0001752724-24-012507.txt : 20240125
0001752724-24-012507.hdr.sgml : 20240125
20240125095434
ACCESSION NUMBER: 0001752724-24-012507
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240125
DATE AS OF CHANGE: 20240125
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PROSHARES TRUST
CENTRAL INDEX KEY: 0001174610
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21114
FILM NUMBER: 24559409
BUSINESS ADDRESS:
STREET 1: 7272 WISCONSIN AVENUE
STREET 2: 21ST FLOOR
CITY: BETHESDA
STATE: MD
ZIP: 20814
BUSINESS PHONE: 240-497-6400
MAIL ADDRESS:
STREET 1: 7272 WISCONSIN AVENUE
STREET 2: 21ST FLOOR
CITY: BETHESDA
STATE: MD
ZIP: 20814
FORMER COMPANY:
FORMER CONFORMED NAME: XTRASHARES TRUST
DATE OF NAME CHANGE: 20030409
FORMER COMPANY:
FORMER CONFORMED NAME: PROFUNDS ETF TRUST
DATE OF NAME CHANGE: 20020531
0001174610
S000024920
ProShares UltraPro MidCap400
C000074110
ProShares UltraPro MidCap400
UMDD
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001174610
XXXXXXXX
S000024920
C000074110
ProShares Trust
811-21114
0001174610
5493005D9DS7C1P5AM59
7272 Wisconsin Avenue
Bethesda
20814
240-497-6400
ProShares UltraPro MidCap400
S000024920
YELLSFUO2ZS3VU6OFQ93
2024-05-31
2023-11-30
N
27481774.40
2302458.84
25179315.56
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
6385930.94000000
UST
N/A
N/A
Werner Enterprises, Inc.
549300P6XRGOCHHJST37
Werner Enterprises, Inc.
950755108
452.00000000
NS
USD
18084.52000000
0.071822921305
Long
EC
CORP
US
N
1
N
N
N
Agree Realty Corp.
N/A
Agree Realty Corp.
008492100
687.00000000
NS
USD
40677.27000000
0.161550340409
Long
EC
CORP
US
N
1
N
N
N
COPT Defense Properties
YY1J47X6LF9TYY8JY420
COPT Defense Properties
22002T108
803.00000000
NS
USD
19432.60000000
0.077176839671
Long
EC
CORP
US
N
1
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
440.00000000
NS
USD
46468.40000000
0.184549893301
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp.
Q774KI4AW80FHFW33O61
Wintrust Financial Corp.
97650W108
437.00000000
NS
USD
37437.79000000
0.148684700784
Long
EC
CORP
US
N
1
N
N
N
RLI Corp.
529900AMTJE5ECN9PS55
RLI Corp.
749607107
286.00000000
NS
USD
38781.60000000
0.154021660785
Long
EC
CORP
US
N
1
N
N
N
Carter's, Inc.
5299003WAQK4R3L3ZU36
Carter's, Inc.
146229109
266.00000000
NS
USD
18138.54000000
0.072037462482
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories, Inc.
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc., Class A
25659T107
425.00000000
NS
USD
36605.25000000
0.145378256659
Long
EC
CORP
US
N
1
N
N
N
FirstCash Holdings, Inc.
N/A
FirstCash Holdings, Inc.
33768G107
264.00000000
NS
USD
29568.00000000
0.117429720953
Long
EC
CORP
US
N
1
N
N
N
Hancock Whitney Corp.
549300GRNBWY8HIICT41
Hancock Whitney Corp.
410120109
614.00000000
NS
USD
25327.50000000
0.100588516552
Long
EC
CORP
US
N
1
N
N
N
Louisiana-Pacific Corp.
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp.
546347105
458.00000000
NS
USD
27933.42000000
0.110937963875
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp.
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
335.00000000
NS
USD
80400.00000000
0.319309712007
Long
EC
CORP
US
N
1
N
N
N
CubeSmart
N/A
CubeSmart
229663109
1603.00000000
NS
USD
63735.28000000
0.253125546038
Long
EC
CORP
US
N
1
N
N
N
Ingredion, Inc.
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
457187102
472.00000000
NS
USD
48375.28000000
0.192123093595
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group, Inc.
5493004DT6DCDUZNDM53
Interactive Brokers Group, Inc., Class A
45841N107
763.00000000
NS
USD
59391.92000000
0.235875831725
Long
EC
CORP
US
N
1
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901J105
1437.00000000
NS
USD
22029.21000000
0.087489312199
Long
EC
CORP
US
N
1
N
N
N
Autoliv, Inc.
A23RUXWKASG834LTMK28
Autoliv, Inc.
052800109
542.00000000
NS
USD
56162.04000000
0.223048318633
Long
EC
CORP
US
N
1
N
N
N
Helen of Troy Ltd.
N/A
Helen of Troy Ltd.
N/A
172.00000000
NS
USD
18065.16000000
0.071746032798
Long
EC
CORP
BM
N
1
N
N
N
Esab Corp.
549300ZNV0SWBXEIWT04
Esab Corp.
29605J106
404.00000000
NS
USD
31168.60000000
0.123786525990
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837103
1428.00000000
NS
USD
50051.40000000
0.198779827357
Long
EC
CORP
US
N
1
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
256.00000000
NS
USD
44198.40000000
0.175534556905
Long
EC
CORP
US
N
1
N
N
N
Permian Resources Corp.
529900NXUJPOKU7OJ511
Permian Resources Corp., Class A
71424F105
2620.00000000
NS
USD
34426.80000000
0.136726512354
Long
EC
CORP
US
N
1
N
N
N
Kyndryl Holdings, Inc.
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155Q100
1632.00000000
NS
USD
29424.96000000
0.116861635614
Long
EC
CORP
US
N
1
N
N
N
Polaris, Inc.
549300QJSN8UVWN1EI78
Polaris, Inc.
731068102
380.00000000
NS
USD
31338.60000000
0.124461683342
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp.
549300S3UD8XV1MN0287
Gentex Corp.
371901109
1665.00000000
NS
USD
50632.65000000
0.201088269771
Long
EC
CORP
US
N
1
N
N
N
Ovintiv, Inc.
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047Q102
1810.00000000
NS
USD
80255.40000000
0.318735431107
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties, Inc.
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
1328.00000000
NS
USD
94420.80000000
0.374993513127
Long
EC
CORP
US
N
1
N
N
N
New Jersey Resources Corp.
549300QKBSQBIX4DQ583
New Jersey Resources Corp.
646025106
696.00000000
NS
USD
29371.20000000
0.116648127031
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339100
356.00000000
NS
USD
99825.96000000
0.396460180826
Long
EC
CORP
US
N
1
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
537.00000000
NS
USD
23960.94000000
0.095161204612
Long
EC
CORP
US
N
1
N
N
N
Flowers Foods, Inc.
7YNCQQNDK8FBM9BBTK25
Flowers Foods, Inc.
343498101
1371.00000000
NS
USD
28530.51000000
0.113309315068
Long
EC
CORP
US
N
1
N
N
N
Timken Co. (The)
B0I35MLPFXZSE70ASS73
Timken Co. (The)
887389104
466.00000000
NS
USD
33738.40000000
0.133992522233
Long
EC
CORP
US
N
1
N
N
N
Haemonetics Corp.
549300ZEL6TXZS6F5F95
Haemonetics Corp.
405024100
362.00000000
NS
USD
29274.94000000
0.116265829109
Long
EC
CORP
US
N
1
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313103
933.00000000
NS
USD
107593.56000000
0.427309311659
Long
EC
CORP
US
N
1
N
N
N
nVent Electric plc
N/A
nVent Electric plc
N/A
1182.00000000
NS
USD
62941.50000000
0.249973037789
Long
EC
CORP
IE
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
989.00000000
NS
USD
87882.54000000
0.349026723107
Long
EC
CORP
US
N
1
N
N
N
Lattice Semiconductor Corp.
549300LRBBPZDQ2II567
Lattice Semiconductor Corp.
518415104
983.00000000
NS
USD
57554.65000000
0.228579088509
Long
EC
CORP
US
N
1
N
N
N
Glacier Bancorp, Inc.
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
791.00000000
NS
USD
26601.33000000
0.105647550016
Long
EC
CORP
US
N
1
N
N
N
Doximity, Inc.
N/A
Doximity, Inc., Class A
26622P107
895.00000000
NS
USD
20808.75000000
0.082642238429
Long
EC
CORP
US
N
1
N
N
N
Curtiss-Wright Corp.
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp.
231561101
273.00000000
NS
USD
58394.70000000
0.231915358703
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
N/A
450.00000000
NS
USD
53203.50000000
0.211298436104
Long
EC
CORP
IE
N
1
N
N
N
Option Care Health, Inc.
549300DI3Q5ACSYJRI17
Option Care Health, Inc.
68404L201
1283.00000000
NS
USD
38169.25000000
0.151589704291
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings, Inc.
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
958.00000000
NS
USD
61867.64000000
0.245708187947
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp.
5493008LG4W3I6K8J118
Deckers Outdoor Corp.
243537107
186.00000000
NS
USD
123498.42000000
0.490475683128
Long
EC
CORP
US
N
1
N
N
N
Harley-Davidson, Inc.
ZDNAWZWXIKMWI51R2A08
Harley-Davidson, Inc.
