0001752724-19-182774.txt : 20191127
0001752724-19-182774.hdr.sgml : 20191127
20191127133807
ACCESSION NUMBER: 0001752724-19-182774
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190930
FILED AS OF DATE: 20191127
PERIOD START: 20190930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GUGGENHEIM FUNDS TRUST
CENTRAL INDEX KEY: 0000088525
IRS NUMBER: 000000000
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01136
FILM NUMBER: 191256066
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
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000044539
Guggenheim Risk Managed Real Estate Fund
C000138554
A-Class
GURAX
C000138555
C-Class
GURCX
C000138556
Institutional Class
GURIX
C000155974
P
GURPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000044539
C000138555
C000138554
C000155974
C000138556
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Risk Managed Real Estate Fund
S000044539
549300DJQDCGEM4JBC41
2019-09-30
2019-09-30
N
293856148.89
41977583.85
251878565.04
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
0.00000000
N
Marcus & Millichap Inc
549300B2HE8ULXNB1N48
Marcus & Millichap, Inc.
566324109
-24138.00000000
NS
USD
-856657.62000000
-0.34010739256
Short
EC
CORP
US
N
1
N
N
N
Independence Realty Trust Inc
N/A
Independence Realty Trust, Inc.
45378A106
-55909.00000000
NS
USD
-800057.79000000
-0.31763631409
Short
EC
CORP
US
N
1
N
N
N
InterXion Holding NV
724500JX3LUPNMOBTY38
InterXion Holding N.V.
N/A
51023.00000000
NS
USD
4156333.58000000
1.650133896602
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
-40355.00000000
NS
USD
-1040755.45000000
-0.41319730793
Short
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
41195.00000000
NS
USD
2862640.55000000
1.136516142032
Long
EC
CORP
US
N
1
N
N
N
Xenia Hotels & Resorts Inc
54930075IWIPHF5IQL62
Xenia Hotels & Resorts, Inc.
984017103
-68262.00000000
NS
USD
-1441693.44000000
-0.57237639088
Short
EC
CORP
US
N
1
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp.
88146M101
78278.00000000
NS
USD
3999223.02000000
1.587758378472
Long
EC
CORP
US
N
1
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties, Inc.
444097109
83013.00000000
NS
USD
2777614.98000000
1.102759569699
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Custom Basket
N/A
0.00000000
NC
USD
1931694.85000000
0.766915140116
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Long Custom Basket
N/A
Highwoods Properties, Inc.
20972.00000000
USD
942481.68000000
USD
American Homes 4 Rent
44536.00000000
USD
1153037.04000000
USD
Four Corners Property Trust, Inc.
13316.00000000
USD
376576.48000000
USD
Equity Commonwealth
22131.00000000
USD
757986.75000000
USD
Equinix, Inc.
2610.00000000
USD
1505448.00000000
USD
Safehold, Inc.
52432.00000000
USD
1599176.00000000
USD
CareTrust REIT, Inc.
35594.00000000
USD
836636.97000000
USD
Federal Realty Investment Trust
5470.00000000
USD
744685.80000000
USD
Sun Communities, Inc.
10354.00000000
USD
1537051.30000000
USD
Spirit Realty Capital, Inc.
29084.00000000
USD
1391960.24000000
USD
Rexford Industrial Realty, Inc.
13029.00000000
USD
573536.58000000
USD
Ventas, Inc.
20684.00000000
USD
1510552.52000000
USD
JBG SMITH Properties
14463.00000000
USD
567094.23000000
USD
American Tower Corp.
6927.00000000
USD
1531767.51000000
USD
Equity LifeStyle Properties, Inc.
10975.00000000
USD
1466260.00000000
USD
Cousins Properties, Inc.
28704.25000000
USD
1078992.76000000
USD
National Retail Properties, Inc.
20550.00000000
USD
1159020.00000000
USD
Omega Healthcare Investors, Inc.
36208.00000000
USD
1513132.32000000
USD
Hudson Pacific Properties, Inc.
19656.00000000
USD
657689.76000000
USD
HCP, Inc.
43068.00000000
USD
1534512.84000000
USD
Invitation Homes, Inc.
55882.00000000
USD
1654666.02000000
USD
Extra Space Storage, Inc.
8441.00000000
USD
986077.62000000
USD
InterXion Holding N.V.
20565.00000000
USD
1675224.90000000
USD
iStar, Inc.
