00000000
NS
USD
577234.56000000
0.580163772017
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Co.
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495102
7540.00000000
NS
USD
477282.00000000
0.479703996648
Long
EC
CORP
US
N
1
N
N
N
Alnylam Pharmaceuticals, Inc.
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals, Inc.
02043Q107
3016.00000000
NS
USD
425829.04000000
0.427989935461
Long
EC
CORP
US
N
1
N
N
N
Peloton Interactive, Inc.
5493002YS021166W0339
Peloton Interactive, Inc., Class A
70614W100
3596.00000000
NS
USD
404334.24000000
0.406386058787
Long
EC
CORP
US
N
1
N
N
N
CyrusOne, Inc.
5493006S177ZK2ZNBU43
CyrusOne, Inc.
23283R100
6960.00000000
NS
USD
471331.20000000
0.473722998950
Long
EC
CORP
US
N
1
N
N
N
Hain Celestial Group, Inc. (The)
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc. (The)
405217100
10904.00000000
NS
USD
475414.40000000
0.477826919398
Long
EC
CORP
US
N
1
N
N
N
Novavax, Inc.
529900J4GJHPEPQ23205
Novavax, Inc.
670002401
1856.00000000
NS
USD
336511.36000000
0.338219007441
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp.
N/A
Liberty Media Corp., Class C
531229607
-10208.00000000
NS
USD
-450274.88000000
-0.45255982736
Short
EC
CORP
US
N
1
N
N
N
Fortinet, Inc.
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
2668.00000000
NS
USD
492032.56000000
0.494529409266
Long
EC
CORP
US
N
1
N
N
N
Black Hills Corp.
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113109
-7424.00000000
NS
USD
-495700.48000000
-0.49821594235
Short
EC
CORP
US
N
1
N
N
N
Ollie's Bargain Outlet Holdings, Inc.
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings, Inc.
681116109
5104.00000000
NS
USD
444048.00000000
0.446301348686
Long
EC
CORP
US
N
1
N
N
N
Nexstar Media Group, Inc.
52990083ZRR5UT591988
Nexstar Media Group, Inc., Class A
65336K103
-3248.00000000
NS
USD
-456116.64000000
-0.45843123173
Short
EC
CORP
US
N
1
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
-3364.00000000
NS
USD
-477688.00000000
-0.48011205692
Short
EC
CORP
US
N
1
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
-8120.00000000
NS
USD
-484033.20000000
-0.48648945602
Short
EC
CORP
US
N
1
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345102
25404.00000000
NS
USD
499696.68000000
0.502232421311
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings, Inc.
549300E3VEW8SMS5XW09
OneMain Holdings, Inc.
68268W103
-9280.00000000
NS
USD
-498521.60000000
-0.50105137829
Short
EC
CORP
US
N
1
N
N
N
PRA Health Sciences, Inc.
549300R1HR1VWWHIAK47
PRA Health Sciences, Inc.
69354M108
-3596.00000000
NS
USD
-551374.68000000
-0.55417266447
Short
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
-4988.00000000
NS
USD
-422234.20000000
-0.42437685322
Short
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
-1508.00000000
NS
USD
-496599.48000000
-0.49911950438
Short
EC
CORP
US
N
1
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
-812.00000000
NS
USD
-483334.88000000
-0.48578759235
Short
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
-12876.00000000
NS
USD
-482206.20000000
-0.48465318480
Short
EC
CORP
US
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
812.00000000
NS
USD
423587.92000000
0.425737442761
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
-4988.00000000
NS
USD
-427022.68000000
-0.42918963266
Short
EC
CORP
LR
N
1
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
3712.00000000
NS
USD
463146.24000000
0.465496503871
Long
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
-11252.00000000
NS
USD
-468195.72000000
-0.47057160776
Short
EC
CORP
US
N
1
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
4756.00000000
NS
USD
442308.00000000
0.444552518950
Long
EC
CORP
US
N
1
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
-9860.00000000
NS
USD
-499507.60000000
-0.50204238181
Short
EC
CORP
US
N
1
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
-4988.00000000
NS
USD
-475705.56000000
-0.47811955690
Short
EC
CORP
US
N
1
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
-8004.00000000
NS
USD
-498409.08000000
-0.50093828730
Short
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
-2784.00000000
NS
USD
-445662.72000000
-0.44792426268
Short
EC
CORP
US
N
1
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
10092.00000000
NS
USD
521857.32000000
0.524505516831
Long
EC
CORP
US
N
1
N
N
N
Anaplan, Inc.