412822108
919.00000000
NS
USD
27560.81000000
0.109458138106
Long
EC
CORP
US
N
1
N
N
N
Kinsale Capital Group, Inc.
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
157.00000000
NS
USD
54965.70000000
0.218297037776
Long
EC
CORP
US
N
1
N
N
N
Floor & Decor Holdings, Inc.
549300M5FR3N688XGQ36
Floor & Decor Holdings, Inc., Class A
339750101
759.00000000
NS
USD
69607.89000000
0.276448697877
Long
EC
CORP
US
N
1
N
N
N
Medpace Holdings, Inc.
549300H8TYEUVTW14A54
Medpace Holdings, Inc.
58506Q109
166.00000000
NS
USD
44939.52000000
0.178477925235
Long
EC
CORP
US
N
1
N
N
N
Repligen Corp.
54930006QJ0T5AUO1E71
Repligen Corp.
759916109
370.00000000
NS
USD
58182.50000000
0.231072603468
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences, Inc.
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
696.00000000
NS
USD
81146.64000000
0.322275003093
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
641.00000000
NS
USD
86906.78000000
0.345151478771
Long
EC
CORP
US
N
1
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
750.00000000
NS
USD
31395.00000000
0.124685676722
Long
EC
CORP
US
N
1
N
N
N
Old National Bancorp
549300MMK90CL5KMVX16
Old National Bancorp
680033107
2087.00000000
NS
USD
31075.43000000
0.123416500047
Long
EC
CORP
US
N
1
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
1526.00000000
NS
USD
94978.24000000
0.377207393797
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620R303
1844.00000000
NS
USD
82684.96000000
0.328384462250
Long
EC
CORP
US
N
1
N
N
N
Crane NXT Co.
549300EXNPSXEWUD3N21
Crane NXT Co.
224441105
344.00000000
NS
USD
17702.24000000
0.070304690998
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
606928.13000000
PA
USD
606928.13000000
2.410423462678
Long
RA
CORP
US
N
2
Repurchase
N
5.30000000
2023-12-01
606928.13000000
USD
619066.71190000
USD
UST
N
N
N
Saia, Inc.
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
189.00000000
NS
USD
73783.71000000
0.293033024762
Long
EC
CORP
US
N
1
N
N
N
Frontier Communications Parent, Inc.
N/A
Frontier Communications Parent, Inc.
35909D109
1577.00000000
NS
USD
34520.53000000
0.137098762346
Long
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology, Inc.
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc.
928298108
905.00000000
NS
USD
20118.15000000
0.079899510977
Long
EC
CORP
US
N
1
N
N
N
Spirit Realty Capital, Inc.
549300LTU6LVPZSHMJ25
Spirit Realty Capital, Inc.
84860W300
1008.00000000
NS
USD
41630.40000000
0.165335709387
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167735
802.00000000
NS
USD
64408.62000000
0.255799725161
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
1873.00000000
NS
USD
87525.29000000
0.347607899791
Long
EC
CORP
US
N
1
N
N
N
Toll Brothers, Inc.
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
780.00000000
NS
USD
66994.20000000
0.266068391892
Long
EC
CORP
US
N
1
N
N
N
Stifel Financial Corp.
549300E5F07FE5GHJX84
Stifel Financial Corp.
860630102
745.00000000
NS
USD
45459.90000000
0.180544621602
Long
EC
CORP
US
N
1
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc., Class A
26210C104
1839.00000000
NS
USD
51823.02000000
0.205815840690
Long
EC
CORP
US
N
1
N
N
N
Lantheus Holdings, Inc.
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544103
488.00000000
NS
USD
34950.56000000
0.138806632438
Long
EC
CORP
US
N
1
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905106
180.00000000
NS
USD
19850.40000000
0.078836138149
Long
EC
CORP
US
N
1
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
2119.00000000
NS
USD
42104.53000000
0.167218723239
Long
EC
CORP
US
N
1
N
N
N
NCR Voyix Corp.
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886E108
955.00000000
NS
USD
14974.40000000
0.059471036709
Long
EC
CORP
US
N
1
N
N
N
UGI Corp.
DX6GCWD4Q1JO9CRE5I40
UGI Corp.
902681105
1494.00000000
NS
USD
32853.06000000
0.130476382178
Long
EC
CORP
US
N
1
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404A109
657.00000000
NS
USD
47954.43000000
0.190451681999
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp.
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
2013.00000000
NS
USD
35408.67000000
0.140626022639
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P Midcap 400 E-Mini Index
N/A
8.00000000
NC
USD
39518.70000000
0.156949063630
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P Midcap 400 E-Mini Index
XC0009692283
2023-12-15
2054080.00000000
USD
39518.70000000
N
N
N
Fluor Corp.
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp.
343412102
1022.00000000
NS
USD
38866.66000000
0.154359477752
Long
EC
CORP
US
N
1
N
N
N
Lumentum Holdings, Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024U109
490.00000000
NS
USD
20972.00000000
0.083290588062
Long
EC
CORP
US
N
1
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
1936.00000000
NS
USD
56569.92000000
0.224668219694
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467109
7855.00000000
NS
USD
51764.45000000
0.205583229125
Long
EC
CORP
US
N
1
N
N
N
EastGroup Properties, Inc.
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
324.00000000
NS
USD
56295.00000000
0.223576371112
Long
EC
CORP
US
N
1
N
N
N
Middleby Corp. (The)
JDFO86U9VQRBKW5KYA35
Middleby Corp. (The)
596278101
382.00000000
NS
USD
48219.86000000
0.191505840915
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp.
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp., Class A
87724P106
781.00000000
NS
USD
35223.10000000
0.139889028818
Long
EC
CORP
US
N
1
N
N
N
Ormat Technologies, Inc.
5493000TSHHWY24VHM09
Ormat Technologies, Inc.
686688102
382.00000000
NS
USD
25716.24000000
0.102132402839
Long
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp.
5493002KZ51CADQ94G15
IPG Photonics Corp.
44980X109
213.00000000
NS
USD
20396.88000000
0.081006491027
Long
EC
CORP
US
N
1
N
N
N
Watts Water Technologies, Inc.
549300REJOO94ERQN318
Watts Water Technologies, Inc., Class A
942749102
195.00000000
NS
USD
37539.45000000
0.149088444880
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
554.00000000
NS
USD
28863.40000000
0.114631392307
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281A109
1721.00000000
NS
USD
55932.50000000
0.222136697348
Long
EC
CORP
US
N
1
N
N
N
Capri Holdings Ltd.
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
N/A
828.00000000
NS
USD
40108.32000000
0.159290747615
Long
EC
CORP
VG
N
1
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Class C
904311206
1426.00000000
NS
USD
10923.16000000
0.043381481017
Long
EC
CORP
US
N
1
N
N
N
RBC Bearings, Inc.
N/A
RBC Bearings, Inc.
75524B104
207.00000000
NS
USD
53352.18000000
0.211888920780
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
1400603.37000000
PA
USD
1400603.37000000
5.562515655608
Long
RA
CORP
US
N
2
Repurchase
N
5.31000000
2023-12-01
1400603.37000000
USD
1428615.43780000
USD
UST
N
N
N
New York Community Bancorp, Inc.
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
5152.00000000
NS
USD
48480.32000000
0.192540261408
Long
EC
CORP
US
N
1
N
N
N
ALLETE, Inc.
549300NNLSIMY6Z8OT86
ALLETE, Inc.
018522300
409.00000000
NS
USD
22691.32000000
0.090118891222
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
213.00000000
NS
USD
29121.36000000
0.115655884015
Long
EC
CORP
US
N
1
N
N
N
Kirby Corp.
I7NO6FZO5GUCG585T325
Kirby Corp.
497266106
424.00000000
NS
USD
32542.00000000
0.129241003086
Long
EC
CORP
US
N
1
N
N
N
TopBuild Corp.
5493007YSKHOL4RWII46
TopBuild Corp.
89055F103
226.00000000
NS
USD
66846.28000000
0.265480925566
Long
EC
CORP
US
N
1
N
N
N
Morningstar, Inc.
529900YGNQPOVAXQ7F29
Morningstar, Inc.
617700109
186.00000000
NS
USD
52704.96000000
0.209318477598
Long
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Holdings, Inc.
N/A
Knight-Swift Transportation Holdings, Inc., Class A
499049104
1150.00000000
NS
USD
61847.00000000
0.245626215901
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936100
1746.00000000
NS
USD
55435.50000000
0.220162854974
Long
EC
CORP
US
N
1
N
N
N
US Foods Holding Corp.
549300UGOZSO64CFPR97
US Foods Holding Corp.
912008109
1620.00000000
NS
USD
71004.60000000
0.281995750959
Long
EC
CORP
US
N
1
N
N
N
Chord Energy Corp.
529900FA4V2YNIKZ0M71
Chord Energy Corp.
674215207
296.00000000
NS
USD
47993.44000000
0.190606610754
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
1862.00000000
NS
USD
52154.62000000
0.207132794677
Long
EC
CORP
US
N
1
N
N
N
Bruker Corp.
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp.
116794108
702.00000000
NS
USD
45693.18000000
0.181471096349
Long
EC
CORP
US
N
1
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696104
331.00000000
NS
USD
26115.90000000
0.103719658057
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd.
254900QUO860OUT6ZF83
Essent Group Ltd.