26178.00000000
USD
341622.90000000
USD
Crown Castle International Corp.
10784.00000000
USD
1499083.84000000
USD
Equity Residential
16482.00000000
USD
1421737.32000000
USD
Pebblebrook Hotel Trust
31482.00000000
USD
875829.24000000
USD
Terreno Realty Corp.
11279.00000000
USD
576244.11000000
USD
GEO Group, Inc.
41156.00000000
USD
713645.04000000
USD
Y
GS Equity Long Custom Basket - Tenor At Maturity
2024-05-06
0.00000000
USD
0.00000000
USD
32181729.77000000
USD
1931694.85000000
N
N
N
Four Corners Property Trust In
549300SVTPZPBDVNER42
Four Corners Property Trust, Inc.
35086T109
102073.00000000
NS
USD
2886624.44000000
1.146038147208
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
187846.00000000
NS
USD
4863332.94000000
1.930824458694
Long
EC
CORP
US
N
1
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
14885.00000000
NS
USD
1144061.10000000
0.454211377541
Long
EC
CORP
US
N
1
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital, Inc.
84860W300
94886.00000000
NS
USD
4541243.96000000
1.802949750519
Long
EC
CORP
US
N
1
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
64893.00000000
NS
USD
1805323.26000000
0.716743506821
Long
EC
CORP
US
N
1
N
N
N
Washington Prime Group Inc
549300RWGA2GV6YQYT67
Washington Prime Group, Inc.
93964W108
-126265.00000000
NS
USD
-522737.10000000
-0.20753536527
Short
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
-17233.00000000
NS
USD
-913521.33000000
-0.36268323581
Short
EC
CORP
US
N
1
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
24610.00000000
NS
USD
3076742.20000000
1.221518075391
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
22271.00000000
NS
USD
2890998.51000000
1.147774726102
Long
EC
CORP
US
N
1
N
N
N
Apartment Investment & Managem
549300O8FT5GJ4RU1D57
Apartment Investment & Management Co.
03748R754
34453.00000000
NS
USD
1796379.42000000
0.713192652862
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
32260.00000000
NS
USD
6946545.80000000
2.757894781120
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
45593.00000000
NS
USD
7096550.45000000
2.817449134217
Long
EC
CORP
US
N
1
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties, Inc.
431284108
67235.00000000
NS
USD
3021540.90000000
1.199602236704
Long
EC
CORP
US
N
1
N
N
N
Sunstone Hotel Investors Inc
N/A
Sunstone Hotel Investors, Inc.
867892101
46649.00000000
NS
USD
640957.26000000
0.254470744621
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
2092990.32000000
0.830952137458
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Long Custom Basket
N/A
HCP, Inc.
43068.00000000
USD
1534512.84000000
USD
Federal Realty Investment Trust
5470.00000000
USD
744685.80000000
USD
Omega Healthcare Investors, Inc.
36208.00000000
USD
1513132.32000000
USD
Four Corners Property Trust, Inc.
13316.00000000
USD
376576.48000000
USD
iStar, Inc.
26178.00000000
USD
341622.90000000
USD
Pebblebrook Hotel Trust
31482.00000000
USD
875829.24000000
USD
Terreno Realty Corp.
11279.00000000
USD
576244.11000000
USD
Crown Castle International Corp.
10784.00000000
USD
1499083.84000000
USD
Safehold, Inc.
52432.00000000
USD
1599176.00000000
USD
National Retail Properties, Inc.
20550.00000000
USD
1159020.00000000
USD
Spirit Realty Capital, Inc.
29084.00000000
USD
1391960.24000000
USD
GEO Group, Inc.
41156.00000000
USD
713645.04000000
USD
Equity Commonwealth
22131.00000000
USD
757986.75000000
USD
Equity Residential
16482.00000000
USD
1421737.32000000
USD
American Homes 4 Rent
44536.00000000
USD
1153037.04000000
USD
JBG SMITH Properties
14463.00000000
USD
567094.23000000
USD
CareTrust REIT, Inc.
35594.00000000
USD
836636.97000000
USD
Rexford Industrial Realty, Inc.
13029.00000000
USD
573536.58000000
USD
Invitation Homes, Inc.
55882.00000000
USD
1654666.02000000
USD
American Tower Corp.
6927.00000000
USD
1531767.51000000
USD
Cousins Properties, Inc.
