0001752724-22-274929.txt : 20221129
0001752724-22-274929.hdr.sgml : 20221129
20221129152058
ACCESSION NUMBER: 0001752724-22-274929
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221129
DATE AS OF CHANGE: 20221129
PERIOD START: 20220930
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: 221432254
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
S000008807
Guggenheim World Equity Income Fund
C000023964
A
SEQAX
C000023966
C
SFGCX
C000100456
Institutional
SEWIX
C000155961
P
SEQPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000008807
C000023966
C000023964
C000100456
C000155961
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim World Equity Income Fund
S000008807
549300T281WD7SLOUG81
2022-09-30
2022-09-30
N
44296417.79
403886.01
43892531.78
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
361409.85000000
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
1548.00000000
NS
USD
371303.28000000
0.845937258440
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
500.00000000
NS
USD
81630.00000000
0.185976968494
Long
EC
CORP
US
N
1
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd.
N/A
111100.00000000
NS
263750.67000000
0.600901017334
Long
EC
CORP
AU
N
2
N
N
N
GPT Group/The
N/A
GPT Group
N/A
29806.00000000
NS
USD
73360.26000000
0.167136086766
Long
EC
CORP
AU
N
2
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Companies, Inc.
89417E109
2219.00000000
NS
USD
339950.80000000
0.774507156943
Long
EC
CORP
US
N
1
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd.
N/A
24900.00000000
NS
267319.71000000
0.609032332288
Long
EC
CORP
AU
N
2
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
5727.00000000
NS
USD
1333818.30000000
3.038827440361
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887109
1622.00000000
NS
USD
361430.26000000
0.823443636861
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K107
7951.00000000
NS
USD
764488.65000000
1.741728305470
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
3008.00000000
NS
USD
319870.72000000
0.728758873156
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
1623.00000000
NS
USD
367106.37000000
0.836375472346
Long
EC
CORP
US
N
1
N
N
N
Canadian Utilities Ltd
LWV4QIQODEH3VBHUFX07
Canadian Utilities Ltd.
136717832
8506.00000000
NS
221342.29000000
0.504282348326
Long
EC
CORP
CA
N
1
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
N/A
3900.00000000
NS
111960.45000000
0.255078587312
Long
EC
CORP
NO
N
2
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corporation S.A.
N/A
7000.00000000
NS
107425.08000000
0.244745690538
Long
EC
CORP
ES
N
2
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
1134.00000000
NS
USD
253981.98000000
0.578645089950
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
1900.00000000
NS
USD
106780.00000000
0.243276009994
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
N/A
4500.00000000
NS
343125.58000000
0.781740232529
Long
EC
CORP
CH
N
2
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co.
842587107
2975.00000000
NS
USD
202300.00000000
0.460898453098
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
N/A
100.00000000
NS
181721.90000000
0.414015534375
Long
EC
CORP
DK
N
2
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661107
2676.00000000
NS
USD
502579.56000000
1.145022944948
Long
EC
CORP
US
N
1
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp.
655663102
908.00000000
NS
USD
192741.16000000
0.439120625271
Long
EC
CORP
US
N
1
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell plc
N/A
20300.00000000
NS
503570.99000000
1.147281711895
Long
EC
CORP
GB
N
2
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands plc
N/A
16900.00000000
NS
347475.49000000
0.791650597285
Long
EC
CORP
GB
N
2
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen K.K.
N/A
13800.00000000
NS
234242.55000000
0.533672906302
Long
EC
CORP
JP
N
2
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229106
11967.00000000
NS
USD
166221.63000000
0.378701394654
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc.
668771108
7944.00000000
NS
USD
159992.16000000
0.364508843558
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
1946.00000000
NS
USD
358433.74000000
0.816616689592
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250N105
10517.00000000
NS
390133.51000000
0.888838019085
Long
EC
CORP
CA
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073E105
2126.00000000
NS
USD
287711.58000000
0.655490964709
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
N/A
31000.00000000
NS
329507.79000000
0.750714931760
Long
EC
CORP
IT
N
2
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
Emera, Inc.
