0001752724-21-190099.txt : 20210827
0001752724-21-190099.hdr.sgml : 20210827
20210827144040
ACCESSION NUMBER: 0001752724-21-190099
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210827
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RYDEX VARIABLE TRUST
CENTRAL INDEX KEY: 0001064046
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08821
FILM NUMBER: 211217936
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
0001064046
S000003729
Guggenheim Long Short Equity Fund
C000010398
Variable Annuity
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001064046
XXXXXXXX
S000003729
C000010398
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Long Short Equity Fund
S000003729
5493000OCWEFVH5WSK57
2021-12-31
2021-06-30
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66779.50
27171981.64
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
Portland General Electric Co
GJOUP9M7C39GLSK9R870
Portland General Electric Co.
736508847
1580.00000000
NS
USD
72806.40000000
0.267946596477
Long
EC
CORP
US
N
1
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp.
902681105
4255.00000000
NS
USD
197049.05000000
0.725192047494
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
3494.00000000
NS
USD
105483.86000000
0.388208196949
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co.
254687106
264.00000000
NS
USD
46403.28000000
0.170776208429
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Custom Basket
N/A
0.00000000
NC
USD
-482330.60000000
-1.77510277457
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Short Custom Basket
N/A
ManpowerGroup, Inc.
-949.00000000
USD
-112845.59000000
USD
Xcel Energy, Inc.
-2032.00000000
USD
-133868.16000000
USD
Comerica, Inc.
-929.00000000
USD
-66274.86000000
USD
Verisk Analytics, Inc.
-1171.00000000
USD
-204597.12000000
USD
Republic Services, Inc.
-1842.00000000
USD
-202638.42000000
USD
Exponent, Inc.
-549.00000000
USD
-48976.29000000
USD
Sailpoint Technologies Holdings, Inc.
-587.00000000
USD
-29978.09000000
USD
First Republic Bank
-1047.00000000
USD
-195966.99000000
USD
Uber Technologies, Inc.
-1710.00000000
USD
-85705.20000000
USD
Phillips 66
-445.00000000
USD
-38189.90000000
USD
Bank of America Corp.
-3987.00000000
USD
-164384.01000000
USD
Pioneer Natural Resources Co.
-1225.00000000
USD
-199087.00000000
USD
Schlumberger N.V.
-5630.00000000
USD
-180216.30000000
USD
HubSpot, Inc.
-54.00000000
USD
-31466.88000000
USD
Global Net Lease, Inc.
-2784.00000000
USD
-51504.00000000
USD
Liberty Broadband Corp.
-564.00000000
USD
-97944.24000000
USD
Healthpeak Properties, Inc.
-4981.00000000
USD
-165817.49000000
USD
United Parcel Service, Inc.
-221.00000000
USD
-45961.37000000
USD
Copart, Inc.
-1007.00000000
USD
-132752.81000000
USD
Hess Corp.
-950.00000000
USD
-82954.00000000
USD
Federal Realty Investment Trust
-494.00000000
USD
-57881.98000000
USD
Black Hills Corp.
-1058.00000000
USD
-69436.54000000
USD
Bank of New York Mellon Corp.
-810.00000000
USD
-41496.30000000
USD
Prologis, Inc.
-980.00000000
USD
-117139.40000000
USD
Crown Castle International Corp.
-386.00000000
USD
-75308.60000000
USD
Digital Realty Trust, Inc.
-815.00000000
USD
-122624.90000000
USD
Truist Financial Corp.
-2275.00000000
USD
-126262.50000000
USD
Rayonier, Inc.
-2596.00000000
USD
-93274.28000000
USD
TransUnion
-1157.00000000
USD
-127050.17000000
USD
Boeing Co.
-355.00000000
USD
-85043.80000000
USD
Alnylam Pharmaceuticals, Inc.
-251.00000000
USD
-42549.52000000
USD
Ball Corp.
-848.00000000
USD
-68704.96000000
USD
JBG SMITH Properties
-5518.00000000
USD
-173872.18000000
USD
Lincoln National Corp.
-1399.00000000
USD
-87913.16000000
USD
Wells Fargo & Co.
-886.00000000
USD
-40126.94000000
USD
UDR, Inc.
-3613.00000000
USD
-176964.74000000
USD
Alexandria Real Estate Equities, Inc.
-559.00000000
USD
-101704.46000000
USD
Marriott International, Inc.
-287.00000000
USD
-39181.24000000
USD
SBA Communications Corp.
-142.00000000
USD
-45255.40000000
USD
KBR, Inc.
-3115.00000000
USD
-118837.25000000
USD
Stericycle, Inc.
-2474.00000000
USD
-177014.70000000
USD
Ceridian HCM Holding, Inc.
-619.00000000
USD
-59374.48000000
USD
Baker Hughes Co.
-2743.00000000
USD
-62732.41000000
USD
US Ecology, Inc.
-1736.00000000
USD
-65134.72000000
USD
Tetra Tech, Inc.
-524.00000000
USD
-63948.96000000
USD
Prudential Financial, Inc.
-1558.00000000
USD
-159648.26000000
USD
Raytheon Technologies Corp.
-1822.00000000
USD
-155434.82000000
USD
Avalara, Inc.
-201.00000000
USD
-32521.80000000
USD
Rapid7, Inc.
-639.00000000
USD
-60468.57000000
USD
CenterPoint Energy, Inc.
-2107.00000000
USD
-51663.64000000
USD
Blackline, Inc.
-261.00000000
USD
-29041.47000000
USD
Charles Schwab Corp.
-2147.00000000
USD
-156323.07000000
USD
Freshpet, Inc.
-517.00000000
USD
-84250.32000000
USD
Alaska Air Group, Inc.
-1976.00000000
USD
-119172.56000000
USD
FedEx Corp.
-276.00000000
USD
-82339.08000000
USD
Okta, Inc.
-259.00000000
USD
-63372.12000000
USD
Clarivate plc
-2317.00000000
USD
-63787.01000000
USD
U.S. Bancorp
-2786.00000000
USD
-158718.42000000
USD
Southwest Airlines Co.
-2998.00000000
USD
-159163.82000000
USD
NOV, Inc.
-3309.00000000
USD
-50693.88000000
USD
Host Hotels & Resorts, Inc.
-5514.00000000
USD
-94234.26000000
USD
MSA Safety, Inc.
-531.00000000
USD
-87922.98000000
USD
ChampionX Corp.
-3710.00000000
USD
-95161.50000000
USD
Invitation Homes, Inc.
-2336.00000000
USD
-87109.44000000
USD
United Airlines Holdings, Inc.
-2325.00000000
USD
-121574.25000000
USD
Edison International
-3007.00000000
USD
-173864.74000000
USD
Americold Realty Trust
-3589.00000000
USD
-135843.65000000
USD
TransDigm Group, Inc.
-83.00000000
USD
-53725.07000000
USD
Smartsheet, Inc.
-430.00000000
USD
-31097.60000000
USD
McCormick & Company, Inc.
-1150.00000000
USD
-101568.00000000
USD
Welltower, Inc.
-936.00000000
USD
-77781.60000000
USD
OGE Energy Corp.
-2503.00000000
USD
-84225.95000000
USD
CyrusOne, Inc.
-1004.00000000
USD
-71806.08000000
USD
State Street Corp.
-1364.00000000
USD
-112229.92000000
USD
Hilton Worldwide Holdings, Inc.
-454.00000000
USD
-54761.48000000
USD
Tyler Technologies, Inc.
-64.00000000
USD
-28951.68000000
USD
Ingersoll Rand, Inc.
-1854.00000000
USD
-90493.74000000
USD
Morgan Stanley
-4078.00000000
USD
-373911.82000000
USD
American Tower Corp.
-194.00000000
USD
-52407.16000000
USD
ONE Gas, Inc.
-2184.00000000
USD
-161878.08000000
USD
Rollins, Inc.
-2383.00000000
USD
-81498.60000000
USD
Howard Hughes Corp.
-758.00000000
USD
-73874.68000000
USD
Halliburton Co.
-8368.00000000
USD
-193468.16000000
USD
Equitable Holdings, Inc.
-2337.00000000
USD
-71161.65000000
USD
Cintas Corp.
-568.00000000
USD
-216976.00000000
USD
Delta Air Lines, Inc.
-3734.00000000
USD
-161532.84000000
USD
Twilio, Inc.
-84.00000000
USD
-33109.44000000
USD
Norfolk Southern Corp.
-558.00000000
USD
-148098.78000000
USD
Jacobs Engineering Group, Inc.
-1435.00000000
USD
-191457.70000000
USD
Camden Property Trust
-889.00000000
USD
-117943.63000000
USD
Cooper Companies, Inc.
-109.00000000
USD
-43193.43000000
USD
American Homes 4 Rent
-1499.00000000
USD
-58236.15000000
USD
American International Group, Inc.
-1343.00000000
USD
-63926.80000000
USD
Brink's Co.
-716.00000000
USD
-55017.44000000
USD
Mid-America Apartment Communities, Inc.
-561.00000000
USD
-94483.62000000
USD
Equinix, Inc.
-176.00000000
USD
-141257.60000000
USD
Q2 Holdings, Inc.
-898.00000000
USD
-92116.84000000
USD
CoStar Group, Inc.
-1210.00000000
USD
-100212.20000000
USD
XPO Logistics, Inc.
-623.00000000
USD
-87151.47000000
USD
Quaker Chemical Corp.
-253.00000000
USD
-60009.07000000
USD
Loews Corp.
-1296.00000000
USD
-70826.40000000
USD
Ryman Hospitality Properties, Inc.
-597.00000000
USD
-47139.12000000
USD
Waste Management, Inc.
-1415.00000000
USD
-198255.65000000
USD
Anaplan, Inc.
-521.00000000
USD
-27769.30000000
USD
Rexford Industrial Realty, Inc.
-2381.00000000
USD
-135597.95000000
USD
Guardant Health, Inc.
-501.00000000
USD
-62219.19000000
USD
Atmos Energy Corp.
-1647.00000000
USD
-158293.17000000
USD
Zendesk, Inc.
-414.00000000
USD
-59756.76000000
USD
IAA, Inc.
-1336.00000000
USD
-72865.44000000
USD
Coupa Software, Inc.
-232.00000000
USD
-60809.52000000
USD
Brookline Bancorp, Inc.
-4914.00000000
USD
-73464.30000000
USD
Linde plc
-141.00000000
USD
-40763.10000000
USD
Casella Waste Systems, Inc.
-2101.00000000
USD
-133266.43000000
USD
Leidos Holdings, Inc.
-903.00000000
USD
-91293.30000000
USD
Equifax, Inc.
-437.00000000
USD
-104665.87000000
USD
Archer-Daniels-Midland Co.
-2231.00000000
USD
-135198.60000000
USD
Exelon Corp.
-3433.00000000
USD
-152116.23000000
USD
Ovintiv, Inc.
-3742.00000000
USD
-117760.74000000
USD
Sun Communities, Inc.
-799.00000000
USD
-136948.60000000
USD
JetBlue Airways Corp.
-5942.00000000
USD
-99706.76000000
USD
Y
GS Equity Custom Basket - Tenor At Maturity
2024-05-06
0.00000000
USD
0.00000000
USD
-12090552.68000000
USD
-482330.60000000
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global, Inc.
