0001752724-24-182159.txt : 20240820
0001752724-24-182159.hdr.sgml : 20240820
20240820082015
ACCESSION NUMBER: 0001752724-24-182159
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20240820
DATE AS OF CHANGE: 20240820
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GUGGENHEIM FUNDS TRUST
CENTRAL INDEX KEY: 0000088525
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01136
FILM NUMBER: 241222804
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
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SAOAX
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Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Alpha Opportunity Fund
S000008806
549300FC982FOBER3L60
2023-09-30
2023-09-30
N
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0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
N
S&P 500 Index
SNP500
PulteGroup Inc
N/A
PulteGroup, Inc.
745867101
2318.00000000
NS
USD
171647.90000000
0.487482630261
Long
EC
CORP
US
N
1
N
N
N
Innoviva Inc
549300ACOX4QTBES6535
Innoviva, Inc.
45781M101
23751.00000000
NS
USD
308525.49000000
0.876217054609
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281A109
2232.00000000
NS
USD
72339.12000000
0.205444194123
Long
EC
CORP
US
N
1
N
N
N
Fulton Financial Corp
5493005QLZ6O1BNC0C11
Fulton Financial Corp.
360271100
13729.00000000
NS
USD
166258.19000000
0.472175772402
Long
EC
CORP
US
N
1
N
N
N
Sturm Ruger & Co Inc
529900DV1BWFJSHFO847
Sturm Ruger & Company, Inc.
864159108
4962.00000000
NS
USD
258619.44000000
0.734483118337
Long
EC
CORP
US
N
1
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
529.00000000
NS
USD
93601.26000000
0.265828993075
Long
EC
CORP
US
N
1
N
N
N
Encore Wire Corp
N/A
Encore Wire Corp.
292562105
771.00000000
NS
USD
140676.66000000
0.399523840566
Long
EC
CORP
US
N
1
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp.
59001A102
1016.00000000
NS
USD
124348.24000000
0.353150880981
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057104
2353.00000000
NS
USD
264077.19000000
0.749983210824
Long
EC
CORP
US
N
1
N
N
N
Kulicke & Soffa Industries Inc
529900H6BEIRBF429744
Kulicke & Soffa Industries, Inc.
501242101
4905.00000000
NS
USD
238530.15000000
0.677429231110
Long
EC
CORP
US
N
1
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
Equities Corp.
26884L109
1742.00000000
NS
USD
70690.36000000
0.200761690803
Long
EC
CORP
US
N
1
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
Envista Holdings Corp.
29415F104
3194.00000000
NS
USD
89048.72000000
0.252899710669
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
923.00000000
NS
USD
139686.82000000
0.396712680006
Long
EC
CORP
US
N
1
N
N
N
Veradigm Inc
Y68YJHVB1GU4TAU3C223
Veradigm, Inc.
01988P108
9159.00000000
NS
USD
120349.26000000
0.341793717341
Long
EC
CORP
US
N
1
N
N
N
Malibu Boats Inc
N/A
Malibu Boats, Inc.
56117J100
2497.00000000
NS
USD
122402.94000000
0.347626199580
Long
EC
CORP
US
N
1
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National, Inc.
80689H102
12090.00000000
NS
USD
334772.10000000
0.950757823697
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
0.50000000
NS
USD
50.22000000
0.000142625559
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
1261.00000000
NS
USD
140046.66000000
0.397734631045
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
651.00000000
NS
USD
69357.54000000
0.196976461859
Long
EC
CORP
US
N
1
N
N
N
Yelp Inc
5299007OU2DOSXPQBO35
Yelp, Inc.
985817105
6608.00000000
NS
USD
274826.72000000
0.780512038491
Long
EC
CORP
US
N
1
N
N
N
Mueller Industries Inc
5493005IZFE4VJLLYG84
Mueller Industries, Inc.
624756102
3557.00000000
NS
USD
267344.12000000
0.759261341400
Long
EC
CORP
US
N
1
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors, Inc.
297602104
4518.00000000
NS
USD
135088.20000000
0.383652529703
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Company, Inc.
553530106
3477.00000000
NS
USD
341267.55000000
0.969204999868
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Wa
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
1093.00000000
NS
USD
125290.59000000
0.355827169223
Long
EC
CORP
US
N
1
N
N
N
Progress Software Corp
549300R65B3JG6972S24
Progress Software Corp.
743312100
3807.00000000
NS
USD
200172.06000000
0.568491675771
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp.
12653C108
9132.00000000
NS
USD
206200.56000000
0.585612706885
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Custom Basket
N/A
0.00000000
NC
USD
1056830.14000000
3.001413570378
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Short Custom Basket
N/A
Ceridian HCM Holding, Inc.
-2441.00000000
USD
-165621.85000000
USD
Automatic Data Processing, Inc.
-684.00000000
USD
-164556.72000000
USD
GATX Corp.
-1255.00000000
USD
-136581.65000000
USD
Take-Two Interactive Software, Inc.
-912.00000000
USD
-128035.68000000
USD
RB Global, Inc.
-4011.00000000
USD
-250687.50000000
USD
Duke Energy Corp.
-2942.00000000
USD
-259660.92000000
USD
BOK Financial Corp.
-1878.00000000
USD
-150202.44000000
USD
MasTec, Inc.
-1136.00000000
USD
-81757.92000000
USD
Edison International
-3811.00000000
USD
-241198.19000000
USD
PennyMac Financial Services, Inc.
-2851.00000000
USD
-189876.60000000
USD
SLM Corp.
-6541.00000000
USD
-89088.42000000
USD
Avista Corp.
-6822.00000000
USD
-220828.14000000
USD
Ventas, Inc.
-5288.00000000
USD
-222783.44000000
USD
TechnipFMC plc
-8024.00000000
USD
-163208.16000000
USD
Spire, Inc.
-3067.00000000
USD
-173530.86000000
USD
Progressive Corp.
-582.00000000
USD
-81072.60000000
USD
New York Mortgage Trust, Inc.
-15717.00000000
USD
-133437.33000000
USD
General Electric Co.
-0.50000000
USD
-55.28000000
USD
Valaris Ltd.
-1358.00000000
USD
-101822.84000000
USD
Life Time Group Holdings, Inc.
-5291.00000000
USD
-80476.11000000
USD
Apollo Global Management, Inc.
-1127.00000000
USD
-101159.52000000
USD
Alcoa Corp.
-5885.00000000
USD
-171018.10000000
USD
Equinix, Inc.
-329.00000000
USD
-238939.54000000
USD
MSA Safety, Inc.
-1019.00000000
USD
-160645.35000000
USD
Tesla, Inc.
-209.00000000
USD
-52295.98000000
USD
Raymond James Financial, Inc.
-2447.00000000
USD
-245752.21000000
USD
UniFirst Corp.
-1024.00000000
USD
-166922.24000000
USD
TFS Financial Corp.
-17710.00000000
USD
-209332.20000000
USD
Avient Corp.
-2596.00000000
USD
-91690.72000000
USD
FirstEnergy Corp.
-5150.00000000
USD
-176027.00000000
USD
Rayonier, Inc.
-2482.00000000
USD
-70637.72000000
USD
Novagold Resources, Inc.
-37575.00000000
USD
-144288.00000000
USD
Hecla Mining Co.
-32657.00000000
USD
-127688.87000000
USD
Floor & Decor Holdings, Inc.
-1559.00000000
USD
-141089.50000000
USD
NOV, Inc.
-9760.00000000
USD
-203984.00000000
USD
Evolent Health, Inc.
-3558.00000000
USD
-96884.34000000
USD
Exelon Corp.
-3672.00000000
USD
-138764.88000000
USD
Allstate Corp.
-1931.00000000
USD
-215132.71000000
USD
Trinity Industries, Inc.
-5314.00000000
USD
-129395.90000000
USD
Digital Realty Trust, Inc.
-882.00000000
USD
-106739.64000000
USD
Chefs' Warehouse, Inc.
-4128.00000000
USD
-87431.04000000
USD
Pilgrim's Pride Corp.
-7095.00000000
USD
-161978.85000000
USD
Iron Mountain, Inc.
-4055.00000000
USD
-241069.75000000
USD
Crown Castle, Inc.
-797.00000000
USD
-73347.91000000
USD
Utz Brands, Inc.
-9476.00000000
USD
-127262.68000000
USD
Mercer International, Inc.
-12729.00000000
USD
-109214.82000000
USD
Paycor HCM, Inc.
-8328.00000000
USD
-190128.24000000
USD
Starwood Property Trust, Inc.
-8394.00000000
USD
-162423.90000000
USD
Equifax, Inc.
-852.00000000
USD
-156069.36000000
USD
Casella Waste Systems, Inc.
-1921.00000000
USD
-146572.30000000
USD
Rexford Industrial Realty, Inc.
-3712.00000000
USD
-183187.20000000
USD
Tyson Foods, Inc.
-3059.00000000
USD
-154448.91000000
USD
Assured Guaranty Ltd.
-1768.00000000
USD
-106999.36000000
USD
Alexander & Baldwin, Inc.
-8681.00000000
USD
-145233.13000000
USD
Stericycle, Inc.