28704.00000000
USD
1078983.36000000
USD
Equinix, Inc.
2610.00000000
USD
1505448.00000000
USD
Ventas, Inc.
20684.00000000
USD
1510552.52000000
USD
Extra Space Storage, Inc.
8441.00000000
USD
986077.62000000
USD
Americold Realty Trust
43436.00000000
USD
1610172.52000000
USD
Highwoods Properties, Inc.
20972.00000000
USD
942481.68000000
USD
InterXion Holding N.V.
20565.00000000
USD
1675224.90000000
USD
Sun Communities, Inc.
10354.00000000
USD
1537051.30000000
USD
Hudson Pacific Properties, Inc.
19656.00000000
USD
657689.76000000
USD
Equity LifeStyle Properties, Inc.
10975.00000000
USD
1466260.00000000
USD
Y
MS Equity Long Custom Basket - Tenor At Maturity
2024-06-12
0.00000000
USD
0.00000000
USD
33791892.89000000
USD
2092990.32000000
N
N
N
VEREIT Inc
5493002H54FNIBW75H44
VEREIT, Inc.
92339V100
-147688.00000000
NS
USD
-1444388.64000000
-0.57344643033
Short
EC
CORP
US
N
1
N
N
N
Hersha Hospitality Trust
549300DNC58BIN1VO064
Hersha Hospitality Trust
427825500
-80703.00000000
NS
USD
-1200860.64000000
-0.47676174421
Short
EC
CORP
US
N
1
N
N
N
CoreSite Realty Corp
549300H0YYORITFM2B74
CoreSite Realty Corp.
21870Q105
11566.00000000
NS
USD
1409317.10000000
0.559522442799
Long
EC
CORP
US
N
1
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
-84096.00000000
NS
USD
-1492704.00000000
-0.59262843575
Short
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc.
74340W103
133422.00000000
NS
USD
11370222.84000000
4.514168499488
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
34771.00000000
NS
USD
3112004.50000000
1.235517797834
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
20823.00000000
NS
USD
4604589.99000000
1.828099183139
Long
EC
CORP
US
N
1
N
N
N
CareTrust REIT Inc
5493001NVXE2B9GPLU96
CareTrust REIT, Inc.
14174T107
86314.00000000
NS
USD
2028810.57000000
0.805471704064
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446R109
-45489.00000000
NS
USD
-949810.32000000
-0.37709057134
Short
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties, Inc.
925652109
94014.00000000
NS
USD
2129417.10000000
0.845414177924
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust Inc
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc.
421946104
-36928.00000000
NS
USD
-1237088.00000000
-0.49114461161
Short
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936100
174307.00000000
NS
USD
7284289.53000000
2.891984686685
Long
EC
CORP
US
N
1
N
N
N
Monmouth Real Estate Investmen
549300DFIUDCN3KVN260
Monmouth Real Estate Investment Corp.
609720107
-61163.00000000
NS
USD
-881358.83000000
-0.34991418577
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Custom Basket
N/A
0.00000000
NC
USD
-777615.09000000
-0.30872618711
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Short Custom Basket
N/A
Healthcare Realty Trust, Inc.
-30503.00000000
USD
-1021850.50000000
USD
Hyatt Hotels Corp.
-14663.00000000
USD
-1080223.21000000
USD
Marriott International, Inc.
-7796.00000000
USD
-969588.52000000
USD
American Finance Trust, Inc.
-54978.00000000
USD
-767492.88000000
USD
Monmouth Real Estate Investment Corp.
-50336.00000000
USD
-725341.76000000
USD
Washington Real Estate Investment Trust
-31914.00000000
USD
-873167.04000000
USD
Brandywine Realty Trust
-70695.00000000
USD
-1071029.25000000
USD
iShares U.S. Real Estate ETF
-29574.00000000
USD
-2766351.96000000
USD
Easterly Government Properties, Inc.
-36179.00000000
USD
-770612.70000000
USD
Independence Realty Trust, Inc.
-46026.00000000
USD
-658632.06000000
USD
Cushman & Wakefield plc
-40575.00000000
USD
-751854.75000000
USD
Ashford Hospitality Trust, Inc.
-28805.00000000
USD
-95344.55000000
USD
Hersha Hospitality Trust
-66418.00000000
USD
-988299.84000000
USD
Public Storage
-3102.00000000
USD
-760827.54000000
USD
CBRE Group, Inc.