290876101
7936.00000000
NS
321231.09000000
0.731858193120
Long
EC
CORP
CA
N
1
N
N
N
Keyera Corp
N/A
Keyera Corp.
493271100
10000.00000000
NS
205973.52000000
0.469267803990
Long
EC
CORP
CA
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
1599.00000000
NS
USD
215561.19000000
0.491111314973
Long
EC
CORP
US
N
1
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
N/A
40000.00000000
NS
315907.89000000
0.719730389633
Long
EC
CORP
AU
N
2
N
N
N
Iida Group Holdings Co Ltd
35380051BV8PV1I4S949
Iida Group Holdings Company Ltd.
N/A
16200.00000000
NS
219292.18000000
0.499611599301
Long
EC
CORP
JP
N
2
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
1200.00000000
NS
USD
116112.00000000
0.264537030085
Long
EC
CORP
US
N
1
N
N
N
Idemitsu Kosan Co Ltd
549300P0R46FF6DUA630
Idemitsu Kosan Company Ltd.
N/A
9000.00000000
NS
195602.05000000
0.445638567810
Long
EC
CORP
JP
N
2
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
2567.00000000
NS
USD
96159.82000000
0.219080139833
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
1329.00000000
NS
USD
352517.25000000
0.803137198298
Long
EC
CORP
US
N
1
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
300.00000000
NS
USD
83868.00000000
0.191075785785
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
4000.00000000
NS
USD
176960.00000000
0.403166536136
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
13982.00000000
NS
USD
360316.14000000
0.820905346280
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251V102
5842.00000000
NS
USD
421500.30000000
0.960300722939
Long
EC
CORP
US
N
1
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global plc
N/A
12480.00000000
NS
USD
205920.00000000
0.469145869807
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
1262.00000000
NS
USD
229532.56000000
0.522942174195
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
3355.00000000
NS
USD
393776.35000000
0.897137471982
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
3268.00000000
NS
USD
232191.40000000
0.528999787854
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
500.00000000
NS
USD
67840.00000000
0.154559323075
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
3200.00000000
NS
USD
429472.00000000
0.978462582547
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
346.00000000
NS
USD
174743.84000000
0.398117476740
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
1400.00000000
NS
USD
88326.00000000
0.201232411114
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
400.00000000
NS
USD
72908.00000000
0.166105706468
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
445.00000000
NS
USD
90561.95000000
0.206326557907
Long
EC
CORP
US
N
1
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS S.A.
N/A
20100.00000000
NS
193400.53000000
0.440622862607
Long
EC
CORP
PT
N
2
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
1300.00000000
NS
USD
261222.00000000
0.595139968934
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
2200.00000000
NS
USD
306548.00000000
0.698405827981
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
2145.00000000
NS
USD
494937.30000000
1.127611645827
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
3004.00000000
NS
USD
464959.12000000
1.059312600900
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
1103.00000000
NS
USD
229236.49000000
0.522267640310
Long
EC
CORP
US
N
1
N
N
N
Parkland Corp
549300XHQS1JYWBNK868
Parkland Corp.
70137W108
9900.00000000
NS
212230.95000000
0.483524056128
Long
EC
CORP
CA
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
2866.00000000
NS
USD
316693.00000000
0.721519099393
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735100
997.00000000
NS
USD
91913.43000000
0.209405623855
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
946.00000000
NS
USD
420033.46000000
0.956958833236
Long
EC
CORP
US
N
1
N
N
N
Ricoh Co Ltd
549300HFIB2GRUMDID72
Ricoh Company Ltd.
N/A
29300.00000000
NS
214543.52000000
0.488792765647
Long
EC
CORP
JP
N
2
N
N
N
SITC International Holdings Co
529900JUV4MOM9CE3V12
SITC International Holdings Company Ltd.