-2358.00000000
USD
-105426.18000000
USD
Republic Services, Inc.
-358.00000000
USD
-51018.58000000
USD
Portland General Electric Co.
-5997.00000000
USD
-242758.56000000
USD
Carlyle Group, Inc.
-5874.00000000
USD
-177159.84000000
USD
NU Holdings Limited/Cayman Islands
-18031.00000000
USD
-130724.75000000
USD
VF Corp.
-9027.00000000
USD
-159507.09000000
USD
KBR, Inc.
-3514.00000000
USD
-207115.16000000
USD
Halliburton Co.
-5085.00000000
USD
-205942.50000000
USD
Bright Horizons Family Solutions, Inc.
-1152.00000000
USD
-93841.92000000
USD
TreeHouse Foods, Inc.
-5053.00000000
USD
-220209.74000000
USD
KKR & Company, Inc.
-4195.00000000
USD
-258412.00000000
USD
Royal Gold, Inc.
-1058.00000000
USD
-112497.14000000
USD
Jacobs Solutions, Inc.
-388.00000000
USD
-52962.00000000
USD
ICU Medical, Inc.
-653.00000000
USD
-77713.53000000
USD
AGNC Investment Corp.
-14302.00000000
USD
-135010.88000000
USD
Walgreens Boots Alliance, Inc.
-9089.00000000
USD
-202139.36000000
USD
OPENLANE, Inc.
-8330.00000000
USD
-124283.60000000
USD
Popular, Inc.
-3327.00000000
USD
-209634.27000000
USD
DoorDash, Inc.
-1277.00000000
USD
-101483.19000000
USD
GE HealthCare Technologies, Inc.
-0.16670000
USD
-11.34000000
USD
Topgolf Callaway Brands Corp.
-8886.00000000
USD
-122982.24000000
USD
Hess Corp.
-1630.00000000
USD
-249390.00000000
USD
Welltower, Inc.
-2715.00000000
USD
-222412.80000000
USD
Brighthouse Financial, Inc.
-4930.00000000
USD
-241274.20000000
USD
PotlatchDeltic Corp.
-3656.00000000
USD
-165945.84000000
USD
Cooper Companies, Inc.
-630.00000000
USD
-200346.30000000
USD
Booz Allen Hamilton Holding Corp.
-1682.00000000
USD
-183792.14000000
USD
Newell Brands, Inc.
-8576.00000000
USD
-77441.28000000
USD
Tetra Tech, Inc.
-672.00000000
USD
-102164.16000000
USD
ABM Industries, Inc.
-1501.00000000
USD
-60055.01000000
USD
Northern Trust Corp.
-1735.00000000
USD
-120547.80000000
USD
Shake Shack, Inc.
-1645.00000000
USD
-95525.15000000
USD
3M Co.
-1615.00000000
USD
-151196.30000000
USD
CBIZ, Inc.
-1628.00000000
USD
-84493.20000000
USD
ICF International, Inc.
-1237.00000000
USD
-149441.97000000
USD
AES Corp.
-14892.00000000
USD
-226358.40000000
USD
Cintas Corp.
-400.00000000
USD
-192404.00000000
USD
Jones Lang LaSalle, Inc.
-1291.00000000
USD
-182263.38000000
USD
Expro Group Holdings N.V.
-4383.00000000
USD
-101817.09000000
USD
Ecolab, Inc.
-787.00000000
USD
-133317.80000000
USD
Healthcare Realty Trust, Inc.
-6537.00000000
USD
-99819.99000000
USD
Noble Corporation plc
-1729.00000000
USD
-87573.85000000
USD
Science Applications International Corp.
-2188.00000000
USD
-230921.52000000
USD
Stellar Bancorp, Inc.
-4181.00000000
USD
-89138.92000000
USD
Piedmont Lithium, Inc.
-2661.00000000
USD
-105641.70000000
USD
PG&E Corp.
-15753.00000000
USD
-254095.89000000
USD
Century Aluminum Co.
-10919.00000000
USD
-78507.61000000
USD
Hanover Insurance Group, Inc.
-1437.00000000
USD
-159478.26000000
USD
Americold Realty Trust, Inc.
-6772.00000000
USD
-205936.52000000
USD
Carpenter Technology Corp.
-2899.00000000
USD
-194841.79000000
USD
UMH Properties, Inc.
-16631.00000000
USD
-233166.62000000
USD
Annaly Capital Management, Inc.
-5299.00000000
USD
-99674.19000000
USD
Neogen Corp.
-4217.00000000
USD
-78183.18000000
USD
Kaiser Aluminum Corp.
-2314.00000000
USD
-174151.64000000
USD
Equity LifeStyle Properties, Inc.
-1226.00000000
USD
-78108.46000000
USD
Baker Hughes Co.
-3412.00000000
USD
-120511.84000000
USD
Pathward Financial, Inc.
-2393.00000000
USD
-110293.37000000
USD
Archrock, Inc.
-9084.00000000
USD
-114458.40000000
USD
Kennedy-Wilson Holdings, Inc.
-15938.00000000
USD
-234926.12000000
USD
Outfront Media, Inc.
-11666.00000000
USD
-117826.60000000
USD
TransUnion
-2105.00000000
USD
-151117.95000000
USD
Sun Communities, Inc.
-2151.00000000
USD
-254549.34000000
USD
American Tower Corp.
-1447.00000000
USD
-237959.15000000
USD
Helix Energy Solutions Group, Inc.
-8282.00000000
USD
-92509.94000000
USD
Y
GS Equity Custom Basket - Tenor At Maturity
2024-05-06
0.00000000
USD
0.00000000
USD
-17602652.06000000
USD
1056830.14000000
N
N
N
Fortune Brands Innovations Inc
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
1146.00000000
NS
USD
71235.36000000
0.202309499040
Long
EC
CORP
US
N
1
N
N
N
A10 Networks Inc
549300UQD4IWUML81Q35
A10 Networks, Inc.
002121101
12876.00000000
NS
USD
193526.28000000
0.549617560128
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay, Inc.
278642103
2436.00000000
NS
USD
107403.24000000
0.305026824877
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
1018.00000000
NS
USD
110687.14000000
0.314353150509
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co.
959802109
16717.00000000
NS
USD
220330.06000000
0.625740700436
Long
EC
CORP
US
N
1
N
N
N
Box Inc
549300KQUCPD8687YS68
Box, Inc.
10316T104
2878.00000000
NS
USD
69676.38000000
0.197881972278
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
1196.00000000
NS
USD
305051.76000000
0.866351608908
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
1614.00000000
NS
USD
228719.94000000
0.649568086440
Long
EC
CORP
US
N
1
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International, Inc.
29357K103
1883.00000000
NS
USD
95788.21000000
0.272039964129
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp.
87724P106
3304.00000000
NS
USD
140783.44000000
0.399827097380
Long
EC
CORP
US
N
1
N
N
N
Voyager Therapeutics Inc
54930082S4XVR0ZWCC74
Voyager Therapeutics, Inc.
92915B106
8607.00000000
NS
USD
66704.25000000
0.189441078158
Long
EC
CORP
US
N
1
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157D109
1228.00000000
NS
USD
109832.32000000
0.311925448789
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
1096.00000000
NS
USD
252419.76000000
0.716875933435
Long
EC
CORP
US
N
1
N
N
N
Ziff Davis Inc
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123V102
2329.00000000
NS
USD
148334.01000000
0.421270830298
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
901.00000000
NS
USD
113931.45000000
0.323567039943
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
5202.00000000
NS
USD
140714.10000000
0.399630170732
Long
EC
CORP
US
N
1
N
N
N
Teekay Tankers Ltd
549300DE8ZAIYS2T6Q22
Teekay Tankers Ltd.
N/A
1741.00000000
NS
USD
72477.83000000
0.205838132619
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
19658.00000000
NS
USD
328092.02000000
0.931786295535
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
8073.00000000
NS
USD
224348.67000000
0.637153613573
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
5113.00000000
NS
USD
295378.01000000
0.838878012700
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
2045.00000000
NS
USD
155174.60000000
0.440698209286
Long
EC
CORP
US
N
1
N
N
N
Mr Cooper Group Inc
549300KD8C6DPXYC2M26
Mr Cooper Group, Inc.
62482R107
4303.00000000
NS
USD
230468.68000000
0.654534534470
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
N/A
2081.00000000
NS
USD
257065.93000000
0.730071126457
Long
EC
CORP
US
N
1
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
1990.00000000
NS
USD
279197.00000000
0.792923699743
Long
EC
CORP
US
N
1
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
438.00000000
NS
USD
149677.74000000
0.425087043807
Long
EC
CORP
US
N
1
N
N
N
M/I Homes Inc
5299005M71FH9CCSFB69
M/I Homes, Inc.
55305B101
2211.00000000
NS
USD
185812.44000000
0.527710137942
Long
EC
CORP
US
N
1
N
N
N
Ardmore Shipping Corp
549300J8HD7K6BHD8O28
Ardmore Shipping Corp.
N/A
8810.00000000
NS
USD
114618.10000000
0.325517136321
Long
EC
CORP
US
N
1
N
N
N
Immersion Corp
529900AKNC1UAMQ2YB35
Immersion Corp.