-14187.00000000
USD
-752052.87000000
USD
VEREIT, Inc.
-121752.00000000
USD
-1190734.56000000
USD
Physicians Realty Trust
-69210.00000000
USD
-1228477.50000000
USD
Service Properties Trust
-33212.00000000
USD
-856537.48000000
USD
Kimco Realty Corp.
-37437.00000000
USD
-781684.56000000
USD
Digital Realty Trust, Inc.
-9113.00000000
USD
-1182958.53000000
USD
iShares U.S. Home Construction ETF
-8863.00000000
USD
-383856.53000000
USD
Marcus & Millichap, Inc.
-19865.00000000
USD
-705008.85000000
USD
NexPoint Residential Trust, Inc.
-13974.00000000
USD
-653424.24000000
USD
SL Green Realty Corp.
-9292.00000000
USD
-759621.00000000
USD
Tanger Factory Outlet Centers, Inc.
-44622.00000000
USD
-690748.56000000
USD
Vanguard Real Estate ETF
-58584.00000000
USD
-5462958.00000000
USD
Xenia Hotels & Resorts, Inc.
-56179.00000000
USD
-1186500.48000000
USD
Apollo Commercial Real Estate Finance, Inc.
-61696.00000000
USD
-1182712.32000000
USD
Washington Prime Group, Inc.
-103915.00000000
USD
-430208.10000000
USD
Vornado Realty Trust
-15727.00000000
USD
-1001338.09000000
USD
Piedmont Office Realty Trust, Inc.
-64455.00000000
USD
-1345820.40000000
USD
Y
MS Equity Short Custom Basket - Tenor At Maturity
2024-06-12
0.00000000
USD
0.00000000
USD
-33095258.63000000
USD
-777615.09000000
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
144905.00000000
NS
USD
10582412.15000000
4.201394488776
Long
EC
CORP
US
N
1
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031U101
101615.00000000
NS
USD
1326075.75000000
0.526474235625
Long
EC
CORP
US
N
1
N
N
N
Piedmont Office Realty Trust I
N/A
Piedmont Office Realty Trust, Inc.
720190206
-78318.00000000
NS
USD
-1635279.84000000
-0.64923342712
Short
EC
CORP
US
N
1
N
N
N
JBG SMITH Properties
N/A
JBG SMITH Properties
46590V100
68887.00000000
NS
USD
2701059.27000000
1.072365673343
Long
EC
CORP
US
N
1
N
N
N
HCP Inc
PZ9HF5U52KPF0MH0QN75
HCP, Inc.
40414L109
241769.00000000
NS
USD
8614229.47000000
3.419993070324
Long
EC
CORP
US
N
1
N
N
N
Dreyfus Treasury Securities Cash Management
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
14368539.95000000
NS
USD
14368539.95000000
5.704550503421
Long
STIV
RF
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
39191.00000000
NS
USD
1899979.68000000
0.754323687566
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
54796.00000000
NS
USD
1774842.44000000
0.704642111851
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage, Inc.
30225T102
52077.00000000
NS
USD
6083635.14000000
2.415304827162
Long
EC
CORP
US
N
1
N
N
N
Vanguard Real Estate ETF
N/A
Vanguard Real Estate ETF
922908553
-71185.00000000
NS
USD
-6638001.25000000
-2.63539743802
Short
EC
RF
US
N
1
N
N
N
CubeSmart
N/A
CubeSmart
229663109
25166.00000000
NS
USD
878293.40000000
0.348697158831
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
29581.00000000
NS
USD
4556657.24000000
1.809069080283
Long
EC
CORP
US
N
1
N
N
N
GEO Group Inc/The
5493003VOR6NTY465495
GEO Group, Inc.
36162J106
50008.00000000
NS
USD
867138.72000000
0.344268564441
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040Q104
120981.00000000
NS
USD
10966927.65000000
4.354053568733
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp.
78440X101
-11291.00000000
NS
USD
-923039.25000000
-0.36646200912
Short
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes, Inc.
46187W107
203876.00000000
NS
USD
6036768.36000000
2.396697932212
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities, Inc.
866674104
55526.00000000
NS
USD
8242834.70000000
3.272543139465
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties, Inc.
101121101
24039.00000000
NS
USD
3116896.74000000
1.237460098879
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty, Inc.
