0001752724-19-182787.txt : 20191127 0001752724-19-182787.hdr.sgml : 20191127 20191127134008 ACCESSION NUMBER: 0001752724-19-182787 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: 191256093 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 S000008806 Guggenheim Alpha Opportunity Fund C000023961 A SAOAX C000023963 C SAOCX C000071557 Institutional SAOIX C000155960 P SAOSX NPORT-P 1 primary_doc.xml NPORT-P false 0000088525 XXXXXXXX S000008806 C000071557 C000023961 C000023963 C000155960 Guggenheim Funds Trust 811-01136 0000088525 54930033G24U3UGWK691 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Guggenheim Alpha Opportunity Fund S000008806 549300FC982FOBER3L60 2019-09-30 2019-09-30 N 89428716.77 171744.13 89256972.64 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 Delek US Holdings Inc 5493003O53JMENV1N385 24665A103 18784.00000000 NS USD 681859.20000000 0.763928217406 Long EC CORP US N 1 N N N Innoviva Inc 549300ACOX4QTBES6535 45781M101 23237.00000000 NS USD 244917.98000000 0.274396467587 Long EC CORP US N 1 N N N PBF Energy Inc 2549003PBEDCSZMZIY02 69318G106 7835.00000000 NS USD 213033.65000000 0.238674518862 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 13043.00000000 NS USD 630107.33000000 0.705947458627 Long EC CORP US N 1 N N N Hartford Financial Services Gr IU7C3FTM7Y3BQM112U94 416515104 8209.00000000 NS USD 497547.49000000 0.557432629948 Long EC CORP US N 1 N N N Ingredion Inc PKSTQ48QDN0XSVS7YK88 457187102 12160.00000000 NS USD 993958.40000000 1.113591880388 Long EC CORP US N 1 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 5223.00000000 NS USD 741927.15000000 0.831225984991 Long EC CORP US N 1 N N N Lear Corp 549300UPNBTXA1SYTQ33 521865204 2746.00000000 NS USD 323753.40000000 0.362720570084 Long EC CORP US N 1 N N N Unit Corp 549300XGK22FZCTN8B67 909218109 35705.00000000 NS USD 120682.90000000 0.135208372444 Long EC CORP US N 1 N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413102 3378.00000000 NS USD 221326.56000000 0.247965568911 Long EC CORP US N 1 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 16404.00000000 NS USD 1208810.76000000 1.354304010371 Long EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 11764.00000000 NS USD 921121.20000000 1.031987947558 Long EC CORP US N 1 N N N TEGNA Inc 549300YC5EDBGX85AO10 87901J105 16996.00000000 NS USD 263947.88000000 0.295716818746 Long EC CORP US N 1 N N N Saia Inc 549300WNPG4N9GBOYB29 78709Y105 5055.00000000 NS USD 473653.50000000 0.530662743750 Long EC CORP US N 1 N N N Kraft Heinz Co/The N/A 500754106 8096.00000000 NS USD 226161.76000000 0.253382736732 Long EC CORP US N 1 N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 2694.00000000 NS USD 484004.04000000 0.542259081486 Long EC CORP US N 1 N N N John Wiley & Sons Inc 5493003XM719UN7E8P64 968223206 12025.00000000 NS USD 528378.50000000 0.591974480392 Long EC CORP US N 1 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 1780.00000000 NS USD 518460.60000000 0.580862855489 Long EC CORP US N 1 N N N Schneider National Inc 529900V6GZ6G6E3BLV72 80689H102 25176.00000000 NS USD 546822.72000000 0.612638658724 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 200.00000000 NS USD 243800.00000000 0.273143926786 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 6822.00000000 NS USD 596720.34000000 0.668541988766 Long EC CORP US N 1 N N N Avnet Inc XJI53DCPL7QABOWK4Z75 053807103 5330.00000000 NS USD 237105.05000000 0.265643168244 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 7691.00000000 NS USD 1051052.06000000 1.177557370491 Long EC CORP US N 1 N N N Brinker International Inc 52990067JY6PBGJNTG76 109641100 8573.00000000 NS USD 365809.91000000 0.409839029019 Long EC CORP US N 1 N N N Knight-Swift Transportation Ho N/A 499049104 15111.00000000 NS USD 548529.30000000 0.614550643805 Long EC CORP US N 1 N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334104 9396.00000000 NS USD 517907.52000000 0.580243206420 Long EC CORP US N 1 N N N Targa Resources Corp 5493003QENHHS261UR94 87612G101 9780.00000000 NS USD 392862.60000000 0.440147798407 Long EC CORP US N 1 N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658107 3399.00000000 NS USD 376099.35000000 0.421366912719 Long EC CORP US N 1 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 7045.00000000 NS USD 330551.40000000 0.370336781792 Long EC CORP US N 1 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 8107.00000000 NS USD 595945.57000000 0.667673966944 Long EC CORP US N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 14841.00000000 NS USD 940622.58000000 1.053836526356 Long EC CORP US N 1 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 11290.00000000 NS USD 570032.10000000 0.638641534817 Long EC CORP US N 1 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 15379.00000000 NS USD 1085911.19000000 1.216612168082 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 65249B109 22489.00000000 NS USD 313046.88000000 0.350725406364 Long EC CORP US N 1 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 4847.00000000 NS USD 371425.61000000 0.416130638329 Long EC CORP US N 1 N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203101 4712.00000000 NS USD 230699.52000000 0.258466664481 Long EC CORP US N 1 N N N Cal-Maine Foods Inc 549300NHE5WMIEIEMF53 128030202 18605.00000000 NS USD 743362.78000000 0.832834408352 Long EC CORP US N 1 N N N Forward Air Corp N/A 349853101 6489.00000000 NS USD 413479.08000000 0.463245691367 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 4691.00000000 NS USD 524594.53000000 0.587735069299 Long EC CORP US N 1 N N N Oshkosh Corp 549300FEKNPCFSA2B506 688239201 2843.00000000 NS USD 215499.40000000 0.241437048138 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 11599.00000000 NS USD 976403.82000000 1.093924419706 Long EC CORP US N 1 N N N Kansas City Southern 5493008C12PZMWP3WY03 485170302 2702.00000000 NS USD 359393.02000000 0.402649797959 Long EC CORP US N 1 N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 3332.00000000 NS USD 233273.32000000 0.261350248726 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 17435.00000000 NS USD 1052376.60000000 1.179041332988 Long EC CORP US N 1 N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 7592.00000000 NS USD 602804.80000000 0.675358778334 Long EC CORP US N 1 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 5599.00000000 NS USD 309680.69000000 0.346954059543 Long EC CORP US N 1 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 12155.00000000 NS USD 973007.75000000 1.090119596509 Long EC CORP US N 1 N N N Marten Transport Ltd N/A 573075108 17680.00000000 NS USD 367390.40000000 0.411609747825 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 0.00000000 NC USD 208633.18000000 0.233744405427 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GS Equity Long Custom Basket N/A Vishay Intertechnology, Inc. 1184.00000000 USD 20045.12000000 USD Southern Co. 523.00000000 USD 32305.71000000 USD Becton Dickinson and Co. 223.00000000 USD 56410.08000000 USD Cogent Communications Holdings, Inc. 997.00000000 USD 54934.70000000 USD Kimberly-Clark Corp. 425.00000000 USD 60371.25000000 USD Williams Companies, Inc. 2400.00000000 USD 57744.00000000 USD Alphabet, Inc. 16.00000000 USD 19504.00000000 USD Parker-Hannifin Corp. 113.00000000 USD 20408.93000000 USD US Foods Holding Corp. 657.00000000 USD 27002.70000000 USD ATN International, Inc. 479.00000000 USD 27959.23000000 USD Lions Gate Entertainment Corp. 8752.00000000 USD 80956.00000000 USD Colgate-Palmolive Co. 659.00000000 