N/A
Anaplan, Inc.
03272L108
-5800.00000000
NS
USD
-312330.00000000
-0.31391493765
Short
EC
CORP
US
N
1
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
-1392.00000000
NS
USD
-517921.44000000
-0.52054966396
Short
EC
CORP
US
N
1
N
N
N
AptarGroup, Inc.
VNPEQDQFAA7IY1T2PX43
AptarGroup, Inc.
038336103
3596.00000000
NS
USD
509445.32000000
0.512030531379
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964C106
-5220.00000000
NS
USD
-500180.40000000
-0.50271859597
Short
EC
CORP
US
N
1
N
N
N
Primerica, Inc.
254900621R686KJR7022
Primerica, Inc.
74164M108
-3132.00000000
NS
USD
-462972.24000000
-0.46532162089
Short
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
3132.00000000
NS
USD
526395.24000000
0.529066464783
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc., Class B
084670702
1856.00000000
NS
USD
474152.32000000
0.476558434896
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group, Inc.
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
-3944.00000000
NS
USD
-448708.88000000
-0.45098588060
Short
EC
CORP
US
N
1
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
-10208.00000000
NS
USD
-471711.68000000
-0.47410540971
Short
EC
CORP
US
N
1
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc., Class A
222070203
-57072.00000000
NS
USD
-514218.72000000
-0.51682815428
Short
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
-2668.00000000
NS
USD
-532719.56000000
-0.53542287793
Short
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
2088.00000000
NS
USD
448690.32000000
0.450967226423
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
-9396.00000000
NS
USD
-453638.88000000
-0.45594089819
Short
EC
CORP
US
N
1
N
N
N
Five9, Inc.
254900MXP6EWY0SFFR59
Five9, Inc.
338307101
2552.00000000
NS
USD
398954.16000000
0.400978677242
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRSI
N/A
-8571265.16999999
PA
USD
-2231503.56000000
-2.24282746105
N/A
DE
N/A
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Dow Jones U.S. High Beta Total Return Index
DJTSABT
Y
2021-09-30
0.00000000
USD
0.00000000
USD
-8571265.00000000
USD
-2231503.56000000
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
4640.00000000
NS
USD
457921.60000000
0.460245351117
Long
EC
CORP
US
N
1
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040Q104
-6380.00000000
NS
USD
-456999.40000000
-0.45931847135
Short
EC
CORP
US
N
1
N
N
N
Trade Desk, Inc. (The)
549300GXPD31VT3E0P46
Trade Desk, Inc. (The), Class A
88339J105
-580.00000000
NS
USD
-377962.80000000
-0.37988079530
Short
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos., Inc. (The)
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc. (The)
460690100
-17052.00000000
NS
USD
-497918.40000000
-0.50044511732
Short
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
2436.00000000
NS
USD
430441.20000000
0.432625500149
Long
EC
CORP
US
N
1
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884L109
25868.00000000
NS
USD
480627.44000000
0.483066413288
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
929740108
-6032.00000000
NS
USD
-477493.12000000
-0.47991618799
Short
EC
CORP
US
N
1
N
N
N
American Campus Communities, Inc.
529900MR3ZXRO3W6UX26
American Campus Communities, Inc.
024835100
-10440.00000000
NS
USD
-450694.80000000
-0.45298187827
Short
EC
CORP
US
N
1
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
-1392.00000000
NS
USD
-459916.80000000
-0.46225067588
Short
EC
CORP
US
N
1
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166B102
-6148.00000000
NS
USD
-466325.80000000
-0.46869219874
Short
EC
CORP
US
N
1
N
N
N
Darling Ingredients, Inc.