N/A
763.00000000
NS
USD
36883.42000000
0.146483012662
Long
EC
CORP
BM
N
1
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949100
1037.00000000
NS
USD
54421.76000000
0.216136772543
Long
EC
CORP
US
N
1
N
N
N
Tetra Tech, Inc.
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
380.00000000
NS
USD
60097.00000000
0.238676066697
Long
EC
CORP
US
N
1
N
N
N
Nexstar Media Group, Inc.
52990083ZRR5UT591988
Nexstar Media Group, Inc., Class A
65336K103
238.00000000
NS
USD
33779.34000000
0.134155116009
Long
EC
CORP
US
N
1
N
N
N
QuidelOrtho Corp.
549300YU8CMO9HF53113
QuidelOrtho Corp.
219798105
352.00000000
NS
USD
24192.96000000
0.096082675251
Long
EC
CORP
US
N
1
N
N
N
Visteon Corp.
549300MOVLYHRW4GGW78
Visteon Corp.
92839U206
201.00000000
NS
USD
23852.67000000
0.094731208809
Long
EC
CORP
US
N
1
N
N
N
Patterson Cos., Inc.
YM48Q2087CUE26GWEK09
Patterson Cos., Inc.
703395103
607.00000000
NS
USD
15423.87000000
0.061256113031
Long
EC
CORP
US
N
1
N
N
N
Paylocity Holding Corp.
549300VH75FTB4DIEE07
Paylocity Holding Corp.
70438V106
307.00000000
NS
USD
48097.69000000
0.191020641070
Long
EC
CORP
US
N
1
N
N
N
GATX Corp.
549300IHYHCQP2PIR591
GATX Corp.
361448103
252.00000000
NS
USD
27468.00000000
0.109089541908
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
2580.51616400
NC
USD
-703575.96000000
-2.79426165625
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P MidCap 400
MID
Y
2024-11-07
0.00000000
USD
0.00000000
USD
7915218.19000000
USD
-703575.96000000
N
N
N
Jones Lang LaSalle, Inc.
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020Q107
340.00000000
NS
USD
52876.80000000
0.210000942535
Long
EC
CORP
US
N
1
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912108
660.00000000
NS
USD
31000.20000000
0.123117723061
Long
EC
CORP
US
N
1
N
N
N
Pinnacle Financial Partners, Inc.
54930098EZ8JMSAZGS24
Pinnacle Financial Partners, Inc.
72346Q104
547.00000000
NS
USD
39695.79000000
0.157652379014
Long
EC
CORP
US
N
1
N
N
N
Exelixis, Inc.
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
2270.00000000
NS
USD
49508.70000000
0.196624486801
Long
EC
CORP
US
N
1
N
N
N
Power Integrations, Inc.
54930085LGXSCIHD5W31
Power Integrations, Inc.
739276103
409.00000000
NS
USD
31251.69000000
0.124116519075
Long
EC
CORP
US
N
1
N
N
N
Terex Corp.
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779103
481.00000000
NS
USD
23809.50000000
0.094559758557
Long
EC
CORP
US
N
1
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
610.00000000
NS
USD
40882.20000000
0.162364222739
Long
EC
CORP
US
N
1
N
N
N
Greif, Inc.
54930070FVGKR0Z1FI24
Greif, Inc., Class A
397624107
182.00000000
NS
USD
12721.80000000
0.050524804654
Long
EC
CORP
US
N
1
N
N
N
United Bankshares, Inc.
5299005O3BAMJ9Z92V62
United Bankshares, Inc.
909907107
962.00000000
NS
USD
31851.82000000
0.126499943670
Long
EC
CORP
US
N
1
N
N
N
Coherent Corp.
549300O5C25A0MMHHU33
Coherent Corp.
19247G107
928.00000000
NS
USD
34141.12000000
0.135591930283
Long
EC
CORP
US
N
1
N
N
N
Globus Medical, Inc.
5299003M2P4CIK0RF205
Globus Medical, Inc., Class A
379577208
837.00000000
NS
USD
37598.04000000
0.149321135876
Long
EC
CORP
US
N
1
N
N
N
Old Republic International Corp.
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223104
1888.00000000
NS
USD
55337.28000000
0.219772772886
Long
EC
CORP
US
N
1
N
N
N
Genpact Ltd.
529900OSEC6Q0L4L5B35
Genpact Ltd.
N/A
1190.00000000
NS
USD
40412.40000000
0.160498405541
Long
EC
CORP
BM
N
1
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750103
473.00000000
NS
USD
56665.40000000
0.225047419835
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands, Inc.
N/A
Acuity Brands, Inc.
00508Y102
222.00000000
NS
USD
39795.72000000
0.158049252391
Long
EC
CORP
US
N
1
N
N
N
Northwestern Energy Group, Inc.
254900N1WG46G1VMDM34
Northwestern Energy Group, Inc.
668074305
428.00000000
NS
USD
21532.68000000
0.085517336437
Long
EC
CORP
US
N
1
N
N
N
Vestis Corp.
N/A
Vestis Corp.
29430C102
931.00000000
NS
USD
17046.61000000
0.067700847385
Long
EC
CORP
US
N
1
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147K108
287.00000000
NS
USD
7335.72000000
0.029133913439
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp.
54930082CG88ERDREQ47
NewMarket Corp.
651587107
49.00000000
NS
USD
25994.99000000
0.103239462319
Long
EC
CORP
US
N
1
N
N
N
Exponent, Inc.
529900NY3F5Q2NWPUZ42
Exponent, Inc.
30214U102
363.00000000
NS
USD
27936.48000000
0.110950116707
Long
EC
CORP
US
N
1
N
N
N
Qualys, Inc.
549300EMBXYOW9W1XA17
Qualys, Inc.
74758T303
262.00000000
NS
USD
48428.08000000
0.192332789525
Long
EC
CORP
US
N
1
N
N
N
Amkor Technology, Inc.
529900VHLRTKPWZJBM84
Amkor Technology, Inc.
031652100
736.00000000
NS
USD
20733.12000000
0.082341872838
Long
EC
CORP
US
N
1
N
N
N
ZoomInfo Technologies, Inc.
2549008GSAHW4UWFEM58
ZoomInfo Technologies, Inc., Class A
98980F104
2176.00000000
NS
USD
31269.12000000
0.124185742561
Long
EC
CORP
US
N
1
N
N
N
Lennox International, Inc.
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
228.00000000
NS
USD
92718.48000000
0.368232725703
Long
EC
CORP
US
N
1
N
N
N
Performance Food Group Co.
549300EUK8GR9IT1YK57
Performance Food Group Co.
71377A103
1114.00000000
NS
USD
72465.70000000
0.287798529818
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008R107
892.00000000
NS
USD
119626.12000000
0.475096790121
Long
EC
CORP
US
N
1
N
N
N
Universal Display Corp.
N/A
Universal Display Corp.
91347P105
311.00000000
NS
USD
52621.20000000
0.208985823600
Long
EC
CORP
US
N
1
N
N
N
UMB Financial Corp.
549300MGEH3N3CUCV828
UMB Financial Corp.
902788108
311.00000000
NS
USD
22286.26000000
0.088510189829
Long
EC
CORP
US
N
1
N
N
N
Ashland, Inc.
529900E4L9R04SB8HB11
Ashland, Inc.
044186104
365.00000000
NS
USD
29170.80000000
0.115852235659
Long
EC
CORP
US
N
1
N
N
N
Lincoln Electric Holdings, Inc.
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
409.00000000
NS
USD
81006.54000000
0.321718594006
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
4610.00000000
NC
USD
-651468.36000000
-2.58731560215
N/A
DE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
S&P MidCap 400
MID
Y
2024-04-08
0.00000000
USD
0.00000000
USD
11818288.20000000
USD
-651468.36000000
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
494.00000000
NS
USD
59828.34000000
0.237609079791
Long
EC
CORP
US
N
1
N
N
N
GXO Logistics, Inc.
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262G101
848.00000000
NS
USD
47708.48000000
0.189474888172
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management, Inc.
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc.
035710839
3522.75000000
NS
USD
63656.09000000
0.252811041858
Long
EC
CORP
US
N
1
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081102
2525.00000000
NS
USD
47975.00000000
0.190533376039
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
498.00000000
NS
USD
39277.26000000
0.155990181331
Long
EC
CORP
US
N
1
N
N
N
UFP Industries, Inc.
5493007KB485C9OV5572
UFP Industries, Inc.
90278Q108
441.00000000
NS
USD
48346.83000000
0.192010104026
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients, Inc.
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266101
1137.00000000
NS
USD
49880.19000000
0.198099864474
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
2312.00000000
NC
USD
-255744.89000000
-1.01569436782
N/A
DE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
S&P MidCap 400
MID
Y
2024-04-08
0.00000000
USD
0.00000000
USD
5927089.44000001
USD
-255744.89000000
N
N
N
Cousins Properties, Inc.
5493007XPYD5EJABN062
Cousins Properties, Inc.
222795502
1082.00000000
NS
USD
22202.64000000
0.088178091843
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp.
549300JQTYZCLC43S226
Cognex Corp.
192422103
1229.00000000
NS
USD
46333.30000000
0.184013341782
Long
EC
CORP
US
N
1
N
N
N
Simpson Manufacturing Co., Inc.
529900EJUNNL15LZ8056
Simpson Manufacturing Co., Inc.