USD 48443.09000000 USD Central Garden & Pet Co. 814.00000000 USD 22568.15000000 USD Apartment Investment & Management Co. 1835.00000000 USD 95676.90000000 USD AMC Networks, Inc. 1107.00000000 USD 54420.12000000 USD State Street Corp. 332.00000000 USD 19651.08000000 USD Hill-Rom Holdings, Inc. 463.00000000 USD 48721.49000000 USD Tyson Foods, Inc. 862.00000000 USD 74252.68000000 USD Pilgrim's Pride Corp. 2045.00000000 USD 65532.03000000 USD Biogen, Inc. 141.00000000 USD 32827.62000000 USD Baxter International, Inc. 555.00000000 USD 48545.85000000 USD JetBlue Airways Corp. 3123.00000000 USD 52310.25000000 USD Textron, Inc. 383.00000000 USD 18751.68000000 USD Kellogg Co. 413.00000000 USD 26576.55000000 USD Ameren Corp. 989.00000000 USD 79169.45000000 USD McKesson Corp. 1308.00000000 USD 178751.28000000 USD Pfizer, Inc. 1790.00000000 USD 64314.70000000 USD JM Smucker Co. 298.00000000 USD 32785.96000000 USD Unit Corp. 15274.00000000 USD 51626.12000000 USD FirstEnergy Corp. 1598.00000000 USD 77071.54000000 USD United Airlines Holdings, Inc. 612.00000000 USD 54106.92000000 USD Westlake Chemical Corp. 274.00000000 USD 17952.48000000 USD Darling Ingredients, Inc. 2366.00000000 USD 45261.58000000 USD Summit Hotel Properties, Inc. 2538.00000000 USD 29440.80000000 USD Heartland Express, Inc. 2406.00000000 USD 51753.06000000 USD Ingredion, Inc. 989.00000000 USD 80840.86000000 USD Echo Global Logistics, Inc. 1452.00000000 USD 32887.80000000 USD Jazz Pharmaceuticals plc 251.00000000 USD 32163.14000000 USD Avnet, Inc. 433.00000000 USD 19262.01000000 USD Lear Corp. 223.00000000 USD 26291.70000000 USD Regeneron Pharmaceuticals, Inc. 89.00000000 USD 24688.60000000 USD General Mills, Inc. 764.00000000 USD 42111.68000000 USD Kinder Morgan, Inc. 4244.00000000 USD 87468.84000000 USD General Motors Co. 704.00000000 USD 26385.92000000 USD Amgen, Inc. 452.00000000 USD 87466.52000000 USD Domtar Corp. 2058.00000000 USD 73696.98000000 USD Werner Enterprises, Inc. 1303.00000000 USD 45995.90000000 USD Meredith Corp. 657.00000000 USD 24085.62000000 USD CVS Health Corp. 1105.00000000 USD 69692.35000000 USD Agilent Technologies, Inc. 394.00000000 USD 30192.22000000 USD Pinnacle West Capital Corp. 853.00000000 USD 82800.71000000 USD Deluxe Corp. 763.00000000 USD 37509.08000000 USD Bank of New York Mellon Corp. 417.00000000 USD 18852.57000000 USD Cal-Maine Foods, Inc. 1514.00000000 USD 60491.87000000 USD Alaska Air Group, Inc. 552.00000000 USD 35830.32000000 USD Valero Energy Corp. 835.00000000 USD 71175.40000000 USD Cummins, Inc. 316.00000000 USD 51403.72000000 USD Principal Financial Group, Inc. 366.00000000 USD 20913.24000000 USD Archer-Daniels-Midland Co. 2332.00000000 USD 95775.24000000 USD Saia, Inc. 656.00000000 USD 61467.20000000 USD Eli Lilly & Co. 381.00000000 USD 42607.23000000 USD Toll Brothers, Inc. 894.00000000 USD 36698.70000000 USD AmerisourceBergen Corp. 1383.00000000 USD 113862.39000000 USD ONEOK, Inc. 1335.00000000 USD 98376.15000000 USD Integer Holdings Corp. 395.00000000 USD 29846.20000000 USD Northern Trust Corp. 319.00000000 USD 29769.08000000 USD Norfolk Southern Corp. 219.00000000 USD 39345.54000000 USD ManpowerGroup, Inc. 347.00000000 USD 29231.28000000 USD Cardinal Health, Inc. 1658.00000000 USD 78241.02000000 USD Renewable Energy Group, Inc. 1776.00000000 USD 26648.88000000 USD Delek US Holdings, Inc. 1528.00000000 USD 55466.40000000 USD Chevron Corp. 751.00000000 USD 89068.60000000 USD Alexion Pharmaceuticals, Inc. 218.00000000 USD 21350.92000000 USD Old Dominion Freight Line, Inc. 212.00000000 USD 36033.64000000 USD Merck & Company, Inc. 944.00000000 USD 79465.92000000 USD Marten Transport Ltd. 1439.00000000 USD 29902.42000000 USD Southwest Airlines Co. 1105.00000000 USD 59681.05000000 USD BorgWarner, Inc. 946.00000000 USD 34699.28000000 USD Omnicom Group, Inc. 957.00000000 USD 74933.10000000 USD Skyworks Solutions, Inc. 333.00000000 USD 26390.25000000 USD Verizon Communications, Inc. 1419.00000000 USD 85650.84000000 USD CSX Corp. 923.00000000 USD 63936.21000000 USD Campbell Soup Co. 573.00000000 USD 26885.16000000 USD Kraft Heinz Co. 659.00000000 USD 18409.17000000 USD Walgreens Boots Alliance, Inc. 455.00000000 USD 25166.05000000 USD H&R Block, Inc. 1999.00000000 USD 47216.38000000 USD HollyFrontier Corp. 1356.00000000 USD 72735.84000000 USD Phillips 66 735.00000000 USD 75264.00000000 USD Zimmer Biomet Holdings, Inc. 514.00000000 USD 70556.78000000 USD News Corp. 1830.00000000 USD 25473.60000000 USD Hologic, Inc. 919.00000000 USD 46400.31000000 USD PPL Corp. 2306.00000000 USD 72615.94000000 USD Union Pacific Corp. 155.00000000 USD 25106.90000000 USD Forward Air Corp. 528.00000000 USD 33644.16000000 USD Molson Coors Brewing Co. 3731.00000000 USD 214532.50000000 USD OGE Energy Corp. 794.00000000 USD 36031.72000000 USD Avista Corp. 858.00000000 USD 41561.52000000 USD Delta Air Lines, Inc. 1138.00000000 USD 65548.80000000 USD Shenandoah Telecommunications Co. 1551.00000000 USD 49275.27000000 USD John Wiley & Sons, Inc. 978.00000000 USD 42973.32000000 USD Exxon Mobil Corp. 1251.00000000 USD 88333.11000000 USD Host Hotels & Resorts, Inc. 1943.00000000 USD 33594.47000000 USD TrueBlue, Inc. 1112.00000000 USD 23463.20000000 USD HCP, Inc. 2057.00000000 USD 73290.91000000 USD Facebook, Inc. 93.00000000 USD 16561.44000000 USD Hartford Financial Services Group, Inc. 668.00000000 USD 40487.48000000 USD Landstar System, Inc. 518.00000000 USD 58316.44000000 USD Caterpillar, Inc. 138.00000000 USD 17430.78000000 USD Marathon Petroleum Corp. 1047.00000000 USD 63605.25000000 USD Comerica, Inc. 270.00000000 USD 17817.30000000 USD Public Service Enterprise Group, Inc. 480.00000000 USD 29798.40000000 USD Scholastic Corp. 1210.00000000 USD 45689.60000000 USD Post Holdings, Inc. 396.00000000 USD 41912.64000000 USD Waters Corp. 139.00000000 USD 31028.97000000 USD Gilead Sciences, Inc. 1208.00000000 USD 76563.04000000 USD World Fuel Services Corp. 1549.00000000 USD 61867.06000000 USD Portland General Electric Co. 1438.00000000 USD 81060.06000000 USD Exelon Corp. 1061.00000000 USD 51256.91000000 USD AES Corp. 2316.00000000 USD 37843.44000000 USD Sysco Corp. 618.00000000 USD 49069.20000000 USD Allison Transmission Holdings, Inc. 1248.00000000 USD 58718.40000000 USD Lamb Weston Holdings, Inc. 395.00000000 USD 28724.40000000 USD J.B. Hunt Transport Services, Inc. 464.00000000 USD 51341.60000000 USD Citigroup, Inc. 261.00000000 USD 18029.88000000 USD Schneider National, Inc. 2704.00000000 USD 58730.88000000 USD STERIS plc 196.00000000 USD 28320.04000000 USD Diodes, Inc. 503.00000000 USD 20195.45000000 USD Medical Properties Trust, Inc. 4397.00000000 USD 86005.32000000 USD Oracle Corp. 322.00000000 USD 17719.66000000 USD Philip Morris International, Inc. 607.00000000 USD 46089.51000000 USD Thermo Fisher Scientific, Inc. 144.00000000 USD 41942.88000000 USD AMERCO 124.00000000 USD 48364.96000000 USD Herbalife Nutrition Ltd. 1266.00000000 USD 47930.76000000 USD Hormel Foods Corp. 835.00000000 USD 36514.55000000 USD JPMorgan Chase & Co. 190.00000000 USD 22361.10000000 USD Kennametal, Inc. 1031.00000000 USD 31692.94000000 USD Targa Resources Corp. 796.00000000 USD 31975.32000000 USD Johnson & Johnson 264.00000000 USD 34156.32000000 USD Medtronic plc 378.00000000 USD 41058.36000000 USD TEGNA, Inc. 1700.00000000 USD 26401.00000000 USD PACCAR, Inc. 271.00000000 USD 18972.71000000 USD Knight-Swift Transportation Holdings, Inc. 1230.00000000 USD 44649.00000000 USD PepsiCo, Inc. 460.00000000 USD 63066.00000000 USD Oshkosh Corp. 231.00000000 USD 