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266101
-6844.00000000
NS
USD
-503581.52000000
-0.50613697516
Short
EC
CORP
US
N
1
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
2436.00000000
NS
USD
482498.52000000
0.484946988198
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
9860.00000000
NS
USD
495662.20000000
0.498177468095
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612G101
-14384.00000000
NS
USD
-456692.00000000
-0.45900951143
Short
EC
CORP
US
N
1
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
-11136.00000000
NS
USD
-492768.00000000
-0.49526858130
Short
EC
CORP
US
N
1
N
N
N
Erie Indemnity Co.
549300WA5KP94KRUFZ80
Erie Indemnity Co., Class A
29530P102
1856.00000000
NS
USD
410008.96000000
0.412089575500
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822V101
2784.00000000
NS
USD
479209.92000000
0.481641699996
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
-10208.00000000
NS
USD
-450683.20000000
-0.45297021941
Short
EC
CORP
US
N
1
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355L106
-17632.00000000
NS
USD
-551176.32000000
-0.55397329788
Short
EC
CORP
US
N
1
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc., Class A
09257W100
-15776.00000000
NS
USD
-489056.00000000
-0.49153774453
Short
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
3132.00000000
NS
USD
479509.20000000
0.481942498711
Long
EC
CORP
US
N
1
N
N
N
frontdoor, Inc.
5493008RB0JZJI3QGZ06
frontdoor, Inc.
35905A109
8468.00000000
NS
USD
455155.00000000
0.457464711836
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
7308.00000000
NS
USD
476335.44000000
0.478752633272
Long
EC
CORP
US
N
1
N
N
N
NuVasive, Inc.
549300C5ZB4NZ6TWM881
NuVasive, Inc.
670704105
-7888.00000000
NS
USD
-517137.28000000
-0.51976152470
Short
EC
CORP
US
N
1
N
N
N
World Wrestling Entertainment, Inc.
549300WZVLSCS3L4L698
World Wrestling Entertainment, Inc., Class A
98156Q108
9512.00000000
NS
USD
516121.12000000
0.518740208134
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co., Inc.
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co., Inc., Class A
553530106
5336.00000000
NS
USD
481253.84000000
0.483695991993
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
4640.00000000
NS
USD
472816.00000000
0.475215333659
Long
EC
CORP
US
N
1
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023105
-2088.00000000
NS
USD
-531855.36000000
-0.53455429249
Short
EC
CORP
US
N
1
N
N
N
American Airlines Group, Inc.
N/A
American Airlines Group, Inc.
02376R102
-21924.00000000
NS
USD
-523983.60000000
-0.52664258676
Short
EC
CORP
US
N
1
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
-6148.00000000
NS
USD
-478252.92000000
-0.48067984364
Short
EC
CORP
US
N
1
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
2436.00000000
NS
USD
430416.84000000
0.432601016533
Long
EC
CORP
US
N
1
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959W103
-6844.00000000
NS
USD
-549162.56000000
-0.55194931893
Short
EC
CORP
US
N
1
N
N
N
Vir Biotechnology, Inc.
N/A
Vir Biotechnology, Inc.
92764N102
7192.00000000
NS
USD
368733.84000000
0.370605002383
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
6380.00000000
NS
USD
519076.80000000
0.521710886913
Long
EC
CORP
US
N
1
N
N
N
Guidewire Software, Inc.
549300WXSG0J8IXZCK32
Guidewire Software, Inc.
40171V100
3828.00000000
NS
USD
389039.64000000
0.391013845405
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
-21808.00000000
NS
USD
-493951.20000000
-0.49645778552
Short
EC
CORP
US
N
1
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
2088.00000000
NS
USD
484144.56000000
0.486601381128
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
2436.00000000
NS
USD
493728.48000000
0.496233935315
Long
EC
CORP
US
N
1
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
-8700.00000000
NS
USD
-487896.00000000
-0.49037185803
Short
EC
CORP
US
N
1
N
N
N
WEX, Inc.
T9M5IGROL1TL1G5OV478
WEX, Inc.
96208T104
-1972.00000000
NS
USD
-412581.84000000
-0.41467551173
Short
EC
CORP
US
N
1
N
N
N
Cabot Oil & Gas Corp.
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp.
127097103
25288.00000000
NS
USD
474908.64000000
0.477318592888
Long
EC
CORP
US
N
1
N
N
N
Spire, Inc.
549300NXSY15DRY2R511
Spire, Inc.