829073105
304.00000000
NS
USD
50758.88000000
0.201589593962
Long
EC
CORP
US
N
1
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
783549108
325.00000000
NS
USD
34820.50000000
0.138290097350
Long
EC
CORP
US
N
1
N
N
N
Royal Gold, Inc.
5493001NGRU6SFL04184
Royal Gold, Inc.
780287108
468.00000000
NS
USD
57002.40000000
0.226385819996
Long
EC
CORP
US
N
1
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q308
299.00000000
NS
USD
38878.97000000
0.154408367087
Long
EC
CORP
US
N
1
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Class A
904311107
1346.00000000
NS
USD
10956.44000000
0.043513652997
Long
EC
CORP
US
N
1
N
N
N
Watsco, Inc.
549300F1Y3LN5BX5WN75
Watsco, Inc.
942622200
239.00000000
NS
USD
91352.97000000
0.362809583851
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma, Inc.
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
458.00000000
NS
USD
85893.32000000
0.341126508364
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings, Inc.
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc.
302081104
1182.00000000
NS
USD
33533.34000000
0.133178123607
Long
EC
CORP
US
N
1
N
N
N
TD SYNNEX Corp.
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162W100
370.00000000
NS
USD
36496.80000000
0.144947545984
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261A100
715.00000000
NS
USD
46596.55000000
0.185058842798
Long
EC
CORP
US
N
1
N
N
N
Prosperity Bancshares, Inc.
N/A
Prosperity Bancshares, Inc.
743606105
668.00000000
NS
USD
40287.08000000
0.160000695427
Long
EC
CORP
US
N
1
N
N
N
Columbia Sportswear Co.
549300OTMCIEUXAH5Z60
Columbia Sportswear Co.
198516106
249.00000000
NS
USD
19504.17000000
0.077461080915
Long
EC
CORP
US
N
1
N
N
N
Valvoline, Inc.
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047W101
989.00000000
NS
USD
33863.36000000
0.134488802601
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp.
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp.
294600101
3090.00000000
NS
USD
28984.20000000
0.115111151178
Long
EC
CORP
US
N
1
N
N
N
R1 RCM, Inc.
N/A
R1 RCM, Inc.
77634L105
1404.00000000
NS
USD
14854.32000000
0.058994137329
Long
EC
CORP
US
N
1
N
N
N
TKO Group Holdings, Inc.
N/A
TKO Group Holdings, Inc.
87256C101
426.00000000
NS
USD
32942.58000000
0.130831912096
Long
EC
CORP
US
N
1
N
N
N
Adient plc
5493002QLDY8O75RTR78
Adient plc
N/A
668.00000000
NS
USD
21509.60000000
0.085425673897
Long
EC
CORP
IE
N
1
N
N
N
Insperity, Inc.
5299000Q0KW7HY5DB751
Insperity, Inc.
45778Q107
258.00000000
NS
USD
29347.50000000
0.116554002153
Long
EC
CORP
US
N
1
N
N
N
Wolfspeed, Inc.
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852102
888.00000000
NS
USD
32731.68000000
0.129994319829
Long
EC
CORP
US
N
1
N
N
N
Dynatrace, Inc.
N/A
Dynatrace, Inc.
268150109
1694.00000000
NS
USD
90713.70000000
0.360270714205
Long
EC
CORP
US
N
1
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760108
1522.00000000
NS
USD
30546.54000000
0.121316006097
Long
EC
CORP
US
N
1
N
N
N
Teradata Corp.
549300JU9SOUHV4U4R71
Teradata Corp.
88076W103
712.00000000
NS
USD
33642.00000000
0.133609668300
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty Corp.
549300CXXI18B214UN80
Kilroy Realty Corp.
49427F108
760.00000000
NS
USD
25064.80000000
0.099545199869
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group, Inc.
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E103
806.00000000
NS
USD
21359.00000000
0.084827563914
Long
EC
CORP
US
N
1
N
N
N
Littelfuse, Inc.
549300MY7HLQFYTPCX75
Littelfuse, Inc.
537008104
178.00000000
NS
USD
41438.40000000
0.164573178731
Long
EC
CORP
US
N
1
N
N
N
Five Below, Inc.
529900AAXP5Z6BGI7418
Five Below, Inc.
33829M101
397.00000000
NS
USD
74818.62000000
0.297143184141
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group, Inc.
N/A
MDU Resources Group, Inc.
552690109
1452.00000000
NS
USD
27791.28000000
0.110373452899
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
155622.60000000
PA
USD
155622.60000000
0.618057308305
Long
RA
CORP
US
N
2
Repurchase
N
5.20000000
2023-12-01
155622.60000000
USD
158735.06150000
USD
UST
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605H100
652.00000000
NS
USD
50875.56000000
0.202052990196
Long
EC
CORP
US
N
1
N
N
N
Graphic Packaging Holding Co.
N/A
Graphic Packaging Holding Co.
388689101
2191.00000000
NS
USD
49669.97000000
0.197264972837
Long
EC
CORP
US
N
1
N
N
N
WEX, Inc.
T9M5IGROL1TL1G5OV478
WEX, Inc.
96208T104
306.00000000
NS
USD
54033.48000000
0.214594713153
Long
EC
CORP
US
N
1
N
N
N
Concentrix Corp.
5493000EAJN1KMPVA737
Concentrix Corp.
20602D101
308.00000000
NS
USD
28948.92000000
0.114971036170
Long
EC
CORP
US
N
1
N
N
N
Neogen Corp.
549300HJT9FC36N4UW43
Neogen Corp.
640491106
1403.00000000
NS
USD
23808.91000000
0.094557415364
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Group, Inc.
529900E95812SYWMCE44
Avis Budget Group, Inc.
053774105
141.00000000
NS
USD
25781.85000000
0.102392973862
Long
EC
CORP
US
N
1
N
N
N
LivaNova plc
2138001K2FX6SHK2B339
LivaNova plc
N/A
384.00000000
NS
USD
17222.40000000
0.068398999801
Long
EC
CORP
GB
N
1
N
N
N
Sonoco Products Co.
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495102
699.00000000
NS
USD
38556.84000000
0.153129023337
Long
EC
CORP
US
N
1
N
N
N
Chemed Corp.
54930020031IDJT2IM79
Chemed Corp.
16359R103
108.00000000
NS
USD
61236.00000000
0.243199620951
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp.
549300N3CIN473IW5094
Associated Banc-Corp.
045487105
1076.00000000
NS
USD
19088.24000000
0.075809209168
Long
EC
CORP
US
N
1
N
N
N
Grocery Outlet Holding Corp.
N/A
Grocery Outlet Holding Corp.
39874R101
704.00000000
NS
USD
19859.84000000
0.078873629240
Long
EC
CORP
US
N
1
N
N
N
Clean Harbors, Inc.
5493000SJVZVZJKHJF48
Clean Harbors, Inc.
184496107
359.00000000
NS
USD
58035.94000000
0.230490538401
Long
EC
CORP
US
N
1
N
N
N
Super Micro Computer, Inc.
54930022CZO1N2UGVW07
Super Micro Computer, Inc.
86800U104
326.00000000
NS
USD
89151.22000000
0.354065303274
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717102
1058.00000000
NS
USD
45250.66000000
0.179713622048
Long
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide Corp.
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp.
57164Y107
242.00000000
NS
USD
17641.80000000
0.070064652702
Long
EC
CORP
US
N
1
N
N
N
GoDaddy, Inc.
549300J8H1TB0I2CB447
GoDaddy, Inc., Class A
380237107
1047.00000000
NS
USD
104762.82000000
0.416066988597
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes, Inc.
R05X5UQ874RGFF7HHD84
Federated Hermes, Inc., Class B
314211103
630.00000000
NS
USD
20046.60000000
0.079615349163
Long
EC
CORP
US
N
1
N
N
N
Ollie's Bargain Outlet Holdings, Inc.
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings, Inc.
681116109
441.00000000
NS
USD
32312.07000000
0.128327832911
Long
EC
CORP
US
N
1
N
N
N
SouthState Corp.
549300JZUANXM0YQ4W53
SouthState Corp.
840441109
542.00000000
NS
USD
40135.10000000
0.159397104755
Long
EC
CORP
US
N
1
N
N
N
Knife River Corp.
N/A
Knife River Corp.
498894104
403.00000000
NS
USD
24051.04000000
0.095519038008
Long
EC
CORP
US
N
1
N
N
N
Black Hills Corp.
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113109
479.00000000
NS
USD
24711.61000000
0.098142500899
Long
EC
CORP
US
N
1
N
N
N
GameStop Corp.
549300505KLOET039L77
GameStop Corp., Class A
36467W109
1912.00000000
NS
USD
27819.60000000
0.110485926171
Long
EC
CORP
US
N
1
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674X106
2014.00000000
NS
USD
47590.82000000
0.189007599855
Long
EC
CORP
US
N
1
N
N
N
Eagle Materials, Inc.
529900KRXRGXL61SG039
Eagle Materials, Inc.
26969P108
253.00000000
NS
USD
45805.65000000
0.181917772509
Long
EC
CORP
US
N
1
N
N
N
Topgolf Callaway Brands Corp.
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp.
131193104
1019.00000000
NS
USD
12492.94000000
0.049615883999
Long
EC
CORP
US
N
1
N
N
N
Enovis Corp.