17509.80000000 USD Equity Commonwealth 2821.00000000 USD 96619.25000000 USD United Parcel Service, Inc. 650.00000000 USD 77883.00000000 USD Kroger Co. 1765.00000000 USD 45501.70000000 USD FedEx Corp. 473.00000000 USD 68854.61000000 USD PBF Energy, Inc. 1720.00000000 USD 46766.80000000 USD Innoviva, Inc. 1891.00000000 USD 19931.14000000 USD Discovery, Inc. 1784.00000000 USD 47507.92000000 USD National Fuel Gas Co. 1465.00000000 USD 68737.80000000 USD Brinker International, Inc. 697.00000000 USD 29740.99000000 USD Kansas City Southern 332.00000000 USD 44159.32000000 USD B&G Foods, Inc. 972.00000000 USD 18380.52000000 USD Y GS Equity Long Custom Basket - Tenor At Maturity 2024-05-06 0.00000000 USD 0.00000000 USD 7581748.70000000 USD 208633.18000000 N N N Werner Enterprises Inc 549300P6XRGOCHHJST37 950755108 16015.00000000 NS USD 565329.50000000 0.633372926818 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 6320.00000000 NS USD 867546.40000000 0.971964849736 Long EC CORP US N 1 N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 4498.00000000 NS USD 257015.72000000 0.287950299453 Long EC CORP US N 1 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 7635.00000000 NS USD 657678.90000000 0.736837560750 Long EC CORP US N 1 N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 30303M102 1146.00000000 NS USD 204079.68000000 0.228642843201 Long EC CORP US N 1 N N N Avista Corp Q0IK63NITJD6RJ47SW96 05379B107 10542.00000000 NS USD 510654.48000000 0.572117185801 Long EC CORP US N 1 N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 28659.00000000 NS USD 1177025.13000000 1.318692641243 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 5652.00000000 NS USD 774889.20000000 0.868155368797 Long EC CORP US N 1 N N N Public Service Enterprise Grou PUSS41EMO3E6XXNV3U28 744573106 5898.00000000 NS USD 366147.84000000 0.410217632494 Long EC CORP US N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 10264.00000000 NS USD 448844.72000000 0.502867962831 Long EC CORP US N 1 N N N B&G Foods Inc 549300TRW1LZMDJZAQ78 05508R106 11949.00000000 NS USD 225955.59000000 0.253151751977 Long EC CORP US N 1 N N N Equity Commonwealth 549300YPGVU9PR4L0606 294628102 34668.00000000 NS USD 1187379.00000000 1.330292709779 Long EC CORP US N 1 N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180101 18010.00000000 NS USD 845029.20000000 0.946737464879 Long EC CORP US N 1 N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446104 4871.00000000 NS USD 515546.64000000 0.577598169365 Long EC CORP US N 1 N N N Lions Gate Entertainment Corp 5493000JSMHPHZURLM72 535919401 19914.00000000 NS USD 184204.50000000 0.206375473592 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 2342.00000000 NS USD 275629.98000000 0.308804983910 Long EC CORP US N 1 N N N United Airlines Holdings Inc N/A 910047109 7527.00000000 NS USD 665462.07000000 0.745557518160 Long EC CORP US N 1 N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 19640.00000000 NS USD 947237.20000000 1.061247286327 Long EC CORP US N 1 N N N FedEx Corp 549300E707U7WNPZN687 31428X106 5819.00000000 NS USD 847071.83000000 0.949025947156 Long EC CORP US N 1 N N N Jazz Pharmaceuticals PLC 635400GAUMJCLEZRRV50 N/A 3089.00000000 NS USD 395824.46000000 0.443466149805 Long EC CORP US N 1 N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 28335.00000000 NS USD 892269.15000000 0.999663246028 Long EC CORP US N 1 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 7989.00000000 NS USD 957241.98000000 1.072456248164 Long EC CORP US N 1 N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 8749.00000000 NS USD 606043.23000000 0.678986987878 Long EC CORP US N 1 N N N Domtar Corp XYSIJOU3HNVROZWNA008 257559203 5576.00000000 NS USD 199676.56000000 0.223709760810 Long EC CORP US N 1 N N N H&R Block Inc 549300CE3KUCWLZBG404 093671105 24559.00000000 NS USD 580083.58000000 0.649902817497 Long EC CORP US N 1 N N N Hill-Rom Holdings Inc JLZ01A0E2071OH26RE45 431475102 5699.00000000 NS USD 599705.77000000 0.671886747065 Long EC CORP US N 1 N N N Meredith Corp 549300YC8BC386CCTS24 589433101 8071.00000000 NS USD 295882.86000000 0.331495513738 Long EC CORP US N 1 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 3888.00000000 NS USD 632460.96000000 0.708584373067 Long EC CORP US N 1 N N N Cogent Communications Holdings N/A 19239V302 9076.00000000 NS USD 500087.60000000 0.560278469242 Long EC CORP US N 1 N N N Summit Hotel Properties Inc N/A 866082100 31187.00000000 NS USD 361769.20000000 0.405311976532 Long EC CORP US N 1 N N N AES Corp/VA 2NUNNB7D43COUIRE5295 00130H105 28462.00000000 NS USD 465069.08000000 0.521045097368 Long EC CORP US N 1 N N N Echo Global Logistics Inc N/A 27875T101 17847.00000000 NS USD 404234.55000000 0.452888483715 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 0.00000000 NC USD 187779.17000000 0.210380393201 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Equity Long Custom Basket N/A PACCAR, Inc. 271.00000000 USD 18972.71000000 USD Lamb Weston Holdings, Inc. 395.00000000 USD 28724.40000000 USD Diodes, Inc. 503.00000000 USD 20195.45000000 USD Gilead Sciences, Inc. 1208.00000000 USD 76563.04000000 USD Kennametal, Inc. 1031.00000000 USD 31692.94000000 USD Pfizer, Inc. 1790.00000000 USD 64314.70000000 USD Archer-Daniels-Midland Co. 2332.00000000 USD 95775.24000000 USD Williams Companies, Inc. 2400.00000000 USD 57744.00000000 USD ONEOK, Inc. 1335.00000000 USD 98376.15000000 USD CSX Corp. 923.00000000 USD 63936.21000000 USD Old Dominion Freight Line, Inc. 212.00000000 USD 36033.64000000 USD Lear Corp. 223.00000000 USD 26291.70000000 USD Meredith Corp. 657.00000000 USD 24085.62000000 USD Post Holdings, Inc. 396.00000000 USD 41912.64000000 USD Vishay Intertechnology, Inc. 1184.00000000 USD 20045.12000000 USD Norfolk Southern Corp. 219.00000000 USD 39345.54000000 USD Cal-Maine Foods, Inc. 1514.00000000 USD 60491.87000000 USD Southern Co. 523.00000000 USD 32305.71000000 USD Bank of New York Mellon Corp. 417.00000000 USD 18852.57000000 USD Merck & Company, Inc. 944.00000000 USD 79465.92000000 USD Kansas City Southern 332.00000000 USD 44159.32000000 USD ManpowerGroup, Inc. 347.00000000 USD 29231.28000000 USD Regeneron Pharmaceuticals, Inc. 89.00000000 USD 24688.60000000 USD Kimberly-Clark Corp. 425.00000000 USD 60371.25000000 USD Innoviva, Inc. 1891.00000000 USD 19931.14000000 USD Facebook, Inc. 93.00000000 USD 16561.44000000 USD AMC Networks, Inc. 1107.00000000 USD 54420.12000000 USD General Motors Co. 704.00000000 USD 26385.92000000 USD Apartment Investment & Management Co. 1835.00000000 USD 95676.90000000 USD Baxter International, Inc. 555.00000000 USD 48545.85000000 USD AmerisourceBergen Corp. 1383.00000000 USD 113862.39000000 USD FirstEnergy Corp. 1598.00000000 USD 77071.54000000 USD Pinnacle West Capital Corp. 853.00000000 USD 82800.71000000 USD Medical Properties Trust, Inc. 4397.00000000 USD 86005.32000000 USD Kinder Morgan, Inc. 4244.00000000 USD 87468.84000000 USD Ingredion, Inc. 989.00000000 USD 80840.86000000 USD General Mills, Inc. 764.00000000 USD 42111.68000000 USD Equity Commonwealth 2821.00000000 USD 96619.25000000 USD Medtronic plc 378.00000000 USD 41058.36000000 USD Exxon Mobil Corp. 1251.00000000 USD 88333.11000000 USD Echo Global Logistics, Inc. 1452.00000000 USD 32887.80000000 USD Alaska Air Group, Inc. 552.00000000 USD 35830.32000000 USD Central Garden & Pet Co. 814.00000000 USD 22568.15000000 USD United Airlines Holdings, Inc. 612.00000000 USD 54106.92000000 USD FedEx Corp. 473.00000000 USD 68854.61000000 USD H&R Block, Inc. 1999.00000000 USD 