84857L101
6612.00000000
NS
USD
488560.68000000
0.491039910999
Long
EC
CORP
US
N
1
N
N
N
Ingevity Corp.
5493009UTFC4B5IMGF87
Ingevity Corp.
45688C107
-6496.00000000
NS
USD
-490642.88000000
-0.49313267725
Short
EC
CORP
US
N
1
N
N
N
Planet Fitness, Inc.
549300LLE5HUPF6H8G33
Planet Fitness, Inc., Class A
72703H101
-5336.00000000
NS
USD
-412472.80000000
-0.41456591840
Short
EC
CORP
US
N
1
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd., Class A
N/A
-9976.00000000
NS
USD
-502790.40000000
-0.50534184058
Short
EC
CORP
BM
N
1
N
N
N
Americold Realty Trust
549300R7N1V5YV8MWH02
Americold Realty Trust
03064D108
12180.00000000
NS
USD
468564.60000000
0.470942359670
Long
EC
CORP
US
N
1
N
N
N
Colfax Corp.
635400OP2DYYYMOIYL17
Colfax Corp.
194014106
-10092.00000000
NS
USD
-442130.52000000
-0.44437413831
Short
EC
CORP
US
N
1
N
N
N
Amcor plc
549300GSODGFCDQ3DI89
Amcor plc
N/A
40136.00000000
NS
USD
468788.48000000
0.471167375763
Long
EC
CORP
JE
N
1
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
-2088.00000000
NS
USD
-476064.00000000
-0.47847981583
Short
EC
CORP
US
N
1
N
N
N
Commerce Bancshares, Inc.
N/A
Commerce Bancshares, Inc.
200525103
6032.00000000
NS
USD
462111.52000000
0.464456533121
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza, Inc.
5299004V0Y8MI5D9FF45
Domino's Pizza, Inc.
25754A201
1276.00000000
NS
USD
469300.04000000
0.471681531705
Long
EC
CORP
US
N
1
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
-4640.00000000
NS
USD
-490448.00000000
-0.49293680831
Short
EC
CORP
US
N
1
N
N
N
APA Corp.
N/A
APA Corp.
03743Q108
-22852.00000000
NS
USD
-409050.80000000
-0.41112655325
Short
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corp.
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143101
-23664.00000000
NS
USD
-481325.76000000
-0.48376827695
Short
EC
CORP
US
N
1
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
-3016.00000000
NS
USD
-415906.40000000
-0.41801694241
Short
EC
CORP
JE
N
1
N
N
N
Beyond Meat, Inc.
549300XQ946NCE51DR09
Beyond Meat, Inc.
08862E109
-3016.00000000
NS
USD
-392441.92000000
-0.39443339048
Short
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
-11716.00000000
NS
USD
-476372.56000000
-0.47878994164
Short
EC
CORP
US
N
1
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
-812.00000000
NS
USD
-439722.36000000
-0.44195375796
Short
EC
CORP
US
N
1
N
N
N
Black Knight, Inc.
549300TUSNXS3BFFML48
Black Knight, Inc.
09215C105
5916.00000000
NS
USD
437724.84000000
0.439946101425
Long
EC
CORP
US
N
1
N
N
N
First Financial Bankshares, Inc.
549300XN3GTGOENGNV49
First Financial Bankshares, Inc.
32020R109
9976.00000000
NS
USD
466178.48000000
0.468544131158
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
8004.00000000
NS
USD
465432.60000000
0.467794466145
Long
EC
CORP
US
N
1
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
-11136.00000000
NS
USD
-458914.56000000
-0.46124334995
Short
EC
CORP
US
N
1
N
N
N
Covetrus, Inc.
5493009S30DUFCF75V87
Covetrus, Inc.
22304C100
-12528.00000000
NS
USD
-375464.16000000
-0.37736947580
Short
EC
CORP
US
N
1
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
-5336.00000000
NS
USD
-486109.60000000
-0.48857639284
Short
EC
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
-11832.00000000
NS
USD
-446421.36000000
-0.44868675244
Short
EC
CORP
US
N
1
N
N
N
Santander Consumer USA Holdings, Inc.
5493004SHNXEHHZ58X76
Santander Consumer USA Holdings, Inc.