12508E101
2157.00000000
NS
USD
107181.33000000
0.394455330568
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
432.00000000
NS
USD
45247.68000000
0.166523298151
Long
EC
CORP
US
N
1
N
N
N
Watts Water Technologies Inc
549300REJOO94ERQN318
Watts Water Technologies, Inc.
942749102
1002.00000000
NS
USD
146201.82000000
0.538060940630
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
1689.00000000
NS
USD
94820.46000000
0.348964095649
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
1573.00000000
NS
USD
426125.70000000
1.568254040672
Long
EC
CORP
US
N
1
N
N
N
Sanmina Corp
X5K24XLM8QYRXF00EB42
Sanmina Corp.
801056102
1541.00000000
NS
USD
60037.36000000
0.220953189191
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
605.00000000
NS
USD
79841.85000000
0.293838892789
Long
EC
CORP
US
N
1
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA, Inc.
87901J105
4696.00000000
NS
USD
88096.96000000
0.324219856936
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co.
636180101
1609.00000000
NS
USD
84070.25000000
0.309400510841
Long
EC
CORP
US
N
1
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp.
156782104
1478.00000000
NS
USD
115520.48000000
0.425145583897
Long
EC
CORP
US
N
1
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co.
891092108
2208.00000000
NS
USD
242615.04000000
0.892886809708
Long
EC
CORP
US
N
1
N
N
N
WWE
549300WZVLSCS3L4L698
World Wrestling Entertainment, Inc.
98156Q108
1046.00000000
NS
USD
60552.94000000
0.222850658454
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Companies, Inc.
89417E109
687.00000000
NS
USD
102850.77000000
0.378517736993
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
57.00000000
NS
USD
33381.48000000
0.122852578226
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
154.00000000
NS
USD
58265.90000000
0.214433753017
Long
EC
CORP
US
N
1
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
200.00000000
NS
USD
70160.00000000
0.258207152240
Long
EC
CORP
US
N
1
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd.
92240M108
5827.00000000
NS
USD
82393.78000000
0.303230662715
Long
EC
CORP
US
N
1
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
Eagle Materials, Inc.
26969P108
1022.00000000
NS
USD
145236.42000000
0.534508016103
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
886.00000000
NS
USD
86739.40000000
0.319223681029
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Hol
OZ7UA8IXAIFILY2VZH07
Laboratory Corporation of America Holdings
50540R409
228.00000000
NS
USD
62893.80000000
0.231465635570
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
364.00000000
NS
USD
79359.28000000
0.292062908960
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
3254.00000000
NS
USD
174609.64000000
0.642609149061
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236101
902.00000000
NS
USD
47932.28000000
0.176403328380
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
528.00000000
NS
USD
93466.56000000
0.343981389500
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp.
243537107
141.00000000
NS
USD
54153.87000000
0.199300407005
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd.
N/A
1964.00000000
NS
USD
88281.80000000
0.324900116486
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
3826.00000000
NS
USD
149826.16000000
0.551399459873
Long
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc.
928298108
6519.00000000
NS
USD
147003.45000000
0.541011148717
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
198.00000000
NS
USD
47864.52000000
0.176153953856
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PL
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
1160.00000000
NS
USD
101998.80000000
0.375382264537
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
1019.00000000
NS
USD
146562.77000000
0.539389331046
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
666.00000000
NS
USD
98441.46000000
0.362290322819
Long
EC
CORP
US
N
1
N
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group, Inc.
65336K103
413.00000000
NS
USD
61074.44000000
0.224769914867
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
1794.00000000
NS
USD
105684.54000000
0.388946751842
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings
529900RP7DJ882LI9T83
Allison Transmission Holdings, Inc.
01973R101
3228.00000000
NS
USD
128280.72000000
0.472106604882
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
294.00000000
NS
USD
57521.10000000
0.211692694195
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
564.00000000
NS
USD
65773.68000000
0.242064347280
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co.
427866108
685.00000000
NS
USD
119313.30000000
0.439104153612
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
446.00000000
NS
USD
89926.98000000
0.330954809227
Long
EC
CORP
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc.
79466L302
130.00000000
NS
USD
31755.10000000
0.116867074403
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp.
482480100
148.00000000
NS
USD
47983.08000000
0.176590285668
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
66.00000000
NS
USD
52806.60000000
0.194342100990
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423102
630.00000000
NS
USD
46890.90000000
0.172570777579
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group Inc
5493004DT6DCDUZNDM53
Interactive Brokers Group, Inc.
45841N107
1330.00000000
NS
USD
87420.90000000
0.321731779294
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
3310.00000000
NS
USD
175430.00000000
0.645628288448
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
568.00000000
NS
USD
45724.00000000
0.168276280345
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572207
227.00000000
NS
USD
146253.83000000
0.538252351034
Long
EC
CORP
US
N
1
N
N
N
Hanover Insurance Group Inc/Th
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc.
410867105
1262.00000000
NS
USD
171177.68000000
0.629978638539
Long
EC
CORP
US
N
1
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
Ingevity Corp.
45688C107
770.00000000
NS
USD
62647.20000000
0.230558083065
Long
EC
CORP
US
N
1
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp.
570535104
86.00000000
NS
USD
102057.06000000
0.375596676577
Long
EC
CORP
US
N
1
N
N
N
Yelp Inc
5299007OU2DOSXPQBO35
Yelp, Inc.
985817105
1171.00000000
NS
USD
46793.16000000
0.172211068813
Long
EC
CORP
US
N
1
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
First American Financial Corp.
31847R102
999.00000000
NS
USD
62287.65000000
0.229234845015
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
977.00000000
NS
USD
48087.94000000
0.176976197897
Long
EC
CORP
US
N
1
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited, Inc.
06652K103
1731.00000000
NS
USD
73896.39000000
0.271958044794
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
77.00000000
NS
USD
52336.90000000
0.192613482128
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
399.00000000
NS
USD
100551.99000000
0.370057625285
Long
EC
CORP
US
N
1
N
N
N
Cogent Communications Holdings
N/A
Cogent Communications Holdings, Inc.
19239V302
1365.00000000
NS
USD
104954.85000000
0.386261301772
Long
EC
CORP
US
N
1
N
N
N
Evercore Inc
529900P6KLPT95DW3W58
Evercore, Inc.
29977A105
696.00000000
NS
USD
97975.92000000
0.360577013844
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc.
172755100
1075.00000000
NS
USD
91504.00000000
0.336758655339
Long
EC
CORP
US
N
1
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd.
N/A
424.00000000
NS
USD
101302.08000000
0.372818152691
Long
EC
CORP
US
N
1
N
N
N
Vanda Pharmaceuticals Inc
529900AY8VOOQBKJ0O70
Vanda Pharmaceuticals, Inc.
921659108
2476.00000000
NS
USD
53258.76000000
0.196006168065
Long
EC
CORP
US
N
1
N
N
N
OSI Systems Inc
DDX3MPX1Y8YD30050X33
OSI Systems, Inc.
671044105
1172.00000000
NS
USD
119122.08000000
0.438400413993
Long
EC
CORP
US
N
1
N
N
N
MGE Energy Inc
N/A
MGE Energy, Inc.
55277P104
2477.00000000
NS
USD
184387.88000000
0.678595630024
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation, Inc.
05329W102
914.00000000
NS
USD
86656.34000000
0.318917998503
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
1221.00000000
NS
USD
158607.90000000
0.583718560174
Long
EC
CORP
US
N
1
N
N
N
Exelixis Inc
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
2675.00000000
NS
USD
48738.50000000
0.179370428869
Long
EC
CORP
US
N
1
N
N
N
Meritage Homes Corp.
52990044W9UMFJO2FB97
Meritage Homes Corp.
59001A102
593.00000000
NS
USD
55789.44000000
0.205319732433
Long
EC
CORP
US
N
1
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group plc
N/A
1989.00000000
NS
USD
77193.09000000
0.284090763135
Long
EC
CORP
US
N
1
N
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International, Inc.
126349109
4895.00000000
NS
USD
230946.10000000
0.849942058182
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
3335.00000000
NS
USD
229648.10000000
0.845165078655
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K107
167.00000000
NS
USD
418555.44000000
1.540393503666
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339100
355.00000000
NS
USD
67939.90000000
0.250036603513
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
665.00000000
NS
USD
77093.45000000
0.283724061871
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp.
020002101
1294.00000000
NS
USD
168789.36000000
0.621188996210
Long
EC
CORP
US
N
1
N
N
N
Mercury General Corp
5493001Q9EXPCEL4W527
Mercury General Corp.
589400100
2331.00000000
NS
USD
151398.45000000
0.557185898348
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
5429.00000000
NS
USD
98970.67000000
0.364237954048
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
548.00000000
NS
USD
133607.88000000
0.491711947145
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co.
784117103
1188.00000000
NS
USD
73620.36000000
0.270942182191
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
222.00000000
NS
USD
45896.28000000
0.168910315810
Long
EC
CORP
US
N
1
N
N
N
Blueprint Medicines Corp
5299004CC60O9T5HVM83
Blueprint Medicines Corp.
09627Y109
853.00000000
NS
USD
75029.88000000
0.276129584489
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
178.00000000
NS
USD
49090.62000000
0.180666322575
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co.
959802109
2157.00000000
NS
USD
49546.29000000
0.182343307368
Long
EC
CORP
US
N
1
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157D109
336.00000000
NS
USD
52274.88000000
0.192385232305
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp.
294600101
4918.00000000
NS
USD
41852.18000000
0.154026969966
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
825.00000000
NS
USD
58368.75000000
0.214812267921
Long
EC
CORP
US
N
1
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
526.00000000
NS
USD
69279.46000000
0.254966534711
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
1261.00000000
NS
USD
106087.93000000
0.390431332559
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Custom Basket
N/A
0.00000000
NC
USD
694236.66000000
2.554972505126
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Long Custom Basket
N/A
Allison Transmission Holdings, Inc.
1193.00000000
USD
47409.82000000
USD
Brunswick Corp.
403.00000000
USD
40146.86000000
USD
SEI Investments Co.
439.00000000
USD
27204.83000000
USD
Ingevity Corp.
284.00000000
USD
23106.24000000
USD
Artisan Partners Asset Management, Inc.
320.00000000
USD
16262.40000000
USD
Federated Hermes, Inc.
927.00000000
USD
31434.57000000
USD
Antero Midstream Corp.
2097.00000000
USD
21787.83000000
USD
Fortive Corp.
440.00000000
USD
30685.60000000
USD
Gaming and Leisure Properties, Inc.
0.79000000
USD
36.60000000
USD
Pfizer, Inc.
1414.00000000
USD
55372.24000000
USD
McKesson Corp.
216.00000000
USD
41307.84000000
USD
Coherus Biosciences, Inc.
1606.00000000
USD
22210.98000000
USD
Innoviva, Inc.
1775.00000000
USD
23802.75000000
USD
Reliance Steel & Aluminum Co.
277.00000000
USD
41799.30000000
USD
Comcast Corp.
401.00000000
USD
22865.02000000
USD
Take-Two Interactive Software, Inc.
195.00000000
USD
34518.90000000
USD
Equitrans Midstream Corp.
1817.00000000
USD
15462.67000000
USD
Bristol-Myers Squibb Co.
1227.00000000
USD
81988.14000000
USD
Lennar Corp.
203.00000000
USD
20168.05000000
USD
Discover Financial Services
380.00000000
USD
44950.20000000
USD
CDK Global, Inc.