47216.38000000 USD JetBlue Airways Corp. 3123.00000000 USD 52310.25000000 USD Domtar Corp. 2058.00000000 USD 73696.98000000 USD Summit Hotel Properties, Inc. 2538.00000000 USD 29440.80000000 USD Renewable Energy Group, Inc. 1776.00000000 USD 26648.88000000 USD STERIS plc 196.00000000 USD 28320.04000000 USD Alphabet, Inc. 16.00000000 USD 19504.00000000 USD News Corp. 1830.00000000 USD 25473.60000000 USD Verizon Communications, Inc. 1419.00000000 USD 85650.84000000 USD Discovery, Inc. 1784.00000000 USD 47507.92000000 USD Walgreens Boots Alliance, Inc. 455.00000000 USD 25166.05000000 USD Tyson Foods, Inc. 862.00000000 USD 74252.68000000 USD Textron, Inc. 383.00000000 USD 18751.68000000 USD US Foods Holding Corp. 657.00000000 USD 27002.70000000 USD PPL Corp. 2306.00000000 USD 72615.94000000 USD Cummins, Inc. 316.00000000 USD 51403.72000000 USD Toll Brothers, Inc. 894.00000000 USD 36698.70000000 USD Phillips 66 735.00000000 USD 75264.00000000 USD BorgWarner, Inc. 946.00000000 USD 34699.28000000 USD Southwest Airlines Co. 1105.00000000 USD 59681.05000000 USD Marathon Petroleum Corp. 1047.00000000 USD 63605.25000000 USD TrueBlue, Inc. 1112.00000000 USD 23463.20000000 USD Delta Air Lines, Inc. 1138.00000000 USD 65548.80000000 USD Sysco Corp. 618.00000000 USD 49069.20000000 USD Kellogg Co. 413.00000000 USD 26576.55000000 USD PepsiCo, Inc. 460.00000000 USD 63066.00000000 USD Forward Air Corp. 528.00000000 USD 33644.16000000 USD Lions Gate Entertainment Corp. 8752.00000000 USD 80956.00000000 USD Ameren Corp. 989.00000000 USD 79169.45000000 USD AMERCO 124.00000000 USD 48364.96000000 USD Parker-Hannifin Corp. 113.00000000 USD 20408.93000000 USD ATN International, Inc. 479.00000000 USD 27959.23000000 USD Cardinal Health, Inc. 1657.00000000 USD 78193.83000000 USD Cogent Communications Holdings, Inc. 997.00000000 USD 54934.70000000 USD Delek US Holdings, Inc. 1528.00000000 USD 55466.40000000 USD Herbalife Nutrition Ltd. 1266.00000000 USD 47930.76000000 USD John Wiley & Sons, Inc. 978.00000000 USD 42973.32000000 USD Eli Lilly & Co. 381.00000000 USD 42607.23000000 USD Allison Transmission Holdings, Inc. 1248.00000000 USD 58718.40000000 USD Hill-Rom Holdings, Inc. 463.00000000 USD 48721.49000000 USD Citigroup, Inc. 261.00000000 USD 18029.88000000 USD PBF Energy, Inc. 1720.00000000 USD 46766.80000000 USD Principal Financial Group, Inc. 366.00000000 USD 20913.24000000 USD Union Pacific Corp. 155.00000000 USD 25106.90000000 USD Jazz Pharmaceuticals plc 251.00000000 USD 32163.14000000 USD Avista Corp. 858.00000000 USD 41561.52000000 USD OGE Energy Corp. 794.00000000 USD 36031.72000000 USD Westlake Chemical Corp. 274.00000000 USD 17952.48000000 USD Werner Enterprises, Inc. 1303.00000000 USD 45995.90000000 USD Johnson & Johnson 264.00000000 USD 34156.32000000 USD Colgate-Palmolive Co. 659.00000000 USD 48443.09000000 USD Biogen, Inc. 141.00000000 USD 32827.62000000 USD Darling Ingredients, Inc. 2366.00000000 USD 45261.58000000 USD Hormel Foods Corp. 835.00000000 USD 36514.55000000 USD United Parcel Service, Inc. 650.00000000 USD 77883.00000000 USD Valero Energy Corp. 835.00000000 USD 71175.40000000 USD Agilent Technologies, Inc. 394.00000000 USD 30192.22000000 USD Amgen, Inc. 452.00000000 USD 87466.52000000 USD Public Service Enterprise Group, Inc. 480.00000000 USD 29798.40000000 USD Kroger Co. 1765.00000000 USD 45501.70000000 USD Philip Morris International, Inc. 607.00000000 USD 46089.51000000 USD Landstar System, Inc. 518.00000000 USD 58316.44000000 USD Caterpillar, Inc. 138.00000000 USD 17430.78000000 USD Oracle Corp. 322.00000000 USD 17719.66000000 USD Exelon Corp. 1061.00000000 USD 51256.91000000 USD Integer Holdings Corp. 395.00000000 USD 29846.20000000 USD Campbell Soup Co. 573.00000000 USD 26885.16000000 USD Avnet, Inc. 433.00000000 USD 19262.01000000 USD State Street Corp. 332.00000000 USD 19651.08000000 USD Saia, Inc. 656.00000000 USD 61467.20000000 USD Kraft Heinz Co. 659.00000000 USD 18409.17000000 USD National Fuel Gas Co. 1465.00000000 USD 68737.80000000 USD Pilgrim's Pride Corp. 2045.00000000 USD 65532.03000000 USD HollyFrontier Corp. 1356.00000000 USD 72735.84000000 USD Thermo Fisher Scientific, Inc. 144.00000000 USD 41942.88000000 USD Unit Corp. 15274.00000000 USD 51626.12000000 USD Knight-Swift Transportation Holdings, Inc. 1230.00000000 USD 44649.00000000 USD Skyworks Solutions, Inc. 333.00000000 USD 26390.25000000 USD Brinker International, Inc. 697.00000000 USD 29740.99000000 USD Hologic, Inc. 919.00000000 USD 46400.31000000 USD HCP, Inc. 2057.00000000 USD 73290.91000000 USD Chevron Corp. 751.00000000 USD 89068.60000000 USD Scholastic Corp. 1210.00000000 USD 45689.60000000 USD Oshkosh Corp. 231.00000000 USD 17509.80000000 USD Omnicom Group, Inc. 957.00000000 USD 74933.10000000 USD Alexion Pharmaceuticals, Inc. 218.00000000 USD 21350.92000000 USD Shenandoah Telecommunications Co. 1551.00000000 USD 49275.27000000 USD Portland General Electric Co. 1438.00000000 USD 81060.06000000 USD Northern Trust Corp. 319.00000000 USD 29769.08000000 USD Molson Coors Brewing Co. 3732.00000000 USD 214590.00000000 USD CVS Health Corp. 1105.00000000 USD 69692.35000000 USD Waters Corp. 139.00000000 USD 31028.97000000 USD Becton Dickinson and Co. 223.00000000 USD 56410.08000000 USD Zimmer Biomet Holdings, Inc. 514.00000000 USD 70556.78000000 USD World Fuel Services Corp. 1548.00000000 USD 61827.12000000 USD B&G Foods, Inc. 972.00000000 USD 18380.52000000 USD JPMorgan Chase & Co. 190.00000000 USD 22361.10000000 USD Heartland Express, Inc. 2406.00000000 USD 51753.06000000 USD Host Hotels & Resorts, Inc. 1943.00000000 USD 33594.47000000 USD JM Smucker Co. 298.00000000 USD 32785.96000000 USD Marten Transport Ltd. 1439.00000000 USD 29902.42000000 USD Hartford Financial Services Group, Inc. 668.00000000 USD 40487.48000000 USD Targa Resources Corp. 796.00000000 USD 31975.32000000 USD J.B. Hunt Transport Services, Inc. 464.00000000 USD 51341.60000000 USD McKesson Corp. 1308.00000000 USD 178751.28000000 USD Schneider National, Inc. 2704.00000000 USD 58730.88000000 USD Deluxe Corp. 763.00000000 USD 37509.08000000 USD AES Corp. 2316.00000000 USD 37843.44000000 USD Comerica, Inc. 270.00000000 USD 17817.30000000 USD TEGNA, Inc. 1700.00000000 USD 26401.00000000 USD Y MS Equity Long Custom Basket - Tenor At Maturity 2024-02-01 0.00000000 USD 0.00000000 USD 7581719.07000000 USD 187779.17000000 N N N HollyFrontier Corp 549300J3U2WK73C9ZK26 436106108 16671.00000000 NS USD 894232.44000000 1.001862838891 Long EC CORP US N 1 N N N Landstar System Inc 254900CUQXQRL09MEI52 515098101 6374.00000000 NS USD 717584.92000000 0.803953908334 Long EC CORP US N 1 N N N STERIS PLC N/A N/A 2411.00000000 NS USD 348365.39000000 0.390294875230 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 3206.00000000 NS USD 221470.48000000 0.248126811216 Long EC CORP US N 1 N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484101 10483.00000000 NS USD 1017584.81000000 1.140061980484 Long EC CORP US N 1 N N N Alexion Pharmaceuticals Inc M1YXUUZR0EIMU8T0EM75 015351109 2679.00000000 NS USD 262381.26000000 0.293961639342 Long EC CORP US N 1 N N N Alaska Air Group Inc 529900G48RT4KWLC6C27 011659109 6784.00000000 NS USD 440349.44000000 0.493350185397 Long EC CORP US N 1 N N N Diodes Inc 549300XP2X1ARVH3BX23 254543101 6190.00000000 NS USD 248528.50000000 0.278441552126 Long EC CORP US N 1 N N N Medical Properties Trust Inc 254900U6E39J1MQCCY14 58463J304 54023.00000000 NS USD 1056689.88000000 1.183873762178 Long EC CORP US N 1 N N N Renewable Energy Group Inc 549300HPU3BD8ZI0X358 