452521107
11269.00000000
NS
USD
74488.09000000
0.211547301402
Long
EC
CORP
US
N
1
N
N
N
Insteel Industries Inc
52990026LKY4MOX3L174
Insteel Industries, Inc.
45774W108
3717.00000000
NS
USD
120653.82000000
0.342658672344
Long
EC
CORP
US
N
1
N
N
N
SandRidge Energy Inc
W1MKPVGS6I5155L7VV67
SandRidge Energy, Inc.
80007P869
6574.00000000
NS
USD
102948.84000000
0.292376261553
Long
EC
CORP
US
N
1
N
N
N
MasterCraft Boat Holdings Inc
549300IXWX41555YJ117
MasterCraft Boat Holdings, Inc.
57637H103
4043.00000000
NS
USD
89835.46000000
0.255134064160
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
1038.00000000
NS
USD
313642.08000000
0.890748247541
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
3930.00000000
NS
USD
254978.40000000
0.724142509706
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings
529900RP7DJ882LI9T83
Allison Transmission Holdings, Inc.
01973R101
4924.00000000
NS
USD
290811.44000000
0.825908884882
Long
EC
CORP
US
N
1
N
N
N
Enact Holdings Inc
N/A
Enact Holdings, Inc.
29249E109
4787.00000000
NS
USD
130350.01000000
0.370195998491
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008R107
676.00000000
NS
USD
84155.24000000
0.239002153510
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
855.00000000
NS
USD
113125.05000000
0.321276851755
Long
EC
CORP
US
N
1
N
N
N
F5 Inc
54930015FPK9KT966303
F5, Inc.
315616102
1802.00000000
NS
USD
290374.28000000
0.824667343875
Long
EC
CORP
US
N
1
N
N
N
FB Financial Corp
5493000B2LD2C2A6C435
FB Financial Corp.
30257X104
2965.00000000
NS
USD
84087.40000000
0.238809486884
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd.
N/A
6846.00000000
NS
USD
323747.34000000
0.919447338670
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
240.00000000
NS
USD
105645.60000000
0.300035100712
Long
EC
CORP
US
N
1
N
N
N
Lindsay Corp
549300ZFO0QG5H8TPI61
Lindsay Corp.
535555106
552.00000000
NS
USD
64959.36000000
0.184485564186
Long
EC
CORP
US
N
1
N
N
N
Alkermes PLC
N/A
Alkermes plc
N/A
2342.00000000
NS
USD
65599.42000000
0.186303344260
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Custom Basket
N/A
0.00000000
NC
USD
25517.99000000
0.072471477275
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Long Custom Basket
N/A
Heidrick & Struggles International, Inc.
1047.00000000
USD
26195.94000000
USD
Encore Wire Corp.
199.00000000
USD
36309.54000000
USD
Hewlett Packard Enterprise Co.
3956.00000000
USD
68715.72000000
USD
NMI Holdings, Inc.
1075.00000000
USD
29121.75000000
USD
Globe Life, Inc.
262.00000000
USD
28487.26000000
USD
Tri Pointe Homes, Inc.
2168.00000000
USD
59294.80000000
USD
Scorpio Tankers, Inc.
517.00000000
USD
27980.04000000
USD
S&T Bancorp, Inc.
1039.00000000
USD
28136.12000000
USD
FB Financial Corp.
764.00000000
USD
21667.04000000
USD
John B Sanfilippo & Son, Inc.
229.00000000
USD
22625.20000000
USD
DR Horton, Inc.
153.00000000
USD
16442.91000000
USD
Insteel Industries, Inc.
957.00000000
USD
31064.22000000
USD
Ooma, Inc.
1516.00000000
USD
19723.16000000
USD
Landstar System, Inc.
136.00000000
USD
24063.84000000
USD
Neurocrine Biosciences, Inc.
165.00000000
USD
18562.50000000
USD
Simpson Manufacturing Company, Inc.
437.00000000
USD
65466.97000000
USD
Home Depot, Inc.
267.00000000
USD
80676.72000000
USD
Merck & Company, Inc.
830.00000000
USD
85448.50000000
USD
Synaptics, Inc.
316.00000000
USD
28263.04000000
USD
Booking Holdings, Inc.
16.00000000
USD
49343.20000000
USD
National Fuel Gas Co.
1692.00000000
USD
87831.72000000
USD
Veradigm, Inc.
2359.00000000
USD
30997.26000000
USD
Marathon Petroleum Corp.
238.00000000
USD
36018.92000000
USD
Acuity Brands, Inc.
409.00000000
USD
69656.79000000
USD
Dropbox, Inc.
2258.00000000
USD
61485.34000000
USD
Elevance Health, Inc.
78.00000000
USD
33962.76000000
USD
Chord Energy Corp.
533.00000000
USD
86383.31000000
USD
Douglas Elliman, Inc.
0.52500000
USD
1.19000000
USD
Innoviva, Inc.
6118.00000000
USD
79472.82000000
USD
Intuit, Inc.
53.00000000
USD
27079.82000000
USD
Immersion Corp.
2903.00000000
USD
19188.83000000
USD
Mr Cooper Group, Inc.
1108.00000000
USD
59344.48000000
USD
Amgen, Inc.
351.00000000
USD
94334.76000000
USD
Philip Morris International, Inc.
311.00000000
USD
28792.38000000
USD
Fulton Financial Corp.
3536.00000000
USD
42820.96000000
USD
Organon & Co.
1259.00000000
USD
21856.24000000
USD
Ethan Allen Interiors, Inc.
1164.00000000
USD
34803.60000000
USD
Royalty Pharma plc
2983.00000000
USD
80958.62000000
USD
Yelp, Inc.
1702.00000000
USD
70786.18000000
USD
Equity Commonwealth
4605.00000000
USD
84593.85000000
USD
A10 Networks, Inc.
3316.00000000
USD
49839.48000000
USD
Equities Corp.
449.00000000
USD
18220.42000000
USD
Ardmore Shipping Corp.
2269.00000000
USD
29519.69000000
USD
Owens Corning
214.00000000
USD
29191.74000000
USD
Perdoceo Education Corp.
3648.00000000
USD
62380.80000000
USD
QUALCOMM, Inc.
325.00000000
USD
36094.50000000
USD
Teekay Tankers Ltd.
448.00000000
USD
18650.24000000
USD
Diodes, Inc.
222.00000000
USD
17502.48000000
USD
AT&T, Inc.
4003.00000000
USD
60125.06000000
USD
UFP Industries, Inc.
849.00000000
USD
86937.60000000
USD
Occidental Petroleum Corp.
1012.00000000
USD
65658.56000000
USD
Dynavax Technologies Corp.
3197.00000000
USD
47219.69000000
USD
PayPal Holdings, Inc.
463.00000000
USD
27066.98000000
USD
Kulicke & Soffa Industries, Inc.
1263.00000000
USD
61419.69000000
USD
Valmont Industries, Inc.
223.00000000
USD
53566.83000000
USD
Hub Group, Inc.
986.00000000
USD
77440.44000000
USD
H&R Block, Inc.
2140.00000000
USD
92148.40000000
USD
Atmos Energy Corp.
782.00000000
USD
82837.26000000
USD
Public Service Enterprise Group, Inc.
1488.00000000
USD
84682.08000000
USD
Teekay Corp.
5757.00000000
USD
35520.69000000
USD
Capital One Financial Corp.
234.00000000
USD
22709.70000000
USD
Masco Corp.
1160.00000000
USD
62002.00000000
USD
Sturm Ruger & Company, Inc.
1278.00000000
USD
66609.36000000
USD
Allison Transmission Holdings, Inc.
1268.00000000
USD
74888.08000000
USD
CNX Resources Corp.
2352.00000000
USD
53108.16000000
USD
CF Industries Holdings, Inc.
302.00000000
USD
25893.48000000
USD
Clearway Energy, Inc.
1148.00000000
USD
24291.68000000
USD
Hackett Group, Inc.
1035.00000000
USD
24415.65000000
USD
United Therapeutics Corp.
392.00000000
USD
88541.04000000
USD
Everi Holdings, Inc.
1322.00000000
USD
17476.84000000
USD
SandRidge Energy, Inc.
1693.00000000
USD
26512.38000000
USD
Murphy USA, Inc.
113.00000000
USD
38615.49000000
USD
Argan, Inc.
992.00000000
USD
45155.84000000
USD
East West Bancorp, Inc.
345.00000000
USD
18184.95000000
USD
Gilead Sciences, Inc.
1193.00000000
USD
89403.42000000
USD
Independent Bank Corp.
388.00000000
USD
19046.92000000
USD
Apogee Enterprises, Inc.
1774.00000000
USD
83519.92000000
USD
Magnolia Oil & Gas Corp.
1952.00000000
USD
44720.32000000
USD
Humana, Inc.
188.00000000
USD
91465.76000000
USD
Northrop Grumman Corp.
62.00000000
USD
27291.78000000
USD
Zoom Video Communications, Inc.
401.00000000
USD
28045.94000000
USD
InterDigital, Inc.
603.00000000
USD
48384.72000000
USD
Lennar Corp.
606.00000000
USD
68011.38000000
USD
International Business Machines Corp.