797.00000000
USD
39602.93000000
USD
Chemed Corp.
60.00000000
USD
28470.00000000
USD
Exelixis, Inc.
988.00000000
USD
18001.36000000
USD
Johnson & Johnson
450.00000000
USD
74133.00000000
USD
Regeneron Pharmaceuticals, Inc.
95.00000000
USD
53061.30000000
USD
Apple, Inc.
776.00000000
USD
106280.96000000
USD
Garmin Ltd.
439.00000000
USD
63496.96000000
USD
Humana, Inc.
67.00000000
USD
29662.24000000
USD
Intel Corp.
624.00000000
USD
35031.36000000
USD
AMERISAFE, Inc.
493.00000000
USD
29427.17000000
USD
OSI Systems, Inc.
433.00000000
USD
44010.12000000
USD
Ciena Corp.
394.00000000
USD
22414.66000000
USD
Grand Canyon Education, Inc.
219.00000000
USD
19703.43000000
USD
MAXIMUS, Inc.
219.00000000
USD
19265.43000000
USD
Adobe, Inc.
21.00000000
USD
12298.44000000
USD
PulteGroup, Inc.
623.00000000
USD
33997.11000000
USD
Cisco Systems, Inc.
1223.00000000
USD
64819.00000000
USD
Parker-Hannifin Corp.
118.00000000
USD
36238.98000000
USD
Highwoods Properties, Inc.
1286.00000000
USD
58088.62000000
USD
Travelers Companies, Inc.
254.00000000
USD
38026.34000000
USD
BankUnited, Inc.
639.00000000
USD
27278.91000000
USD
Paychex, Inc.
203.00000000
USD
21781.90000000
USD
Graco, Inc.
237.00000000
USD
17940.90000000
USD
Seagate Technology Holdings plc
428.00000000
USD
37634.04000000
USD
WEC Energy Group, Inc.
416.00000000
USD
37003.20000000
USD
Rambus, Inc.
1871.00000000
USD
44361.41000000
USD
Cogent Communications Holdings, Inc.
504.00000000
USD
38752.56000000
USD
Accenture plc
60.00000000
USD
17687.40000000
USD
AutoZone, Inc.
62.00000000
USD
92517.64000000
USD
Deckers Outdoor Corp.
52.00000000
USD
19971.64000000
USD
National Fuel Gas Co.
594.00000000
USD
31036.50000000
USD
AutoNation, Inc.
337.00000000
USD
31950.97000000
USD
Mettler-Toledo International, Inc.
34.00000000
USD
47101.56000000
USD
CMS Energy Corp.
1259.00000000
USD
74381.72000000
USD
JPMorgan Chase & Co.
144.00000000
USD
22397.76000000
USD
Bio-Rad Laboratories, Inc.
84.00000000
USD
54120.36000000
USD
VeriSign, Inc.
370.00000000
USD
84245.30000000
USD
American States Water Co.
814.00000000
USD
64761.84000000
USD
Timken Co.
387.00000000
USD
31188.33000000
USD
Everest Re Group Ltd.
147.00000000
USD
37045.47000000
USD
Mastercard, Inc.
47.00000000
USD
17159.23000000
USD
Arrow Electronics, Inc.
140.00000000
USD
15936.20000000
USD
Cummins, Inc.
202.00000000
USD
49249.62000000
USD
Prestige Consumer Healthcare, Inc.
624.00000000
USD
32510.40000000
USD
AGCO Corp.
173.00000000
USD
22555.74000000
USD
Lockheed Martin Corp.
57.00000000
USD
21565.95000000
USD
Public Service Enterprise Group, Inc.
1240.00000000
USD
74077.60000000
USD
Hill-Rom Holdings, Inc.
188.00000000
USD
21354.92000000
USD
Associated Banc-Corp.
1694.00000000
USD
34693.12000000
USD
NetApp, Inc.
344.00000000
USD
28146.08000000
USD
Blueprint Medicines Corp.
315.00000000
USD
27707.40000000
USD
PerkinElmer, Inc.
205.00000000
USD
31654.05000000
USD
RenaissanceRe Holdings Ltd.
180.00000000
USD
26787.60000000
USD
Worthington Industries, Inc.
324.00000000
USD
19822.32000000
USD
Molson Coors Beverage Co.
963.00000000
USD
51703.47000000
USD
LKQ Corp.
361.00000000
USD
17768.42000000
USD
Yelp, Inc.
432.00000000
USD
17262.72000000
USD
Progress Software Corp.
632.00000000
USD
29230.00000000
USD
Arch Capital Group Ltd.
922.00000000
USD
35902.68000000
USD
Juniper Networks, Inc.
1288.00000000
USD
35226.80000000
USD
PepsiCo, Inc.
195.00000000
USD
28893.15000000
USD
United Therapeutics Corp.
230.00000000
USD
41264.30000000
USD
Facebook, Inc.
143.00000000
USD
49722.53000000
USD
Organon & Co.
0.90000000
USD
27.23000000
USD
Masimo Corp.
77.00000000
USD
18668.65000000
USD
Visa, Inc.
73.00000000
USD
17068.86000000
USD
Masco Corp.
663.00000000
USD
39057.33000000
USD
Aflac, Inc.
1202.00000000
USD
64499.32000000
USD
Celanese Corp.
113.00000000
USD
17130.80000000
USD
Lexington Realty Trust
1344.00000000
USD
16060.80000000
USD
Microsoft Corp.
581.00000000
USD
157392.90000000
USD
Best Buy Company, Inc.
318.00000000
USD
36563.64000000
USD
Marsh & McLennan Companies, Inc.
271.00000000
USD
38124.28000000
USD
Cirrus Logic, Inc.
397.00000000
USD
33792.64000000
USD
AT&T, Inc.
335.00000000
USD
9641.30000000
USD
F5 Networks, Inc.
127.00000000
USD
23705.82000000
USD
Louisiana-Pacific Corp.
490.00000000
USD
29542.10000000
USD
W R Berkley Corp.
232.00000000
USD
17267.76000000
USD
Omnicom Group, Inc.
887.00000000
USD
70951.13000000
USD
Snap-on, Inc.
168.00000000
USD
37536.24000000
USD
Brighthouse Financial, Inc.
757.00000000
USD
34473.78000000
USD
Broadcom, Inc.
90.00000000
USD
42915.60000000
USD
Cincinnati Financial Corp.
208.00000000
USD
24256.96000000
USD
Kulicke & Soffa Industries, Inc.
460.00000000
USD
28152.00000000
USD
Healthcare Realty Trust, Inc.
1733.00000000
USD
52336.60000000
USD
NetScout Systems, Inc.
564.00000000
USD
16096.56000000
USD
International Business Machines Corp.
190.00000000
USD
27852.10000000
USD
John B Sanfilippo & Son, Inc.
492.00000000
USD
43576.44000000
USD
Chesapeake Utilities Corp.
441.00000000
USD
53065.53000000
USD
Evercore, Inc.
257.00000000
USD
36177.89000000
USD
HP, Inc.
1291.00000000
USD
38975.29000000
USD
Donaldson Company, Inc.
1130.00000000
USD
71788.90000000
USD
Acuity Brands, Inc.
125.00000000
USD
23378.75000000
USD
Northrop Grumman Corp.
109.00000000
USD
39613.87000000
USD
Cerner Corp.
546.00000000
USD
42675.36000000
USD
Fox Corp.
570.00000000
USD
21164.10000000
USD
Dropbox, Inc.
583.00000000
USD
17670.73000000
USD
Old Republic International Corp.
2116.00000000
USD
52709.56000000
USD
NVR, Inc.
5.00000000
USD
24866.50000000
USD
Oracle Corp.
210.00000000
USD
16346.40000000
USD
Arconic Corp.
0.25000000
USD
8.91000000
USD
MGE Energy, Inc.
915.00000000
USD
68112.60000000
USD
Sempra Energy
371.00000000
USD
49150.08000000
USD
Meritage Homes Corp.
219.00000000
USD
20603.52000000
USD
Synchrony Financial
1265.00000000
USD
61377.80000000
USD
Hershey Co.
253.00000000
USD
44067.54000000
USD
Hillenbrand, Inc.
531.00000000
USD
23406.48000000
USD
Sabra Health Care REIT, Inc.
988.00000000
USD
17981.60000000
USD
Procter & Gamble Co.
128.00000000
USD
17271.04000000
USD
Yum! Brands, Inc.
624.00000000
USD
71778.72000000
USD
Portland General Electric Co.
583.00000000
USD
26864.64000000
USD
Eagle Pharmaceuticals, Inc.
733.00000000
USD
31372.40000000
USD
TEGNA, Inc.
1735.00000000
USD
32548.60000000
USD
Safety Insurance Group, Inc.
619.00000000
USD
48455.32000000
USD
WW Grainger, Inc.
105.00000000
USD
45990.00000000
USD
Gilead Sciences, Inc.
1232.00000000
USD
84835.52000000
USD
Vector Group Ltd.
1289.00000000
USD
18226.46000000
USD
UnitedHealth Group, Inc.
43.00000000
USD
17218.92000000
USD
Amazon.com, Inc.
22.00000000
USD
75683.52000000
USD
Waters Corp.
91.00000000
USD
31450.51000000
USD
Telephone & Data Systems, Inc.
1454.00000000
USD
32947.64000000
USD
IDACORP, Inc.
746.00000000
USD
72735.00000000
USD
Bruker Corp.
235.00000000
USD
17855.30000000
USD
Sanmina Corp.
569.00000000
USD
22168.24000000
USD
Activision Blizzard, Inc.
699.00000000
USD
66712.56000000
USD
Stewart Information Services Corp.
374.00000000
USD
21202.06000000
USD
Incyte Corp.
466.00000000
USD
39204.58000000
USD
Raymond James Financial, Inc.
451.00000000
USD
58584.90000000
USD
Amgen, Inc.
295.00000000
USD
71906.25000000
USD
QUALCOMM, Inc.
178.00000000
USD
25441.54000000
USD
Verizon Communications, Inc.
1144.00000000
USD
64098.32000000
USD
Vanda Pharmaceuticals, Inc.
915.00000000
USD
19681.65000000
USD
Merck & Company, Inc.
895.00000000
USD
69604.15000000
USD
NVIDIA Corp.
24.00000000
USD
19202.40000000
USD
Genuine Parts Co.
140.00000000
USD
17705.80000000
USD
Radian Group, Inc.
1166.00000000
USD
25943.50000000
USD
Zoetis, Inc.
94.00000000
USD
17517.84000000
USD
Lincoln Electric Holdings, Inc.
194.00000000
USD
25551.74000000
USD
Lennox International, Inc.
73.00000000
USD
25608.40000000
USD
Sealed Air Corp.
404.00000000
USD
23937.00000000
USD
American Water Works Company, Inc.
298.00000000
USD
45930.74000000
USD
Viatris, Inc.
0.11700000
USD
1.67000000
USD
UGI Corp.
1572.00000000
USD
72799.32000000
USD
Affiliated Managers Group, Inc.
166.00000000
USD
25598.86000000
USD
Essent Group Ltd.
726.00000000
USD
32633.70000000
USD
Toro Co.
816.00000000
USD
89662.08000000
USD
Vertex Pharmaceuticals, Inc.
164.00000000
USD
33067.32000000
USD
HCA Healthcare, Inc.
82.00000000
USD
16952.68000000
USD
KLA Corp.