80283M101
-17400.00000000
NS
USD
-470844.00000000
-0.47323332662
Short
EC
CORP
US
N
1
N
N
N
Franklin Resources, Inc.
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
16936.00000000
NS
USD
501305.60000000
0.503849505873
Long
EC
CORP
US
N
1
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
1972.00000000
NS
USD
490653.32000000
0.493143170228
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
-2552.00000000
NS
USD
-480643.68000000
-0.48308273569
Short
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
1856.00000000
NS
USD
457986.56000000
0.460310640760
Long
EC
CORP
US
N
1
N
N
N
Ventas, Inc.
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
-8236.00000000
NS
USD
-439308.24000000
-0.44153753648
Short
EC
CORP
US
N
1
N
N
N
Crane Co.
549300X1RO9ID7AUCA83
Crane Co.
224399105
-5220.00000000
NS
USD
-490210.20000000
-0.49269780158
Short
EC
CORP
US
N
1
N
N
N
Selective Insurance Group, Inc.
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
6728.00000000
NS
USD
488049.12000000
0.490525755056
Long
EC
CORP
US
N
1
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760108
-18328.00000000
NS
USD
-545807.84000000
-0.54857757520
Short
EC
CORP
US
N
1
N
N
N
Tandem Diabetes Care, Inc.
549300JEPFOD0K4D3I05
Tandem Diabetes Care, Inc.
875372203
-4872.00000000
NS
USD
-429954.00000000
-0.43213582782
Short
EC
CORP
US
N
1
N
N
N
Graco, Inc.
4T5VJ4S81BRT6Q7GGT78
Graco, Inc.
384109104
6612.00000000
NS
USD
473551.44000000
0.475954505694
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
-6728.00000000
NS
USD
-489462.00000000
-0.49194580480
Short
EC
CORP
US
N
1
N
N
N
Murphy USA, Inc.
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
3596.00000000
NS
USD
519837.76000000
0.522475708451
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
064058100
10440.00000000
NS
USD
493707.60000000
0.496212949358
Long
EC
CORP
US
N
1
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404A109
-8584.00000000
NS
USD
-490489.76000000
-0.49297878023
Short
EC
CORP
US
N
1
N
N
N
Rayonier, Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc.
754907103
13108.00000000
NS
USD
422733.00000000
0.424878184417
Long
EC
CORP
US
N
1
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
2552.00000000
NS
USD
491719.36000000
0.494214619913
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
-4408.00000000
NS
USD
-458652.40000000
-0.46097985960
Short
EC
CORP
NL
N
1
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
-20300.00000000
NS
USD
-502222.00000000
-0.50477055620
Short
EC
CORP
US
N
1
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc., Class B
913903100
-3364.00000000
NS
USD
-448723.96000000
-0.45100103713
Short
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide Corp.
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp.
57164Y107
-2784.00000000
NS
USD
-484917.12000000
-0.48737786153
Short
EC
CORP
US
N
1
N
N
N
MAXIMUS, Inc.
549300DQCDS8HJ7QF202
MAXIMUS, Inc.
577933104
5452.00000000
NS
USD
485446.08000000
0.487909505771
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp.
549300VQZPJU97H3GT17
SL Green Realty Corp.
78440X804
-6612.00000000
NS
USD
-462773.88000000
-0.46512225430
Short
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
-2552.00000000
NS
USD
-513819.68000000
-0.51642708933
Short
EC
CORP
NL
N
1
N
N
N
Smartsheet, Inc.
549300N9WF42OK9VL589
Smartsheet, Inc., Class A
83200N103
6148.00000000
NS
USD
392980.16000000
0.394974361814
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
2204.00000000
NS
USD
529863.64000000
0.532552465391
Long
EC
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
N/A
-15892.00000000
NS
USD
-470085.36000000
-0.47247083685
Short
EC
CORP
BM
N
1
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
-1856.00000000
NS
USD
-473335.68000000
-0.47573765080
Short
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
-928.00000000
NS
USD
-553644.80000000
-0.55645430433
Short
EC
CORP
US
N
1
N
N
N
Paylocity Holding Corp.
549300VH75FTB4DIEE07
Paylocity Holding Corp.