513.00000000
USD
71973.90000000
USD
Essent Group Ltd.
1763.00000000
USD
83372.27000000
USD
Citizens Financial Group, Inc.
1004.00000000
USD
26907.20000000
USD
Cavco Industries, Inc.
64.00000000
USD
17002.24000000
USD
Meritage Homes Corp.
262.00000000
USD
32066.18000000
USD
Illinois Tool Works, Inc.
282.00000000
USD
64947.42000000
USD
Monarch Casino & Resort, Inc.
641.00000000
USD
39806.10000000
USD
Range Resources Corp.
575.00000000
USD
18635.75000000
USD
Envista Holdings Corp.
823.00000000
USD
22945.24000000
USD
Progress Software Corp.
980.00000000
USD
51528.40000000
USD
Valero Energy Corp.
416.00000000
USD
58951.36000000
USD
Gogo, Inc.
1897.00000000
USD
22631.21000000
USD
PulteGroup, Inc.
597.00000000
USD
44207.85000000
USD
Taylor Morrison Home Corp.
851.00000000
USD
36261.11000000
USD
MasterCraft Boat Holdings, Inc.
1041.00000000
USD
23131.02000000
USD
PBF Energy, Inc.
476.00000000
USD
25480.28000000
USD
Malibu Boats, Inc.
643.00000000
USD
31519.86000000
USD
Southwestern Energy Co.
6216.00000000
USD
40093.20000000
USD
BorgWarner, Inc.
964.00000000
USD
38916.68000000
USD
Akamai Technologies, Inc.
168.00000000
USD
17898.72000000
USD
Polaris, Inc.
800.00000000
USD
83312.00000000
USD
NextGen Healthcare, Inc.
1609.00000000
USD
38181.57000000
USD
Donaldson Company, Inc.
1375.00000000
USD
82005.00000000
USD
Enact Holdings, Inc.
1233.00000000
USD
33574.59000000
USD
Autodesk, Inc.
80.00000000
USD
16552.80000000
USD
Chesapeake Utilities Corp.
373.00000000
USD
36460.75000000
USD
Altria Group, Inc.
1337.00000000
USD
56220.85000000
USD
Keysight Technologies, Inc.
220.00000000
USD
29108.20000000
USD
NetApp, Inc.
527.00000000
USD
39988.76000000
USD
Box, Inc.
741.00000000
USD
17939.61000000
USD
ONE Gas, Inc.
419.00000000
USD
28609.32000000
USD
Fortune Brands Innovations, Inc.
295.00000000
USD
18337.20000000
USD
Exelixis, Inc.
3949.00000000
USD
86285.65000000
USD
Expeditors International of Washington, Inc.
282.00000000
USD
32325.66000000
USD
Juniper Networks, Inc.
2079.00000000
USD
57775.41000000
USD
Bristol-Myers Squibb Co.
1463.00000000
USD
84912.52000000
USD
VeriSign, Inc.
384.00000000
USD
77771.52000000
USD
Snap-on, Inc.
308.00000000
USD
78558.48000000
USD
KB Home
1268.00000000
USD
58683.04000000
USD
Olin Corp.
1653.00000000
USD
82616.94000000
USD
Alkermes plc
603.00000000
USD
16890.03000000
USD
Procter & Gamble Co.
176.00000000
USD
25671.36000000
USD
Alarm.com Holdings, Inc.
302.00000000
USD
18464.28000000
USD
International Bancshares Corp.
556.00000000
USD
24097.04000000
USD
Steven Madden Ltd.
1200.00000000
USD
38124.00000000
USD
Verizon Communications, Inc.
2565.00000000
USD
83131.65000000
USD
Ziff Davis, Inc.
600.00000000
USD
38214.00000000
USD
TE Connectivity Ltd.
536.00000000
USD
66212.08000000
USD
Ulta Beauty, Inc.
115.00000000
USD
45936.75000000
USD
GoDaddy, Inc.
265.00000000
USD
19737.20000000
USD
Coterra Energy, Inc.
1340.00000000
USD
36247.00000000
USD
Pfizer, Inc.
2531.00000000
USD
83953.27000000
USD
Watts Water Technologies, Inc.
477.00000000
USD
82435.14000000
USD
Sanmina Corp.
447.00000000
USD
24263.16000000
USD
Williams-Sonoma, Inc.
123.00000000
USD
19114.20000000
USD
Photronics, Inc.
1496.00000000
USD
30234.16000000
USD
Molina Healthcare, Inc.
170.00000000
USD
55741.30000000
USD
New York Times Co.
434.00000000
USD
17880.80000000
USD
Builders FirstSource, Inc.
174.00000000
USD
21661.26000000
USD
M&T Bank Corp.
232.00000000
USD
29336.40000000
USD
SouthState Corp.
457.00000000
USD
30783.52000000
USD
IDT Corp.
1914.00000000
USD
42203.70000000
USD
Schneider National, Inc.
3114.00000000
USD
86226.66000000
USD
Hologic, Inc.
1185.00000000
USD
82239.00000000
USD
Boyd Gaming Corp.
1087.00000000
USD
66122.21000000
USD
NewMarket Corp.
189.00000000
USD
86002.56000000
USD
Exxon Mobil Corp.
769.00000000
USD
90419.02000000
USD
MSC Industrial Direct Company, Inc.
896.00000000
USD
87942.40000000
USD
Chesapeake Energy Corp.
989.00000000
USD
85281.47000000
USD
Boise Cascade Co.
784.00000000
USD
80783.36000000
USD
Lindsay Corp.
142.00000000
USD
16710.56000000
USD
Western Union Co.
4306.00000000
USD
56753.08000000
USD
MGIC Investment Corp.
5063.00000000
USD
84501.47000000
USD
M/I Homes, Inc.
570.00000000
USD
47902.80000000
USD
Mueller Industries, Inc.
916.00000000
USD
68846.56000000
USD
Par Pacific Holdings, Inc.
1052.00000000
USD
37808.88000000
USD
Cisco Systems, Inc.
825.00000000
USD
44352.00000000
USD
Enova International, Inc.
485.00000000
USD
24671.95000000
USD
Preferred Bank/Los Angeles CA
1064.00000000
USD
66234.00000000
USD
eBay, Inc.
628.00000000
USD
27688.52000000
USD
F5, Inc.
464.00000000
USD
74768.96000000
USD
CH Robinson Worldwide, Inc.
464.00000000
USD
39964.32000000
USD
Voyager Therapeutics, Inc.
2217.00000000
USD
17181.75000000
USD
Incyte Corp.
1317.00000000
USD
76083.09000000
USD
ITT, Inc.
869.00000000
USD
85083.79000000
USD
OGE Energy Corp.
2637.00000000
USD
87891.21000000
USD
International Seaways, Inc.
604.00000000
USD
27180.00000000
USD
Cheniere Energy, Inc.
255.00000000
USD
42319.80000000
USD
Brunswick Corp.
506.00000000
USD
39974.00000000
USD
Y
GS Equity Custom Basket - Tenor At Maturity
2024-05-06
0.00000000
USD
0.00000000
USD
8231037.32000000
USD
25517.99000000
N
N
N
International Seaways Inc
549300YUFDGFRNGBWF46
International Seaways, Inc.
N/A
2346.00000000
NS
USD
105570.00000000
0.299820395569
Long
EC
CORP
US
N
1
N
N
N
S&T Bancorp Inc
N/A
S&T Bancorp, Inc.
783859101
4033.00000000
NS
USD
109213.64000000
0.310168388239
Long
EC
CORP
US
N
1
N
N
N
InterDigital Inc
N/A
InterDigital, Inc.
45867G101
2340.00000000
NS
USD
187761.60000000
0.533245781801
Long
EC
CORP
US
N
1
N
N
N
Gogo Inc
549300VL3DIHSFHYTO04
Gogo, Inc.
38046C109
7366.00000000
NS
USD
87876.38000000
0.249570247350
Long
EC
CORP
US
N
1
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy, Inc.
18539C204
4459.00000000
NS
USD
94352.44000000
0.267962355629
Long
EC
CORP
US
N
1
N
N
N
Exelixis Inc
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
15332.00000000
NS
USD
335004.20000000
0.951416991205
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co.
742718109
683.00000000
NS
USD
99622.38000000
0.282929064878
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467109
24133.00000000
NS
USD
155657.85000000
0.442070646590
Long
EC
CORP
US
N
1
N
N
N
Alarm.com Holdings Inc
549300HIH92U1EKIHZ32
Alarm.com Holdings, Inc.
011642105
1171.00000000
NS
USD
71594.94000000
0.203330711675
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
1797.00000000
NS
USD
105052.62000000
0.298351028550
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co.
636180101
6567.00000000
NS
USD
340892.97000000
0.968141187007
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands, Inc.
00508Y102
1586.00000000
NS
USD
270111.66000000
0.767121196828
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
3222.00000000
NS
USD
331704.90000000
0.942046929340
Long
EC
CORP
US
N
1
N
N
N
Argan Inc
529900E4KZWBV9KGBS83
Argan, Inc.