54.00000000
USD
17507.34000000
USD
Hologic, Inc.
628.00000000
USD
41900.16000000
USD
Baxter International, Inc.
209.00000000
USD
16824.50000000
USD
Texas Instruments, Inc.
307.00000000
USD
59036.10000000
USD
Citigroup, Inc.
305.00000000
USD
21578.75000000
USD
Nexstar Media Group, Inc.
152.00000000
USD
22477.76000000
USD
Kinder Morgan, Inc.
2006.00000000
USD
36569.38000000
USD
World Wrestling Entertainment, Inc.
386.00000000
USD
22345.54000000
USD
Qorvo, Inc.
108.00000000
USD
21130.20000000
USD
Pinnacle West Capital Corp.
547.00000000
USD
44837.59000000
USD
Brown & Brown, Inc.
333.00000000
USD
17695.62000000
USD
Quest Diagnostics, Inc.
223.00000000
USD
29429.31000000
USD
Abbott Laboratories
245.00000000
USD
28402.85000000
USD
Interactive Brokers Group, Inc.
491.00000000
USD
32273.43000000
USD
Tesla, Inc.
28.00000000
USD
19031.60000000
USD
Cboe Global Markets, Inc.
266.00000000
USD
31667.30000000
USD
Western Union Co.
797.00000000
USD
18307.09000000
USD
Williams Companies, Inc.
1432.00000000
USD
38019.60000000
USD
Carter's, Inc.
311.00000000
USD
32085.87000000
USD
Allstate Corp.
478.00000000
USD
62350.32000000
USD
Agilent Technologies, Inc.
246.00000000
USD
36361.26000000
USD
PayPal Holdings, Inc.
63.00000000
USD
18363.24000000
USD
Thermo Fisher Scientific, Inc.
120.00000000
USD
60536.40000000
USD
Gentherm, Inc.
495.00000000
USD
35169.75000000
USD
Synaptics, Inc.
124.00000000
USD
19291.92000000
USD
Sturm Ruger & Company, Inc.
223.00000000
USD
20065.54000000
USD
OneMain Holdings, Inc.
391.00000000
USD
23424.81000000
USD
Enstar Group Ltd.
156.00000000
USD
37271.52000000
USD
Chevron Corp.
159.00000000
USD
16653.66000000
USD
ExlService Holdings, Inc.
166.00000000
USD
17639.16000000
USD
Jefferies Financial Group, Inc.
1185.00000000
USD
40527.00000000
USD
Vishay Intertechnology, Inc.
2409.00000000
USD
54322.95000000
USD
Polaris, Inc.
199.00000000
USD
27255.04000000
USD
Boise Cascade Co.
380.00000000
USD
22173.00000000
USD
A O Smith Corp.
259.00000000
USD
18663.54000000
USD
Avista Corp.
876.00000000
USD
37378.92000000
USD
Carlisle Companies, Inc.
131.00000000
USD
25070.78000000
USD
First American Financial Corp.
369.00000000
USD
23007.15000000
USD
Viavi Solutions, Inc.
4279.00000000
USD
75567.14000000
USD
Markel Corp.
32.00000000
USD
37974.72000000
USD
New Jersey Resources Corp.
1271.00000000
USD
50293.47000000
USD
Philip Morris International, Inc.
176.00000000
USD
17443.36000000
USD
J M Smucker Co.
126.00000000
USD
16325.82000000
USD
Home Depot, Inc.
55.00000000
USD
17538.95000000
USD
MDU Resources Group, Inc.
2254.00000000
USD
70640.36000000
USD
Brandywine Realty Trust
3907.00000000
USD
53564.97000000
USD
Dolby Laboratories, Inc.
411.00000000
USD
40397.19000000
USD
Murphy USA, Inc.
235.00000000
USD
31341.95000000
USD
Pentair plc
270.00000000
USD
18222.30000000
USD
Alphabet, Inc.
62.00000000
USD
155391.84000000
USD
Oshkosh Corp.
358.00000000
USD
44621.12000000
USD
salesforce.com, Inc.
48.00000000
USD
11724.96000000
USD
Dick's Sporting Goods, Inc.
177.00000000
USD
17733.63000000
USD
Keysight Technologies, Inc.
160.00000000
USD
24705.60000000
USD
H&R Block, Inc.
1262.00000000
USD
29631.76000000
USD
Fastenal Co.
327.00000000
USD
17004.00000000
USD
DTE Energy Co.
555.00000000
USD
71928.00000000
USD
Hanover Insurance Group, Inc.
466.00000000
USD
63208.24000000
USD
Target Corp.
73.00000000
USD
17647.02000000
USD
Janus Henderson Group plc
735.00000000
USD
28525.35000000
USD
Whirlpool Corp.
134.00000000
USD
29214.68000000
USD
Laboratory Corporation of America Holdings
84.00000000
USD
23171.40000000
USD
Commercial Metals Co.
763.00000000
USD
23439.36000000
USD
Capital One Financial Corp.
231.00000000
USD
35733.39000000
USD
InterDigital, Inc.
369.00000000
USD
26948.07000000
USD
Lowe's Companies, Inc.
370.00000000
USD
71768.90000000
USD
NewMarket Corp.
104.00000000
USD
33485.92000000
USD
CSG Systems International, Inc.
1809.00000000
USD
85348.62000000
USD
Mercury General Corp.
861.00000000
USD
55921.95000000
USD
Lumentum Holdings, Inc.
298.00000000
USD
24444.94000000
USD
Berry Global Group, Inc.
259.00000000
USD
16891.98000000
USD
Eagle Materials, Inc.
377.00000000
USD
53575.47000000
USD
MGIC Investment Corp.
1360.00000000
USD
18496.00000000
USD
Motorola Solutions, Inc.
141.00000000
USD
30575.85000000
USD
Southern Co.
1227.00000000
USD
74245.77000000
USD
3M Co.
234.00000000
USD
46479.42000000
USD
Walt Disney Co.
97.00000000
USD
17049.69000000
USD
Cognizant Technology Solutions Corp.
474.00000000
USD
32829.24000000
USD
Owens Corning
327.00000000
USD
32013.30000000
USD
Berkshire Hathaway, Inc.
382.00000000
USD
106165.44000000
USD
Gentex Corp.
2189.00000000
USD
72434.01000000
USD
Houlihan Lokey, Inc.
403.00000000
USD
32961.37000000
USD
Huntington Ingalls Industries, Inc.
128.00000000
USD
26976.00000000
USD
Tri Pointe Homes, Inc.
786.00000000
USD
16843.98000000
USD
Cadence Design Systems, Inc.
443.00000000
USD
60611.26000000
USD
MSC Industrial Direct Company, Inc.
440.00000000
USD
39481.20000000
USD
O'Reilly Automotive, Inc.
147.00000000
USD
83232.87000000
USD
Synopsys, Inc.
65.00000000
USD
17926.35000000
USD
Electronic Arts, Inc.
376.00000000
USD
54080.08000000
USD
Watts Water Technologies, Inc.
370.00000000
USD
53986.70000000
USD
Progressive Corp.
472.00000000
USD
46355.12000000
USD
Y
GS Equity Custom Basket - Tenor At Maturity
2024-05-06
0.00000000
USD
0.00000000
USD
9608453.13000000
USD
694236.66000000
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
594.00000000
NS
USD
53442.18000000
0.196681201643
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp.
371901109
5925.00000000
NS
USD
196058.25000000
0.721545644324
Long
EC
CORP
US
N
1
N
N
N
Lexington Realty Trust
549300S4MH2ICXDBFV43
Lexington Realty Trust
529043101
3637.00000000
NS
USD
43462.15000000
0.159952080697
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PulteGroup, Inc.
745867101
1686.00000000
NS
USD
92005.02000000
0.338602539994
Long
EC
CORP
US
N
1
N
N
N
Masimo Corp
549300Q4A8JK0PIYCU29
Masimo Corp.
574795100
210.00000000
NS
USD
50914.50000000
0.187378678060
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
529.00000000
NS
USD
78381.93000000
0.288466005308
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
93.00000000
NS
USD
128836.62000000
0.474152462293
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
1694.00000000
NS
USD
279069.56000000
1.027048978971
Long
EC
CORP
US
N
1
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties, Inc.
431284108
3481.00000000
NS
USD
157236.77000000
0.578672443118
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp.
743315103
1279.00000000
NS
USD
125610.59000000
0.462279828038
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
622.00000000
NS
USD
111593.02000000
0.410691503764
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
931.00000000
NS
USD
76174.42000000
0.280341791074
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
1504.00000000
NS
USD
194918.40000000
0.717350698165
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex, Inc.
704326107
550.00000000
NS
USD
59015.00000000
0.217190636965
Long
EC
CORP
US
N
1
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's, Inc.
146229109
841.00000000
NS
USD
86765.97000000
0.319321465580
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723103
2065.00000000
NS
USD
63436.80000000
0.233464017606
Long
EC
CORP
US
N
1
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Company, Inc.
257651109
3057.00000000
NS
USD
194211.21000000
0.714748053981
Long
EC
CORP
US
N
1
N
N
N
Viavi Solutions Inc
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550105
11580.00000000
NS
USD
204502.80000000
0.752623797224
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
380.00000000
NS
USD
48058.60000000
0.176868219023
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
128.00000000
NS
USD
46731.52000000
0.171984217489
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
1480.00000000
NS
USD
121315.60000000
0.446473141367
Long
EC
CORP
US
N
1
N
N
N
Houlihan Lokey Inc
549300S3CNGTQ1QZVY46
Houlihan Lokey, Inc.
441593100
1092.00000000
NS
USD
89314.68000000
0.328701385063
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands, Inc.
00508Y102
339.00000000
NS
USD
63403.17000000
0.233340250409
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp.
001084102
469.00000000
NS
USD
61148.22000000
0.225041444566
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
13.00000000
NS
USD
64652.90000000
0.237939583710
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
1189.00000000
NS
USD
171976.96000000
0.632920198013
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
327.00000000
NS
USD
164961.69000000
0.607102169380
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings, Inc.
68268W103
1060.00000000
NS
USD
63504.60000000
0.233713539341
Long
EC
CORP
US
N
1
N
N
N
Sturm Ruger & Co Inc
529900DV1BWFJSHFO847
Sturm Ruger & Company, Inc.
864159108
603.00000000
NS
USD
54257.94000000
0.199683411827
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp.
03676B102
5675.00000000
NS
USD
58963.25000000
0.217000183428
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
398.00000000
NS
USD
225351.58000000
0.829352761184
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735100
380.00000000
NS
USD
43255.40000000
0.159191186616
Long
EC
CORP
US
N
1
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp.
546347105
1327.00000000
NS
USD
80004.83000000
0.294438701821
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
1192.00000000
NS
USD
83130.08000000
0.305940439314
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp.
192446102
1284.00000000
NS
USD
88929.84000000
0.327285073198
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
1085.00000000
NS
USD
61866.70000000
0.227685638904
Long
EC
CORP
US
N
1
N
N
N
Rambus Inc
2549000211GDCQSLV833
Rambus, Inc.
750917106
5064.00000000
NS
USD
120067.44000000
0.441879586077
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co.
832696405
341.00000000
NS
USD
44183.37000000
0.162606358952
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
2402.00000000
NS
USD
192135.98000000
0.707110664748
Long
EC
CORP
US
N
1
N
N
N
American States Water Co
529900L26LIS2V8PWM23
American States Water Co.