635400OP2DYYYMOIYL17
Enovis Corp.
194014502
354.02340000
NS
USD
17510.00000000
0.069541207179
Long
EC
CORP
US
N
1
N
N
N
Calix, Inc.
5299002RQRZ4SXSCSJ58
Calix, Inc.
13100M509
421.00000000
NS
USD
16246.39000000
0.064522762587
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033G407
724.00000000
NS
USD
49963.24000000
0.198429698698
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corp.
87161C501
1042.00000000
NS
USD
32083.18000000
0.127418793110
Long
EC
CORP
US
N
1
N
N
N
Macy's, Inc.
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
1944.00000000
NS
USD
30831.84000000
0.122449078993
Long
EC
CORP
US
N
1
N
N
N
Azenta, Inc.
35ZN6X1ANPH25YN32Y17
Azenta, Inc.
114340102
429.00000000
NS
USD
24182.73000000
0.096042046664
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co. plc
549300IFOQS6R1QLY196
Perrigo Co. plc
N/A
966.00000000
NS
USD
29424.36000000
0.116859252706
Long
EC
CORP
IE
N
1
N
N
N
Cadence Bank
Q7C315HKI8VX0SSKBS64
Cadence Bank
12740C103
1302.00000000
NS
USD
32615.10000000
0.129531320747
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corp.
N/A
Antero Midstream Corp.
03676B102
2429.00000000
NS
USD
32354.28000000
0.128495470509
Long
EC
CORP
US
N
1
N
N
N
BellRing Brands, Inc.
549300S3BOK5CMTS8054
BellRing Brands, Inc.
07831C103
937.00000000
NS
USD
49567.30000000
0.196857217512
Long
EC
CORP
US
N
1
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co.
894164102
527.00000000
NS
USD
18782.28000000
0.074594084796
Long
EC
CORP
US
N
1
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485205
790.00000000
NS
USD
45725.20000000
0.181598264222
Long
EC
CORP
US
N
1
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550101
2022.00000000
NS
USD
28085.58000000
0.111542269419
Long
EC
CORP
US
N
1
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc.
48242W106
962.00000000
NS
USD
49706.54000000
0.197410211097
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
3823.00000000
NC
USD
-304557.57000000
-1.20955460157
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
S&P MidCap 400
MID
Y
2024-04-08
0.00000000
USD
0.00000000
USD
9800719.25999999
USD
-304557.57000000
N
N
N
Coca-Cola Consolidated, Inc.
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated, Inc.
191098102
33.00000000
NS
USD
24239.16000000
0.096266159190
Long
EC
CORP
US
N
1
N
N
N
AptarGroup, Inc.
VNPEQDQFAA7IY1T2PX43
AptarGroup, Inc.
038336103
468.00000000
NS
USD
59384.52000000
0.235846442523
Long
EC
CORP
US
N
1
N
N
N
YETI Holdings, Inc.
549300DSQICIGNT5GO63
YETI Holdings, Inc.
98585X104
619.00000000
NS
USD
26394.16000000
0.104824771495
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899101
3628.00000000
NS
USD
62256.48000000
0.247252471385
Long
EC
CORP
US
N
1
N
N
N
Casey's General Stores, Inc.
549300CAFWSI86V66Q65
Casey's General Stores, Inc.
147528103
267.00000000
NS
USD
73531.80000000
0.292032560713
Long
EC
CORP
US
N
1
N
N
N
First Industrial Realty Trust, Inc.
N/A
First Industrial Realty Trust, Inc.
32054K103
943.00000000
NS
USD
44368.15000000
0.176208721377
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp.
549300FEKNPCFSA2B506
Oshkosh Corp.
688239201
466.00000000
NS
USD
45337.14000000
0.180057078565
Long
EC
CORP
US
N
1
N
N
N
Silicon Laboratories, Inc.
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919102
227.00000000
NS
USD
23918.99000000
0.094994599606
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653C108
1151.00000000
NS
USD
24009.86000000
0.095355491068
Long
EC
CORP
US
N
1
N
N
N
Hanover Insurance Group, Inc. (The)
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc. (The)
410867105
255.00000000
NS
USD
31696.50000000
0.125883088142
Long
EC
CORP
US
N
1
N
N
N
Light & Wonder, Inc.
529900JXALYBOHXKFM62
Light & Wonder, Inc.
80874P109
650.00000000
NS
USD
57473.00000000
0.228254814405
Long
EC
CORP
US
N
1
N
N
N
Aspen Technology, Inc.
254900545H80W6GA2J08
Aspen Technology, Inc.
29109X106
202.00000000
NS
USD
38028.52000000
0.151030793149
Long
EC
CORP
US
N
1
N
N
N
MSA Safety, Inc.
529900DVA3258XK11O39
MSA Safety, Inc.
553498106
263.00000000
NS
USD
45798.82000000
0.181890647070
Long
EC
CORP
US
N
1
N
N
N
Evercore, Inc.
529900P6KLPT95DW3W58
Evercore, Inc., Class A
29977A105
249.00000000
NS
USD
36739.95000000
0.145913219572
Long
EC
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
N/A
1581.00000000
NS
USD
49754.07000000
0.197598977150
Long
EC
CORP
BM
N
1
N
N
N
Hertz Global Holdings, Inc.
549300NBK3K85MH1EX16
Hertz Global Holdings, Inc.
42806J700
954.00000000
NS
USD
7956.36000000
0.031598793783
Long
EC
CORP
US
N
1
N
N
N
Ciena Corp.
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779309
1066.00000000
NS
USD
48876.10000000
0.194112107152
Long
EC
CORP
US
N
1
N
N
N
NOV, Inc.
549300EHF3IW1AR6U008
NOV, Inc.
62955J103
2808.00000000
NS
USD
52846.56000000
0.209880843957
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp.
LYOM0B2GCF1JWXK5ZG04
AGCO Corp.
001084102
443.00000000
NS
USD
50293.79000000
0.199742482595
Long
EC
CORP
US
N
1
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446104
362.00000000
NS
USD
30925.66000000
0.122821686420
Long
EC
CORP
US
N
1
N
N
N
Primerica, Inc.
254900621R686KJR7022
Primerica, Inc.
74164M108
255.00000000
NS
USD
53425.05000000
0.212178324993
Long
EC
CORP
US
N
1
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851108
1056.00000000
NS
USD
28966.08000000
0.115039187347
Long
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT, Inc.
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
1649.00000000
NS
USD
24075.40000000
0.095615784085
Long
EC
CORP
US
N
1
N
N
N
Penumbra, Inc.
549300RGE06P3ECANU72
Penumbra, Inc.
70975L107
274.00000000
NS
USD
60852.66000000
0.241677180839
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates, Inc.
529900Q1GJP7KD52SW51
Manhattan Associates, Inc.
562750109
440.00000000
NS
USD
98142.00000000
0.389772310395
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty, Inc.
549300MSLO0DF0EMX355
Rexford Industrial Realty, Inc.
76169C100
1472.00000000
NS
USD
72451.84000000
0.287743484636
Long
EC
CORP
US
N
1
N
N
N
Synaptics, Inc.
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157D109
282.00000000
NS
USD
28549.68000000
0.113385448988
Long
EC
CORP
US
N
1
N
N
N
International Bancshares Corp.
549300Y16R531AU8TX77
International Bancshares Corp.
459044103
381.00000000
NS
USD
17095.47000000
0.067894895551
Long
EC
CORP
US
N
1
N
N
N
Allegro MicroSystems, Inc.
N/A
Allegro MicroSystems, Inc.
01749D105
508.00000000
NS
USD
13827.76000000
0.054917140090
Long
EC
CORP
US
N
1
N
N
N
PNM Resources, Inc.
5493003JOBJGLZSDDQ28
PNM Resources, Inc.
69349H107
612.00000000
NS
USD
25440.84000000
0.101038647930
Long
EC
CORP
US
N
1
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
1700.00000000
NS
USD
19856.00000000
0.078858378627
Long
EC
CORP
US
N
1
N
N
N
RenaissanceRe Holdings Ltd.
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
N/A
365.00000000
NS
USD
78241.40000000
0.310736802251
Long
EC
CORP
BM
N
1
N
N
N
Planet Fitness, Inc.
549300LLE5HUPF6H8G33
Planet Fitness, Inc., Class A
72703H101
603.00000000
NS
USD
40967.82000000
0.162704263753
Long
EC
CORP
US
N
1
N
N
N
Independence Realty Trust, Inc.
549300Z3L8NU44NQEB29
Independence Realty Trust, Inc.
45378A106
1600.00000000
NS
USD
21792.00000000
0.086547229403
Long
EC
CORP
US
N
1
N
N
N
Wingstop, Inc.
549300SSH3F8HPIM3Q47
Wingstop, Inc.
974155103
214.00000000
NS
USD
51437.04000000
0.204282915782
Long
EC
CORP
US
N
1
N
N
N
Arrowhead Pharmaceuticals, Inc.
549300O3CSB8T7OZ3D66
Arrowhead Pharmaceuticals, Inc.
04280A100
764.00000000
NS
USD
16196.80000000
0.064325815216
Long
EC
CORP
US
N
1
N
N
N
Erie Indemnity Co.