N/A
99600.00000000
NS
182668.73000000
0.416172689503
Long
EC
CORP
HK
N
2
N
N
N
Sumitomo Electric Industries L
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd.
N/A
7900.00000000
NS
80198.13000000
0.182714750659
Long
EC
CORP
JP
N
2
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056107
3828.00000000
NS
USD
258083.76000000
0.587990142135
Long
EC
CORP
US
N
1
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid plc
N/A
25800.00000000
NS
265574.30000000
0.605055778807
Long
EC
CORP
GB
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal S.A.
N/A
74300.00000000
NS
322480.71000000
0.734705192255
Long
EC
CORP
PT
N
2
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co.
784117103
1900.00000000
NS
USD
93195.00000000
0.212325414417
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
N/A
British Pound Futures Contracts
N/A
-27.00000000
NC
USD
64888.81000000
0.147835650778
N/A
DFE
US
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
N/A
British Pound
2022-12-19
-1950838.81000000
USD
64888.81000000
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis, Inc.
349553107
7936.00000000
NS
301631.91000000
0.687205539912
Long
EC
CORP
CA
N
1
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Company Ltd.
N/A
16100.00000000
NS
327359.60000000
0.745820727865
Long
EC
CORP
JP
N
2
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon plc
N/A
1000.00000000
NS
USD
267870.00000000
0.610286053542
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
6759.00000000
NS
USD
582085.08000000
1.326159727849
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
2018.00000000
NS
USD
325987.72000000
0.742695184761
Long
EC
CORP
US
N
1
N
N
N
Chubu Electric Power Co Inc
529900A76GOP0PGNHT63
Chubu Electric Power Company, Inc.
N/A
25600.00000000
NS
230238.90000000
0.524551422902
Long
EC
CORP
JP
N
2
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
5478.00000000
NS
USD
306822.78000000
0.699031857031
Long
EC
RF
US
N
1
N
N
N
Dexus
N/A
Dexus
N/A
30500.00000000
NS
151729.32000000
0.345683682045
Long
EC
CORP
AU
N
2
N
N
N
Australia & New Zealand Bankin
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
N/A
25300.00000000
NS
370374.75000000
0.843821796054
Long
EC
CORP
AU
N
2
N
N
N
Chicago Mercantile Exchange
N/A
Japanese Yen Futures Contracts
N/A
-44.00000000
NC
USD
32999.90000000
0.075183405152
N/A
DFE
US
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
N/A
Japanese Yen
2022-12-19
-3864299.90000000
USD
32999.90000000
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759100
1378.00000000
NS
USD
187463.12000000
0.427095709446
Long
EC
CORP
US
N
1
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
3549.00000000
NS
USD
421656.69000000
0.960657025011
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corporation of America
695156109
2754.00000000
NS
USD
309246.66000000
0.704554163223
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
2133.00000000
NS
USD
588580.02000000
1.340957097098
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
N/A
Australian Dollar Futures Contracts
N/A
-33.00000000
NC
USD
82184.32000000
0.187239871265
N/A
DFE
US
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
N/A
Australian Dollar
2022-12-19
-2195504.32000000
USD
82184.32000000
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
N/A
12100.00000000
NS
399088.11000000
0.909239211810
Long
EC
CORP
NO
N
2
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co.
832696405
2886.00000000
NS
USD
396565.26000000
0.903491423068
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
1000.00000000
NS
USD
201350.00000000
0.458734075785
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
22484.00000000
NS
USD
269358.32000000
0.613676880955
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
643.00000000
NS
USD
116157.95000000
0.264641717598
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
2449.00000000
NS
USD
203291.49000000
0.463157356743
Long
EC
CORP
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
841.00000000
NS
USD
300388.38000000
0.684372415575
Long
EC
RF
US
N
1
N
N
N
Mitsui OSK Lines Ltd
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd.
N/A
9700.00000000
NS
173560.60000000
0.395421710622
Long
EC
CORP
JP
N
2
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co.