029899101
2202.00000000
NS
USD
175191.12000000
0.644749147563
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057104
550.00000000
NS
USD
54642.50000000
0.201098693219
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
3356.00000000
NS
USD
200487.44000000
0.737846222098
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
1892.00000000
NS
USD
180572.48000000
0.664553960003
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
199.00000000
NS
USD
46530.18000000
0.171243233623
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
3681.00000000
NS
USD
50061.60000000
0.184239782961
Long
EC
CORP
US
N
1
N
N
N
STIT - Treasury Obligations Po
549300AX0P1O1RVENL43
STIT - Treasury Obligations Portfolio
825252505
2132846.52000000
NS
USD
2132846.52000000
7.849433097143
Long
STIV
RF
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
720.00000000
NS
USD
85716.00000000
0.315457301332
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer, Inc.
714046109
555.00000000
NS
USD
85697.55000000
0.315389400506
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
244.00000000
NS
USD
116348.96000000
0.428194607009
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co.
60871R209
2607.00000000
NS
USD
139969.83000000
0.515125587284
Long
EC
CORP
US
N
1
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair plc
N/A
732.00000000
NS
USD
49402.68000000
0.181814785003
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748102
734.00000000
NS
USD
103259.12000000
0.380020571808
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Company, Inc.
553530106
1193.00000000
NS
USD
107047.89000000
0.393964236463
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp.
688239201
968.00000000
NS
USD
120651.52000000
0.444029153259
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
481.00000000
NS
USD
68749.33000000
0.253015517641
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp.
35137L105
1544.00000000
NS
USD
57328.72000000
0.210984685473
Long
EC
CORP
US
N
1
N
N
N
John B Sanfilippo & Son Inc
5299007IBEYVXKYDUX28
John B Sanfilippo & Son, Inc.
800422107
1331.00000000
NS
USD
117886.67000000
0.433853782038
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp.
831865209
701.00000000
NS
USD
50514.06000000
0.185904954115
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211K100
1094.00000000
NS
USD
64819.50000000
0.238552715288
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
295.00000000
NS
USD
107211.85000000
0.394567652151
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
570.00000000
NS
USD
44368.80000000
0.163288789856
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co
549300Z8B8LSRHC7XA55
Boise Cascade Co.
09739D100
1029.00000000
NS
USD
60042.15000000
0.220970817644
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Company, Inc.
030420103
807.00000000
NS
USD
124382.91000000
0.457761644505
Long
EC
CORP
US
N
1
N
N
N
Brandywine Realty Trust
5UZ46ZCYUFYYAC0DS831
Brandywine Realty Trust
105368203
10573.00000000
NS
USD
144955.83000000
0.533475371507
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
59.00000000
NS
USD
202969.44000000
0.746980631332
Long
EC
CORP
US
N
1
N
N
N
Artisan Partners Asset Managem
549300T1FUI6JF63XU51
Artisan Partners Asset Management, Inc.
04316A108
866.00000000
NS
USD
44010.12000000
0.161968753634
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
585.00000000
NS
USD
111875.40000000
0.411730736028
Long
EC
CORP
US
N
1
N
N
N
InterDigital Inc
N/A
InterDigital, Inc.
45867G101
1000.00000000
NS
USD
73030.00000000
0.268769502966
Long
EC
CORP
US
N
1
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
3208.00000000
NS
USD
109713.60000000
0.403774746551
Long
EC
CORP
US
N
1
N
N
N
Telephone & Data Systems Inc
N/A
Telephone & Data Systems, Inc.
879433829
3936.00000000
NS
USD
89189.76000000
0.328241646787
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc.
444859102
181.00000000
NS
USD
80132.32000000
0.294907898369
Long
EC
CORP
US
N
1
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
515.00000000
NS
USD
75493.85000000
0.277837115453
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
1029.00000000
NS
USD
121720.41000000
0.447962948056
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook, Inc.
30303M102
388.00000000
NS
USD
134911.48000000
0.496509536137
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Custom Basket
N/A
0.00000000
NC
USD
702264.21000000
2.584515988948
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Long Custom Basket
N/A
Incyte Corp.
466.00000000
USD
39204.58000000
USD
DTE Energy Co.
555.00000000
USD
71928.00000000
USD
Blueprint Medicines Corp.
315.00000000
USD
27707.40000000
USD
MSC Industrial Direct Company, Inc.
440.00000000
USD
39481.20000000
USD
Oracle Corp.
210.00000000
USD
16346.40000000
USD
H&R Block, Inc.
1262.00000000
USD
29631.76000000
USD
Synchrony Financial
1265.00000000
USD
61377.80000000
USD
W R Berkley Corp.
232.00000000
USD
17267.76000000
USD
VeriSign, Inc.
370.00000000
USD
84245.30000000
USD
OSI Systems, Inc.
433.00000000
USD
44010.12000000
USD
Bristol-Myers Squibb Co.
1227.00000000
USD
81988.14000000
USD
Paychex, Inc.
203.00000000
USD
21781.90000000
USD
F5 Networks, Inc.
127.00000000
USD
23705.82000000
USD
Cboe Global Markets, Inc.
266.00000000
USD
31667.30000000
USD
Microsoft Corp.
581.00000000
USD
157392.90000000
USD
ExlService Holdings, Inc.
166.00000000
USD
17639.16000000
USD
Pinnacle West Capital Corp.
547.00000000
USD
44837.59000000
USD
Grand Canyon Education, Inc.
219.00000000
USD
19703.43000000
USD
John B Sanfilippo & Son, Inc.
492.00000000
USD
43576.44000000
USD
Lexington Realty Trust
1344.00000000
USD
16060.80000000
USD
Viatris, Inc.
0.11700000
USD
1.67000000
USD
Gentex Corp.
2189.00000000
USD
72434.01000000
USD
Prestige Consumer Healthcare, Inc.
624.00000000
USD
32510.40000000
USD
Synaptics, Inc.
124.00000000
USD
19291.92000000
USD
OneMain Holdings, Inc.
391.00000000
USD
23424.81000000
USD
HCA Healthcare, Inc.
82.00000000
USD
16952.68000000
USD
PerkinElmer, Inc.
205.00000000
USD
31654.05000000
USD
UGI Corp.
1572.00000000
USD
72799.32000000
USD
Genuine Parts Co.
140.00000000
USD
17705.80000000
USD
Facebook, Inc.
143.00000000
USD
49722.53000000
USD
Boise Cascade Co.
380.00000000
USD
22173.00000000
USD
Kulicke & Soffa Industries, Inc.
460.00000000
USD
28152.00000000
USD
World Wrestling Entertainment, Inc.
386.00000000
USD
22345.54000000
USD
Abbott Laboratories
245.00000000
USD
28402.85000000
USD
Highwoods Properties, Inc.
1286.00000000
USD
58088.62000000
USD
Essent Group Ltd.
726.00000000
USD
32633.70000000
USD
Worthington Industries, Inc.
324.00000000
USD
19822.32000000
USD
Telephone & Data Systems, Inc.
1454.00000000
USD
32947.64000000
USD
Yum! Brands, Inc.
624.00000000
USD
71778.72000000
USD
Donaldson Company, Inc.
1130.00000000
USD
71788.90000000
USD
Cadence Design Systems, Inc.
443.00000000
USD
60611.26000000
USD
Thermo Fisher Scientific, Inc.
120.00000000
USD
60536.40000000
USD
Everest Re Group Ltd.
147.00000000
USD
37045.47000000
USD
Exelixis, Inc.
988.00000000
USD
18001.36000000
USD
Artisan Partners Asset Management, Inc.
320.00000000
USD
16262.40000000
USD
Associated Banc-Corp.
1694.00000000
USD
34693.12000000
USD
Vertex Pharmaceuticals, Inc.
164.00000000
USD
33067.32000000
USD
Sempra Energy
371.00000000
USD
49150.08000000
USD
Raymond James Financial, Inc.
451.00000000
USD
58584.90000000
USD
Northrop Grumman Corp.
109.00000000
USD
39613.87000000
USD
Watts Water Technologies, Inc.
370.00000000
USD
53986.70000000
USD
Baxter International, Inc.
209.00000000
USD
16824.50000000
USD
UnitedHealth Group, Inc.
43.00000000
USD
17218.92000000
USD
American Water Works Company, Inc.
298.00000000
USD
45930.74000000
USD
J M Smucker Co.
126.00000000
USD
16325.82000000
USD
Lowe's Companies, Inc.
370.00000000
USD
71768.90000000
USD
Merck & Company, Inc.
895.00000000
USD
69604.15000000
USD
Pentair plc
270.00000000
USD
18222.30000000
USD
Lennar Corp.
203.00000000
USD
20168.05000000
USD
Procter & Gamble Co.
128.00000000
USD
17271.04000000
USD
Meritage Homes Corp.
219.00000000
USD
20603.52000000
USD
Humana, Inc.
67.00000000
USD
29662.24000000
USD
A O Smith Corp.
259.00000000
USD
18663.54000000
USD
AT&T, Inc.
335.00000000
USD
9641.30000000
USD
Keysight Technologies, Inc.
160.00000000
USD
24705.60000000
USD
Timken Co.
387.00000000
USD
31188.33000000
USD
Target Corp.
73.00000000
USD
17647.02000000
USD
Regeneron Pharmaceuticals, Inc.
95.00000000
USD
53061.30000000
USD
Bio-Rad Laboratories, Inc.
84.00000000
USD
54120.36000000
USD
Coherus Biosciences, Inc.
1606.00000000
USD
22210.98000000
USD
Allison Transmission Holdings, Inc.
1193.00000000
USD
47409.82000000
USD
Jefferies Financial Group, Inc.
1185.00000000
USD
40527.00000000
USD
Southern Co.
1227.00000000
USD
74245.77000000
USD
Interactive Brokers Group, Inc.
491.00000000
USD
32273.43000000
USD
Gaming and Leisure Properties, Inc.
0.79000000
USD
36.60000000
USD
Vector Group Ltd.
1289.00000000
USD
18226.46000000
USD
Capital One Financial Corp.
231.00000000
USD
35733.39000000
USD
Enstar Group Ltd.
156.00000000
USD
37271.52000000
USD
Cummins, Inc.
202.00000000
USD
49249.62000000
USD
Mettler-Toledo International, Inc.
34.00000000
USD
47101.56000000
USD
Motorola Solutions, Inc.
141.00000000
USD
30575.85000000
USD
Arconic Corp.
0.25000000
USD
8.91000000
USD
Amgen, Inc.
295.00000000
USD
71906.25000000
USD
Amazon.com, Inc.
22.00000000
USD
75683.52000000
USD
Broadcom, Inc.
90.00000000
USD
42915.60000000
USD
Cincinnati Financial Corp.
208.00000000
USD
24256.96000000
USD
Gilead Sciences, Inc.
1232.00000000
USD
84835.52000000
USD
Commercial Metals Co.
763.00000000
USD
23439.36000000
USD
CDK Global, Inc.
797.00000000
USD
39602.93000000
USD
MGIC Investment Corp.
1360.00000000
USD
18496.00000000
USD
Deckers Outdoor Corp.
52.00000000
USD
19971.64000000
USD
Juniper Networks, Inc.
1288.00000000
USD
35226.80000000
USD
CMS Energy Corp.
1259.00000000
USD
74381.72000000
USD
Brandywine Realty Trust
3907.00000000
USD
53564.97000000
USD
Dick's Sporting Goods, Inc.