549300WA5KP94KRUFZ80
Erie Indemnity Co., Class A
29530P102
178.00000000
NS
USD
52623.92000000
0.208996626117
Long
EC
CORP
US
N
1
N
N
N
RPM International, Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685103
920.00000000
NS
USD
94695.60000000
0.376084885128
Long
EC
CORP
US
N
1
N
N
N
Ziff Davis, Inc.
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123V102
331.00000000
NS
USD
21124.42000000
0.083895926200
Long
EC
CORP
US
N
1
N
N
N
MKS Instruments, Inc.
549300KEQATBHAGVF505
MKS Instruments, Inc.
55306N104
448.00000000
NS
USD
36982.40000000
0.146876113101
Long
EC
CORP
US
N
1
N
N
N
Vontier Corp.
549300VVSQLG4P5K4639
Vontier Corp.
928881101
1103.00000000
NS
USD
37204.19000000
0.147756955153
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co.
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723103
833.00000000
NS
USD
37815.5000000
0.150184781273
Long
EC
CORP
US
N
1
N
N
N
Core & Main, Inc.
N/A
Core & Main, Inc., Class A
21874C102
867.00000000
NS
USD
30371.01000000
0.120618886274
Long
EC
CORP
US
N
1
N
N
N
Cullen/Frost Bankers, Inc.
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc.
229899109
457.00000000
NS
USD
44918.53000000
0.178394563160
Long
EC
CORP
US
N
1
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023U101
1228.00000000
NS
USD
49512.96000000
0.196641405450
Long
EC
CORP
US
N
1
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311A105
601.00000000
NS
USD
46481.34000000
0.184601284690
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co., Inc.
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co., Inc., Class A
553530106
338.00000000
NS
USD
32927.96000000
0.130773848564
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts, Inc.
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc.
700517105
1538.00000000
NS
USD
22808.54000000
0.090584432073
Long
EC
CORP
US
N
1
N
N
N
Fox Factory Holding Corp.
529900GE1HSV0617R721
Fox Factory Holding Corp.
35138V102
302.00000000
NS
USD
18878.02000000
0.074974317530
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509102
418.00000000
NS
USD
115058.68000000
0.456957138989
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840M102
2464.00000000
NS
USD
87250.24000000
0.346515534912
Long
EC
CORP
US
N
1
N
N
N
Integra LifeSciences Holdings Corp.
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp.
457985208
505.00000000
NS
USD
19790.95000000
0.078600031652
Long
EC
CORP
US
N
1
N
N
N
Masimo Corp.
549300Q4A8JK0PIYCU29
Masimo Corp.
574795100
316.00000000
NS
USD
29628.16000000
0.117668647225
Long
EC
CORP
US
N
1
N
N
N
Shockwave Medical, Inc.
549300LDXO56IC5Y1538
Shockwave Medical, Inc.
82489T104
262.00000000
NS
USD
45732.10000000
0.181625667667
Long
EC
CORP
US
N
1
N
N
N
Westlake Corp.
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413102
228.00000000
NS
USD
29272.92000000
0.116257806651
Long
EC
CORP
US
N
1
N
N
N
Trex Co., Inc.
N/A
Trex Co., Inc.
89531P105
774.00000000
NS
USD
54388.98000000
0.216006586320
Long
EC
CORP
US
N
1
N
N
N
Science Applications International Corp.
549300LZPNZIXQGZPZ48
Science Applications International Corp.
808625107
383.00000000
NS
USD
44968.03000000
0.178591153094
Long
EC
CORP
US
N
1
N
N
N
MACOM Technology Solutions Holdings, Inc.
N/A
MACOM Technology Solutions Holdings, Inc.
55405Y100
385.00000000
NS
USD
32332.30000000
0.128408176635
Long
EC
CORP
US
N
1
N
N
N
Janus Henderson Group plc
2138009WPYMWJN3RVF44
Janus Henderson Group plc
N/A
945.00000000
NS
USD
24749.55000000
0.098293180134
Long
EC
CORP
JE
N
1
N
N
N
Olin Corp.
549300GKK294V7W57P06
Olin Corp.
680665205
897.00000000
NS
USD
42284.58000000
0.167933794305
Long
EC
CORP
US
N
1
N
N
N
Apartment Income REIT Corp.
N/A
Apartment Income REIT Corp., Class A
03750L109
1064.00000000
NS
USD
33111.68000000
0.131503495085
Long
EC
CORP
US
N
1
N
N
N
XPO, Inc.
54930096DB9LCLPN7H13
XPO, Inc.
983793100
827.00000000
NS
USD
71353.56000000
0.283381650426
Long
EC
CORP
US
N
1
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959W103
139.00000000
NS
USD
20752.70000000
0.082419635079
Long
EC
CORP
US
N
1
N
N
N
Spire, Inc.
549300NXSY15DRY2R511
Spire, Inc.
84857L101
375.00000000
NS
USD
22878.75000000
0.090863272059
Long
EC
CORP
US
N
1
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc.
885160101
380.00000000
NS
USD
37646.60000000
0.149513992587
Long
EC
CORP
US
N
1
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664100
691.00000000
NS
USD
10793.42000000
0.042866216813
Long
EC
CORP
US
N
1
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865204
419.00000000
NS
USD
56041.25000000
0.222568599477
Long
EC
CORP
US
N
1
N
N
N
Novanta, Inc.
N/A
Novanta, Inc.
67000B104
255.00000000
NS
USD
36832.20000000
0.146279591723
Long
EC
CORP
CA
N
1
N
N
N
Penn Entertainment, Inc.
N/A
Penn Entertainment, Inc.
707569109
1077.00000000
NS
USD
26451.12000000
0.105050988923
Long
EC
CORP
US
N
1
N
N
N
Onto Innovation, Inc.
254900RXZVN73CHOO062
Onto Innovation, Inc.
683344105
350.00000000
NS
USD
49353.50000000
0.196008107855
Long
EC
CORP
US
N
1
N
N
N
Commerce Bancshares, Inc.
N/A
Commerce Bancshares, Inc.
200525103
809.00000000
NS
USD
40911.13000000
0.162479118634
Long
EC
CORP
US
N
1
N
N
N
ChampionX Corp.
549300EP2909K6DYYP38
ChampionX Corp.
15872M104
1402.00000000
NS
USD
41106.64000000
0.163255589303
Long
EC
CORP
US
N
1
N
N
N
INVESCO GOVT AND AGCY LEX
O37NHJVF7S22I1ONOU83
INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD
825252885
28190.25000000
NS
USD
28190.25000000
0.111957967772
Long
STIV
RF
US
N
1
N
N
N/A
N/A
Total Return Swap
N/A
3460.00000000
NC
USD
407911.18000000
1.620024893162
N/A
DE
US
N
2
UBS AG
254900R882POXXVAK772
S&P MidCap 400
MID
Y
2024-04-08
0.00000000
USD
0.00000000
USD
8870125.20000000
USD
407911.18000000
N
N
N
PBF Energy, Inc.
2549003PBEDCSZMZIY02
PBF Energy, Inc., Class A
69318G106
784.00000000
NS
USD
34809.60000000
0.138246807849
Long
EC
CORP
US
N
1
N
N
N
American Financial Group, Inc.
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932104
472.00000000
NS
USD
53992.08000000
0.214430292480
Long
EC
CORP
US
N
1
N
N
N
Belden, Inc.
68BKYO1JC791TTJHUE82
Belden, Inc.
077454106
302.00000000
NS
USD
20064.88000000
0.079687948436
Long
EC
CORP
US
N
1
N
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
447.00000000
NS
USD
58154.70000000
0.230962195383
Long
EC
CORP
US
N
1
N
N
N
First American Financial Corp.
549300B6VEZK3N0A1P55
First American Financial Corp.
31847R102
735.00000000
NS
USD
43806.00000000
0.173976134877
Long
EC
CORP
US
N
1
N
N
N
Boston Beer Co., Inc. (The)
529900Q02MQ0DCQNRM58
Boston Beer Co., Inc. (The), Class A
100557107
67.00000000
NS
USD
23768.92000000
0.094398594526
Long
EC
CORP
US
N
1
N
N
N
Western Union Co. (The)
28ID94QU1140NC23S047
Western Union Co. (The)
959802109
2671.00000000
NS
USD
31063.73000000
0.123370033335
Long
EC
CORP
US
N
1
N
N
N
First Financial Bankshares, Inc.
549300XN3GTGOENGNV49
First Financial Bankshares, Inc.
32020R109
916.00000000
NS
USD
24045.00000000
0.095495050064
Long
EC
CORP
US
N
1
N
N
NNN REIT, Inc.
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417106
1301.00000000
NS
USD
52846.62000000
0.209881082248
Long
EC
CORP
US
N
1
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
1564.00000000
NS
USD
33031.68000000
0.131185773978
Long
EC
CORP
US
N
1
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329W102
192.00000000
NS
USD
25971.84000000
0.103147521774
Long
EC
CORP
US
N
1
N
N
N
Columbia Banking System, Inc.
N/A
Columbia Banking System, Inc.
197236102
1487.00000000
NS
USD
33353.41000000
0.132463529123
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corp.
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
1273.00000000
NS
USD
34192.78000000
0.135797098688
Long
EC
CORP
US
N
1
N
N
N
Avnet, Inc.
XJI53DCPL7QABOWK4Z75
Avnet, Inc.
053807103
652.00000000
NS
USD
30487.52000000
0.121081607350
Long
EC
CORP
US
N
1
N
N
N
Selective Insurance Group, Inc.