76169C100
97450.00000000
NS
USD
4289749.00000000
1.703102048131
Long
EC
CORP
US
N
1
N
N
N
iShares U.S. Real Estate ETF
549300SJWB2CPZFPT616
iShares U.S. Real Estate ETF
464287739
-35935.00000000
NS
USD
-3361359.90000000
-1.33451605914
Short
EC
RF
US
N
1
N
N
N
Washington Real Estate Investm
549300DI34BGS8LVKW95
Washington Real Estate Investment Trust
939653101
-38779.00000000
NS
USD
-1060993.44000000
-0.42123212820
Short
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
-19109.00000000
NS
USD
-1216670.03000000
-0.48303833627
Short
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communit
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
14383.00000000
NS
USD
1869933.83000000
0.742394982956
Long
EC
CORP
US
N
1
N
N
N
Apollo Commercial Real Estate
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc.
03762U105
-74966.00000000
NS
USD
-1437098.22000000
-0.57055201174
Short
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
53612.00000000
NS
USD
7162563.20000000
2.843657299247
Long
EC
CORP
US
N
1
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579102
-17817.00000000
NS
USD
-1312578.39000000
-0.52111555812
Short
EC
CORP
US
N
1
N
N
N
Crown Castle International Cor
54930012H97VSM0I2R19
Crown Castle International Corp.
22822V101
29837.00000000
NS
USD
4147641.37000000
1.646682943958
Long
EC
CORP
US
N
1
N
N
N
Ashford Hospitality Trust Inc
N/A
Ashford Hospitality Trust, Inc.
044103109
-46538.00000000
NS
USD
-154040.78000000
-0.06115676416
Short
EC
CORP
US
N
1
N
N
N
iShares U.S. Home Construction
549300E4UYBNT92O5488
iShares U.S. Home Construction ETF
464288752
-10461.00000000
NS
USD
-453065.91000000
-0.17987473841
Short
EC
RF
US
N
1
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp.
49427F108
14424.00000000
NS
USD
1123485.36000000
0.446042464876
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
8873.00000000
NS
USD
984991.73000000
0.391058179104
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
38309.00000000
NS
USD
9396048.43000000
3.730388264085
Long
EC
CORP
US
N
1
N
N
N
Tanger Factory Outlet Centers
UKEW8YSXE4Y581KYOL30
Tanger Factory Outlet Centers, Inc.
875465106
-54220.00000000
NS
USD
-839325.60000000
-0.33322629095
Short
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
24764.00000000
NS
USD
14283875.20000000
5.670937182658
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
112781.00000000
NS
USD
9728489.06000000
3.862372750319
Long
EC
CORP
US
N
1
N
N
N
Brandywine Realty Trust
5UZ46ZCYUFYYAC0DS831
Brandywine Realty Trust
105368203
-85900.00000000
NS
USD
-1301385.00000000
-0.51667159521
Short
EC
CORP
US
N
1
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417106
95205.00000000
NS
USD
5369562.00000000
2.131805856186
Long
EC
CORP
US
N
1
N
N
N
Cushman & Wakefield PLC
N/A
Cushman & Wakefield plc
N/A
-49287.00000000
NS
USD
-913288.11000000
-0.36259064357
Short
EC
CORP
US
N
1
N
N
N
Americold Realty Trust
549300R7N1V5YV8MWH02
Americold Realty Trust
03064D108
78202.00000000
NS
USD
2898948.14000000
1.150930862076
Long
EC
CORP
US
N
1
N
N
N
Easterly Government Properties
549300ERMCEFC6S8HL77
Easterly Government Properties, Inc.
27616P103
-43961.00000000
NS
USD
-936369.30000000
-0.37175426176
Short
EC
CORP
US
N
1
N
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
26122.00000000
NS
USD
894678.50000000
0.355202317377
Long
EC
CORP
US
N
1
N
N
N
Safehold Inc
549300MHMP6BIE0XV355
Safehold, Inc.
78645L100
143065.00000000
NS
USD
4363482.50000000
1.732375479948
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Custom Basket
N/A
0.00000000
NC
USD
-794324.59000000
-0.31536013787
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Short Custom Basket
N/A
American Finance Trust, Inc.
-54978.00000000
USD
-767492.88000000
USD
Hyatt Hotels Corp.
-14663.00000000
USD
-1080223.21000000
USD
Vornado Realty Trust
-15727.00000000
USD
-1001338.09000000
USD
VEREIT, Inc.