177.00000000
USD
17733.63000000
USD
Organon & Co.
0.90000000
USD
27.23000000
USD
Equitrans Midstream Corp.
1817.00000000
USD
15462.67000000
USD
Molson Coors Beverage Co.
963.00000000
USD
51703.47000000
USD
Electronic Arts, Inc.
376.00000000
USD
54080.08000000
USD
Antero Midstream Corp.
2097.00000000
USD
21787.83000000
USD
Louisiana-Pacific Corp.
490.00000000
USD
29542.10000000
USD
Synopsys, Inc.
65.00000000
USD
17926.35000000
USD
KLA Corp.
54.00000000
USD
17507.34000000
USD
Public Service Enterprise Group, Inc.
1240.00000000
USD
74077.60000000
USD
Avista Corp.
876.00000000
USD
37378.92000000
USD
AutoNation, Inc.
337.00000000
USD
31950.97000000
USD
NVIDIA Corp.
24.00000000
USD
19202.40000000
USD
TEGNA, Inc.
1735.00000000
USD
32548.60000000
USD
Reliance Steel & Aluminum Co.
277.00000000
USD
41799.30000000
USD
Brunswick Corp.
403.00000000
USD
40146.86000000
USD
Vishay Intertechnology, Inc.
2409.00000000
USD
54322.95000000
USD
Chemed Corp.
60.00000000
USD
28470.00000000
USD
Progress Software Corp.
632.00000000
USD
29230.00000000
USD
WEC Energy Group, Inc.
416.00000000
USD
37003.20000000
USD
MDU Resources Group, Inc.
2254.00000000
USD
70640.36000000
USD
Qorvo, Inc.
108.00000000
USD
21130.20000000
USD
Affiliated Managers Group, Inc.
166.00000000
USD
25598.86000000
USD
QUALCOMM, Inc.
178.00000000
USD
25441.54000000
USD
Yelp, Inc.
432.00000000
USD
17262.72000000
USD
Allstate Corp.
478.00000000
USD
62350.32000000
USD
Chesapeake Utilities Corp.
441.00000000
USD
53065.53000000
USD
Apple, Inc.
776.00000000
USD
106280.96000000
USD
Fortive Corp.
440.00000000
USD
30685.60000000
USD
Gentherm, Inc.
495.00000000
USD
35169.75000000
USD
Hershey Co.
253.00000000
USD
44067.54000000
USD
American States Water Co.
814.00000000
USD
64761.84000000
USD
MGE Energy, Inc.
915.00000000
USD
68112.60000000
USD
Best Buy Company, Inc.
318.00000000
USD
36563.64000000
USD
NewMarket Corp.
104.00000000
USD
33485.92000000
USD
Arch Capital Group Ltd.
922.00000000
USD
35902.68000000
USD
Dolby Laboratories, Inc.
411.00000000
USD
40397.19000000
USD
InterDigital, Inc.
369.00000000
USD
26948.07000000
USD
Williams Companies, Inc.
1432.00000000
USD
38019.60000000
USD
salesforce.com, Inc.
48.00000000
USD
11724.96000000
USD
PulteGroup, Inc.
623.00000000
USD
33997.11000000
USD
Comcast Corp.
401.00000000
USD
22865.02000000
USD
Cerner Corp.
546.00000000
USD
42675.36000000
USD
Intel Corp.
624.00000000
USD
35031.36000000
USD
Hill-Rom Holdings, Inc.
188.00000000
USD
21354.92000000
USD
Agilent Technologies, Inc.
246.00000000
USD
36361.26000000
USD
Travelers Companies, Inc.
254.00000000
USD
38026.34000000
USD
O'Reilly Automotive, Inc.
147.00000000
USD
83232.87000000
USD
Arrow Electronics, Inc.
140.00000000
USD
15936.20000000
USD
Vanda Pharmaceuticals, Inc.
915.00000000
USD
19681.65000000
USD
Polaris, Inc.
199.00000000
USD
27255.04000000
USD
Hologic, Inc.
628.00000000
USD
41900.16000000
USD
3M Co.
234.00000000
USD
46479.42000000
USD
Chevron Corp.
159.00000000
USD
16653.66000000
USD
Fox Corp.
570.00000000
USD
21164.10000000
USD
Graco, Inc.
237.00000000
USD
17940.90000000
USD
Philip Morris International, Inc.
176.00000000
USD
17443.36000000
USD
Marsh & McLennan Companies, Inc.
271.00000000
USD
38124.28000000
USD
Sturm Ruger & Company, Inc.
223.00000000
USD
20065.54000000
USD
Seagate Technology Holdings plc
428.00000000
USD
37634.04000000
USD
Owens Corning
327.00000000
USD
32013.30000000
USD
Janus Henderson Group plc
735.00000000
USD
28525.35000000
USD
MAXIMUS, Inc.
219.00000000
USD
19265.43000000
USD
Goldman Sachs Group, Inc.
126.00000000
USD
47820.78000000
USD
Adobe, Inc.
21.00000000
USD
12298.44000000
USD
Radian Group, Inc.
1166.00000000
USD
25943.50000000
USD
Sealed Air Corp.
404.00000000
USD
23937.00000000
USD
Toro Co.
816.00000000
USD
89662.08000000
USD
Whirlpool Corp.
134.00000000
USD
29214.68000000
USD
Cogent Communications Holdings, Inc.
504.00000000
USD
38752.56000000
USD
Sabra Health Care REIT, Inc.
988.00000000
USD
17981.60000000
USD
Safety Insurance Group, Inc.
619.00000000
USD
48455.32000000
USD
Cirrus Logic, Inc.
397.00000000
USD
33792.64000000
USD
Masco Corp.
663.00000000
USD
39057.33000000
USD
Viavi Solutions, Inc.
4279.00000000
USD
75567.14000000
USD
Eagle Materials, Inc.
377.00000000
USD
53575.47000000
USD
IDACORP, Inc.
746.00000000
USD
72735.00000000
USD
Innoviva, Inc.
1775.00000000
USD
23802.75000000
USD
Mercury General Corp.
861.00000000
USD
55921.95000000
USD
Nexstar Media Group, Inc.
152.00000000
USD
22477.76000000
USD
Lennox International, Inc.
73.00000000
USD
25608.40000000
USD
NetScout Systems, Inc.
564.00000000
USD
16096.56000000
USD
Hillenbrand, Inc.
531.00000000
USD
23406.48000000
USD
NVR, Inc.
5.00000000
USD
24866.50000000
USD
Alphabet, Inc.
62.00000000
USD
155391.84000000
USD
Evercore, Inc.
257.00000000
USD
36177.89000000
USD
Carter's, Inc.
311.00000000
USD
32085.87000000
USD
Healthcare Realty Trust, Inc.
1733.00000000
USD
52336.60000000
USD
Progressive Corp.
472.00000000
USD
46355.12000000
USD
Masimo Corp.
77.00000000
USD
18668.65000000
USD
AMERISAFE, Inc.
493.00000000
USD
29427.17000000
USD
International Business Machines Corp.
190.00000000
USD
27852.10000000
USD
Texas Instruments, Inc.
307.00000000
USD
59036.10000000
USD
New Jersey Resources Corp.
1271.00000000
USD
50293.47000000
USD
Parker-Hannifin Corp.
118.00000000
USD
36238.98000000
USD
Markel Corp.
32.00000000
USD
37974.72000000
USD
Waters Corp.
91.00000000
USD
31450.51000000
USD
Discover Financial Services
380.00000000
USD
44950.20000000
USD
Federated Hermes, Inc.
927.00000000
USD
31434.57000000
USD
Fastenal Co.
327.00000000
USD
17004.00000000
USD
Home Depot, Inc.
55.00000000
USD
17538.95000000
USD
Tesla, Inc.
28.00000000
USD
19031.60000000
USD
Lincoln Electric Holdings, Inc.
194.00000000
USD
25551.74000000
USD
Zoetis, Inc.
94.00000000
USD
17517.84000000
USD
NetApp, Inc.
344.00000000
USD
28146.08000000
USD
McKesson Corp.
216.00000000
USD
41307.84000000
USD
LKQ Corp.
361.00000000
USD
17768.42000000
USD
Snap-on, Inc.
168.00000000
USD
37536.24000000
USD
SEI Investments Co.
439.00000000
USD
27204.83000000
USD
Bruker Corp.
235.00000000
USD
17855.30000000
USD
Accenture plc
60.00000000
USD
17687.40000000
USD
Houlihan Lokey, Inc.
403.00000000
USD
32961.37000000
USD
Activision Blizzard, Inc.
699.00000000
USD
66712.56000000
USD
Murphy USA, Inc.
235.00000000
USD
31341.95000000
USD
Rambus, Inc.
1871.00000000
USD
44361.41000000
USD
Quest Diagnostics, Inc.
223.00000000
USD
29429.31000000
USD
Brighthouse Financial, Inc.
757.00000000
USD
34473.78000000
USD
CSG Systems International, Inc.
1809.00000000
USD
85348.62000000
USD
Brown & Brown, Inc.
333.00000000
USD
17695.62000000
USD
RenaissanceRe Holdings Ltd.
180.00000000
USD
26787.60000000
USD
Cognizant Technology Solutions Corp.
474.00000000
USD
32829.24000000
USD
National Fuel Gas Co.
594.00000000
USD
31036.50000000
USD
PepsiCo, Inc.
195.00000000
USD
28893.15000000
USD
Dropbox, Inc.
583.00000000
USD
17670.73000000
USD
First American Financial Corp.
369.00000000
USD
23007.15000000
USD
Visa, Inc.
73.00000000
USD
17068.86000000
USD
WW Grainger, Inc.
105.00000000
USD
45990.00000000
USD
Carlisle Companies, Inc.
131.00000000
USD
25070.78000000
USD
Portland General Electric Co.
583.00000000
USD
26864.64000000
USD
Mastercard, Inc.
47.00000000
USD
17159.23000000
USD
Pfizer, Inc.
1414.00000000
USD
55372.24000000
USD
JPMorgan Chase & Co.
144.00000000
USD
22397.76000000
USD
Aflac, Inc.
1202.00000000
USD
64499.32000000
USD
Lockheed Martin Corp.
57.00000000
USD
21565.95000000
USD
Stewart Information Services Corp.
374.00000000
USD
21202.06000000
USD
Eagle Pharmaceuticals, Inc.
733.00000000
USD
31372.40000000
USD
Citigroup, Inc.
305.00000000
USD
21578.75000000
USD
Berry Global Group, Inc.
259.00000000
USD
16891.98000000
USD
Hanover Insurance Group, Inc.
466.00000000
USD
63208.24000000
USD
Sanmina Corp.
569.00000000
USD
22168.24000000
USD
Ciena Corp.
394.00000000
USD
22414.66000000
USD
United Therapeutics Corp.
230.00000000
USD
41264.30000000
USD
Take-Two Interactive Software, Inc.
195.00000000
USD
34518.90000000
USD
Cisco Systems, Inc.
1223.00000000
USD
64819.00000000
USD
Berkshire Hathaway, Inc.
382.00000000
USD
106165.44000000
USD
Johnson & Johnson
450.00000000
USD
74133.00000000
USD
Western Union Co.
797.00000000
USD
18307.09000000
USD
Omnicom Group, Inc.
887.00000000
USD
70951.13000000
USD
PayPal Holdings, Inc.