75972A301 21820.00000000 NS USD 327409.10000000 0.366816272517 Long EC CORP US N 1 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 090572207 1107.00000000 NS USD 368343.18000000 0.412677205046 Long EC CORP US N 1 N N N OGE Energy Corp CE5OG6JPOZMDSA0LAQ19 670837103 9765.00000000 NS USD 443135.70000000 0.496471801466 Long EC CORP US N 1 N N N TrueBlue Inc N/A 89785X101 13668.00000000 NS USD 288394.80000000 0.323106185959 Long EC CORP US N 1 N N N HCP Inc PZ9HF5U52KPF0MH0QN75 40414L109 25275.00000000 NS USD 900548.25000000 1.008938823896 Long EC CORP US N 1 N N N Bank of New York Mellon Corp/T WFLLPEPC7FZXENRZV188 064058100 5131.00000000 NS USD 231972.51000000 0.259892872387 Long EC CORP US N 1 N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 1388.00000000 NS USD 250686.68000000 0.280859492076 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 21696.00000000 NS USD 559322.88000000 0.626643346123 Long EC CORP US N 1 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 13576.00000000 NS USD 733239.76000000 0.821492975072 Long EC CORP US N 1 N N N World Fuel Services Corp D3W7PCXCBRQLL17DZ313 981475106 14816.00000000 NS USD 591751.04000000 0.662974580581 Long EC CORP US N 1 N N N AMC Networks Inc 549300VGG9K75226LR46 00164V103 13606.00000000 NS USD 668870.96000000 0.749376704381 Long EC CORP US N 1 N N N Molson Coors Brewing Co 54930073LBBH6ZCBE225 60871R209 15705.00000000 NS USD 903037.50000000 1.011727681648 Long EC CORP US N 1 N N N AMERCO 5493003WIDMLDHYC6Y24 023586100 1529.00000000 NS USD 596371.16000000 0.668150781234 Long EC CORP US N 1 N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 1735.00000000 NS USD 403942.70000000 0.452561506459 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 3960.00000000 NS USD 217918.80000000 0.244147648698 Long EC CORP US N 1 N N N Shenandoah Telecommunications 549300XH3H4OUKFPHS84 82312B106 19062.00000000 NS USD 605599.74000000 0.678490119133 Long EC CORP US N 1 N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147K108 25127.00000000 NS USD 805194.72000000 0.902108480922 Long EC CORP US N 1 N N N General Motors Co 54930070NSV60J38I987 37045V100 8658.00000000 NS USD 324501.84000000 0.363559092810 Long EC CORP US N 1 N N N JetBlue Airways Corp 54930070J9H97ZO93T57 477143101 38368.00000000 NS USD 642664.00000000 0.720015457606 Long EC CORP US N 1 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 12871.00000000 NS USD 781913.25000000 0.876024838029 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 N/A 4656.00000000 NS USD 505734.72000000 0.566605280284 Long EC CORP US N 1 N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 2742.00000000 NS USD 693616.32000000 0.777100432027 Long EC CORP US N 1 N N N Chevron Corp N/A 166764100 9231.00000000 NS USD 1094796.60000000 1.226567031816 Long EC CORP US N 1 N N N Central Garden & Pet Co 5493004DVZLD37DJ0H83 153527205 10001.00000000 NS USD 277277.73000000 0.310651058173 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 3253.00000000 NS USD 420873.14000000 0.471529705244 Long EC CORP US N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 5555.00000000 NS USD 1074948.05000000 1.204329497411 Long EC CORP US N 1 N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 4161.00000000 NS USD 262392.66000000 0.293974411453 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 22000.00000000 NS USD 790460.00000000 0.885600280426 Long EC CORP US N 1 N N N Kennametal Inc 549300GZDSG25XUV0Y08 489170100 12669.00000000 NS USD 389445.06000000 0.436318921067 Long EC CORP US N 1 N N N Scholastic Corp N/A 807066105 14872.00000000 NS USD 561566.72000000 0.629157256167 Long EC CORP US N 1 N N N JM Smucker Co/The 5493000WDH6A0LHDJD55 832696405 3663.00000000 NS USD 403003.26000000 0.451508994849 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 13581.00000000 NS USD 856553.67000000 0.959649027594 Long EC CORP US N 1 N N N Portland General Electric Co GJOUP9M7C39GLSK9R870 736508847 17668.00000000 NS USD 995945.16000000 1.115817768116 Long EC CORP US N 1 N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272104 4856.00000000 NS USD 353128.32000000 0.395631074587 Long EC CORP US N 1 N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 1715.00000000 NS USD 382839.45000000 0.428918255545 Long EC CORP US N 1 N N N Herbalife Nutrition Ltd 549300BA7TYPBSZZIA41 N/A 8717.00000000 NS USD 330025.62000000 0.369747718568 Long EC CORP US N 1 N N N Allison Transmission Holdings 529900RP7DJ882LI9T83 01973R101 15334.00000000 NS USD 721464.70000000 0.808300661181 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 21990.00000000 NS USD 832101.60000000 0.932253890523 Long EC CORP US N 1 N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 11632.00000000 NS USD 426661.76000000 0.478015047318 Long EC CORP US N 1 N N N Darling Ingredients Inc L1N0SPPKS7EXZYUMZ898 237266101 29076.00000000 NS USD 556223.88000000 0.623171348465 Long EC CORP US N 1 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 6431.00000000 NS USD 397242.87000000 0.445055280557 Long EC CORP US N 1 N N N Kinder Morgan Inc/DE 549300WR7IX8XE0TBO16 49456B101 52149.00000000 NS USD 1074790.89000000 1.204153421531 Long EC CORP US N 1 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 10262.00000000 NS USD 874732.88000000 0.980016299150 Long EC CORP US N 1 N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 8490.00000000 NS USD 400643.10000000 0.448864764454 Long EC CORP US N 1 N N N Apartment Investment & Managem 549300O8FT5GJ4RU1D57 03748R754 22555.00000000 NS USD 1176017.70000000 1.317563956312 Long EC CORP US N 1 N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073E105 4422.00000000 NS USD 364063.26000000 0.407882151087 Long EC CORP US N 1 N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 3320.00000000 NS USD 219086.80000000 0.245456229939 Long EC CORP US N 1 N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 3672.00000000 NS USD 291006.00000000 0.326031671692 Long EC CORP US N 1 N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 23883.00000000 NS USD 412937.07000000 0.462638444691 Long EC CORP US N 1 N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 679580100 2609.00000000 NS USD 443451.73000000 0.496825869042 Long EC CORP US N 1 N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 5077.00000000 NS USD 326704.95000000 0.366027370564 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 1098.00000000 NS USD 304585.20000000 0.341245273048 Long EC CORP US N 1 N N N Northern Trust Corp 549300GLF98S992BC502 665859104 3920.00000000 NS USD 365814.40000000 0.409844059438 Long EC CORP US N 1 N N N US Foods Holding Corp 549300UGOZSO64CFPR97 912008109 8078.00000000 NS USD 332005.80000000 0.371966234323 Long EC CORP US N 1 N N N Vishay Intertechnology Inc 5493009O8F3QQJTCQR75 928298108 14558.00000000 NS USD 246466.94000000 0.276131861422 Long EC CORP US N 1 N N N Integer Holdings Corp 549300SUD2ED5XG6X569 45826H109 4859.00000000 NS USD 367146.04000000 0.411335976496 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 9034.00000000 NS USD 925081.60000000 1.036425023881 Long EC CORP US N 1 N N N Discovery Inc 5493006ZCRFWKF6B1K26 25470F104 21928.00000000 NS USD 583942.64000000 0.654226356472 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 0.00000000 NC USD -1869154.86000000 -2.09412755632 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Equity Short Custom Basket N/A Verisk Analytics, Inc. -1146.00000000 USD -181228.44000000 USD Signature Bank -1238.00000000 USD -147594.36000000 USD BOK Financial Corp. -4393.00000000 USD -347705.95000000 USD Assurant, Inc. -1278.00000000 USD -160797.96000000 USD STORE Capital Corp. -8682.00000000 USD -324793.62000000 USD Avery Dennison Corp. -1672.00000000 USD -189889.04000000 USD TransDigm Group, Inc. -1352.00000000 USD -703945.84000000 USD Paycom Software, Inc. -185.00000000 USD -38755.65000000 USD Agree Realty Corp. -7234.00000000 USD -529167.10000000 USD Schlumberger Ltd. -8816.00000000 USD -301242.72000000 USD American Tower Corp. -1371.00000000 USD -303169.23000000 USD Everbridge, Inc. -456.00000000 USD -28139.76000000 USD Diamondback Energy, Inc. -3808.00000000 USD -342377.28000000 USD Roper Technologies, Inc. -1182.00000000 USD -421501.20000000 USD American Water Works Company, Inc. -2331.00000000 USD -289580.13000000 USD Cintas Corp. -257.00000000 USD -68901.70000000 USD Fastenal Co. -9493.00000000 USD -310136.31000000 USD Old National Bancorp -21827.00000000 USD -375533.54000000 USD Toro Co. -3816.00000000 USD -279712.80000000 USD CNO Financial Group, Inc. -9237.00000000 USD -146221.71000000 USD Accenture plc -464.00000000 USD -89250.40000000 USD Synopsys, Inc. -2372.00000000 USD -325557.00000000 USD Appfolio, Inc. -415.00000000 USD -39483.10000000 USD American Homes 4 Rent -10463.00000000 USD -270887.07000000 USD Axis Capital Holdings Ltd. -3738.00000000 USD -249399.36000000 USD Monolithic Power Systems, Inc. -459.00000000 USD -71434.17000000 USD WP Carey, Inc. -2794.00000000 USD -250063.00000000 USD Crown Castle International Corp. -4161.00000000 USD -578420.61000000 USD Wyndham Hotels & Resorts, Inc. -3392.00000000 USD -175502.08000000 USD MongoDB, Inc. -274.00000000 USD -33011.52000000 USD Wingstop, Inc. -3000.00000000 USD -261840.00000000 USD Guidewire Software, Inc. -4493.00000000 USD -473472.34000000 USD CubeSmart -6599.00000000 USD -230305.10000000 USD Paylocity Holding Corp. -423.00000000 USD -41276.34000000 USD McDonald's Corp. -866.00000000 USD -185938.86000000 USD Trade Desk, Inc. -185.00000000 USD -34696.75000000 USD South Jersey Industries, Inc. -12485.00000000 USD -410881.35000000 USD Qualys, Inc. -506.00000000 USD -38238.42000000 USD Palo Alto Networks, Inc. -1489.00000000 USD -303502.87000000 USD HEICO Corp. -485.00000000 USD -60566.80000000 USD Proofpoint, Inc. -2104.00000000 USD -271521.20000000 USD Pegasystems, Inc. -5830.00000000 USD -396731.50000000 USD Invitation Homes, Inc. -10225.00000000 USD -302762.25000000 USD Douglas Emmett, Inc. -4550.00000000 USD -194876.50000000 USD WR Grace & Co. -6218.00000000 USD -415113.68000000 USD Core Laboratories N.V. -4939.00000000 USD -230256.18000000 USD Elastic N.V. -457.00000000 USD -37629.38000000 USD NewMarket Corp. -418.00000000 USD -197333.62000000 USD VeriSign, Inc. -208.00000000 USD -39235.04000000 USD Camden Property Trust -3400.00000000 USD -377434.00000000 USD Columbia Financial, Inc. -9172.00000000 USD -144825.88000000 USD Appian Corp. -1630.00000000 USD -77425.00000000 USD WEC Energy Group, Inc. -2217.00000000 USD -210836.70000000 USD Casella Waste Systems, Inc. -2912.00000000 USD -125041.28000000 USD Veeva Systems, Inc. -258.00000000 USD -39394.02000000 USD Amazon.com, Inc. -98.00000000 USD -170119.18000000 USD Martin Marietta Materials, Inc. -1285.00000000 USD -352218.50000000 USD MarketAxess Holdings, Inc. -553.00000000 USD -181107.50000000 USD NextEra Energy, Inc. -1428.00000000 USD -332709.72000000 USD Intuit, Inc. -158.00000000 USD -42018.52000000 USD Realty Income Corp. -7825.00000000 USD -600021.00000000 USD Allegheny Technologies, Inc. -14270.00000000 USD -288967.50000000 USD Sun Communities, Inc. -4662.00000000 USD -692073.90000000 USD Okta, Inc. -525.00000000 USD -51691.50000000 USD AMETEK, Inc. -4989.00000000 USD -458089.98000000 USD Balchem Corp. -3511.00000000 USD -348256.09000000 USD PayPal Holdings, Inc. -559.00000000 USD -57906.81000000 USD Terreno Realty Corp. -10111.00000000 USD -516570.99000000 USD Compass Minerals International, Inc. -4478.00000000 USD -252962.22000000 USD Rexford Industrial Realty, Inc. -14780.00000000 USD -650615.60000000 USD salesforce.com, Inc. -607.00000000 USD -90103.08000000 USD EPAM Systems, Inc. -1170.00000000 USD -213314.40000000 USD Ares Management Corp. -6793.00000000 USD -182120.33000000 USD WesBanco, Inc. -3649.00000000 USD -136363.13000000 USD Capitol Federal Financial, Inc. -31880.00000000 USD -439306.40000000 USD Aspen Technology, Inc. -331.00000000 USD -40739.48000000 USD First Industrial Realty Trust, Inc. -6851.00000000 USD -271025.56000000 USD S&P Global, Inc. -671.00000000 USD -164381.58000000 USD Copart, Inc. -1443.00000000 USD -115916.19000000 USD CVB Financial Corp. -9589.00000000 USD -200122.43000000 USD Scotts Miracle-Gro Co. -2865.00000000 USD -291714.30000000 USD Zendesk, Inc. -485.00000000 USD -35346.80000000 USD Sherwin-Williams Co. -860.00000000 USD -472888.20000000 USD Alexandria Real Estate Equities, Inc. -1743.00000000 USD -268491.72000000 USD PTC, Inc. -4933.00000000 USD -336331.94000000 USD Welltower, Inc. -6197.00000000 USD -561758.05000000 USD Workday, Inc. -1313.00000000 USD -223157.48000000 USD Materion Corp. -5474.00000000 USD -335884.64000000 USD Air Products & Chemicals, Inc. -739.00000000 USD -163954.54000000 USD Valley National Bancorp -27327.00000000 USD -297044.49000000 USD Chegg, Inc. -1019.00000000 USD -30519.05000000 USD Everest Re Group Ltd. -1317.00000000 USD -350440.53000000 USD Essex Property Trust, Inc. -553.00000000 USD -180637.45000000 USD Autodesk, Inc. -2310.00000000 USD -341187.00000000 USD Bright Horizons Family Solutions, Inc. -1584.00000000 USD -241560.00000000 USD People's United Financial, Inc. -14317.00000000 USD -223846.30000000 USD Rollins, Inc. -5731.00000000 USD -195255.17000000 USD Intercontinental Exchange, Inc. -1465.00000000 USD -135175.55000000 USD CME Group, Inc. -702.00000000 USD -148360.68000000 USD First Financial Bankshares, Inc. -10547.00000000 USD -351531.51000000 USD IDEXX Laboratories, Inc. -154.00000000 USD -41877.22000000 USD Charter Communications, Inc. -431.00000000 USD -177623.72000000 USD DocuSign, Inc. -841.00000000 USD -52074.72000000 USD Atlassian Corporation plc -328.00000000 USD -41144.32000000 USD Blackline, Inc. -910.00000000 USD -43507.10000000 USD CoStar Group, Inc. -181.00000000 USD -107369.20000000 USD SBA Communications Corp. -2310.00000000 USD -557056.50000000 USD Equity LifeStyle Properties, Inc. -2605.00000000 USD -348028.00000000 USD Mastercard, Inc. -474.00000000 USD -128724.18000000 USD Universal Display Corp. -216.00000000 USD -36266.40000000 USD Exponent, Inc. -3144.00000000 USD -219765.60000000 USD Boeing Co. -371.00000000 USD -141154.37000000 USD IHS Markit Ltd. -9336.00000000 USD -624391.68000000 USD Dominion Energy, Inc. -14738.00000000 USD -1194367.52000000 USD Washington Federal, Inc. -5338.00000000 USD -197452.62000000 USD MercadoLibre, Inc. -69.00000000 USD -38034.87000000 USD Planet Fitness, Inc. -585.00000000 USD -33853.95000000 USD Glacier Bancorp, Inc. -5020.00000000 USD -203109.20000000 USD MSCI, Inc. -273.00000000 USD -59445.75000000 USD Equity Residential -3448.00000000 USD -297424.48000000 USD Vulcan Materials Co. -1805.00000000 USD -272988.20000000 USD HubSpot, Inc. -246.00000000 USD -37296.06000000 USD American States Water Co. -2398.00000000 USD -215484.28000000 USD PPG Industries, Inc. -1144.00000000 USD -135575.44000000 USD Ball Corp. -5260.00000000 USD -382980.60000000 USD Intuitive Surgical, Inc. -84.00000000 USD -45354.12000000 USD Five9, Inc. -922.00000000 USD -49548.28000000 USD Fortive Corp. -7125.00000000 USD -488490.00000000 USD