372460105
2350.00000000
NS
USD
350902.00000000
0.799457187292
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475105
500.00000000
NS
USD
74710.00000000
0.170211188487
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
9555.00000000
NS
USD
1320501.00000000
3.008486743527
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
1348.00000000
NS
USD
82322.36000000
0.187554366680
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
7095.00000000
NS
USD
437690.55000000
0.997186838512
Long
EC
CORP
US
N
1
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co.
29530P102
700.00000000
NS
USD
155617.00000000
0.354540951932
Long
EC
CORP
US
N
1
N
N
N
Seiko Epson Corp
549300NIOFQDR749W206
Seiko Epson Corp.
N/A
10100.00000000
NS
137911.86000000
0.314203474730
Long
EC
CORP
JP
N
2
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor plc
N/A
28063.00000000
NS
USD
301115.99000000
0.686030123551
Long
EC
CORP
US
N
1
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
2686.00000000
NS
USD
127531.28000000
0.290553483310
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
N/A
7900.00000000
NS
370645.59000000
0.844438848635
Long
EC
CORP
FR
N
2
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
8452.00000000
NS
USD
247897.16000000
0.564782093779
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
5901.00000000
NS
USD
411063.66000000
0.936523010475
Long
EC
CORP
US
N
1
N
N
N
Dai Nippon Printing Co Ltd
529900S7NFNQ4FT6OP83
Dai Nippon Printing Company Ltd.
N/A
5000.00000000
NS
100172.52000000
0.228222241774
Long
EC
CORP
JP
N
2
N
N
N
Kansai Electric Power Co Inc/T
353800PFUKP5ONPJNZ86
Kansai Electric Power Company, Inc.
N/A
28100.00000000
NS
235097.73000000
0.535621255976
Long
EC
CORP
JP
N
2
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Companies, Inc.
872540109
1900.00000000
NS
USD
118028.00000000
0.268902237381
Long
EC
CORP
US
N
1
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
N/A
17900.00000000
NS
331442.42000000
0.755122583635
Long
EC
CORP
AU
N
2
N
N
N
Booz Allen Hamilton Holding Co
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp.
099502106
1960.00000000
NS
USD
181006.00000000
0.412384505198
Long
EC
CORP
US
N
1
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas S.A.
N/A
5100.00000000
NS
78947.00000000
0.179864311304
Long
EC
CORP
ES
N
2
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex, Inc.
704326107
2600.00000000
NS
USD
291746.00000000
0.664682551150
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
300.00000000
NS
USD
120033.00000000
0.273470212658
Long
EC
CORP
US
N
1
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd.
448811208
4000.00000000
NS
97859.15000000
0.222951709622
Long
EC
CORP
CA
N
1
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
6700.00000000
NS
362531.48000000
0.825952537477
Long
EC
CORP
GB
N
2
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc.
035710839
10489.00000000
NS
USD
179991.24000000
0.410072585701
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
N/A
Canadian Dollar Futures Contracts
N/A
-36.00000000
NC
USD
111217.45000000
0.253385816424
N/A
DFE
US
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
N/A
Canadian Dollar
2022-12-20
-2717977.45000000
USD
111217.45000000
N
N
N
JFE Holdings Inc
N/A
JFE Holdings, Inc.
N/A
21700.00000000
NS
201496.36000000
0.459067526589
Long
EC
CORP
JP
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol S.A.
N/A
8600.00000000
NS
98821.59000000
0.225144428886
Long
EC
CORP
ES
N
2
N
N
N
Goldman Sachs Financial Square
549300DAH6N80PM31E83
Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares
N/A
72102.95000000
NS
USD
72102.95000000
0.164271567567
Long
STIV
RF
US
N
1
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224107
12678.00000000
NS
357175.90000000
0.813750962897
Long
EC
CORP
CA
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
4691.00000000
NS
USD
766321.76000000
1.745904665151
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
1079.00000000
NS
USD
416806.91000000
0.949607810479
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Company Ltd.
N/A
14000.00000000
NS
363554.29000000
0.828282797224
Long
EC
CORP
JP
N
2
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd.