63.00000000
USD
18363.24000000
USD
Tri Pointe Homes, Inc.
786.00000000
USD
16843.98000000
USD
Acuity Brands, Inc.
125.00000000
USD
23378.75000000
USD
Ingevity Corp.
284.00000000
USD
23106.24000000
USD
Garmin Ltd.
439.00000000
USD
63496.96000000
USD
Lumentum Holdings, Inc.
298.00000000
USD
24444.94000000
USD
BankUnited, Inc.
639.00000000
USD
27278.91000000
USD
AGCO Corp.
173.00000000
USD
22555.74000000
USD
Walt Disney Co.
97.00000000
USD
17049.69000000
USD
Laboratory Corporation of America Holdings
84.00000000
USD
23171.40000000
USD
HP, Inc.
1291.00000000
USD
38975.29000000
USD
AutoZone, Inc.
62.00000000
USD
92517.64000000
USD
Verizon Communications, Inc.
1144.00000000
USD
64098.32000000
USD
Celanese Corp.
113.00000000
USD
17130.80000000
USD
Old Republic International Corp.
2116.00000000
USD
52709.56000000
USD
Huntington Ingalls Industries, Inc.
128.00000000
USD
26976.00000000
USD
Kinder Morgan, Inc.
2006.00000000
USD
36569.38000000
USD
Oshkosh Corp.
358.00000000
USD
44621.12000000
USD
Y
MS Equity Custom Basket - Tenor At Maturity
2024-03-27
0.00000000
USD
0.00000000
USD
9656273.91000000
USD
702264.21000000
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210C104
1578.00000000
NS
USD
47829.18000000
0.176023893412
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802104
284.00000000
NS
USD
124392.00000000
0.457795098083
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
151.00000000
NS
USD
48152.39000000
0.177213390756
Long
EC
CORP
US
N
1
N
N
N
New Jersey Resources Corp
549300QKBSQBIX4DQ583
New Jersey Resources Corp.
646025106
3441.00000000
NS
USD
136160.37000000
0.501105778017
Long
EC
CORP
US
N
1
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
637.00000000
NS
USD
84956.69000000
0.312662841914
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co.
742718109
348.00000000
NS
USD
46955.64000000
0.172809037714
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
2049.00000000
NS
USD
93311.46000000
0.343410580929
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc.
25659T107
1114.00000000
NS
USD
109495.06000000
0.402970462186
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
3407.00000000
NS
USD
201285.56000000
0.740783512468
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
1001.00000000
NS
USD
227917.69000000
0.838796717220
Long
EC
CORP
US
N
1
N
N
N
Bruker Corp
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp.
116794108
638.00000000
NS
USD
48475.24000000
0.178401563206
Long
EC
CORP
US
N
1
N
N
N
NetScout Systems Inc
5493005HZXZ3SPNVCV76
NetScout Systems, Inc.
64115T104
1528.00000000
NS
USD
43609.12000000
0.160492968741
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661107
1001.00000000
NS
USD
194163.97000000
0.714574198424
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
3320.00000000
NS
USD
221842.40000000
0.816438060864
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust Inc
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc.
421946104
4691.00000000
NS
USD
141668.20000000
0.521376033139
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
172.00000000
NS
USD
50134.56000000
0.184508294846
Long
EC
CORP
US
N
1
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
3416.00000000
NS
USD
80207.68000000
0.295185242882
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp.
651587107
283.00000000
NS
USD
91120.34000000
0.335346686183
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
1127.00000000
NS
USD
100246.65000000
0.368933894215
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
256.00000000
NS
USD
47708.16000000
0.175578508156
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
1091.00000000
NS
USD
108685.42000000
0.399990775203
Long
EC
CORP
US
N
1
N
N
N
Old Republic International Cor
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223104
5726.00000000
NS
USD
142634.66000000
0.524932858743
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
886.00000000
NS
USD
46072.00000000
0.169557011374
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Company, Inc.
086516101
861.00000000
NS
USD
98997.78000000
0.364337725939
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Utilities Corp
254900WW0FDCKAOCKE74
Chesapeake Utilities Corp.
165303108
1193.00000000
NS
USD
143553.69000000
0.528315129540
Long
EC
CORP
US
N
1
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco, Inc.
384109104
643.00000000
NS
USD
48675.10000000
0.179137100285
Long
EC
CORP
US
N
1
N
N
N
Hill-Rom Holdings Inc
JLZ01A0E2071OH26RE45
Hill-Rom Holdings, Inc.
431475102
509.00000000
NS
USD
57817.31000000
0.212782824477
Long
EC
CORP
US
N
1
N
N
N
Eagle Pharmaceuticals Inc/DE
549300TN20OLYTJVP152
Eagle Pharmaceuticals, Inc.
269796108
1985.00000000
NS
USD
84958.00000000
0.312667663056
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
457.00000000
NS
USD
102107.51000000
0.375782345773
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp.
150870103
305.00000000
NS
USD
46238.00000000
0.170167934796
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
625.00000000
NS
USD
96681.25000000
0.355812289589
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
1199.00000000
NS
USD
164047.18000000
0.603736533365
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc.
302081104
449.00000000
NS
USD
47710.74000000
0.175588003231
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141G104
172.00000000
NS
USD
65279.16000000
0.240244384325
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
832.00000000
NS
USD
159993.60000000
0.588818298642
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services C
529900TV1XI0PLKENU10
Stewart Information Services Corp.
860372101
1013.00000000
NS
USD
57426.97000000
0.211346271173
Long
EC
CORP
US
N
1
N
N
N
Innoviva Inc
549300ACOX4QTBES6535
Innoviva, Inc.
45781M101
4804.00000000
NS
USD
64421.64000000
0.237088486417
Long
EC
CORP
US
N
1
N
N
N
Kulicke & Soffa Industries Inc
529900H6BEIRBF429744
Kulicke & Soffa Industries, Inc.
501242101
1247.00000000
NS
USD
76316.40000000
0.280864314613
Long
EC
CORP
US
N
1
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group, Inc.
08579W103
701.00000000
NS
USD
45719.22000000
0.168258688695
Long
EC
CORP
US
N
1
N
N
N
MAXIMUS Inc
549300DQCDS8HJ7QF202
MAXIMUS, Inc.
577933104
593.00000000
NS
USD
52166.21000000
0.191985298279
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
2101.00000000
NS
USD
287752.96000000
1.059006162349
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
246.00000000
NS
USD
85020.06000000
0.312896060090
Long
EC
CORP
US
N
1
N
N
N
Safety Insurance Group Inc
254900LDCFLA3J746840
Safety Insurance Group, Inc.
78648T100
1676.00000000
NS
USD
131197.28000000
0.482840308587
Long
EC
CORP
US
N
1
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024U109
807.00000000
NS
USD
66198.21000000
0.243626728727
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
321.00000000
NS
USD
98582.31000000
0.362808687662
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
382.00000000
NS
USD
82836.70000000
0.304860724173
Long
EC
CORP
US
N
1
N
N
N
AMERISAFE Inc
N/A
AMERISAFE, Inc.
03071H100
1335.00000000
NS
USD
79686.15000000
0.293265876062
Long
EC
CORP
US
N
1
N
N
N
Progress Software Corp
549300R65B3JG6972S24
Progress Software Corp.
743312100
1712.00000000
NS
USD
79180.00000000
0.291403111664
Long
EC
CORP
US
N
1
N
N
N
IDACORP Inc
N134NUJDWN8UEFA8B673
IDACORP, Inc.
451107106
2021.00000000
NS
USD
197047.50000000
0.725186343089
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509102
750.00000000
NS
USD
113175.00000000
0.416513603974
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
1035.00000000
NS
USD
287647.20000000
1.058616937884
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co.
842587107
3320.00000000
NS
USD
200893.20000000
0.739339525035
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
635.00000000
NS
USD
126130.05000000
0.464191576717
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
1004.00000000
NS
USD
133009.92000000
0.489511297932
Long
EC
CORP
US
N
1
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779309
1066.00000000
NS
USD
60644.74000000
0.223188506467
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
476.00000000
NS
USD
47176.36000000
0.173621345049
Long
EC
CORP
US
N
1
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp.
16359R103
162.00000000
NS
USD
76869.00000000
0.282898027160
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group, Inc.
750236101
3155.00000000
NS
USD
70198.75000000
0.258349762376
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp.
045487105
4585.00000000
NS
USD
93900.80000000
0.345579506287
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
N/A
2496.00000000
NS
USD
97194.24000000
0.357700226975
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
346.00000000
NS
USD
72919.50000000
0.268362834062
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
1700.00000000
NS
USD
113424.00000000
0.417429989106
Long
EC
CORP
US
N
1
N
N
N
Polaris Inc
549300QJSN8UVWN1EI78
Polaris, Inc.
731068102
540.00000000
NS
USD
73958.40000000
0.272186257814
Long
EC
CORP
US
N
1
N
N
N
Dicks Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
481.00000000
NS
USD
48191.39000000
0.177356920958
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group, Inc.
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group, Inc.
008252108
450.00000000
NS
USD
69394.50000000
0.255389912003
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
3424.00000000
NS
USD
166132.48000000
0.611410982831
Long
EC
CORP
US
N
1
N
N
N
Tri Pointe Homes Inc
N/A
Tri Pointe Homes, Inc.
87265H109
2128.00000000
NS
USD
45603.04000000
0.167831115905
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
4345.00000000
NS
USD
243450.35000000
0.895960969006
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
3487.00000000
NS
USD
95369.45000000
0.350984522452
Long
EC
CORP
US
N
1
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co.
887389104
1048.00000000
NS
USD
84458.32000000
0.310828709951
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
908.00000000
NS
USD
26132.24000000
0.096173478792
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc
54930015FPK9KT966303
F5 Networks, Inc.
315616102
343.00000000
NS
USD
64024.38000000
0.235626465703
Long
EC
CORP
US
N
1
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
N/A
489.00000000
NS
USD
72772.98000000
0.267823602136
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
1688.00000000
NS
USD
194170.64000000
0.714598745768
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
3413.00000000
NS
USD
265429.01000000
0.976848186917
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Companies, Inc.
969457100
3877.00000000
NS
USD
102934.35000000
0.378825333256
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
258.00000000
NS
USD
144103.32000000
0.530337911710
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Custom Basket
N/A
0.00000000
NC
USD
-468593.63000000
-1.72454713170
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Short Custom Basket
N/A
American International Group, Inc.
-1343.00000000
USD
-63926.80000000
USD
American Tower Corp.
-194.00000000
USD
-52407.16000000
USD
Loews Corp.
-1296.00000000
USD
-70826.40000000
USD
ChampionX Corp.
-3710.00000000
USD
-95161.50000000
USD
Charles Schwab Corp.
-2147.00000000
USD
-156323.07000000
USD
Camden Property Trust
-889.00000000
USD
-117943.63000000
USD
JetBlue Airways Corp.
-5942.00000000
USD
-99706.76000000
USD
KBR, Inc.
-3115.00000000
USD
-118837.25000000
USD
Xcel Energy, Inc.
-2032.00000000
USD
-133868.16000000
USD
Delta Air Lines, Inc.
-3734.00000000
USD
-161532.84000000
USD
Comerica, Inc.
-929.00000000
USD
-66274.86000000
USD
Ryman Hospitality Properties, Inc.