04010E109
3851.00000000
NS
USD
175297.52000000
0.497847606221
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
61.00000000
NS
USD
188120.95000000
0.534266341232
Long
EC
CORP
US
N
1
N
N
N
Sanmina Corp
X5K24XLM8QYRXF00EB42
Sanmina Corp.
801056102
1736.00000000
NS
USD
94230.08000000
0.267614851379
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
477.00000000
NS
USD
74125.80000000
0.210518392326
Long
EC
CORP
US
N
1
N
N
N
Photronics Inc
549300OK5JVNIBNY6F63
Photronics, Inc.
719405102
5809.00000000
NS
USD
117399.89000000
0.333417461965
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
659.00000000
NS
USD
216079.51000000
0.613669074194
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Utilities Corp
254900WW0FDCKAOCKE74
Chesapeake Utilities Corp.
165303108
1449.00000000
NS
USD
141639.75000000
0.402259030722
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
15358.00000000
NS
USD
266768.46000000
0.757626458300
Long
EC
CORP
US
N
1
N
N
N
Heidrick & Struggles Internati
5493006284N2J367VB57
Heidrick & Struggles International, Inc.
422819102
4064.00000000
NS
USD
101681.28000000
0.288776371996
Long
EC
CORP
US
N
1
N
N
N
Diodes Inc
549300XP2X1ARVH3BX23
Diodes, Inc.
254543101
861.00000000
NS
USD
67881.24000000
0.192783747547
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
832.00000000
NS
USD
113493.12000000
0.322322176118
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
1074295.41000000
3.051015201146
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Short Custom Basket
N/A
AGNC Investment Corp.
-14302.00000000
USD
-135010.88000000
USD
Kennedy-Wilson Holdings, Inc.
-15938.00000000
USD
-234926.12000000
USD
GATX Corp.
-1255.00000000
USD
-136581.65000000
USD
3M Co.
-1615.00000000
USD
-151196.30000000
USD
VF Corp.
-9027.00000000
USD
-159507.09000000
USD
Floor & Decor Holdings, Inc.
-1559.00000000
USD
-141089.50000000
USD
Archrock, Inc.
-9084.00000000
USD
-114458.40000000
USD
Hecla Mining Co.
-32657.00000000
USD
-127688.87000000
USD
ICF International, Inc.
-1237.00000000
USD
-149441.97000000
USD
Bright Horizons Family Solutions, Inc.
-1152.00000000
USD
-93841.92000000
USD
Hess Corp.
-1630.00000000
USD
-249390.00000000
USD
Starwood Property Trust, Inc.
-8394.00000000
USD
-162423.90000000
USD
UMH Properties, Inc.
-16631.00000000
USD
-233166.62000000
USD
Topgolf Callaway Brands Corp.
-8886.00000000
USD
-122982.24000000
USD
General Electric Co.
-0.50000000
USD
-55.28000000
USD
NOV, Inc.
-9760.00000000
USD
-203984.00000000
USD
Tetra Tech, Inc.
-672.00000000
USD
-102164.16000000
USD
Iron Mountain, Inc.
-4055.00000000
USD
-241069.75000000
USD
Expro Group Holdings N.V.
-4383.00000000
USD
-101817.09000000
USD
Royal Gold, Inc.
-1058.00000000
USD
-112497.14000000
USD
Jacobs Solutions, Inc.
-388.00000000
USD
-52962.00000000
USD
Exelon Corp.
-3672.00000000
USD
-138764.88000000
USD
MSA Safety, Inc.
-1019.00000000
USD
-160645.35000000
USD
Stericycle, Inc.
-2358.00000000
USD
-105426.18000000
USD
Chefs' Warehouse, Inc.
-4128.00000000
USD
-87431.04000000
USD
Rexford Industrial Realty, Inc.
-3712.00000000
USD
-183187.20000000
USD
UniFirst Corp.
-1024.00000000
USD
-166922.24000000
USD
TransUnion
-2105.00000000
USD
-151117.95000000
USD
Duke Energy Corp.
-2942.00000000
USD
-259660.92000000
USD
CBIZ, Inc.
-1628.00000000
USD
-84493.20000000
USD
Novagold Resources, Inc.
-37575.00000000
USD
-144288.00000000
USD
Alexander & Baldwin, Inc.
-8681.00000000
USD
-145233.13000000
USD
Equinix, Inc.
-329.00000000
USD
-238939.54000000
USD
GE HealthCare Technologies, Inc.
-0.16670000
USD
-11.34000000
USD
Digital Realty Trust, Inc.
-882.00000000
USD
-106739.64000000
USD
Hanover Insurance Group, Inc.
-1437.00000000
USD
-159478.26000000
USD
Edison International
-3811.00000000
USD
-241198.19000000
USD
Mercer International, Inc.
-12729.00000000
USD
-109214.82000000
USD
Welltower, Inc.
-2715.00000000
USD
-222412.80000000
USD
Annaly Capital Management, Inc.
-5299.00000000
USD
-99674.19000000
USD
BOK Financial Corp.
-1878.00000000
USD
-150202.44000000
USD
Avient Corp.
-2596.00000000
USD
-91690.72000000
USD
Allstate Corp.
-1931.00000000
USD
-215132.71000000
USD
Automatic Data Processing, Inc.
-684.00000000
USD
-164556.72000000
USD
Popular, Inc.
-3327.00000000
USD
-209634.27000000
USD
Ventas, Inc.
-5288.00000000
USD
-222783.44000000
USD
PennyMac Financial Services, Inc.
-2851.00000000
USD
-189876.60000000
USD
ABM Industries, Inc.
-1501.00000000
USD
-60055.01000000
USD
Alcoa Corp.
-5885.00000000
USD
-171018.10000000
USD
Spire, Inc.
-3067.00000000
USD
-173530.86000000
USD
Raymond James Financial, Inc.
-2447.00000000
USD
-245752.21000000
USD
TFS Financial Corp.
-17710.00000000
USD
-209332.20000000
USD
DoorDash, Inc.
-1277.00000000
USD
-101483.19000000
USD
Neogen Corp.
-4217.00000000
USD
-78183.18000000
USD
Jones Lang LaSalle, Inc.
-1291.00000000
USD
-182263.38000000
USD
PotlatchDeltic Corp.
-3656.00000000
USD
-165945.84000000
USD
KBR, Inc.
-3514.00000000
USD
-207115.16000000
USD
NU Holdings Limited/Cayman Islands
-18031.00000000
USD
-130724.75000000
USD
Piedmont Lithium, Inc.
-2661.00000000
USD
-105641.70000000
USD
Kaiser Aluminum Corp.
-2314.00000000
USD
-174151.64000000
USD
PG&E Corp.
-15753.00000000
USD
-254095.89000000
USD
Tesla, Inc.
-209.00000000
USD
-52295.98000000
USD
Booz Allen Hamilton Holding Corp.
-1682.00000000
USD
-183792.14000000
USD
ICU Medical, Inc.
-653.00000000
USD
-77713.53000000
USD
MasTec, Inc.
-1136.00000000
USD
-81757.92000000
USD
Privia Health Group, Inc.
-6364.00000000
USD
-146372.00000000
USD
TechnipFMC plc
-8024.00000000
USD
-163208.16000000
USD
Science Applications International Corp.
-2188.00000000
USD
-230921.52000000
USD
Paycor HCM, Inc.
-8328.00000000
USD
-190128.24000000
USD
Trinity Industries, Inc.
-5314.00000000
USD
-129395.90000000
USD
Carpenter Technology Corp.
-2899.00000000
USD
-194841.79000000
USD
Cintas Corp.
-400.00000000
USD
-192404.00000000
USD
Baker Hughes Co.
-3412.00000000
USD
-120511.84000000
USD
Sun Communities, Inc.
-2151.00000000
USD
-254549.34000000
USD
RB Global, Inc.
-4011.00000000
USD
-250687.50000000
USD
Avista Corp.
-6822.00000000
USD
-220828.14000000
USD
Equifax, Inc.
-852.00000000
USD
-156069.36000000
USD
Tyson Foods, Inc.
-3059.00000000
USD
-154448.91000000
USD
Carlyle Group, Inc.
-5874.00000000
USD
-177159.84000000
USD
Evolent Health, Inc.
-3558.00000000
USD
-96884.34000000
USD
Healthcare Realty Trust, Inc.
-6537.00000000
USD
-99819.99000000
USD
Cooper Companies, Inc.
-630.00000000
USD
-200346.30000000
USD
Halliburton Co.
-5085.00000000
USD
-205942.50000000
USD
AES Corp.
-14892.00000000
USD
-226358.40000000
USD
Brighthouse Financial, Inc.
-4930.00000000
USD
-241274.20000000
USD
TreeHouse Foods, Inc.
-5053.00000000
USD
-220209.74000000
USD
Stellar Bancorp, Inc.
-4181.00000000
USD
-89138.92000000
USD
Apollo Global Management, Inc.
-1127.00000000
USD
-101159.52000000
USD
FirstEnergy Corp.
-5150.00000000
USD
-176027.00000000
USD
SLM Corp.
-6541.00000000
USD
-89088.42000000
USD
Pilgrim's Pride Corp.
-7095.00000000
USD
-161978.85000000
USD
Rayonier, Inc.