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
432.00000000
NS
USD
43930.08000000
0.174468920314
Long
EC
CORP
US
N
1
N
N
N
Halozyme Therapeutics, Inc.
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637H109
941.00000000
NS
USD
36332.01000000
0.144293080220
Long
EC
CORP
US
N
1
N
N
N
Graco, Inc.
4T5VJ4S81BRT6Q7GGT78
Graco, Inc.
384109104
1205.00000000
NS
USD
97339.90000000
0.386586759151
Long
EC
CORP
US
N
1
N
N
N
Murphy USA, Inc.
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
139.00000000
NS
USD
51367.45000000
0.204006538134
Long
EC
CORP
US
N
1
N
N
N
Hilton Grand Vacations, Inc.
549300O9K6MFD8D07574
Hilton Grand Vacations, Inc.
43283X105
518.00000000
NS
USD
17746.68000000
0.070481185073
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup, Inc.
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup, Inc.
56418H100
354.00000000
NS
USD
26270.34000000
0.104333018653
Long
EC
CORP
US
N
1
N
N
N
Hexcel Corp.
S6Q7LW43WUBUHXY2QP69
Hexcel Corp.
428291108
602.00000000
NS
USD
41724.62000000
0.165709905420
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corp.
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp.
320517105
3984.00000000
NS
USD
50955.36000000
0.202369917000
Long
EC
CORP
US
N
1
N
N
N
Rayonier, Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc.
754907103
973.00000000
NS
USD
29851.64000000
0.118556201136
Long
EC
CORP
US
N
1
N
N
N
Celsius Holdings, Inc.
N/A
Celsius Holdings, Inc.
15118V207
1053.00000000
NS
USD
52134.03000000
0.207051021207
Long
EC
CORP
US
N
1
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc., Class A
536797103
197.00000000
NS
USD
52597.03000000
0.208889832111
Long
EC
CORP
US
N
1
N
N
N
ITT, Inc.
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
585.00000000
NS
USD
63337.95000000
0.251547544448
Long
EC
CORP
US
N
1
N
N
N
Texas Capital Bancshares, Inc.
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc.
88224Q107
342.00000000
NS
USD
18768.96000000
0.074541184232
Long
EC
CORP
US
N
1
N
N
N
Inari Medical, Inc.
254900K1GAHHPGQGTS83
Inari Medical, Inc.
45332Y109
364.00000000
NS
USD
21727.16000000
0.086289716446
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
3456.00000000
NC
USD
-160733.06000000
-0.63835357087
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
S&P MidCap 400
MID
Y
2025-03-06
0.00000000
USD
0.00000000
USD
8347146.72000000
USD
-160733.06000000
N
N
N
Maximus, Inc.
549300DQCDS8HJ7QF202
Maximus, Inc.
577933104
433.00000000
NS
USD
36151.17000000
0.143574871659
Long
EC
CORP
US
N
1
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304101
506.00000000
NS
USD
29879.30000000
0.118666053208
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co.
5LJTIFADGZ6XH1RVOC11
SEI Investments Co.
784117103
717.00000000
NS
USD
42066.39000000
0.167067249702
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust, Inc.
549300L0I14L7I0VLX84
Healthcare Realty Trust, Inc., Class A
42226K105
2716.00000000
NS
USD
41473.32000000
0.164711863994
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
1311.00000000
NS
USD
56373.00000000
0.223886149191
Long
EC
CORP
US
N
1
N
N
N
Wendy's Co. (The)
529900M0JIUCMWVKHG76
Wendy's Co. (The)
95058W100
1209.00000000
NS
USD
22668.75000000
0.090029254154
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp, Inc.
N/A
East West Bancorp, Inc.
27579R104
1009.00000000
NS
USD
63486.28000000
0.252136639094
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
369603.66000000
PA
USD
369603.66000000
1.467886047653
Long
RA
CORP
US
N
2
Repurchase
N
5.30000000
2023-12-01
369603.66000000
USD
376995.73800000
USD
UST
N
N
N
Lancaster Colony Corp.
529900X4O13HED1ZAS58
Lancaster Colony Corp.
513847103
145.00000000
NS
USD
24055.50000000
0.095536750960
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
1141.00000000
NS
USD
26859.14000000
0.106671445997
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735100
397.00000000
NS
USD
47068.32000000
0.186932483878
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp.
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909108
1590.00000000
NS
USD
57081.00000000
0.226697980983
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America, Inc.
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
472.00000000
NS
USD
76964.32000000
0.305664861368
Long
EC
CORP
US
N
1
N
N
N
Blackbaud, Inc.
54930056X3HKFMNG3754
Blackbaud, Inc.
09227Q100
307.00000000
NS
USD
23098.68000000
0.091736727096
Long
EC
CORP
US
N
1
N
N
N
Donaldson Co., Inc.
OZE6KXY9QQPR8EJ8WL20
Donaldson Co., Inc.
257651109
865.00000000
NS
USD
52626.60000000
0.209007269775
Long
EC
CORP
US
N
1
N
N
N
WESCO International, Inc.
529900TXOGREY3WNJ434
WESCO International, Inc.
95082P105
315.00000000
NS
USD
49092.75000000
0.194972535623
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group, Inc.
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group, Inc.
008252108
250.00000000
NS
USD
33887.50000000
0.134584674945
Long
EC
CORP
US
N
1
N
N
N
FNB Corp.
PCYSKIGYNYFDTBLVZU83
FNB Corp.
302520101
2559.00000000
NS
USD
30682.41000000
0.121855615681
Long
EC
CORP
US
N
1
N
N
N
IDACORP, Inc.
N134NUJDWN8UEFA8B673
IDACORP, Inc.
451107106
361.00000000
NS
USD
34836.50000000
0.138353641571
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings, Inc.
254900LKF9EV0CUKNE09
Southwest Gas Holdings, Inc.
844895102
428.00000000
NS
USD
25299.08000000
0.100475646129
Long
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
110.00000000
NS
USD
29696.70000000
0.117940854783
Long
EC
CORP
US
N
1
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275Y102
293.00000000
NS
USD
25924.64000000
0.102960066321
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670G102
1735.00000000
NS
USD
61783.35000000
0.245373429046
Long
EC
CORP
US
N
1
N
N
N
CACI International, Inc.
SYRPI2D1O9WRTS2WX210
CACI International, Inc., Class A
127190304
163.00000000
NS
USD
52314.85000000
0.207769150338
Long
EC
CORP
US
N
1
N
N
N
CommVault Systems, Inc.
65T5VRP62VXG39YFML83
CommVault Systems, Inc.
204166102
313.00000000
NS
USD
23030.54000000
0.091466108143
Long
EC
CORP
US
N
1
N
N
N
Churchill Downs, Inc.
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484108
486.00000000
NS
USD
56264.22000000
0.223454127916
Long
EC
CORP
US
N
1
N
N
N
Euronet Worldwide, Inc.
YG3575C4DSHJPA5KET68
Euronet Worldwide, Inc.
298736109
336.00000000
NS
USD
29305.92000000
0.116388866608
Long
EC
CORP
US
N
1
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
754.00000000
NS
USD
53918.54000000
0.214138227353
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
467.00000000
NS
USD
24298.01000000
0.096499882779
Long
EC
CORP
US
N
1
N
N
N
Medical Properties Trust, Inc.
254900U6E39J1MQCCY14
Medical Properties Trust, Inc.
58463J304
4267.00000000
NS
USD
20694.95000000
0.082190280155
Long
EC
CORP
US
N
1
N
N
Crown Holdings, Inc.
NYLWZIOY8PUNIT4JOE22
Crown Holdings, Inc.
228368106
860.00000000
NS
USD
73968.60000000
0.293767317954
Long
EC
CORP
US
N
1
N
N
N
ASGN, Inc.
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
345.00000000
NS
USD
30787.80000000
0.122274173524
Long
EC
CORP
US
N
1
N
N
N
STAG Industrial, Inc.
549300QWYX2W6FASVQ07
STAG Industrial, Inc.
85254J102
1281.00000000
NS
USD
45923.85000000
0.182387205444
Long
EC
CORP
US
N
1
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
447.00000000
NS
USD
43707.66000000
0.173585576207
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic, Inc.
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc.
172755100
390.00000000
NS
USD
29604.90000000
0.117576269813
Long
EC
CORP
US
N
1
N
N
N
Texas Roadhouse, Inc.
5299002Y1CNRPDGXTQ75
Texas Roadhouse, Inc., Class A
882681109
476.00000000
NS
USD
53578.56000000
0.212787992081
Long
EC
CORP
US
N
1
N
N
N
Weatherford International plc
529900LPBDSCQDJKHQ39
Weatherford International plc
N/A
514.00000000
NS
USD
46614.66000000
0.185130766914
Long
EC
CORP
IE
N
1
N
N
N
Toro Co. (The)
YJKE4YIT6BWQHVEW0D14
Toro Co. (The)
891092108
741.00000000
NS
USD
61503.00000000
0.244260015143
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Co.
GJOUP9M7C39GLSK9R870
Portland General Electric Co.
736508847
721.00000000
NS
USD
29604.26000000
0.117573728044
Long
EC
CORP
US
N
1
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235P108
395.00000000
NS
USD
22763.85000000
0.090406945120
Long
EC
CORP
US
N
1
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345M107
691.00000000
NS
USD
39587.39000000
0.157221866915
Long
EC
CORP
US
N
1
N
N
N
Crane Co.