Woodward, Inc. -2568.00000000 USD -276907.44000000 USD Healthcare Realty Trust, Inc. -4541.00000000 USD -152123.50000000 USD Equinix, Inc. -701.00000000 USD -404336.80000000 USD TransUnion -6714.00000000 USD -544572.54000000 USD First Republic Bank -3164.00000000 USD -305958.80000000 USD Fair Isaac Corp. -838.00000000 USD -254349.76000000 USD RPM International, Inc. -5178.00000000 USD -356298.18000000 USD Pool Corp. -710.00000000 USD -143207.00000000 USD FireEye, Inc. -16147.00000000 USD -215400.98000000 USD Americold Realty Trust -14119.00000000 USD -523391.33000000 USD Hudson Pacific Properties, Inc. -17873.00000000 USD -598030.58000000 USD NIKE, Inc. -1021.00000000 USD -95892.32000000 USD Sensient Technologies Corp. -2274.00000000 USD -156110.10000000 USD Q2 Holdings, Inc. -552.00000000 USD -43536.24000000 USD Adobe, Inc. -216.00000000 USD -59670.00000000 USD Alarm.com Holdings, Inc. -852.00000000 USD -39737.28000000 USD Advanced Micro Devices, Inc. -2028.00000000 USD -58791.72000000 USD American Campus Communities, Inc. -3131.00000000 USD -150538.48000000 USD BankUnited, Inc. -4429.00000000 USD -148902.98000000 USD ANSYS, Inc. -215.00000000 USD -47592.40000000 USD Alteryx, Inc. -469.00000000 USD -50384.67000000 USD Digital Realty Trust, Inc. -1169.00000000 USD -151747.89000000 USD UDR, Inc. -7849.00000000 USD -380519.52000000 USD EastGroup Properties, Inc. -4078.00000000 USD -509831.56000000 USD Linde plc -2091.00000000 USD -405068.52000000 USD International Flavors & Fragrances, Inc. -1797.00000000 USD -220473.93000000 USD Liberty Property Trust -8703.00000000 USD -446724.99000000 USD PROS Holdings, Inc. -667.00000000 USD -39753.20000000 USD ServiceNow, Inc. -991.00000000 USD -251565.35000000 USD Guardant Health, Inc. -1415.00000000 USD -90319.45000000 USD RLI Corp. -5153.00000000 USD -478765.23000000 USD AptarGroup, Inc. -2406.00000000 USD -284990.70000000 USD Federal Realty Investment Trust -1395.00000000 USD -189915.30000000 USD New York Community Bancorp, Inc. -16282.00000000 USD -204339.10000000 USD Kaiser Aluminum Corp. -1862.00000000 USD -184282.14000000 USD Pebblebrook Hotel Trust -9624.00000000 USD -267739.68000000 USD Avalara, Inc. -954.00000000 USD -64194.66000000 USD Atmos Energy Corp. -1235.00000000 USD -140654.15000000 USD Coupa Software, Inc. -604.00000000 USD -78260.28000000 USD National Oilwell Varco, Inc. -12755.00000000 USD -270406.00000000 USD Twilio, Inc. -306.00000000 USD -33647.76000000 USD Southern Copper Corp. -6626.00000000 USD -226145.38000000 USD Extra Space Storage, Inc. -1845.00000000 USD -215532.90000000 USD Tyler Technologies, Inc. -351.00000000 USD -92137.50000000 USD California Water Service Group -2389.00000000 USD -126449.77000000 USD Y MS Equity Short Custom Basket - Tenor At Maturity 2024-02-01 0.00000000 USD 0.00000000 USD -40857931.14000000 USD -1869154.86000000 N N N ATN International Inc 54930013NP7VEU877V56 00215F107 5884.00000000 NS USD 343449.08000000 0.384786834957 Long EC CORP US N 1 N N N Goldman Sachs Financial Square 549300DAH6N80PM31E83 N/A 5866464.21000000 NS USD 5866464.21000000 6.572555663142 Long STIV RF US N 1 N N N Toll Brothers Inc 529900JB6IS9MSZGVR44 889478103 10986.00000000 NS USD 450975.30000000 0.505254980828 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 1908.00000000 NS USD 309057.84000000 0.346256242911 Long EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 1706.00000000 NS USD 215484.86000000 0.241420758094 Long EC CORP US N 1 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 29486.00000000 NS USD 709433.16000000 0.794820997191 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 0.00000000 NC USD -794924.57000000 -0.89060220897 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GS Equity Short Custom Basket N/A Palo Alto Networks, Inc. -1489.00000000 USD -303502.87000000 USD Copart, Inc. -1443.00000000 USD -115916.19000000 USD American Water Works Company, Inc. -2331.00000000 USD -289580.13000000 USD Old National Bancorp -21833.00000000 USD -375636.77000000 USD PayPal Holdings, Inc. -559.00000000 USD -57906.81000000 USD Boeing Co. -371.00000000 USD -141154.37000000 USD Washington Federal, Inc. -5338.00000000 USD -197452.62000000 USD CNO Financial Group, Inc. -9237.00000000 USD -146221.71000000 USD Wyndham Hotels & Resorts, Inc. -3392.00000000 USD -175502.08000000 USD Paylocity Holding Corp. -423.00000000 USD -41276.34000000 USD Roper Technologies, Inc. -1182.00000000 USD -421501.20000000 USD Compass Minerals International, Inc. -4478.00000000 USD -252962.22000000 USD S&P Global, Inc. -671.00000000 USD -164381.58000000 USD Ares Management Corp. -6793.00000000 USD -182120.33000000 USD Alteryx, Inc. -469.00000000 USD -50384.67000000 USD Air Products & Chemicals, Inc. -739.00000000 USD -163954.54000000 USD Mastercard, Inc. -474.00000000 USD -128724.18000000 USD Pebblebrook Hotel Trust -9624.00000000 USD -267739.68000000 USD CubeSmart -6599.00000000 USD -230305.10000000 USD Rexford Industrial Realty, Inc. -14780.00000000 USD -650615.60000000 USD Martin Marietta Materials, Inc. -1285.00000000 USD -352218.50000000 USD Extra Space Storage, Inc. -1845.00000000 USD -215532.90000000 USD Balchem Corp. -3511.00000000 USD -348256.09000000 USD IHS Markit Ltd. -9336.00000000 USD -624391.68000000 USD Douglas Emmett, Inc. -4550.00000000 USD -194876.50000000 USD TransDigm Group, Inc. -1352.00000000 USD -703945.84000000 USD Avery Dennison Corp. -1672.00000000 USD -189889.04000000 USD American Homes 4 Rent -10463.00000000 USD -270887.07000000 USD Paycom Software, Inc. -185.00000000 USD -38755.65000000 USD Universal Display Corp. -216.00000000 USD -36266.40000000 USD Digital Realty Trust, Inc. -1169.00000000 USD -151747.89000000 USD DocuSign, Inc. -841.00000000 USD -52074.72000000 USD California Water Service Group -2389.00000000 USD -126449.77000000 USD Welltower, Inc. -6197.00000000 USD -561758.05000000 USD Southern Copper Corp. -6626.00000000 USD -226145.38000000 USD Equity Residential -3448.00000000 USD -297424.48000000 USD Coupa Software, Inc. -604.00000000 USD -78260.28000000 USD WR Grace & Co. -6218.00000000 USD -415113.68000000 USD WP Carey, Inc. -2794.00000000 USD -250063.00000000 USD Appian Corp. -1630.00000000 USD -77425.00000000 USD Proofpoint, Inc. -2104.00000000 USD -271521.20000000 USD Wingstop, Inc. -3000.00000000 USD -261840.00000000 USD RPM International, Inc. -5178.00000000 USD -356298.18000000 USD Realty Income Corp. -7825.00000000 USD -600021.00000000 USD TransUnion -6714.00000000 USD -544572.54000000 USD Qualys, Inc. -506.00000000 USD -38238.42000000 USD Okta, Inc. -525.00000000 USD -51691.50000000 USD Toro Co. -3816.00000000 USD -279712.80000000 USD Signature Bank -1238.00000000 USD -147594.36000000 USD Diamondback Energy, Inc. -3808.00000000 USD -342377.28000000 USD CME Group, Inc. -702.00000000 USD -148360.68000000 USD Pool Corp. -710.00000000 USD -143207.00000000 USD NewMarket Corp. -418.00000000 USD -197333.62000000 USD IDEXX Laboratories, Inc. -154.00000000 USD -41877.22000000 USD Sun Communities, Inc. -4662.00000000 USD -692073.90000000 USD EastGroup Properties, Inc. -4078.00000000 USD -509831.56000000 USD Equity LifeStyle Properties, Inc. -2605.00000000 USD -348028.00000000 USD Everbridge, Inc. -456.00000000 USD -28139.76000000 USD PROS Holdings, Inc. -667.00000000 USD -39753.20000000 USD Five9, Inc. -922.00000000 USD -49548.28000000 USD Crown Castle International Corp. -4161.00000000 USD -578420.61000000 USD Autodesk, Inc. -2310.00000000 USD -341187.00000000 USD Elastic N.V. -457.00000000 USD -37629.38000000 