-2482.00000000
USD
-70637.72000000
USD
OPENLANE, Inc.
-8330.00000000
USD
-124283.60000000
USD
Take-Two Interactive Software, Inc.
-912.00000000
USD
-128035.68000000
USD
Northern Trust Corp.
-1735.00000000
USD
-120547.80000000
USD
Ecolab, Inc.
-787.00000000
USD
-133317.80000000
USD
Portland General Electric Co.
-5997.00000000
USD
-242758.56000000
USD
KKR & Company, Inc.
-4195.00000000
USD
-258412.00000000
USD
Noble Corporation plc
-1729.00000000
USD
-87573.85000000
USD
Outfront Media, Inc.
-11666.00000000
USD
-117826.60000000
USD
New York Mortgage Trust, Inc.
-15717.00000000
USD
-133437.33000000
USD
Valaris Ltd.
-1358.00000000
USD
-101822.84000000
USD
Newell Brands, Inc.
-8576.00000000
USD
-77441.28000000
USD
Americold Realty Trust, Inc.
-6772.00000000
USD
-205936.52000000
USD
American Tower Corp.
-1447.00000000
USD
-237959.15000000
USD
Crown Castle, Inc.
-797.00000000
USD
-73347.91000000
USD
Assured Guaranty Ltd.
-1768.00000000
USD
-106999.36000000
USD
Equity LifeStyle Properties, Inc.
-1226.00000000
USD
-78108.46000000
USD
Shake Shack, Inc.
-1645.00000000
USD
-95525.15000000
USD
Progressive Corp.
-582.00000000
USD
-81072.60000000
USD
Pathward Financial, Inc.
-2393.00000000
USD
-110293.37000000
USD
Helix Energy Solutions Group, Inc.
-8282.00000000
USD
-92509.94000000
USD
Ceridian HCM Holding, Inc.
-2441.00000000
USD
-165621.85000000
USD
Century Aluminum Co.
-10919.00000000
USD
-78507.61000000
USD
Utz Brands, Inc.
-9476.00000000
USD
-127262.68000000
USD
Casella Waste Systems, Inc.
-1921.00000000
USD
-146572.30000000
USD
Walgreens Boots Alliance, Inc.
-9089.00000000
USD
-202139.36000000
USD
Republic Services, Inc.
-358.00000000
USD
-51018.58000000
USD
Life Time Group Holdings, Inc.
-5291.00000000
USD
-80476.11000000
USD
Y
MS Equity Custom Basket - Tenor At Maturity
2024-02-01
0.00000000
USD
0.00000000
USD
-17749024.06000000
USD
1074295.41000000
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
5776.00000000
NS
USD
328712.16000000
0.933547502508
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
1965.00000000
NS
USD
155235.00000000
0.440869746199
Long
EC
CORP
US
N
1
N
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
17880.00000000
NS
USD
328455.60000000
0.932818868230
Long
EC
CORP
US
N
1
N
N
N
International Bancshares Corp
549300Y16R531AU8TX77
International Bancshares Corp.
459044103
2159.00000000
NS
USD
93571.06000000
0.265743224619
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
640.00000000
NS
USD
72000.00000000
0.204481088197
Long
EC
CORP
US
N
1
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy, Inc.
69318G106
1849.00000000
NS
USD
98976.97000000
0.281096090723
Long
EC
CORP
US
N
1
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
8309.00000000
NS
USD
357785.54000000
1.016116341119
Long
EC
CORP
US
N
1
N
N
N
Polaris Inc
549300QJSN8UVWN1EI78
Polaris, Inc.
731068102
3106.00000000
NS
USD
323458.84000000
0.918627994310
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
1801.00000000
NS
USD
155120.13000000
0.440543513663
Long
EC
CORP
US
N
1
N
N
N
Dynavax Technologies Corp
549300T5URIXWDILX594
Dynavax Technologies Corp.
268158201
12411.00000000
NS
USD
183310.47000000
0.520604505328
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
24145.28000000
0.068572960128
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Long Custom Basket
N/A
Illinois Tool Works, Inc.
282.00000000
USD
64947.42000000
USD
Royalty Pharma plc
2983.00000000
USD
80958.62000000
USD
Progress Software Corp.
980.00000000
USD
51528.40000000
USD
Immersion Corp.
2903.00000000
USD
19188.83000000
USD
Olin Corp.
1653.00000000
USD
82616.94000000
USD
Autodesk, Inc.
80.00000000
USD
16552.80000000
USD
SandRidge Energy, Inc.
1693.00000000
USD
26512.38000000
USD
PulteGroup, Inc.
597.00000000
USD
44207.85000000
USD
Gilead Sciences, Inc.
1193.00000000
USD
89403.42000000
USD
New York Times Co.
434.00000000
USD
17880.80000000
USD
Polaris, Inc.
800.00000000
USD
83312.00000000
USD
Molina Healthcare, Inc.
170.00000000
USD
55741.30000000
USD
Exxon Mobil Corp.
769.00000000
USD
90419.02000000
USD
Apogee Enterprises, Inc.
1774.00000000
USD
83519.92000000
USD
Box, Inc.
741.00000000
USD
17939.61000000
USD
Valero Energy Corp.
416.00000000
USD
58951.36000000
USD
ONE Gas, Inc.
419.00000000
USD
28609.32000000
USD
Hub Group, Inc.
986.00000000
USD
77440.44000000
USD
Philip Morris International, Inc.
311.00000000
USD
28792.38000000
USD
Everi Holdings, Inc.
1322.00000000
USD
17476.84000000
USD
Zoom Video Communications, Inc.
401.00000000
USD
28045.94000000
USD
Boise Cascade Co.
784.00000000
USD
80783.36000000
USD
Preferred Bank/Los Angeles CA
1064.00000000
USD
66234.00000000
USD
InterDigital, Inc.
603.00000000
USD
48384.72000000
USD
Steven Madden Ltd.
1200.00000000
USD
38124.00000000
USD
Valmont Industries, Inc.
223.00000000
USD
53566.83000000
USD
Boyd Gaming Corp.
1087.00000000
USD
66122.21000000
USD
Simpson Manufacturing Company, Inc.
437.00000000
USD
65466.97000000
USD
Owens Corning
214.00000000
USD
29191.74000000
USD
Bristol-Myers Squibb Co.
1463.00000000
USD
84912.52000000
USD
ITT, Inc.
869.00000000
USD
85083.79000000
USD
Elevance Health, Inc.
78.00000000
USD
33962.76000000
USD
Procter & Gamble Co.
176.00000000
USD
25671.36000000
USD
Meritage Homes Corp.
262.00000000
USD
32066.18000000
USD
International Business Machines Corp.
513.00000000
USD
71973.90000000
USD
Acuity Brands, Inc.
409.00000000
USD
69656.79000000
USD
National Fuel Gas Co.
1692.00000000
USD
87831.72000000
USD
Schneider National, Inc.
3114.00000000
USD
86226.66000000
USD
Veradigm, Inc.
2359.00000000
USD
30997.26000000
USD
Northrop Grumman Corp.
62.00000000
USD
27291.78000000
USD
Independent Bank Corp.
388.00000000
USD
19046.92000000
USD
Malibu Boats, Inc.
643.00000000
USD
31519.86000000
USD
Alkermes plc
603.00000000
USD
16890.03000000
USD
Cheniere Energy, Inc.
255.00000000
USD
42319.80000000
USD
Gogo, Inc.
1897.00000000
USD
22631.21000000
USD
Range Resources Corp.
575.00000000
USD
18635.75000000
USD
Capital One Financial Corp.
234.00000000
USD
22709.70000000
USD
Merck & Company, Inc.
830.00000000
USD
85448.50000000
USD
Hewlett Packard Enterprise Co.
3956.00000000
USD
68715.72000000
USD
TE Connectivity Ltd.
536.00000000
USD
66212.08000000
USD
Teekay Corp.
5757.00000000
USD
35520.69000000
USD
Photronics, Inc.
1496.00000000
USD
30234.16000000
USD
Enact Holdings, Inc.
1233.00000000
USD
33574.59000000
USD
Voyager Therapeutics, Inc.
2217.00000000
USD
17181.75000000
USD
VeriSign, Inc.
384.00000000
USD
77771.52000000
USD
CNX Resources Corp.
2352.00000000
USD
53108.16000000
USD
Globe Life, Inc.
262.00000000
USD
28487.26000000
USD
Williams-Sonoma, Inc.
123.00000000
USD
19114.20000000
USD
Public Service Enterprise Group, Inc.
1488.00000000
USD
84682.08000000
USD
John B Sanfilippo & Son, Inc.
229.00000000
USD
22625.20000000
USD
Envista Holdings Corp.
823.00000000
USD
22945.24000000
USD
F5, Inc.
464.00000000
USD
74768.96000000
USD
Exelixis, Inc.
3949.00000000
USD
86285.65000000
USD
Cavco Industries, Inc.
64.00000000
USD
17002.24000000
USD
Akamai Technologies, Inc.
168.00000000
USD
17898.72000000
USD
M&T Bank Corp.
232.00000000
USD
29336.40000000
USD
Atmos Energy Corp.