-121752.00000000
USD
-1190734.56000000
USD
iShares U.S. Real Estate ETF
-29574.00000000
USD
-2766351.96000000
USD
Physicians Realty Trust
-69210.00000000
USD
-1228477.50000000
USD
Cushman & Wakefield plc
-40575.00000000
USD
-751854.75000000
USD
Tanger Factory Outlet Centers, Inc.
-44622.00000000
USD
-690748.56000000
USD
Marriott International, Inc.
-7796.00000000
USD
-969588.52000000
USD
Ashford Hospitality Trust, Inc.
-36974.00000000
USD
-122383.94000000
USD
Washington Real Estate Investment Trust
-31914.00000000
USD
-873167.04000000
USD
Kimco Realty Corp.
-37437.00000000
USD
-781684.56000000
USD
Brandywine Realty Trust
-70695.00000000
USD
-1071029.25000000
USD
Independence Realty Trust, Inc.
-46026.00000000
USD
-658632.06000000
USD
Digital Realty Trust, Inc.
-9113.00000000
USD
-1182958.53000000
USD
Apollo Commercial Real Estate Finance, Inc.
-61696.00000000
USD
-1182712.32000000
USD
Monmouth Real Estate Investment Corp.
-50336.00000000
USD
-725341.76000000
USD
Vanguard Real Estate ETF
-58584.00000000
USD
-5462958.00000000
USD
Xenia Hotels & Resorts, Inc.
-56179.00000000
USD
-1186500.48000000
USD
SL Green Realty Corp.
-9292.00000000
USD
-759621.00000000
USD
Piedmont Office Realty Trust, Inc.
-64455.00000000
USD
-1345820.40000000
USD
Easterly Government Properties, Inc.
-36179.00000000
USD
-770612.70000000
USD
Healthcare Realty Trust, Inc.
-30503.00000000
USD
-1021850.50000000
USD
NexPoint Residential Trust, Inc.
-13974.00000000
USD
-653424.24000000
USD
Public Storage
-3102.00000000
USD
-760827.54000000
USD
CBRE Group, Inc.
-14187.00000000
USD
-752052.87000000
USD
Marcus & Millichap, Inc.
-19865.00000000
USD
-705008.85000000
USD
Washington Prime Group, Inc.
-103915.00000000
USD
-430208.10000000
USD
Service Properties Trust
-33212.00000000
USD
-856537.48000000
USD
Hersha Hospitality Trust
-66418.00000000
USD
-988299.84000000
USD
iShares U.S. Home Construction ETF
-8863.00000000
USD
-383856.53000000
USD
Y
GS Equity Short Custom Basket - Tenor At Maturity
2024-05-06
0.00000000
USD
0.00000000
USD
-33122298.02000000
USD
-794324.59000000
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
-11070.00000000
NS
USD
-1436996.70000000
-0.57051170661
Short
EC
CORP
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903202
-9469.00000000
NS
USD
-1177659.53000000
-0.46755051578
Short
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp.
756109104
88681.00000000
NS
USD
6800059.08000000
2.699737105029
Long
EC
CORP
US
N
1
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett, Inc.
25960P109
21193.00000000
NS
USD
907696.19000000
0.360370557874
Long
EC
CORP
US
N
1
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties, Inc.
222795502
55803.00000000
NS
USD
2097634.77000000
0.832796061731
Long
EC
CORP
US
N
1
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp.
862121100
98771.00000000
NS
USD
3695023.11000000
1.466985930070
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
14466.00000000
NS
USD
4725318.90000000
1.876030578167
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
-3662.00000000
NS
USD
-898178.74000000
-0.35659197115
Short
EC
CORP
US
N
1
N
N
N
American Finance Trust Inc
549300GN4H0K3IUS8983
American Finance Trust, Inc.
02607T109
-66772.00000000
NS
USD
-932137.12000000
-0.37007401556
Short
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trus
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747206
25900.00000000
NS
USD
3526026.00000000
1.399891252929
Long
EC
CORP
US
N
1
N
N
N
NexPoint Residential Trust Inc
549300U2J6XVYBF87166
NexPoint Residential Trust, Inc.
65341D102
-16975.00000000
NS
USD
-793751.00000000
-0.31513241306
Short
EC
CORP
US
N
1
N
N
N
2019-10-30
Guggenheim Funds Trust
John Sullivan
John Sullivan
CFO