70438V106
-2320.00000000
NS
USD
-417205.60000000
-0.41932273528
Short
EC
CORP
US
N
1
N
N
N
Alaska Air Group, Inc.
529900G48RT4KWLC6C27
Alaska Air Group, Inc.
011659109
-6844.00000000
NS
USD
-473673.24000000
-0.47607692377
Short
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
-5452.00000000
NS
USD
-422420.96000000
-0.42456456095
Short
EC
CORP
US
N
1
N
N
N
Lyft, Inc.
549300H7I5VN334XVZ52
Lyft, Inc., Class A
55087P104
-7888.00000000
NS
USD
-498363.84000000
-0.50089281773
Short
EC
CORP
US
N
1
N
N
N
Dollar Tree, Inc.
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746108
4408.00000000
NS
USD
504539.68000000
0.507099997410
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corp.
87161C501
-10440.00000000
NS
USD
-477630.00000000
-0.48005376259
Short
EC
CORP
US
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
-580.00000000
NS
USD
-428585.20000000
-0.43076008176
Short
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
928.00000000
NS
USD
439073.92000000
0.441302027414
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
-17400.00000000
NS
USD
-463188.00000000
-0.46553847578
Short
EC
CORP
US
N
1
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
-3596.00000000
NS
USD
-478771.44000000
-0.48120099490
Short
EC
CORP
US
N
1
N
N
N
Tradeweb Markets, Inc.
N/A
Tradeweb Markets, Inc., Class A
892672106
6612.00000000
NS
USD
489288.00000000
0.491770921828
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
2784.00000000
NS
USD
492990.72000000
0.495492431507
Long
EC
CORP
US
N
1
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417106
-9976.00000000
NS
USD
-439642.32000000
-0.44187331179
Short
EC
CORP
US
N
1
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370C100
-3248.00000000
NS
USD
-447087.20000000
-0.44935597129
Short
EC
CORP
US
N
1
N
N
N
Tyler Technologies, Inc.
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
1044.00000000
NS
USD
443209.32000000
0.445458412753
Long
EC
CORP
US
N
1
N
N
N
Nielsen Holdings plc
549300ZVCBHQE0XHG367
Nielsen Holdings plc
N/A
19488.00000000
NS
USD
490123.20000000
0.492610360102
Long
EC
CORP
GB
N
1
N
N
N
SolarEdge Technologies, Inc.
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417M104
-1508.00000000
NS
USD
-433459.52000000
-0.43565913679
Short
EC
CORP
US
N
1
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
6728.00000000
NS
USD
487981.84000000
0.490458133640
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
7192.00000000
NS
USD
464818.96000000
0.467177712191
Long
EC
CORP
US
N
1
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Co.
146869102
-1624.00000000
NS
USD
-426137.60000000
-0.42830006126
Short
EC
CORP
US
N
1
N
N
N
Zoom Video Communications, Inc.
549300T9GCHU0ODOM055
Zoom Video Communications, Inc., Class A
98980L101
1160.00000000
NS
USD
372696.40000000
0.374587670636
Long
EC
CORP
US
N
1
N
N
N
DocuSign, Inc.
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
1856.00000000
NS
USD
375747.20000000
0.377653952107
Long
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT, Inc.
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
-24824.00000000
NS
USD
-430944.64000000
-0.43313149488
Short
EC
CORP
US
N
1
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
-4988.00000000
NS
USD
-496156.36000000
-0.49867413574
Short
EC
CORP
US
N
1
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
1856.00000000
NS
USD
527178.24000000
0.529853438165
Long
EC
CORP
US
N
1
N
N
N
FirstCash, Inc.
549300V2X3UU7K0DG350
FirstCash, Inc.
33767D105
7076.00000000
NS
USD
464680.92000000
0.467038971699
Long
EC
CORP
US
N
1
N
N
N
Seagen, Inc.
N/A
Seagen, Inc.
81181C104
2900.00000000
NS
USD
402694.00000000
0.404737495288
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
1044.00000000
NS
USD
529569.00000000
0.532256330222
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates, Inc.
529900Q1GJP7KD52SW51
Manhattan Associates, Inc.
562750109
-3596.00000000
NS
USD
-422098.48000000
-0.42424044450
Short
EC
CORP
US
N
1
N
N
N
Incyte Corp.