782.00000000
USD
82837.26000000
USD
Mueller Industries, Inc.
916.00000000
USD
68846.56000000
USD
A10 Networks, Inc.
3316.00000000
USD
49839.48000000
USD
Sanmina Corp.
447.00000000
USD
24263.16000000
USD
Heidrick & Struggles International, Inc.
1047.00000000
USD
26195.94000000
USD
DR Horton, Inc.
153.00000000
USD
16442.91000000
USD
Amgen, Inc.
351.00000000
USD
94334.76000000
USD
Home Depot, Inc.
267.00000000
USD
80676.72000000
USD
Encore Wire Corp.
199.00000000
USD
36309.54000000
USD
Ethan Allen Interiors, Inc.
1164.00000000
USD
34803.60000000
USD
Perdoceo Education Corp.
3648.00000000
USD
62380.80000000
USD
Neurocrine Biosciences, Inc.
165.00000000
USD
18562.50000000
USD
PBF Energy, Inc.
476.00000000
USD
25480.28000000
USD
Clearway Energy, Inc.
1148.00000000
USD
24291.68000000
USD
Altria Group, Inc.
1337.00000000
USD
56220.85000000
USD
Murphy USA, Inc.
113.00000000
USD
38615.49000000
USD
Kulicke & Soffa Industries, Inc.
1263.00000000
USD
61419.69000000
USD
Lindsay Corp.
142.00000000
USD
16710.56000000
USD
Ardmore Shipping Corp.
2269.00000000
USD
29519.69000000
USD
Tri Pointe Homes, Inc.
2168.00000000
USD
59294.80000000
USD
Dropbox, Inc.
2258.00000000
USD
61485.34000000
USD
UFP Industries, Inc.
849.00000000
USD
86937.60000000
USD
KB Home
1268.00000000
USD
58683.04000000
USD
Argan, Inc.
992.00000000
USD
45155.84000000
USD
Organon & Co.
1259.00000000
USD
21856.24000000
USD
Cisco Systems, Inc.
825.00000000
USD
44352.00000000
USD
FB Financial Corp.
764.00000000
USD
21667.04000000
USD
Builders FirstSource, Inc.
174.00000000
USD
21661.26000000
USD
Allison Transmission Holdings, Inc.
1268.00000000
USD
74888.08000000
USD
United Therapeutics Corp.
392.00000000
USD
88541.04000000
USD
Hackett Group, Inc.
1035.00000000
USD
24415.65000000
USD
Synaptics, Inc.
316.00000000
USD
28263.04000000
USD
Verizon Communications, Inc.
2565.00000000
USD
83131.65000000
USD
Keysight Technologies, Inc.
220.00000000
USD
29108.20000000
USD
Par Pacific Holdings, Inc.
1052.00000000
USD
37808.88000000
USD
CF Industries Holdings, Inc.
302.00000000
USD
25893.48000000
USD
Enova International, Inc.
485.00000000
USD
24671.95000000
USD
Sturm Ruger & Company, Inc.
1278.00000000
USD
66609.36000000
USD
Masco Corp.
1160.00000000
USD
62002.00000000
USD
Hologic, Inc.
1185.00000000
USD
82239.00000000
USD
Intuit, Inc.
53.00000000
USD
27079.82000000
USD
Landstar System, Inc.
136.00000000
USD
24063.84000000
USD
Fortune Brands Innovations, Inc.
295.00000000
USD
18337.20000000
USD
Monarch Casino & Resort, Inc.
641.00000000
USD
39806.10000000
USD
OGE Energy Corp.
2637.00000000
USD
87891.21000000
USD
Alarm.com Holdings, Inc.
302.00000000
USD
18464.28000000
USD
Coterra Energy, Inc.
1340.00000000
USD
36247.00000000
USD
Scorpio Tankers, Inc.
517.00000000
USD
27980.04000000
USD
Equity Commonwealth
4605.00000000
USD
84593.85000000
USD
Fulton Financial Corp.
3536.00000000
USD
42820.96000000
USD
NMI Holdings, Inc.
1075.00000000
USD
29121.75000000
USD
Southwestern Energy Co.
6216.00000000
USD
40093.20000000
USD
International Seaways, Inc.
604.00000000
USD
27180.00000000
USD
Marathon Petroleum Corp.
238.00000000
USD
36018.92000000
USD
Insteel Industries, Inc.
957.00000000
USD
31064.22000000
USD
QUALCOMM, Inc.
325.00000000
USD
36094.50000000
USD
Brunswick Corp.
506.00000000
USD
39974.00000000
USD
Yelp, Inc.
1702.00000000
USD
70786.18000000
USD
Ooma, Inc.
1516.00000000
USD
19723.16000000
USD
NewMarket Corp.
189.00000000
USD
86002.56000000
USD
Magnolia Oil & Gas Corp.
1952.00000000
USD
44720.32000000
USD
Occidental Petroleum Corp.
1012.00000000
USD
65658.56000000
USD
NextGen Healthcare, Inc.
1609.00000000
USD
38181.57000000
USD
Innoviva, Inc.
6118.00000000
USD
79472.82000000
USD
Diodes, Inc.
222.00000000
USD
17502.48000000
USD
Booking Holdings, Inc.
16.00000000
USD
49343.20000000
USD
International Bancshares Corp.
556.00000000
USD
24097.04000000
USD
Humana, Inc.
188.00000000
USD
91465.76000000
USD
Chesapeake Utilities Corp.
373.00000000
USD
36460.75000000
USD
PayPal Holdings, Inc.
463.00000000
USD
27066.98000000
USD
S&T Bancorp, Inc.
1039.00000000
USD
28136.12000000
USD
Chesapeake Energy Corp.
989.00000000
USD
85281.47000000
USD
MasterCraft Boat Holdings, Inc.
1041.00000000
USD
23131.02000000
USD
Mr Cooper Group, Inc.
1108.00000000
USD
59344.48000000
USD
Western Union Co.
4306.00000000
USD
56753.08000000
USD
GoDaddy, Inc.
265.00000000
USD
19737.20000000
USD
Taylor Morrison Home Corp.
851.00000000
USD
36261.11000000
USD
SouthState Corp.
457.00000000
USD
30783.52000000
USD
AT&T, Inc.
4003.00000000
USD
60125.06000000
USD
Pfizer, Inc.
2531.00000000
USD
83953.27000000
USD
BorgWarner, Inc.
964.00000000
USD
38916.68000000
USD
Ulta Beauty, Inc.
115.00000000
USD
45936.75000000
USD
M/I Homes, Inc.
570.00000000
USD
47902.80000000
USD
MSC Industrial Direct Company, Inc.
896.00000000
USD
87942.40000000
USD
Expeditors International of Washington, Inc.
282.00000000
USD
32325.66000000
USD
Teekay Tankers Ltd.
448.00000000
USD
18650.24000000
USD
Juniper Networks, Inc.
2079.00000000
USD
57775.41000000
USD
Donaldson Company, Inc.
1375.00000000
USD
82005.00000000
USD
MGIC Investment Corp.
5063.00000000
USD
84501.47000000
USD
Watts Water Technologies, Inc.
477.00000000
USD
82435.14000000
USD
Citizens Financial Group, Inc.
1004.00000000
USD
26907.20000000
USD
Equities Corp.
449.00000000
USD
18220.42000000
USD
eBay, Inc.
628.00000000
USD
27688.52000000
USD
Incyte Corp.
1317.00000000
USD
76083.09000000
USD
Lennar Corp.
606.00000000
USD
68011.38000000
USD
Dynavax Technologies Corp.
3197.00000000
USD
47219.69000000
USD
Chord Energy Corp.
533.00000000
USD
86383.31000000
USD
Douglas Elliman, Inc.
0.52500000
USD
1.19000000
USD
Snap-on, Inc.
308.00000000
USD
78558.48000000
USD
CH Robinson Worldwide, Inc.
464.00000000
USD
39964.32000000
USD
Ziff Davis, Inc.
600.00000000
USD
38214.00000000
USD
IDT Corp.
1914.00000000
USD
42203.70000000
USD
Essent Group Ltd.
1763.00000000
USD
83372.27000000
USD
H&R Block, Inc.
2140.00000000
USD
92148.40000000
USD
NetApp, Inc.
527.00000000
USD
39988.76000000
USD
East West Bancorp, Inc.
345.00000000
USD
18184.95000000
USD
Y
MS Equity Custom Basket - Tenor At Maturity
2024-02-01
0.00000000
USD
0.00000000
USD
8231037.32000000
USD
24145.28000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
9957.00000000
NS
USD
322706.37000000
0.916490968137
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corp
549300C5K3W8THR3GE10
Independent Bank Corp.
453836108
1505.00000000
NS
USD
73880.45000000
0.209821594618
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
4504.00000000
NS
USD
240738.80000000
0.683701830491
Long
EC
CORP
US
N
1
N
N
N
NMI Holdings Inc
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209305
4173.00000000
NS
USD
113046.57000000
0.321053967369
Long
EC
CORP
US
N
1
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304101
4221.00000000
NS
USD
256763.43000000
0.729212021885
Long
EC
CORP
US
N
1
N
N
N
Steven Madden Ltd
549300Z9GZ7GYJWSGF43
Steven Madden Ltd.