N/A
108600.00000000
NS
240193.84000000
0.547231682154
Long
EC
CORP
AU
N
2
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries N.V.
N/A
3798.00000000
NS
USD
285913.44000000
0.651394276896
Long
EC
CORP
US
N
1
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd.
453038408
6900.00000000
NS
298885.40000000
0.680948188402
Long
EC
CORP
CA
N
1
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp.
N/A
24100.00000000
NS
297744.69000000
0.678349318039
Long
EC
CORP
JP
N
2
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
300.00000000
NS
USD
211005.00000000
0.480730984162
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
5496.00000000
NS
USD
334046.88000000
0.761056303779
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co.
959802109
8000.00000000
NS
USD
108000.00000000
0.246055526123
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
1597.00000000
NS
USD
371669.81000000
0.846772320774
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
972.00000000
NS
USD
457151.04000000
1.041523515415
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
1730.00000000
NS
USD
367054.10000000
0.836256386028
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
2099.00000000
NS
USD
302927.68000000
0.690157682218
Long
EC
CORP
US
N
1
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc.
N/A
80000.00000000
NS
258015.84000000
0.587835400548
Long
EC
CORP
JP
N
2
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies, Inc.
24703L202
8361.00000000
NS
USD
285695.37000000
0.650897449780
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
4845.00000000
NS
USD
405478.05000000
0.923797360408
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
7900.00000000
NS
USD
343966.00000000
0.783654954615
Long
EC
CORP
US
N
1
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE plc
N/A
19000.00000000
NS
320781.27000000
0.730833371854
Long
EC
CORP
GB
N
2
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
1100.00000000
NS
USD
109670.00000000
0.249860273610
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
11559.00000000
NS
USD
438895.23000000
0.999931451208
Long
EC
CORP
US
N
1
N
N
N
Altagas Ltd
549300D7A8QA85Z2MH11
AltaGas Ltd.
021361100
6000.00000000
NS
114936.70000000
0.261859353605
Long
EC
CORP
CA
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
1250.00000000
NS
USD
200262.50000000
0.456256433335
Long
EC
CORP
US
N
1
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106B101
2752.00000000
NS
USD
371877.76000000
0.847246091576
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
N/A
Euro FX Futures Contracts
N/A
-7.00000000
NC
USD
-6624.24000000
-0.01509195239
N/A
DFE
US
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
N/A
Euro
2022-12-19
-855644.51000000
USD
-6624.24000000
N
N
N
Sharp Corp/Japan
353800YEPK9PD7QO3449
Sharp Corp.
N/A
34100.00000000
NS
203335.00000000
0.463256485224
Long
EC
CORP
JP
N
2
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
4648.00000000
NS
USD
185920.00000000
0.423580031636
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
1600.00000000
NS
USD
148832.00000000
0.339082741332
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
2150.00000000
NS
USD
484610.00000000
1.104083041800
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
1200.00000000
NS
USD
91932.00000000
0.209447931736
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
8000.00000000
NS
105843.70000000
0.241142845280
Long
EC
CORP
AU
N
2
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
4303.00000000
NS
USD
369111.34000000
0.840943379274
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co.
460146103
8795.00000000
NS
USD
278801.50000000
0.635191201540
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
5721.00000000
NS
USD
646473.00000000
1.472854204993
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748102
700.00000000
NS
USD
104503.00000000
0.238088339318
Long
EC
CORP
US
N
1
N
N
N
Aisin Corp
3538004IOK08PDY6I723
Aisin Corp.
N/A
8000.00000000
NS
205920.66000000
0.469147373480
Long
EC
CORP
JP
N
2
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
5259.00000000
NS
USD
369444.75000000
0.841702984580
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PL
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
4911.00000000
NS
USD
261412.53000000
0.595574051891
Long
EC
CORP
US
N
1
N
N
N
2022-10-31
Guggenheim Funds Trust
Jim Howley
Jim Howley
CFO