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
5800.00000000
NS
USD
471366.00000000
0.473757975545
Long
EC
CORP
US
N
1
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937P106
1160.00000000
NS
USD
310218.80000000
0.311793024240
Long
EC
CORP
US
N
1
N
N
N
Avangrid, Inc.
549300OX0Q38NLSKPB49
Avangrid, Inc.
05351W103
10092.00000000
NS
USD
502682.52000000
0.505233413138
Long
EC
CORP
US
N
1
N
N
N
TCF Financial Corp.
549300UK6KFVK4A0D603
TCF Financial Corp.
872307103
-9860.00000000
NS
USD
-458095.60000000
-0.46042023409
Short
EC
CORP
US
N
1
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
2204.00000000
NS
USD
494004.56000000
0.496511416300
Long
EC
CORP
US
N
1
N
N
N
CoreSite Realty Corp.
549300H0YYORITFM2B74
CoreSite Realty Corp.
21870Q105
3828.00000000
NS
USD
458785.80000000
0.461113936552
Long
EC
CORP
US
N
1
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304101
-7888.00000000
NS
USD
-465076.48000000
-0.46743653899
Short
EC
CORP
US
N
1
N
N
N
Toro Co. (The)
YJKE4YIT6BWQHVEW0D14
Toro Co. (The)
891092108
4524.00000000
NS
USD
466605.36000000
0.468973177387
Long
EC
CORP
US
N
1
N
N
N
Universal Display Corp.
N/A
Universal Display Corp.
91347P105
-2204.00000000
NS
USD
-521841.08000000
-0.52448919442
Short
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market, Inc.
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc.
85208M102
20996.00000000
NS
USD
558913.52000000
0.561749760781
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
6380.00000000
NS
USD
484624.80000000
0.487084058135
Long
EC
CORP
US
N
1
N
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048109
11832.00000000
NS
USD
497298.96000000
0.499822533934
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
-2668.00000000
NS
USD
-432642.88000000
-0.43483835270
Short
EC
CORP
US
N
1
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667101
-1856.00000000
NS
USD
-452084.48000000
-0.45437861029
Short
EC
CORP
US
N
1
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
3248.00000000
NS
USD
439681.76000000
0.441912951935
Long
EC
CORP
US
N
1
N
N
N
Univar Solutions, Inc.
549300VSXHFQVR770L55
Univar Solutions, Inc.
91336L107
-20996.00000000
NS
USD
-452253.84000000
-0.45454882972
Short
EC
CORP
US
N
1
N
N
N
Pluralsight, Inc.
254900B3VHPCKNREOX50
Pluralsight, Inc., Class A
72941B106
-21576.00000000
NS
USD
-482007.84000000
-0.48445381821
Short
EC
CORP
US
N
1
N
N
N
Amedisys, Inc.
5299001RBS9GK9STN379
Amedisys, Inc.
023436108
1624.00000000
NS
USD
430018.96000000
0.432201117466
Long
EC
CORP
US
N
1
N
N
N
PROG Holdings, Inc.
549300DHYTLBOVRXIG52
PROG Holdings, Inc.
74319R101
-9512.00000000
NS
USD
-411774.48000000
-0.41386405473
Short
EC
CORP
US
N
1
N
N
N
Brixmor Property Group, Inc.
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc.
11120U105
-22504.00000000
NS
USD
-455255.92000000
-0.45756614396
Short
EC
CORP
US
N
1
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
2088.00000000
NS
USD
499157.28000000
0.501690284092
Long
EC
CORP
US
N
1
N
N
N
Zynga, Inc.
549300XNQ0U2EL088Z74
Zynga, Inc., Class A
98986T108
40020.00000000
NS
USD
408604.20000000
0.410677686959
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
1276.00000000
NS
USD
471482.00000000
0.473874564194
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp.
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
-5104.00000000
NS
USD
-464923.36000000
-0.46728264197
Short
EC
CORP
US
N
1
N
N
N
Fastly, Inc.
549300E2FZC83FJ3H565
Fastly, Inc., Class A
31188V100
5916.00000000
NS
USD
398028.48000000
0.400048299822
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
3480.00000000
NS
USD
467990.40000000
0.470365245857
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corp.