USD RLI Corp. -5153.00000000 USD -478765.23000000 USD Twilio, Inc. -306.00000000 USD -33647.76000000 USD Bright Horizons Family Solutions, Inc. -1584.00000000 USD -241560.00000000 USD Alexandria Real Estate Equities, Inc. -1743.00000000 USD -268491.72000000 USD People's United Financial, Inc. -14317.00000000 USD -223846.30000000 USD Ball Corp. -5260.00000000 USD -382980.60000000 USD South Jersey Industries, Inc. -12485.00000000 USD -410881.35000000 USD MercadoLibre, Inc. -69.00000000 USD -38034.87000000 USD First Financial Bankshares, Inc. -10547.00000000 USD -351531.51000000 USD HubSpot, Inc. -246.00000000 USD -37296.06000000 USD Capitol Federal Financial, Inc. -31880.00000000 USD -439306.40000000 USD AptarGroup, Inc. -2406.00000000 USD -284990.70000000 USD Zendesk, Inc. -485.00000000 USD -35346.80000000 USD Fastenal Co. -9493.00000000 USD -310136.31000000 USD Linde plc -2091.00000000 USD -405068.52000000 USD Sherwin-Williams Co. -860.00000000 USD -472888.20000000 USD Assurant, Inc. -1278.00000000 USD -160797.96000000 USD STORE Capital Corp. -8682.00000000 USD -324793.62000000 USD McDonald's Corp. -866.00000000 USD -185938.86000000 USD Scotts Miracle-Gro Co. -2865.00000000 USD -291714.30000000 USD Glacier Bancorp, Inc. -5020.00000000 USD -203109.20000000 USD CVB Financial Corp. -9590.00000000 USD -200143.30000000 USD Schlumberger Ltd. -8816.00000000 USD -301242.72000000 USD WesBanco, Inc. -3649.00000000 USD -136363.13000000 USD NextEra Energy, Inc. -1428.00000000 USD -332709.72000000 USD Terreno Realty Corp. -10111.00000000 USD -516570.99000000 USD Healthcare Realty Trust, Inc. -4541.00000000 USD -152123.50000000 USD Guardant Health, Inc. -1415.00000000 USD -90319.45000000 USD Veeva Systems, Inc. -258.00000000 USD -39394.02000000 USD Trade Desk, Inc. -185.00000000 USD -34696.75000000 USD Atmos Energy Corp. -1235.00000000 USD -140654.15000000 USD Equinix, Inc. -701.00000000 USD -404336.80000000 USD BOK Financial Corp. -4393.00000000 USD -347705.95000000 USD FireEye, Inc. -16147.00000000 USD -215400.98000000 USD Alarm.com Holdings, Inc. -852.00000000 USD -39737.28000000 USD Agree Realty Corp. -7234.00000000 USD -529167.10000000 USD Axis Capital Holdings Ltd. -3738.00000000 USD -249399.36000000 USD Materion Corp. -5474.00000000 USD -335884.64000000 USD Intercontinental Exchange, Inc. -1465.00000000 USD -135175.55000000 USD Liberty Property Trust -10487.00000000 USD -538297.71000000 USD WEC Energy Group, Inc. -2217.00000000 USD -210836.70000000 USD American States Water Co. -2398.00000000 USD -215484.28000000 USD Essex Property Trust, Inc. -553.00000000 USD -180637.45000000 USD Adobe, Inc. -216.00000000 USD -59670.00000000 USD Chegg, Inc. -1019.00000000 USD -30519.05000000 USD Intuitive Surgical, Inc. -84.00000000 USD -45354.12000000 USD Charter Communications, Inc. -431.00000000 USD -177623.72000000 USD Tyler Technologies, Inc. -351.00000000 USD -92137.50000000 USD Atlassian Corporation plc -328.00000000 USD -41144.32000000 USD VeriSign, Inc. -208.00000000 USD -39235.04000000 USD BankUnited, Inc. -4429.00000000 USD -148902.98000000 USD Verisk Analytics, Inc. -1146.00000000 USD -181228.44000000 USD PPG Industries, Inc. -1144.00000000 USD -135575.44000000 USD Rollins, Inc. -5731.00000000 USD -195255.17000000 USD Aspen Technology, Inc. -331.00000000 USD -40739.48000000 USD National Oilwell Varco, Inc. -12755.00000000 USD -270406.00000000 USD First Republic Bank -3164.00000000 USD -305958.80000000 USD PTC, Inc. -4933.00000000 USD -336331.94000000 USD Appfolio, Inc. -415.00000000 USD -39483.10000000 USD UDR, Inc. -7849.00000000 USD -380519.52000000 USD NIKE, Inc. -1021.00000000 USD -95892.32000000 USD Federal Realty Investment Trust -1395.00000000 USD -189915.30000000 USD Advanced Micro Devices, Inc. -2028.00000000 USD -58791.72000000 USD American Tower Corp. -1371.00000000 USD -303169.23000000 USD Columbia Financial, Inc. -9172.00000000 USD -144825.88000000 USD Hudson Pacific Properties, Inc. -17873.00000000 USD -598030.58000000 USD First Industrial Realty Trust, Inc. -6851.00000000 USD -271025.56000000 USD Blackline, Inc. -910.00000000 USD -43507.10000000 USD New York Community Bancorp, Inc. -16282.00000000 USD -204339.10000000 USD Fortive Corp. -7125.00000000 USD -488490.00000000 USD EPAM Systems, Inc. -1170.00000000 USD -213314.40000000 USD Sensient Technologies Corp. -2274.00000000 USD -156110.10000000 USD Workday, Inc. -1313.00000000 USD -223157.48000000 USD CoStar Group, Inc. -181.00000000 USD -107369.20000000 USD Exponent, Inc. -3144.00000000 USD -219765.60000000 USD Synopsys, Inc. -2372.00000000 USD -325557.00000000 USD Avalara, Inc. -954.00000000 USD -64194.66000000 USD Valley National Bancorp -27327.00000000 USD -297044.49000000 USD Amazon.com, Inc. -98.00000000 USD -170119.18000000 USD Fair Isaac Corp. -838.00000000 USD -254349.76000000 USD Allegheny Technologies, Inc. -14270.00000000 USD -288967.50000000 USD Cintas Corp. -257.00000000 USD -68901.70000000 USD MarketAxess Holdings, Inc. -553.00000000 USD -181107.50000000 USD ANSYS, Inc. -215.00000000 USD -47592.40000000 USD Accenture plc -464.00000000 USD -89250.40000000 USD salesforce.com, Inc. -607.00000000 USD -90103.08000000 USD Monolithic Power Systems, Inc. -459.00000000 USD -71434.17000000 USD SBA Communications Corp. -2310.00000000 USD -557056.50000000 USD Invitation Homes, Inc. -10225.00000000 USD -302762.25000000 USD Camden Property Trust -3400.00000000 USD -377434.00000000 USD Casella Waste Systems, Inc. -2912.00000000 USD -125041.28000000 USD American Campus Communities, Inc. -3131.00000000 USD -150538.48000000 USD Guidewire Software, Inc. -4493.00000000 USD -473472.34000000 USD Planet Fitness, Inc. -585.00000000 USD -33853.95000000 USD Woodward, Inc. -2568.00000000 USD -276907.44000000 USD Visa, Inc. -494.00000000 USD -84972.94000000 USD Kaiser Aluminum Corp. -1862.00000000 USD -184282.14000000 USD International Flavors & Fragrances, Inc. -1797.00000000 USD -220473.93000000 USD Q2 Holdings, Inc. -552.00000000 USD -43536.24000000 USD AMETEK, Inc. -4989.00000000 USD -458089.98000000 USD Intuit, Inc. -158.00000000 USD -42018.52000000 USD ServiceNow, Inc. -991.00000000 USD -251565.35000000 USD MongoDB, Inc. -274.00000000 USD -33011.52000000 USD Pegasystems, Inc. -5830.00000000 USD -396731.50000000 USD Core Laboratories N.V. -4939.00000000 USD -230256.18000000 USD Vulcan Materials Co. -1805.00000000 USD -272988.20000000 USD Everest Re Group Ltd. -1317.00000000 USD -350440.53000000 USD HEICO Corp. -485.00000000 USD -60566.80000000 USD MSCI, Inc. -273.00000000 USD -59445.75000000 USD Y GS Equity Short Custom Basket - Tenor At Maturity 2024-05-06 0.00000000 USD 0.00000000 USD -39316842.05000000 USD -794924.57000000 N N N Philip Morris International In HL3H1H2BGXWVG3BSWR90 718172109 7458.00000000 NS USD 566285.94000000 0.634444484560 Long EC CORP US N 1 N N N ManpowerGroup Inc ERO1WSFOSR0JJ6CRQ987 56418H100 4270.00000000 NS USD 359704.80000000 0.402999104003 Long EC CORP US N 1 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 13988.00000000 NS USD 805708.80000000 0.902684435925 Long EC CORP US N 1 N N N Deluxe Corp KWGNKB8TX9LE5TV29231 248019101 9378.00000000 NS USD 461022.48000000 0.516511445956 Long EC CORP US N 1 N N N Heartland Express Inc 5299005V45FZIQGLOG39 422347104 21532.00000000 NS USD 463153.32000000 0.518898755246 Long EC CORP US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 4089.00000000 NS USD 242027.91000000 0.271158546880 Long EC CORP US N 1 N N N 2019-10-30 Guggenheim Funds Trust John Sullivan John Sullivan CFO