556269108
4659.00000000
NS
USD
148016.43000000
0.420368898299
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
2984.00000000
NS
USD
350858.72000000
0.996444067628
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724106
3743.00000000
NS
USD
151104.91000000
0.429140228177
Long
EC
CORP
US
N
1
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co.
650111107
1687.00000000
NS
USD
69504.40000000
0.197393546479
Long
EC
CORP
US
N
1
N
N
N
Chord Energy Corp
529900FA4V2YNIKZ0M71
Chord Energy Corp.
674215207
2069.00000000
NS
USD
335322.83000000
0.952321905221
Long
EC
CORP
US
N
1
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications, Inc.
98980L101
1558.00000000
NS
USD
108966.52000000
0.309466563704
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
15540.00000000
NS
USD
233410.80000000
0.662890199737
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
304.00000000
NS
USD
132367.68000000
0.375926211786
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
595.00000000
NS
USD
63944.65000000
0.181603772450
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
447.00000000
NS
USD
178554.15000000
0.507096484641
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Financial Square
549300DAH6N80PM31E83
Goldman Sachs Financial Square Treasury Instruments Fund - Institutional Shares
N/A
1101951.88000000
NS
USD
1101951.88000000
3.129559993942
Long
STIV
RF
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc.
444859102
729.00000000
NS
USD
354673.08000000
1.007276907677
Long
EC
CORP
US
N
1
N
N
N
SouthState Corp
549300JZUANXM0YQ4W53
SouthState Corp.
840441109
1772.00000000
NS
USD
119361.92000000
0.338989656818
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
206.00000000
NS
USD
105253.64000000
0.298921928388
Long
EC
CORP
US
N
1
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253101
867.00000000
NS
USD
208262.07000000
0.591467426442
Long
EC
CORP
US
N
1
N
N
N
Perdoceo Education Corp
529900X5PCA184O9LY90
Perdoceo Education Corp.
71363P106
14163.00000000
NS
USD
242187.30000000
0.687815592384
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
9825.00000000
NS
USD
325895.25000000
0.925547435533
Long
EC
CORP
US
N
1
N
N
N
Cavco Industries Inc
N/A
Cavco Industries, Inc.
149568107
248.00000000
NS
USD
65883.68000000
0.187110646956
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
1522.00000000
NS
USD
343774.14000000
0.976323753352
Long
EC
CORP
US
N
1
N
N
N
Apogee Enterprises Inc
549300579S7QW8V4IJ60
Apogee Enterprises, Inc.
037598109
6889.00000000
NS
USD
324334.12000000
0.921113802739
Long
EC
CORP
US
N
1
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210C104
8768.00000000
NS
USD
238752.64000000
0.678061106073
Long
EC
CORP
US
N
1
N
N
N
Hackett Group Inc/The
5K016KLIRB6156644289
Hackett Group, Inc.
404609109
4018.00000000
NS
USD
94784.62000000
0.269189753361
Long
EC
CORP
US
N
1
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co.
68622V106
4890.00000000
NS
USD
84890.40000000
0.241090019021
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp.
651587107
733.00000000
NS
USD
333544.32000000
0.947270909940
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
1489.00000000
NS
USD
301567.17000000
0.856455320642
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
5681.00000000
NS
USD
329725.24000000
0.936424665019
Long
EC
CORP
US
N
1
N
N
N
Par Pacific Holdings Inc
549300BTNS7MHSHRLR55
Par Pacific Holdings, Inc.
69888T207
4083.00000000
NS
USD
146743.02000000
0.416752394652
Long
EC
CORP
US
N
1
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
N/A
11580.00000000
NS
USD
314281.20000000
0.892563358000
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
1208.00000000
NS
USD
111836.64000000
0.317617747882
Long
EC
CORP
US
N
1
N
N
N
Tri Pointe Homes Inc
N/A
Tri Pointe Homes, Inc.
87265H109
8417.00000000
NS
USD
230204.95000000
0.653785537284
Long
EC
CORP
US
N
1
N
N
N
Everi Holdings Inc
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034T103
5131.00000000
NS
USD
67831.82000000
0.192643394000
Long
EC
CORP
US
N
1
N
N
N
NextGen Healthcare Inc
N/A
NextGen Healthcare, Inc.
65343C102
6246.00000000
NS
USD
148217.58000000
0.420940167339
Long
EC
CORP
US
N
1
N
N
N
Preferred Bank/Los Angeles CA
5493007K6HGI9G0ECX16
Preferred Bank/Los Angeles CA
740367404
4131.00000000
NS
USD
257154.75000000
0.730323376599
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
4631.00000000
NS
USD
347047.14000000
0.985619122820
Long
EC
CORP
US
N
1
N
N
N
ITT Inc
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
3374.00000000
NS
USD
330348.34000000
0.938194278437
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
1172.00000000
NS
USD
100487.28000000
0.285385393950
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corp
N/A
Magnolia Oil & Gas Corp.
559663109
7577.00000000
NS
USD
173589.07000000
0.492995582400
Long
EC
CORP
US
N
1
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas, Inc.
68235P108
1628.00000000
NS
USD
111159.84000000
0.315695625653
Long
EC
CORP
US
N
1
N
N
N
Simpson Manufacturing Co Inc
529900EJUNNL15LZ8056
Simpson Manufacturing Company, Inc.
829073105
1697.00000000
NS
USD
254227.57000000
0.722010141158
Long
EC
CORP
US
N
1
N
N
N
GoDaddy Inc
549300J8H1TB0I2CB447
GoDaddy, Inc.
380237107
1029.00000000
NS
USD
76639.92000000
0.217658531124
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
309.00000000
NS
USD
63935.19000000
0.181576905907
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
3202.00000000
NS
USD
172139.52000000
0.488878838491
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
989.00000000
NS
USD
164134.44000000
0.466144290304
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167735
3841.00000000
NS
USD
331209.43000000
0.940639787051
Long
EC
CORP
US
N
1
N
N
N
Hub Group Inc
N/A
Hub Group, Inc.
443320106
3827.00000000
NS
USD
300572.58000000
0.853630670010
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp Inc
N/A
East West Bancorp, Inc.
27579R104
1341.00000000
NS
USD
70684.11000000
0.200743940709
Long
EC
CORP
US
N
1
N
N
N
Scorpio Tankers Inc
549300NVJUH16NXG8K87
Scorpio Tankers, Inc.
N/A
2006.00000000
NS
USD
108564.72000000
0.308325445631
Long
EC
CORP
US
N
1
N
N
N
UFP Industries Inc
5493007KB485C9OV5572
UFP Industries, Inc.
90278Q108
3297.00000000
NS
USD
337612.80000000
0.958825454631
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
1363.00000000
NS
USD
366319.88000000
1.040353995705
Long
EC
CORP
US
N
1
N
N
N
Ooma Inc
N/A
Ooma, Inc.
683416101
5885.00000000
NS
USD
76563.85000000
0.217442491175
Long
EC
CORP
US
N
1
N
N
N
Monarch Casino & Resort Inc
549300AK5FF7KY11V997
Monarch Casino & Resort, Inc.
609027107
2487.00000000
NS
USD
154442.70000000
0.438619602224
Long
EC
CORP
US
N
1
N
N
N
Watts Water Technologies Inc
549300REJOO94ERQN318
Watts Water Technologies, Inc.
942749102
1852.00000000
NS
USD
320062.64000000
0.908982734980
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
907.00000000
NS
USD
88024.35000000
0.249990484387
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560105
3035.00000000
NS
USD
321497.55000000
0.913057901067
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co
549300Z8B8LSRHC7XA55
Boise Cascade Co.
09739D100
3042.00000000
NS
USD
313447.68000000
0.890196148603
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
4600.00000000
NS
USD
319240.00000000
0.906646424947
Long
EC
CORP
US
N
1
N
N
N
IDT Corp
549300JNTN7ZMJDFCL56
IDT Corp.
448947507
7432.00000000
NS
USD
163875.60000000
0.465409180792
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837103
10237.00000000
NS
USD
341199.21000000
0.969010913235
Long
EC
CORP
US
N
1
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp.
680665205
6418.00000000
NS
USD
320771.64000000
0.910996305696
Long
EC
CORP
US
N
1
N
N
N
Teekay Corp
YHKQM2RIPKZYOZ6RVZ46
Teekay Corp.
N/A
22349.00000000
NS
USD
137893.33000000
0.391619141299
Long
EC
CORP
US
N
1
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Company, Inc.
257651109
5339.00000000
NS
USD
318417.96000000
0.904311818923
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
4923.00000000
NS
USD
227836.44000000
0.647058933087
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
5189.00000000
NS
USD
218197.45000000
0.619684055804
Long
EC
CORP
US
N
1
N
N
N
John B Sanfilippo & Son Inc
5299007IBEYVXKYDUX28
John B Sanfilippo & Son, Inc.
800422107
888.00000000
NS
USD
87734.40000000
0.249167022005
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
3896.00000000
NS
USD
104412.80000000
0.296533930080
Long
EC
CORP
US
N
1
N
N
N
2024-07-15
Guggenheim Funds Trust
James Howley
James Howley
CFO