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
-18212.00000000
NS
USD
-591707.88000000
-0.59471053776
Short
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp.
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp.
099502106
5916.00000000
NS
USD
476415.48000000
0.478833079440
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
2668.00000000
NS
USD
504225.32000000
0.506784042171
Long
EC
CORP
US
N
1
N
N
N
Wayfair, Inc.
54930027N9ZAVYFDHK53
Wayfair, Inc., Class A
94419L101
-1740.00000000
NS
USD
-547665.00000000
-0.55044415947
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRSI
N/A
7663385.74000000
PA
USD
3105826.69000000
3.121587397160
N/A
DE
N/A
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Dow Jones U.S. Low Beta Total Return Index
DJTLABT
Y
2021-09-30
0.00000000
USD
0.00000000
USD
7663386.00000000
USD
3105826.69000000
N
N
N
Moderna, Inc.
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
3016.00000000
NS
USD
394945.20000000
0.396949373530
Long
EC
CORP
US
N
1
N
N
N
TripAdvisor, Inc.
549300XVG45PT5BART17
TripAdvisor, Inc.
896945201
-9860.00000000
NS
USD
-530369.40000000
-0.53306079190
Short
EC
CORP
US
N
1
N
N
N
Nutanix, Inc.
549300X7J6E8TKVIXW09
Nutanix, Inc., Class A
67059N108
-14152.00000000
NS
USD
-375877.12000000
-0.37778453139
Short
EC
CORP
US
N
1
N
N
N
Extra Space Storage, Inc.
N/A
Extra Space Storage, Inc.
30225T102
3596.00000000
NS
USD
476649.80000000
0.479068588511
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
3596.00000000
NS
USD
474132.60000000
0.476538614826
Long
EC
CORP
CH
N
1
N
N
N
National Fuel Gas Co.
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co.
636180101
9976.00000000
NS
USD
498700.24000000
0.501230924815
Long
EC
CORP
US
N
1
N
N
N
Performance Food Group Co.
549300EUK8GR9IT1YK57
Performance Food Group Co.
71377A103
-8236.00000000
NS
USD
-474475.96000000
-0.47688371722
Short
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
-8120.00000000
NS
USD
-434338.80000000
-0.43654287875
Short
EC
CORP
US
N
1
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565104
9164.00000000
NS
USD
467822.20000000
0.470196192316
Long
EC
CORP
US
N
1
N
N
N
Valmont Industries, Inc.
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253101
1972.00000000
NS
USD
468685.24000000
0.471063611865
Long
EC
CORP
US
N
1
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
-3480.00000000
NS
USD
-423446.40000000
-0.42559520460
Short
EC
CORP
US
N
1
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E101
-15544.00000000
NS
USD
-507045.28000000
-0.50961831223
Short
EC
CORP
US
N
1
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
4176.00000000
NS
USD
585099.36000000
0.588068482424
Long
EC
CORP
US
N
1
N
N
N
Cloudflare, Inc.
5493007DY18BGNLDWU14
Cloudflare, Inc., Class A
18915M107
5916.00000000
NS
USD
415658.16000000
0.417767442710
Long
EC
CORP
US
N
1
N
N
N
New Residential Investment Corp.
549300WNTHGEO5LP2G31
New Residential Investment Corp.
64828T201
-45820.00000000
NS
USD
-515475.00000000
-0.51809080935
Short
EC
CORP
US
N
1
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
696.00000000
NS
USD
472994.64000000
0.475394880178
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
-5684.00000000
NS
USD
-447558.16000000
-0.44982932120
Short
EC
CORP
US
N
1
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
7424.00000000
NS
USD
454645.76000000
0.456952887666
Long
EC
CORP
US
N
1
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023U101
-13340.00000000
NS
USD
-487710.40000000
-0.49018531620
Short
EC
CORP
US
N
1
N
N
N
Virtu Financial, Inc.
5493001OPW2K42CH3884
Virtu Financial, Inc., Class A
928254101
16820.00000000
NS
USD
522261.00000000
0.524911245330
Long
EC
CORP
US
N
1
N
N
N
2021-04-30
AGF Investments Trust
Joshua Hunter
Joshua Hunter
Principal Financial Officer and Treasurer
XXXX