5493000CQRQOTHUODL75
Crane Co.
224408104
348.00000000
NS
USD
36776.64000000
0.146058934415
Long
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market, Inc.
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc.
85208M102
727.00000000
NS
USD
31319.16000000
0.124384477113
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt, Inc.
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc.
524660107
950.00000000
NS
USD
21726.50000000
0.086287095247
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
155622.60000000
PA
USD
155622.60000000
0.618057308305
Long
RA
CORP
US
N
2
Repurchase
N
5.30000000
2023-12-01
155622.60000000
USD
158735.05280000
USD
UST
N
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048109
596.00000000
NS
USD
24865.12000000
0.098752167987
Long
EC
CORP
US
N
1
N
N
N
Hyatt Hotels Corp.
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp., Class A
448579102
327.00000000
NS
USD
37526.52000000
0.149037093206
Long
EC
CORP
US
N
1
N
N
N
Carlyle Group, Inc. (The)
529900NGGVF94UK6PG95
Carlyle Group, Inc. (The)
14316J108
1540.00000000
NS
USD
52791.20000000
0.209660980951
Long
EC
CORP
US
N
1
N
N
N
New York Times Co. (The)
529900J1WEMMIW7BOH57
New York Times Co. (The), Class A
650111107
1166.00000000
NS
USD
54790.34000000
0.217600593111
Long
EC
CORP
US
N
1
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888H103
608.00000000
NS
USD
41763.52000000
0.165864397308
Long
EC
CORP
US
N
1
N
N
N
MasTec, Inc.
549300TMDIT8WREDOF45
MasTec, Inc.
576323109
431.00000000
NS
USD
26135.84000000
0.103798850043
Long
EC
CORP
US
N
1
N
N
N
Webster Financial Corp.
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp.
947890109
1236.00000000
NS
USD
55434.60000000
0.220159280612
Long
EC
CORP
US
N
1
N
N
N
Amedisys, Inc.
5299001RBS9GK9STN379
Amedisys, Inc.
023436108
233.00000000
NS
USD
21804.14000000
0.086595443581
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
1606.00000000
NC
USD
587368.13000000
2.332740652145
N/A
DE
US
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
S&P MidCap 400
MID
Y
2024-04-08
0.00000000
USD
0.00000000
USD
4117173.72000000
USD
587368.13000000
N
N
N
Woodward, Inc.
YPYKXXTR8TFDH54ZMB45
Woodward, Inc.
980745103
431.00000000
NS
USD
58262.58000000
0.231390642295
Long
EC
CORP
US
N
1
N
N
N
MP Materials Corp.
N/A
MP Materials Corp.
553368101
1026.00000000
NS
USD
16282.62000000
0.064666650533
Long
EC
CORP
US
N
1
N
N
N
Progyny, Inc.
N/A
Progyny, Inc.
74340E103
592.00000000
NS
USD
20341.12000000
0.080785039416
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Innovations, Inc.
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
905.00000000
NS
USD
61929.15000000
0.245952475763
Long
EC
CORP
US
N
1
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186106
296.00000000
NS
USD
16475.36000000
0.065432120109
Long
EC
CORP
US
N
1
N
N
N
Avient Corp.
SM8L9RZYIB34LNTWO040
Avient Corp.
05368V106
650.00000000
NS
USD
22327.50000000
0.088673975060
Long
EC
CORP
US
N
1
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794107
3041.00000000
NS
USD
27673.10000000
0.109904099394
Long
EC
CORP
US
N
1
N
N
N
Flowserve Corp.
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354P105
936.00000000
NS
USD
35811.36000000
0.142225311544
Long
EC
CORP
US
N
1
N
N
N
Berry Global Group, Inc.
549300G6KKUMMXM8NH73
Berry Global Group, Inc.
08579W103
842.00000000
NS
USD
55673.04000000
0.221106248370
Long
EC
CORP
US
N
1
N
N
N
Home BancShares, Inc.
N/A
Home BancShares, Inc.
436893200
1344.00000000
NS
USD
29809.92000000
0.118390509579
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879Q109
275.00000000
NS
USD
59760.25000000
0.237338659415
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group, Inc.
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc.
11120U105
2144.00000000
NS
USD
46138.88000000
0.183241200063
Long
EC
CORP
US
N
1
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc.
12685J105
32.00000000
NS
USD
17026.56000000
0.067621218533
Long
EC
CORP
US
N
1
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
463.00000000
NS
USD
78520.17000000
0.311843941162
Long
EC
CORP
US
N
1
N
N
N
EMCOR Group, Inc.
529900X0SQJB2J7YDU43
EMCOR Group, Inc.
29084Q100
336.00000000
NS
USD
71406.72000000
0.283592776101
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
277479.63000000
PA
USD
277479.63000000
1.102014188347
Long
RA
CORP
US
N
2
Repurchase
N
5.28000000
2023-12-01
277479.63000000
USD
283029.29110000
USD
UST
N
N
N
SLM Corp.
N/A
SLM Corp.
78442P106
1612.00000000
NS
USD
24228.36000000
0.096223266840
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co.
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co.
636180101
655.00000000
NS
USD
33267.45000000
0.132122137794
Long
EC
CORP
US
N
1
N
N
N
Sensata Technologies Holding plc
529900MS7KFYCY9MS037
Sensata Technologies Holding plc
N/A
1087.00000000
NS
USD
35338.37000000
0.140346825217
Long
EC
CORP
GB
N
1
N
N
N
Lamar Advertising Co.
529900Y8WW4MKVPTB543
Lamar Advertising Co., Class A
512816109
624.00000000
NS
USD
63204.96000000
0.251019372823
Long
EC
CORP
US
N
1
N
N
N
Skechers USA, Inc.
529900D2R54KZPA4XR56
Skechers USA, Inc., Class A
830566105
958.00000000
NS
USD
56435.78000000
0.224135480829
Long
EC
CORP
US
N
1
N
N
N
Envista Holdings Corp.
549300BX623VURJZ5269
Envista Holdings Corp.
29415F104
1168.00000000
NS
USD
26501.92000000
0.105252741826
Long
EC
CORP
US
N
1
N
N
N
National Storage Affiliates Trust
529900FS06O8GOYNR108
National Storage Affiliates Trust
637870106
592.00000000
NS
USD
19648.48000000
0.078034210076
Long
EC
CORP
US
N
1
N
N
N
Graham Holdings Co.
529900BOSCEEEMAFQJ29
Graham Holdings Co., Class B
384637104
26.00000000
NS
USD
16305.90000000
0.064759107375
Long
EC
CORP
US
N
1
N
N
N
Valaris Ltd.
N/A
Valaris Ltd.
N/A
454.00000000
NS
USD
31144.40000000
0.123690415356
Long
EC
CORP
BM
N
1
N
N
N
H&R Block, Inc.
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
1086.00000000
NS
USD
49326.12000000
0.195899367806
Long
EC
CORP
US
N
1
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565104
1076.00000000
NS
USD
65926.52000000
0.261828086005
Long
EC
CORP
US
N
1
N
N
N
Valmont Industries, Inc.
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253101
150.00000000
NS
USD
32935.50000000
0.130803793778
Long
EC
CORP
US
N
1
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc., Class A
222070203
2554.00000000
NS
USD
29115.60000000
0.115633008095
Long
EC
CORP
US
N
1
N
N
N
Jefferies Financial Group, Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
1260.00000000
NS
USD
44654.40000000
0.177345567212
Long
EC
CORP
US
N
1
N
N
N
Iridium Communications, Inc.
549300U620NVQ4J1CT96
Iridium Communications, Inc.
46269C102
892.00000000
NS
USD
33985.20000000
0.134972691847
Long
EC
CORP
US
N
1
N
N
N
Cabot Corp.
K05C0SER542GQ6VLRO68
Cabot Corp.
127055101
399.00000000
NS
USD
30284.10000000
0.120273722007
Long
EC
CORP
US
N
1
N
N
N
Kemper Corp.
549300FNI1JKTRY2PV09
Kemper Corp.
488401100
429.00000000
NS
USD
18974.67000000
0.075358164342
Long
EC
CORP
US
N
1
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
243.00000000
NS
USD
53571.78000000
0.212761065217
Long
EC
CORP
US
N
1
N
N
N
PotlatchDeltic Corp.
54930084YA8UJOTXDM59
PotlatchDeltic Corp.
737630103
570.00000000
NS
USD
26128.80000000
0.103770890585
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
38905.65000000
PA
USD
38905.65000000
0.154514327076
Long
RA
CORP
US
N
2
Repurchase
N
5.10000000
2023-12-01
38905.65000000
USD
39683.76360000
USD
UST
N
N
N
Sunrun, Inc.
54930007SJ77CI66U531
Sunrun, Inc.
86771W105
1549.00000000
NS
USD
19982.10000000
0.079359186521
Long
EC
CORP
US
N
1
N
N
N
Sotera Health Co.
N/A
Sotera Health Co.
83601L102
705.00000000
NS
USD
9623.25000000
0.038218870473
Long
EC
CORP
US
N
1
N
N
N
2024-01-02
ProShares Trust
Maria Clem Sell
Maria Clem Sell
Treasurer