-597.00000000
USD
-47139.12000000
USD
Rexford Industrial Realty, Inc.
-2381.00000000
USD
-135597.95000000
USD
Black Hills Corp.
-1058.00000000
USD
-69436.54000000
USD
Southwest Airlines Co.
-2998.00000000
USD
-159163.82000000
USD
Norfolk Southern Corp.
-558.00000000
USD
-148098.78000000
USD
Host Hotels & Resorts, Inc.
-5514.00000000
USD
-94234.26000000
USD
ManpowerGroup, Inc.
-949.00000000
USD
-112845.59000000
USD
Blackline, Inc.
-261.00000000
USD
-29041.47000000
USD
Stericycle, Inc.
-2474.00000000
USD
-177014.70000000
USD
Liberty Broadband Corp.
-564.00000000
USD
-97944.24000000
USD
Rollins, Inc.
-2383.00000000
USD
-81498.60000000
USD
Okta, Inc.
-259.00000000
USD
-63372.12000000
USD
Pioneer Natural Resources Co.
-1225.00000000
USD
-199087.00000000
USD
Schlumberger N.V.
-5630.00000000
USD
-180216.30000000
USD
Hilton Worldwide Holdings, Inc.
-454.00000000
USD
-54761.48000000
USD
JBG SMITH Properties
-5518.00000000
USD
-173872.18000000
USD
UDR, Inc.
-3613.00000000
USD
-176964.74000000
USD
Cintas Corp.
-568.00000000
USD
-216976.00000000
USD
Anaplan, Inc.
-521.00000000
USD
-27769.30000000
USD
Equitable Holdings, Inc.
-2337.00000000
USD
-71161.65000000
USD
Ovintiv, Inc.
-3742.00000000
USD
-117760.74000000
USD
Linde plc
-141.00000000
USD
-40763.10000000
USD
American Homes 4 Rent
-1499.00000000
USD
-58236.15000000
USD
Twilio, Inc.
-84.00000000
USD
-33109.44000000
USD
Global Net Lease, Inc.
-2784.00000000
USD
-51504.00000000
USD
Rayonier, Inc.
-2596.00000000
USD
-93274.28000000
USD
Sun Communities, Inc.
-799.00000000
USD
-136948.60000000
USD
Mid-America Apartment Communities, Inc.
-561.00000000
USD
-94483.62000000
USD
CyrusOne, Inc.
-1004.00000000
USD
-71806.08000000
USD
Tetra Tech, Inc.
-524.00000000
USD
-63948.96000000
USD
Guardant Health, Inc.
-501.00000000
USD
-62219.19000000
USD
FedEx Corp.
-276.00000000
USD
-82339.08000000
USD
Baker Hughes Co.
-2743.00000000
USD
-62732.41000000
USD
TransUnion
-1157.00000000
USD
-127050.17000000
USD
State Street Corp.
-1364.00000000
USD
-112229.92000000
USD
TransDigm Group, Inc.
-83.00000000
USD
-53725.07000000
USD
US Ecology, Inc.
-1736.00000000
USD
-65134.72000000
USD
McCormick & Company, Inc.
-1150.00000000
USD
-101568.00000000
USD
Raytheon Technologies Corp.
-1822.00000000
USD
-155434.82000000
USD
OGE Energy Corp.
-2503.00000000
USD
-84225.95000000
USD
Phillips 66
-445.00000000
USD
-38189.90000000
USD
Livent Corp.
-0.55930000
USD
-10.83000000
USD
Equinix, Inc.
-176.00000000
USD
-141257.60000000
USD
Hess Corp.
-950.00000000
USD
-82954.00000000
USD
Brink's Co.
-716.00000000
USD
-55017.44000000
USD
Crown Castle International Corp.
-386.00000000
USD
-75308.60000000
USD
Lincoln National Corp.
-1399.00000000
USD
-87913.16000000
USD
Alaska Air Group, Inc.
-1976.00000000
USD
-119172.56000000
USD
Copart, Inc.
-1007.00000000
USD
-132752.81000000
USD
Clarivate plc
-2317.00000000
USD
-63787.01000000
USD
Republic Services, Inc.
-1842.00000000
USD
-202638.42000000
USD
Verisk Analytics, Inc.
-1171.00000000
USD
-204597.12000000
USD
SBA Communications Corp.
-142.00000000
USD
-45255.40000000
USD
Wells Fargo & Co.
-886.00000000
USD
-40126.94000000
USD
Archer-Daniels-Midland Co.
-2231.00000000
USD
-135198.60000000
USD
United Airlines Holdings, Inc.
-2325.00000000
USD
-121574.25000000
USD
Boeing Co.
-355.00000000
USD
-85043.80000000
USD
Leidos Holdings, Inc.
-903.00000000
USD
-91293.30000000
USD
Exelon Corp.
-3433.00000000
USD
-152116.23000000
USD
Digital Realty Trust, Inc.
-815.00000000
USD
-122624.90000000
USD
Ball Corp.
-848.00000000
USD
-68704.96000000
USD
Freshpet, Inc.
-517.00000000
USD
-84250.32000000
USD
Brookline Bancorp, Inc.
-4914.00000000
USD
-73464.30000000
USD
Ceridian HCM Holding, Inc.
-619.00000000
USD
-59374.48000000
USD
ONE Gas, Inc.
-2184.00000000
USD
-161878.08000000
USD
United Parcel Service, Inc.
-221.00000000
USD
-45961.37000000
USD
XPO Logistics, Inc.
-623.00000000
USD
-87151.47000000
USD
Exponent, Inc.
-549.00000000
USD
-48976.29000000
USD
U.S. Bancorp
-2786.00000000
USD
-158718.42000000
USD
Marriott International, Inc.
-287.00000000
USD
-39181.24000000
USD
Alnylam Pharmaceuticals, Inc.
-251.00000000
USD
-42549.52000000
USD
Quaker Chemical Corp.
-253.00000000
USD
-60009.07000000
USD
Q2 Holdings, Inc.
-898.00000000
USD
-92116.84000000
USD
MSA Safety, Inc.
-531.00000000
USD
-87922.98000000
USD
Federal Realty Investment Trust
-494.00000000
USD
-57881.98000000
USD
Bank of New York Mellon Corp.
-810.00000000
USD
-41496.30000000
USD
Alexandria Real Estate Equities, Inc.
-559.00000000
USD
-101704.46000000
USD
Truist Financial Corp.
-2275.00000000
USD
-126262.50000000
USD
Equifax, Inc.
-437.00000000
USD
-104665.87000000
USD
Atmos Energy Corp.
-1647.00000000
USD
-158293.17000000
USD
CenterPoint Energy, Inc.
-2107.00000000
USD
-51663.64000000
USD
Cooper Companies, Inc.
-109.00000000
USD
-43193.43000000
USD
First Republic Bank
-1047.00000000
USD
-195966.99000000
USD
Zendesk, Inc.
-414.00000000
USD
-59756.76000000
USD
Coupa Software, Inc.
-232.00000000
USD
-60809.52000000
USD
Smartsheet, Inc.
-430.00000000
USD
-31097.60000000
USD
Waste Management, Inc.
-1415.00000000
USD
-198255.65000000
USD
Avalara, Inc.
-201.00000000
USD
-32521.80000000
USD
Invitation Homes, Inc.
-2336.00000000
USD
-87109.44000000
USD
Jacobs Engineering Group, Inc.
-1435.00000000
USD
-191457.70000000
USD
Ingersoll Rand, Inc.
-1854.00000000
USD
-90493.74000000
USD
Casella Waste Systems, Inc.
-2101.00000000
USD
-133266.43000000
USD
Rapid7, Inc.
-639.00000000
USD
-60468.57000000
USD
CoStar Group, Inc.
-1210.00000000
USD
-100212.20000000
USD
Americold Realty Trust
-3589.00000000
USD
-135843.65000000
USD
Howard Hughes Corp.
-758.00000000
USD
-73874.68000000
USD
Prologis, Inc.
-980.00000000
USD
-117139.40000000
USD
IAA, Inc.
-1336.00000000
USD
-72865.44000000
USD
Uber Technologies, Inc.
-1710.00000000
USD
-85705.20000000
USD
HubSpot, Inc.
-54.00000000
USD
-31466.88000000
USD
Bank of America Corp.
-3987.00000000
USD
-164384.01000000
USD
Welltower, Inc.
-936.00000000
USD
-77781.60000000
USD
Sailpoint Technologies Holdings, Inc.
-587.00000000
USD
-29978.09000000
USD
Tyler Technologies, Inc.
-64.00000000
USD
-28951.68000000
USD
Halliburton Co.
-8368.00000000
USD
-193468.16000000
USD
Prudential Financial, Inc.
-1558.00000000
USD
-159648.26000000
USD
Edison International
-3007.00000000
USD
-173864.74000000
USD
NOV, Inc.
-3309.00000000
USD
-50693.88000000
USD
Healthpeak Properties, Inc.
-4981.00000000
USD
-165817.49000000
USD
Y
MS Equity Custom Basket - Tenor At Maturity
2024-03-27
0.00000000
USD
0.00000000
USD
-11716651.69000000
USD
-468593.63000000
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
434.00000000
NS
USD
67013.94000000
0.246628828503
Long
EC
CORP
US
N
1
N
N
N
Worthington Industries Inc
1WRCIANKYOIK6KYE5E82
Worthington Industries, Inc.
981811102
876.00000000
NS
USD
53593.68000000
0.197238761272
Long
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT Inc
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
2675.00000000
NS
USD
48685.00000000
0.179173534875
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
391.00000000
NS
USD
60816.14000000
0.223819303302
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
799.00000000
NS
USD
194756.25000000
0.716753943751
Long
EC
CORP
US
N
1
N
N
N
Avista Corp
Q0IK63NITJD6RJ47SW96
Avista Corp.
05379B107
2372.00000000
NS
USD
101213.24000000
0.372491198253
Long
EC
CORP
US
N
1
N
N
N
Gentherm Inc
HKM6YX1U5JS60TCUB219
Gentherm, Inc.
37253A103
1339.00000000
NS
USD
95135.95000000
0.350125181374
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes Inc
R05X5UQ874RGFF7HHD84
Federated Hermes, Inc.
314211103
2508.00000000
NS
USD
85046.28000000
0.312992556548
Long
EC
CORP
US
N
1
N
N
N
Prestige Consumer Healthcare I
N/A
Prestige Consumer Healthcare, Inc.
74112D101
1690.00000000
NS
USD
88049.00000000
0.324043351591
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
168.00000000
NS
USD
250692.96000000
0.922615668306
Long
EC
CORP
US
N
1
N
N
N
Hillenbrand Inc
U246OE781574J2BUD366
Hillenbrand, Inc.
431571108
1437.00000000
NS
USD
63342.96000000
0.233118661859
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
117.00000000
NS
USD
46851.48000000
0.172425701668
Long
EC
CORP
US
N
1
N
N
N
Coherus Biosciences Inc
5493007IL8W5MV932D26
Coherus Biosciences, Inc.
19249H103
4347.00000000
NS
USD
60119.01000000
0.221253682548
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group Inc
0T6SBMK3JTBI1JR36794
MDU Resources Group, Inc.
552690109
6101.00000000
NS
USD
191205.34000000
0.703685666114
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
Accenture plc
N/A
164.00000000
NS
USD
48345.56000000
0.177924306885
Long
EC
CORP
US
N
1
N
N
N
2021-07-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO