0001752724-23-126007.txt : 20230530
0001752724-23-126007.hdr.sgml : 20230530
20230530135556
ACCESSION NUMBER: 0001752724-23-126007
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230530
DATE AS OF CHANGE: 20230530
PERIOD START: 20230331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RYDEX SERIES FUNDS
CENTRAL INDEX KEY: 0000899148
IRS NUMBER: 000000000
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07584
FILM NUMBER: 23974845
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: RYDEX DYNAMIC FUNDS
DATE OF NAME CHANGE: 20170712
FORMER COMPANY:
FORMER CONFORMED NAME: RYDEX SERIES FUNDS
DATE OF NAME CHANGE: 20000229
FORMER COMPANY:
FORMER CONFORMED NAME: RYDEX SERIES TRUST
DATE OF NAME CHANGE: 19930714
0000899148
S000003685
Mid-Cap 1.5x Strategy Fund
C000010311
Class H
RYMDX
C000010312
Class A
RYAHX
C000010313
Class C
RYDCX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000899148
XXXXXXXX
S000003685
C000010313
C000010312
C000010311
Rydex Series Funds
811-07584
0000899148
5493004D62WV1EDNTU07
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Mid-Cap 1.5x Strategy Fund
S000003685
549300U40J1CHXDB9K79
2023-03-31
2023-03-31
N
10781290.51
26797.36
10754493.15
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
98606.41000000
N
S&P MidCap 400 Index
SNP400
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
117.00000000
NS
USD
29399.76000000
0.273371878989
Long
EC
CORP
US
N
1
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
398.00000000
NS
USD
13611.60000000
0.126566634151
Long
EC
CORP
US
N
1
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
180.00000000
NS
USD
14880.60000000
0.138366353415
Long
EC
CORP
US
N
1
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779309
536.00000000
NS
USD
28150.72000000
0.261757756570
Long
EC
CORP
US
N
1
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
371.00000000
NS
USD
22271.13000000
0.207086746807
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation, Inc.
05329W102
124.00000000
NS
USD
16660.64000000
0.154917947016
Long
EC
CORP
US
N
1
N
N
N
RLI Corp
529900AMTJE5ECN9PS55
RLI Corp.
749607107
146.00000000
NS
USD
19404.86000000
0.180434909663
Long
EC
CORP
US
N
1
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
N/A
158.00000000
NS
USD
31653.72000000
0.294330188866
Long
EC
CORP
US
N
1
N
N
N
CommVault Systems Inc
65T5VRP62VXG39YFML83
CommVault Systems, Inc.
204166102
161.00000000
NS
USD
9135.14000000
0.084942543294
Long
EC
CORP
US
N
1
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp.
759916109
186.00000000
NS
USD
31314.96000000
0.291180249624
Long
EC
CORP
US
N
1
N
N
N
nVent Electric PLC
N/A
nVent Electric plc
N/A
602.00000000
NS
USD
25849.88000000
0.240363535867
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899101
1861.00000000
NS
USD
34112.13000000
0.317189564623
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co.
784117103
368.00000000
NS
USD
21178.40000000
0.196926063410
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
229.00000000
NS
USD
20417.64000000
0.189852182852
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Innovations Inc
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
463.00000000
NS
USD
27191.99000000
0.252843064017
Long
EC
CORP
US
N
1
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden, Inc.
077454106
155.00000000
NS
USD
13449.35000000
0.125057962401
Long
EC
CORP
US
N
1
N
N
N
Grocery Outlet Holding Corp
N/A
Grocery Outlet Holding Corp.
39874R101
320.00000000
NS
USD
9043.20000000
0.084087644799
Long
EC
CORP
US
N
1
N
N
N
Inari Medical Inc
N/A
Inari Medical, Inc.
45332Y109
174.00000000
NS
USD
10742.76000000
0.099890900018
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp.
87724P106
391.00000000
NS
USD
14959.66000000
0.139101488013
Long
EC
CORP
US
N
1
N
N
N
Universal Display Corp
N/A
Universal Display Corp.
91347P105
157.00000000
NS
USD
24355.41000000
0.226467297531
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
941.00000000
NS
USD
33687.80000000
0.313243957945
Long
EC
CORP
US
N
1
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779103
244.00000000
NS
USD
11804.72000000
0.109765470444
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E103
413.00000000
NS
USD
9164.47000000
0.085215266513
Long
EC
CORP
US
N
1
N
N
N
Tempur Sealy International Inc
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023U101
615.00000000
NS
USD
24286.35000000
0.225825147324
Long
EC
CORP
US
N
1
N
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp.
410120109
309.00000000
NS
USD
11247.60000000
0.104585124032
Long
EC
CORP
US
N
1
N
N
N
Worthington Industries Inc
1WRCIANKYOIK6KYE5E82
Worthington Industries, Inc.
981811102
109.00000000
NS
USD
7046.85000000
0.065524705829
Long
EC
CORP
US
N
1
N
N
N
ICU Medical Inc
5493003NRW7LS2QZRH60
ICU Medical, Inc.
44930G107
73.00000000
NS
USD
12042.08000000
0.111972547957
Long
EC
CORP
US
N
1
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward, Inc.
980745103
216.00000000
NS
USD
21031.92000000
0.195564028045
Long
EC
CORP
US
N
1
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett, Inc.
25960P109
635.00000000
NS
USD
7829.55000000
0.072802594141
Long
EC
CORP
US
N
1
N
N
N
Chord Energy Corp.
529900FA4V2YNIKZ0M71
Chord Energy Corp.
674215207
150.00000000
NS
USD
20190.00000000
0.187735486167
Long
EC
CORP
US
N
1
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd.
N/A
608.00000000
NS
USD
28101.76000000
0.261302504990
Long
EC
CORP
US
N
1
N
N
N
International Bancshares Corp
549300Y16R531AU8TX77
International Bancshares Corp.
459044103
191.00000000
NS
USD
8178.62000000
0.076048400291
Long
EC
CORP
US
N
1
N
N
N
Fox Factory Holding Corp
529900GE1HSV0617R721
Fox Factory Holding Corp.
35138V102
153.00000000
NS
USD
18569.61000000
0.172668388374
Long
EC
CORP
US
N
1
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113109
235.00000000
NS
USD
14828.50000000
0.137881904736
Long
EC
CORP
US
N
1
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp.
680665205
444.00000000
NS
USD
24642.00000000
0.229132137203
Long
EC
CORP
US
N
1
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
783549108
181.00000000
NS
USD
16152.44000000
0.150192480247
Long
EC
CORP
US
N
1
N
N
N
Ritchie Bros Auctioneers Inc
5493002H8U24DJXQ4886
Ritchie Bros Auctioneers, Inc.
767744105
1.00000000
NS
USD
56.29000000
0.000523409138
Long
EC
CORP
US
N
1
N
N
N
Valaris Ltd
N/A
Valaris Ltd.
N/A
217.00000000
NS
USD
14118.02000000
0.131275549698
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
194.00000000
NS
USD
47202.14000000
0.438906225906
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281A109
873.00000000
NS
USD
23108.31000000
0.214871214084
Long
EC
CORP
US
N
1
N
N
N
Helen of Troy Ltd
N/A
Helen of Troy Ltd.
N/A
87.00000000
NS
USD
8279.79000000
0.076989123378
Long
EC
CORP
US
N
1
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
192.00000000
NS
USD
28206.72000000
0.262278469162
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group Inc
0T6SBMK3JTBI1JR36794
MDU Resources Group, Inc.
552690109
734.00000000
NS
USD
22372.32000000
0.208027655864
Long
EC
CORP
US
N
1
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec, Inc.
576323109
214.00000000
NS
USD
20210.16000000
0.187922942700
Long
EC
CORP
US
N
1
N
N
N
Neogen Corp
549300HJT9FC36N4UW43
Neogen Corp.
640491106
780.00000000
NS
USD
14445.60000000
0.134321532391
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
675.00000000
NS
USD
26703.00000000
0.248296220263
Long
EC
CORP
US
N
1
N
N
N
Lattice Semiconductor Corp
549300LRBBPZDQ2II567
Lattice Semiconductor Corp.
518415104
495.00000000
NS
USD
47272.50000000
0.439560464083
Long
EC
CORP
US
N
1
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311A105
319.00000000
NS
USD
21644.15000000
0.201256811437
Long
EC
CORP
US
N
1
N
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp.
403949100
486.00000000
NS
USD
23512.68000000
0.218631223917
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008R107
531.00000000
NS
USD
47142.18000000
0.438348691495
Long
EC
CORP
US
N
1
N
N
N
Visteon Corp
549300MOVLYHRW4GGW78
Visteon Corp.
92839U206
102.00000000
NS
USD
15996.66000000
0.148743969398
Long
EC
CORP
US
N
1
N
N
N
Rayonier Inc
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc.
754907103
532.00000000
NS
USD
17694.32000000
0.164529557583
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
310977.78000000
PA
USD
310977.78000000
2.891607960157
Long
RA
CORP
US
N
2
Repurchase
Y
4.80000000
2023-04-03
296295.04000000
USD
317197.72000000
USD
UST
N
N
N
SouthState Corp
549300JZUANXM0YQ4W53
SouthState Corp.
840441109
273.00000000
NS
USD
19453.98000000
0.180891648994
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc.
700517105
812.00000000
NS
USD
10036.32000000
0.093322110675
Long
EC
CORP
US
N
1
N
N
N
Ollie's Bargain Outlet Holding
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings, Inc.
681116109
209.00000000
NS
USD
12109.46000000
0.112599076786
Long
EC
CORP
US
N
1
N
N
N
Lantheus Holdings Inc
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544103
249.00000000
NS
USD
20557.44000000
0.191152104643
Long
EC
CORP
US
N
1
N
N
N
Option Care Health Inc
549300DI3Q5ACSYJRI17
Option Care Health, Inc.
68404L201
604.00000000
NS
USD
19189.08000000
0.178428492466
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Electric Industries I
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries, Inc.
419870100
395.00000000
NS
USD
15168.00000000
0.141038724823
Long
EC
CORP
US
N
1
N
N
N
TripAdvisor Inc
549300XVG45PT5BART17
TripAdvisor, Inc.
896945201
378.00000000
NS
USD
7507.08000000
0.069804126473
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International, Inc.
749685103
466.00000000
NS
USD
40653.84000000
0.378017256908
Long
EC
CORP
US
N
1
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304101
286.00000000
NS
USD
18338.32000000
0.170517752387
Long
EC
CORP
US
N
1
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
157.00000000
NS
USD
25955.24000000
0.241343219415
Long
EC
CORP
US
N
1
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup, Inc.
038336103
236.00000000
NS
USD
27892.84000000
0.259359875086
Long
EC
CORP
US
N
1
N
N
N
Sotera Health Co
N/A
Sotera Health Co.
83601L102
357.00000000
NS
USD
6393.87000000
0.059453011042
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Consolidated Inc
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated, Inc.
191098102
17.00000000
NS
USD
9096.36000000
0.084581949824
Long
EC
CORP
US
N
1
N
N
N
NorthWestern Corp
3BPWMBHR1R9SHUN7J795
NorthWestern Corp.
668074305
209.00000000
NS
USD
12092.74000000
0.112443606884
Long
EC
CORP
US
N
1
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries, Inc.
885160101
193.00000000
NS
USD
15370.52000000
0.142921844717
Long
EC
CORP
US
N
1
N
N
N
FirstCash Holdings Inc
N/A
FirstCash Holdings, Inc.
33768G107
135.00000000
NS
USD
12874.95000000
0.119716938961
Long
EC
CORP
US
N
1
N
N
N
Esab Corp
549300ZNV0SWBXEIWT04
Esab Corp.
29605J106
187.00000000
NS
USD
11046.09000000
0.102711395562
Long
EC
CORP
US
N
1
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System, Inc.
197236102
751.00000000
NS
USD
16086.42000000
0.149578597295
Long
EC
CORP
US
N
1
N
N
N
Hexcel Corp
S6Q7LW43WUBUHXY2QP69
Hexcel Corp.
428291108
304.00000000
NS
USD
20748.00000000
0.192924015205
Long
EC
CORP
US
N
1
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157D109
142.00000000
NS
USD
15783.30000000
0.146760054424
Long
EC
CORP
US
N
1
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp.
63938C108
366.00000000
NS
USD
5852.34000000
0.054417627296
Long
EC
CORP
US
N
1
N
N
N
SLM Corp
4K8SLPBF5DXXGPW03H93
SLM Corp.
78442P106
869.00000000
NS
USD
10766.91000000
0.100115457323
Long
EC
CORP
US
N
1
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
72.00000000
NS
USD
18579.60000000
0.172761279781
Long
EC
CORP
US
N
1
N
N
N
Brink's Co/The
XFP140TFNOQMIVFTVQ13
Brink's Co.
109696104
168.00000000
NS
USD
11222.40000000
0.104350803366
Long
EC
CORP
US
N
1
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
550.00000000
NS
USD
19387.50000000
0.180273488760
Long
EC
CORP
US
N
1
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
Envista Holdings Corp.
29415F104
589.00000000
NS
USD
24078.32000000
0.223890793031
Long
EC
CORP
US
N
1
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp.
70438V106
149.00000000
NS
USD
29618.22000000
0.275403216003
Long
EC
CORP
US
N
1
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below, Inc.
33829M101
200.00000000
NS
USD
41194.00000000
0.383039901792
Long
EC
CORP
US
N
1
N
N
N
R1 RCM Inc
N/A
R1 RCM, Inc.
77634L105
496.00000000
NS
USD
7440.00000000
0.069180387176
Long
EC
CORP
US
N
1
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy, Inc.
69327R101
333.00000000
NS
USD
21371.94000000
0.198725683320
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Co
GJOUP9M7C39GLSK9R870
Portland General Electric Co.
736508847
322.00000000
NS
USD
15742.58000000
0.146381421982
Long
EC
CORP
US
N
1
N
N
N
WWE
549300WZVLSCS3L4L698
World Wrestling Entertainment, Inc.
98156Q108
157.00000000
NS
USD
14327.82000000
0.133226362229
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
111.00000000
NS
USD
12642.90000000
0.117559236159
Long
EC
CORP
US
N
1
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417106
655.00000000
NS
USD
28918.25000000
0.268894587561
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421M106
405.00000000
NS
USD
6237.00000000
0.057994364894
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670G102
862.00000000
NS
USD
37626.30000000
0.349865860484
Long
EC
CORP
US
N
1
N
N
N
PotlatchDeltic Corp
54930084YA8UJOTXDM59
PotlatchDeltic Corp.
737630103
292.00000000
NS
USD
14454.00000000
0.134399639280
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates, Inc.
562750109
226.00000000
NS
USD
34996.10000000
0.325409105867
Long
EC
CORP
US
N
1
N
N
N
Old Republic International Cor
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223104
996.00000000
NS
USD
24870.12000000
0.231253297139
Long
EC
CORP
US
N
1
N
N
N
American Financial Group Inc/O
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932104
252.00000000
NS
USD
30618.00000000
0.284699609483
Long
EC
CORP
US
N
1
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco, Inc.
942622200
120.00000000
NS
USD
38179.20000000
0.355006967483
Long
EC
CORP
US
N
1
N
N
N
Maximus Inc
549300DQCDS8HJ7QF202
Maximus, Inc.
577933104
219.00000000
NS
USD
17235.30000000
0.160261388050
Long
EC
CORP
US
N
1
N
N
N
Sunrun Inc
54930007SJ77CI66U531
Sunrun, Inc.
86771W105
769.00000000
NS
USD
15495.35000000
0.144082568874
Long
EC
CORP
US
N
1
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold, Inc.
780287108
237.00000000
NS
USD
30741.27000000
0.285845828076
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
N/A
227.00000000
NS
USD
33216.91000000
0.308865415940
Long
EC
CORP
US
N
1
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc.
229899109
232.00000000
NS
USD
24438.88000000
0.227243438246
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
582.00000000
NS
USD
8945.34000000
0.083177699545
Long
EC
CORP
US
N
1
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
STAAR Surgical Co.
852312305
174.00000000
NS
USD
11127.30000000
0.103466521804
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands, Inc.
00508Y102
116.00000000
NS
USD
21196.68000000
0.197096038877
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corp
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp.
320517105
1938.00000000
NS
USD
34457.64000000
0.320402268330
Long
EC
CORP
US
N
1
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet, Inc.
053807103
330.00000000
NS
USD
14916.00000000
0.138695518161
Long
EC
CORP
US
N
1
N
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group, Inc.
65336K103
136.00000000
NS
USD
23481.76000000
0.218343716179
Long
EC
CORP
US
N
1
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co.
384637104
14.00000000
NS
USD
8341.76000000
0.077565347651
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
1060.00000000
NS
USD
14225.20000000
0.132272156405
Long
EC
CORP
US
N
1
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
Eagle Materials, Inc.
26969P108
130.00000000
NS
USD
19077.50000000
0.177390972628
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group Inc
5493004DT6DCDUZNDM53
Interactive Brokers Group, Inc.
45841N107
371.00000000
NS
USD
30629.76000000
0.284808959127
Long
EC
CORP
US
N
1
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp.
912008109
739.00000000
NS
USD
27298.66000000
0.253834928520
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup, Inc.
56418H100
183.00000000
NS
USD
15102.99000000
0.140434233295
Long
EC
CORP
US
N
1
N
N
N
Hertz Global Holdings Inc
549300NBK3K85MH1EX16
Hertz Global Holdings, Inc.
42806J700
582.00000000
NS
USD
9480.78000000
0.088156455797
Long
EC
CORP
US
N
1
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co.
650111107
594.00000000
NS
USD
23094.72000000
0.214744848296
Long
EC
CORP
US
N
1
N
N
N
Primerica Inc
254900621R686KJR7022
Primerica, Inc.
74164M108
133.00000000
NS
USD
22907.92000000
0.213007899865
Long
EC
CORP
US
N
1
N
N
N
Home BancShares Inc/AR
N/A
Home BancShares, Inc.
436893200
683.00000000
NS
USD
14827.93000000
0.137876604626
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap, Inc.
364760108
765.00000000
NS
USD
7680.60000000
0.071417591632
Long
EC
CORP
US
N
1
N
N
N
Hilton Grand Vacations Inc
549300O9K6MFD8D07574
Hilton Grand Vacations, Inc.
43283X105
287.00000000
NS
USD
12751.41000000
0.118568209790
Long
EC
CORP
US
N
1
N
N
N
Kinsale Capital Group Inc
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
78.00000000
NS
USD
23411.70000000
0.217692267533
Long
EC
CORP
US
N
1
N
N
N
Exelixis Inc
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
1170.00000000
NS
USD
22709.70000000
0.211164763259
Long
EC
CORP
US
N
1
N
N
N
Aspen Technology Inc
254900545H80W6GA2J08
Aspen Technology, Inc.
29109X106
105.00000000
NS
USD
24031.35000000
0.223454045344
Long
EC
CORP
US
N
1
N
N
N
SiTime Corp
N/A
SiTime Corp.
82982T106
58.00000000
NS
USD
8249.34000000
0.076705985906
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America I
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
241.00000000
NS
USD
31995.16000000
0.297505047925
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp.
045487105
543.00000000
NS
USD
9763.14000000
0.090781963071
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp.
49427F108
381.00000000
NS
USD
12344.40000000
0.114783652077
Long
EC
CORP
US
N
1
N
N
N
Haemonetics Corp
549300ZEL6TXZS6F5F95
Haemonetics Corp.
405024100
182.00000000
NS
USD
15060.50000000
0.140039142616
Long
EC
CORP
US
N
1
N
N
N
Skechers USA Inc
529900D2R54KZPA4XR56
Skechers USA, Inc.
830566105
485.00000000
NS
USD
23047.20000000
0.214302986468
Long
EC
CORP
US
N
1
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp.
16359R103
54.00000000
NS
USD
29038.50000000
0.270012724867
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266101
579.00000000
NS
USD
33813.60000000
0.314413701588
Long
EC
CORP
US
N
1
N
N
N
Envestnet Inc
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404K106
200.00000000
NS
USD
11734.00000000
0.109107884828
Long
EC
CORP
US
N
1
N
N
N
ITT Inc
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
299.00000000
NS
USD
25803.70000000
0.239934133948
Long
EC
CORP
US
N
1
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp.
008492100
320.00000000
NS
USD
21955.20000000
0.204149090931
Long
EC
CORP
US
N
1
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794107
1518.00000000
NS
USD
14026.32000000
0.130422882830
Long
EC
CORP
US
N
1
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674X106
997.00000000
NS
USD
23020.73000000
0.214056856784
Long
EC
CORP
US
N
1
N
N
N
Glacier Bancorp Inc
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
400.00000000
NS
USD
16804.00000000
0.156250971251
Long
EC
CORP
US
N
1
N
N
N
Pinnacle Financial Partners In
54930098EZ8JMSAZGS24
Pinnacle Financial Partners, Inc.
72346Q104
276.00000000
NS
USD
15224.16000000
0.141560925165
Long
EC
CORP
US
N
1
N
N
N
NCR Corp
549300YKTY8JX1DV2R67
NCR Corp.
62886E108
498.00000000
NS
USD
11747.82000000
0.109236389257
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp.
87161C501
525.00000000
NS
USD
16185.75000000
0.150502211254
Long
EC
CORP
US
N
1
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty, Inc.
222070203
1324.00000000
NS
USD
15967.44000000
0.148472269006
Long
EC
CORP
US
N
1
N
N
N
Wolfspeed Inc
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852102
449.00000000
NS
USD
29162.55000000
0.271166196242
Long
EC
CORP
US
N
1
N
N
N
Bank of Hawaii Corp
5493006Q8BQ8AD8M2U33
Bank of Hawaii Corp.
062540109
144.00000000
NS
USD
7499.52000000
0.069733830273
Long
EC
CORP
US
N
1
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co.
71377A103
564.00000000
NS
USD
34031.76000000
0.316442249070
Long
EC
CORP
US
N
1
N
N
N
Texas Capital Bancshares Inc
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc.
88224Q107
174.00000000
NS
USD
8519.04000000
0.079213774942
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
979.00000000
NS
USD
17122.71000000
0.159214476788
Long
EC
CORP
US
N
1
N
N
N
HealthEquity Inc
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
306.00000000
NS
USD
17965.26000000
0.167048876682
Long
EC
CORP
US
N
1
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical, Inc.
82489T104
131.00000000
NS
USD
28404.73000000
0.264119653095
Long
EC
CORP
US
N
1
N
N
N
Macerich Co/The
529900PSWCB5KI0JYU46
Macerich Co.
554382101
777.00000000
NS
USD
8236.20000000
0.076583804416
Long
EC
CORP
US
N
1
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
Harley-Davidson, Inc.
412822108
480.00000000
NS
USD
18225.60000000
0.169469632327
Long
EC
CORP
US
N
1
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
271.00000000
NS
USD
10325.10000000
0.096007313929
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
787119.84000000
PA
USD
787119.84000000
7.318985925431
Long
RA
CORP
US
N
2
Repurchase
Y
4.80000000
2023-04-03
1327873.49000000
USD
802862.28000000
USD
UST
N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust, Inc.
45378A106
808.00000000
NS
USD
12952.24000000
0.120435615322
Long
EC
CORP
US
N
1
N
N
N
Syneos Health Inc
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166B102
372.00000000
NS
USD
13250.64000000
0.123210269560
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp.
12653C108
614.00000000
NS
USD
9836.28000000
0.091462050910
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033G407
390.00000000
NS
USD
23173.80000000
0.215480168863
Long
EC
CORP
US
N
1
N
N
N
Penn Entertainment Inc
N/A
Penn Entertainment, Inc.
707569109
560.00000000
NS
USD
16609.60000000
0.154443354682
Long
EC
CORP
US
N
1
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
223.00000000
NS
USD
28196.12000000
0.262179905707
Long
EC
CORP
US
N
1
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024U109
247.00000000
NS
USD
13340.47000000
0.124045548348
Long
EC
CORP
US
N
1
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil, Inc.
466313103
481.00000000
NS
USD
42404.96000000
0.394299939648
Long
EC
CORP
US
N
1
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel, Inc.
577081102
1280.00000000
NS
USD
23564.80000000
0.219115858565
Long
EC
CORP
US
N
1
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors, Inc.
184496107
182.00000000
NS
USD
25945.92000000
0.241256557962
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp.
688239201
236.00000000
NS
USD
19630.48000000
0.182532823501
Long
EC
CORP
US
N
1
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637H109
488.00000000
NS
USD
18636.72000000
0.173292406625
Long
EC
CORP
US
N
1
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484108
119.00000000
NS
USD
30588.95000000
0.284429489826
Long
EC
CORP
US
N
1
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's, Inc.
146229109
138.00000000
NS
USD
9924.96000000
0.092286636492
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc.
302081104
119.00000000
NS
USD
19257.77000000
0.179067202251
Long
EC
CORP
US
N
1
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354P105
472.00000000
NS
USD
16048.00000000
0.149221351263
Long
EC
CORP
US
N
1
N
N
N
Kyndryl Holdings Inc
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155Q100
739.00000000
NS
USD
10907.64000000
0.101424026663
Long
EC
CORP
US
N
1
N
N
N
IDACORP Inc
N134NUJDWN8UEFA8B673
IDACORP, Inc.
451107106
183.00000000
NS
USD
19824.39000000
0.184335883834
Long
EC
CORP
US
N
1
N
N
N
GameStop Corp
549300505KLOET039L77
GameStop Corp.
36467W109
913.00000000
NS
USD
21017.26000000
0.195427712927
Long
EC
CORP
US
N
1
N
N
Concentrix Corp
N/A
Concentrix Corp.
20602D101
154.00000000
NS
USD
18718.70000000
0.174054692665
Long
EC
CORP
US
N
1
N
N
N
Power Integrations Inc
54930085LGXSCIHD5W31
Power Integrations, Inc.
739276103
206.00000000
NS
USD
17435.84000000
0.162126097035
Long
EC
CORP
US
N
1
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp.
521865204
214.00000000
NS
USD
29850.86000000
0.277566404884
Long
EC
CORP
US
N
1
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX, Inc.
96208T104
157.00000000
NS
USD
28870.73000000
0.268452725733
Long
EC
CORP
US
N
1
N
N
N
Arrowhead Pharmaceuticals Inc
549300O3CSB8T7OZ3D66
Arrowhead Pharmaceuticals, Inc.
04280A100
391.00000000
NS
USD
9931.40000000
0.092346518440
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Company plc
N/A
486.00000000
NS
USD
17432.82000000
0.162098015748
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
502.00000000
NS
USD
42328.64000000
0.393590282774
Long
EC
CORP
US
N
1
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International, Inc.
127190304
85.00000000
NS
USD
25183.80000000
0.234170031527
Long
EC
CORP
US
N
1
N
N
N
Spire Inc
549300NXSY15DRY2R511
Spire, Inc.
84857L101
190.00000000
NS
USD
13326.60000000
0.123916578997
Long
EC
CORP
US
N
1
N
N
N
Valvoline Inc
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047W101
621.00000000
NS
USD
21697.74000000
0.201755114791
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour, Inc.
904311107
681.00000000
NS
USD
6462.69000000
0.060092929623
Long
EC
CORP
US
N
1
N
N
N
QuidelOrtho Corp
549300YU8CMO9HF53113
QuidelOrtho Corp.
219798105
193.00000000
NS
USD
17194.37000000
0.159880802936
Long
EC
CORP
US
N
1
N
N
N
Casey's General Stores Inc
549300CAFWSI86V66Q65
Casey's General Stores, Inc.
147528103
135.00000000
NS
USD
29222.10000000
0.271719918292
Long
EC
CORP
US
N
1
N
N
N
Calix Inc
5299002RQRZ4SXSCSJ58
Calix, Inc.
13100M509
206.00000000
NS
USD
11039.54000000
0.102650490785
Long
EC
CORP
US
N
1
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group, Inc.
29084Q100
172.00000000
NS
USD
27965.48000000
0.260035313705
Long
EC
CORP
US
N
1
N
N
N
Victoria's Secret & Co
5493006T3O70U3UWVF17
Victoria's Secret & Co.
926400102
292.00000000
NS
USD
9971.80000000
0.092722175382
Long
EC
CORP
US
N
1
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
461.00000000
NS
USD
6938.05000000
0.064513035651
Long
EC
CORP
US
N
1
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q308
154.00000000
NS
USD
19311.60000000
0.179567737229
Long
EC
CORP
US
N
1
N
N
N
YETI Holdings Inc
549300DSQICIGNT5GO63
YETI Holdings, Inc.
98585X104
311.00000000
NS
USD
12440.00000000
0.115672582859
Long
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Ho
N/A
Knight-Swift Transportation Holdings, Inc.
499049104
580.00000000
NS
USD
32816.40000000
0.305141298081
Long
EC
CORP
US
N
1
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties, Inc.
222795502
547.00000000
NS
USD
11694.86000000
0.108743943920
Long
EC
CORP
US
N
1
N
N
N
Celsius Holdings Inc
N/A
Celsius Holdings, Inc.
15118V207
146.00000000
NS
USD
13569.24000000
0.126172752269
Long
EC
CORP
US
N
1
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
130.00000000
NS
USD
23303.80000000
0.216688965950
Long
EC
CORP
US
N
1
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods, Inc.
343498101
694.00000000
NS
USD
19022.54000000
0.176879930413
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp.
371901109
847.00000000
NS
USD
23741.41000000
0.220758055901
Long
EC
CORP
US
N
1
N
N
N
Lamar Advertising Co
529900Y8WW4MKVPTB543
Lamar Advertising Co.
512816109
315.00000000
NS
USD
31465.35000000
0.292578641886
Long
EC
CORP
US
N
1
N
N
N
Evercore Inc
529900P6KLPT95DW3W58
Evercore, Inc.
29977A105
129.00000000
NS
USD
14884.02000000
0.138398154077
Long
EC
CORP
US
N
1
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp.
88076W103
368.00000000
NS
USD
14823.04000000
0.137831135259
Long
EC
CORP
US
N
1
N
N
N
Simpson Manufacturing Co Inc
529900EJUNNL15LZ8056
Simpson Manufacturing Company, Inc.
829073105
154.00000000
NS
USD
16884.56000000
0.157000053507
Long
EC
CORP
US
N
1
N
N
N
First Industrial Realty Trust
N/A
First Industrial Realty Trust, Inc.
32054K103
477.00000000
NS
USD
25376.40000000
0.235960910905
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
2460.00000000
NS
USD
22238.40000000
0.206782408894
Long
EC
CORP
US
N
1
N
N
N
Iridium Communications Inc
549300U620NVQ4J1CT96
Iridium Communications, Inc.
46269C102
454.00000000
NS
USD
28116.22000000
0.261436960420
Long
EC
CORP
US
N
1
N
N
N
First American Funds
N/A
First American Government Obligations Fund
N/A
37062.00000000
NS
USD
37062.00000000
0.344618751279
Long
STIV
RF
US
N
1
N
N
Acadia Healthcare Co Inc
5493005CW985Y9D0NC11
Acadia Healthcare Company, Inc.
00404A109
329.00000000
NS
USD
23770.25000000
0.221026222886
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc.
172755100
200.00000000
NS
USD
21876.00000000
0.203412654551
Long
EC
CORP
US
N
1
N
N
N
GXO Logistics Inc
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262G101
428.00000000
NS
USD
21596.88000000
0.200817274219
Long
EC
CORP
US
N
1
N
N
N
Masimo Corp
549300Q4A8JK0PIYCU29
Masimo Corp.
574795100
175.00000000
NS
USD
32294.50000000
0.300288442696
Long
EC
CORP
US
N
1
N
N
N
Ziff Davis Inc
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123V102
170.00000000
NS
USD
13268.50000000
0.123376339683
Long
EC
CORP
US
N
1
N
N
N
Azenta Inc
35ZN6X1ANPH25YN32Y17
Azenta, Inc.
114340102
250.00000000
NS
USD
11155.00000000
0.103724088568
Long
EC
CORP
US
N
1
N
N
N
Littelfuse Inc
549300MY7HLQFYTPCX75
Littelfuse, Inc.
537008104
89.00000000
NS
USD
23860.01000000
0.221860850783
Long
EC
CORP
US
N
1
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
1118.00000000
NS
USD
19777.42000000
0.183899136148
Long
EC
CORP
US
N
1
N
N
N
Insperity Inc
5299000Q0KW7HY5DB751
Insperity, Inc.
45778Q107
128.00000000
NS
USD
15558.40000000
0.144668835462
Long
EC
CORP
US
N
1
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group plc
N/A
479.00000000
NS
USD
12760.56000000
0.118653290508
Long
EC
CORP
US
N
1
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp.
231561101
138.00000000
NS
USD
24323.88000000
0.226174117745
Long
EC
CORP
US
N
1
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco, Inc.
384109104
609.00000000
NS
USD
44463.09000000
0.413437336189
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
S&P MidCap 400 Index
N/A
788.80080000
NC
USD
67302.05000000
0.625804015691
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
S&P Midcap 400 Index
N/A
Y
S&P MidCap 400 Index-Tenor Quarterly
2023-06-27
0.00000000
USD
0.00000000
USD
1981593.82000000
USD
67302.05000000
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Company, Inc.
257651109
439.00000000
NS
USD
28684.26000000
0.266718845787
Long
EC
CORP
US
N
1
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
Autoliv, Inc.
052800109
280.00000000
NS
USD
26140.80000000
0.243068637781
Long
EC
CORP
US
N
1
N
N
N
Exponent Inc
529900NY3F5Q2NWPUZ42
Exponent, Inc.
30214U102
183.00000000
NS
USD
18243.27000000
0.169633935747
Long
EC
CORP
US
N
1
N
N
N
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology, Inc.
031652100
363.00000000
NS
USD
9445.26000000
0.087826175239
Long
EC
CORP
US
N
1
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919102
115.00000000
NS
USD
20135.35000000
0.187227326468
Long
EC
CORP
US
N
1
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
824.00000000
NS
USD
12302.32000000
0.114392373758
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp.
03676B102
1209.00000000
NS
USD
12682.41000000
0.117926617490
Long
EC
CORP
US
N
1
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties, Inc.
431284108
380.00000000
NS
USD
8812.20000000
0.081939705359
Long
EC
CORP
US
N
1
N
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
Old National Bancorp
680033107
1058.00000000
NS
USD
15256.36000000
0.141860334905
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
262.00000000
NS
USD
21484.00000000
0.199767666410
Long
EC
CORP
US
N
1
N
N
N
Choice Hotels International In
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905106
100.00000000
NS
USD
11719.00000000
0.108968408241
Long
EC
CORP
US
N
1
N
N
N
CubeSmart
N/A
CubeSmart
229663109
811.00000000
NS
USD
37484.42000000
0.348546597939
Long
EC
CORP
US
N
1
N
N
N
Polaris Inc
549300QJSN8UVWN1EI78
Polaris, Inc.
731068102
197.00000000
NS
USD
21794.11000000
0.202651205370
Long
EC
CORP
US
N
1
N
N
N
Novanta Inc
N/A
Novanta, Inc.
67000B104
129.00000000
NS
USD
20522.61000000
0.190828240008
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509102
212.00000000
NS
USD
54428.88000000
0.506103627952
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour, Inc.
904311206
685.00000000
NS
USD
5843.05000000
0.054331244796
Long
EC
CORP
US
N
1
N
N
N
Columbia Sportswear Co
549300OTMCIEUXAH5Z60
Columbia Sportswear Co.
198516106
128.00000000
NS
USD
11550.72000000
0.107403666903
Long
EC
CORP
US
N
1
N
N
N
Cadence Bank
Q7C315HKI8VX0SSKBS64
Cadence Bank
12740C103
659.00000000
NS
USD
13680.84000000
0.127210458077
Long
EC
CORP
US
N
1
N
N
N
Corporate Office Properties Trust
YY1J47X6LF9TYY8JY420
Corporate Office Properties Trust
22002T108
406.00000000
NS
USD
9626.26000000
0.089509192722
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp.
192422103
624.00000000
NS
USD
30919.20000000
0.287500299351
Long
EC
CORP
US
N
1
N
N
N
National Storage Affiliates Tr
N/A
National Storage Affiliates Trust
637870106
305.00000000
NS
USD
12742.90000000
0.118489080073
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp.
001084102
224.00000000
NS
USD
30284.80000000
0.281601369563
Long
EC
CORP
US
N
1
N
N
N
Enovis Corp
635400OP2DYYYMOIYL17
Enovis Corp.
194014502
172.00000000
NS
USD
9200.28000000
0.085548243619
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
N/A
S&P MidCap 400 Index Mini Futures Contracts
N/A
4.00000000
NC
USD
23873.92000000
0.221990192071
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
S&P Midcap 400 Index
N/A
2023-06-16
988126.08000000
USD
23873.92000000
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020Q107
171.00000000
NS
USD
24878.79000000
0.231333914606
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
399.00000000
NS
USD
9392.46000000
0.087335217652
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp.
294600101
1563.00000000
NS
USD
9034.14000000
0.084003400941
Long
EC
CORP
US
N
1
N
N
N
New Jersey Resources Corp
549300QKBSQBIX4DQ583
New Jersey Resources Corp.
646025106
350.00000000
NS
USD
18620.00000000
0.173136936723
Long
EC
CORP
US
N
1
N
N
N
Integra LifeSciences Holdings
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp.
457985208
262.00000000
NS
USD
15041.42000000
0.139861728397
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp.
243537107
95.00000000
NS
USD
42707.25000000
0.397110764815
Long
EC
CORP
US
N
1
N
N
N
PNM Resources Inc
5493003JOBJGLZSDDQ28
PNM Resources, Inc.
69349H107
310.00000000
NS
USD
15090.80000000
0.140320885322
Long
EC
CORP
US
N
1
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
Avient Corp.
05368V106
309.00000000
NS
USD
12718.44000000
0.118261640252
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
165.00000000
NS
USD
36953.40000000
0.343608940789
Long
EC
CORP
US
N
1
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys, Inc.
023436108
117.00000000
NS
USD
8605.35000000
0.080016323223
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
247.00000000
NS
USD
10895.17000000
0.101308075127
Long
EC
CORP
US
N
1
N
N
N
John Wiley & Sons Inc
5493003XM719UN7E8P64
John Wiley & Sons, Inc.
968223206
155.00000000
NS
USD
6009.35000000
0.055877575225
Long
EC
CORP
US
N
1
N
N
N
Vontier Corp
549300VVSQLG4P5K4639
Vontier Corp.
928881101
570.00000000
NS
USD
15583.80000000
0.144905015816
Long
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide C
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp.
57164Y107
138.00000000
NS
USD
18610.68000000
0.173050275270
Long
EC
CORP
US
N
1
N
N
N
Cathay General Bancorp
549300K1SLJ8C97H5L68
Cathay General Bancorp
149150104
263.00000000
NS
USD
9078.76000000
0.084418297295
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339100
187.00000000
NS
USD
42275.09000000
0.393092351358
Long
EC
CORP
US
N
1
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
226.00000000
NS
USD
19031.46000000
0.176962872490
Long
EC
CORP
US
N
1
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co.
887389104
239.00000000
NS
USD
19531.08000000
0.181608558651
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936100
846.00000000
NS
USD
23188.86000000
0.215620203356
Long
EC
CORP
US
N
1
N
N
N
MP Materials Corp
N/A
MP Materials Corp.
553368101
333.00000000
NS
USD
9387.27000000
0.087286958753
Long
EC
CORP
US
N
1
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048109
302.00000000
NS
USD
16208.34000000
0.150712262994
Long
EC
CORP
US
N
1
N
N
N
Allegro MicroSystems, Inc.
N/A
Allegro MicroSystems, Inc.
01749D105
235.00000000
NS
USD
11277.65000000
0.104864542128
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467109
3985.00000000
NS
USD
19925.00000000
0.185271399796
Long
EC
CORP
US
N
1
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp.
636518102
471.00000000
NS
USD
24685.11000000
0.229532992914
Long
EC
CORP
US
N
1
N
N
N
FNB Corp/PA
PCYSKIGYNYFDTBLVZU83
FNB Corp.
302520101
1302.00000000
NS
USD
15103.20000000
0.140436185967
Long
EC
CORP
US
N
1
N
N
N
Papa John's International Inc
HZYLD3DK5XOX0WBVNB56
Papa John's International, Inc.
698813102
116.00000000
NS
USD
8691.88000000
0.080820917162
Long
EC
CORP
US
N
1
N
N
N
Coherent Corp
549300O5C25A0MMHHU33
Coherent Corp.
19247G107
502.00000000
NS
USD
19116.16000000
0.177750450285
Long
EC
CORP
US
N
1
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
425.00000000
NS
USD
4135.25000000
0.038451370439
Long
EC
CORP
US
N
1
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
791.00000000
NS
USD
16547.72000000
0.153867967269
Long
EC
CORP
US
N
1
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446104
194.00000000
NS
USD
17434.78000000
0.162116240689
Long
EC
CORP
US
N
1
N
N
N
Watts Water Technologies Inc
549300REJOO94ERQN318
Watts Water Technologies, Inc.
942749102
99.00000000
NS
USD
16663.68000000
0.154946214271
Long
EC
CORP
US
N
1
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp.
860630102
380.00000000
NS
USD
22454.20000000
0.208789012060
Long
EC
CORP
US
N
1
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796CW7
100000.00000000
PA
USD
99630.33000000
0.926406559661
Long
DBT
UST
US
N
2
2023-05-02
None
0.00000000
N
N
N
N
N
N
Regal Rexnord Corp
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750103
239.00000000
NS
USD
33634.47000000
0.312748072185
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings, Inc.
844895102
223.00000000
NS
USD
13926.35000000
0.129493317869
Long
EC
CORP
US
N
1
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
Ingevity Corp.
45688C107
127.00000000
NS
USD
9083.04000000
0.084458094615
Long
EC
CORP
US
N
1
N
N
N
Greif Inc
54930070FVGKR0Z1FI24
Greif, Inc.
397624107
92.00000000
NS
USD
5830.04000000
0.054210272103
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd.
N/A
389.00000000
NS
USD
15579.45000000
0.144864567606
Long
EC
CORP
US
N
1
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise, Inc.
05464C101
244.00000000
NS
USD
54863.40000000
0.510143985725
Long
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc.
85208M102
382.00000000
NS
USD
13381.46000000
0.124426691368
Long
EC
CORP
US
N
1
N
N
N
United Bankshares Inc/WV
5299005O3BAMJ9Z92V62
United Bankshares, Inc.
909907107
485.00000000
NS
USD
17072.00000000
0.158742952939
Long
EC
CORP
US
N
1
N
N
N
Cabot Corp
K05C0SER542GQ6VLRO68
Cabot Corp.
127055101
203.00000000
NS
USD
15557.92000000
0.144664372211
Long
EC
CORP
US
N
1
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas, Inc.
68235P108
195.00000000
NS
USD
15449.85000000
0.143659489894
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc.
524660107
479.00000000
NS
USD
15270.52000000
0.141992000803
Long
EC
CORP
US
N
1
N
N
N
Hanover Insurance Group Inc/Th
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc.
410867105
129.00000000
NS
USD
16576.50000000
0.154135576347
Long
EC
CORP
US
N
1
N
N
N
Sensient Technologies Corp
CMMZHMFZQG86EI7WZU92
Sensient Technologies Corp.
81725T100
152.00000000
NS
USD
11637.12000000
0.108207052045
Long
EC
CORP
US
N
1
N
N
N
MACOM Technology Solutions Hol
N/A
MACOM Technology Solutions Holdings, Inc.
55405Y100
186.00000000
NS
USD
13176.24000000
0.122518465688
Long
EC
CORP
US
N
1
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust, Inc.
58463J304
2163.00000000
NS
USD
17779.86000000
0.165324946066
Long
EC
CORP
US
N
1
N
N
UFP Industries Inc
5493007KB485C9OV5572
UFP Industries, Inc.
90278Q108
223.00000000
NS
USD
17721.81000000
0.164785171674
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
240.00000000
NS
USD
29198.40000000
0.271499545285
Long
EC
CORP
US
N
1
N
N
N
UMB Financial Corp
549300MGEH3N3CUCV828
UMB Financial Corp.
902788108
157.00000000
NS
USD
9062.04000000
0.084262827393
Long
EC
CORP
US
N
1
N
N
N
Scotts Miracle-Gro Co/The
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co.
810186106
147.00000000
NS
USD
10251.78000000
0.095325552371
Long
EC
CORP
US
N
1
N
N
N
Fulton Financial Corp
5493005QLZ6O1BNC0C11
Fulton Financial Corp.
360271100
605.00000000
NS
USD
8361.10000000
0.077745179464
Long
EC
CORP
US
N
1
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV, Inc.
62955J103
1418.00000000
NS
USD
26247.18000000
0.244057805736
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co.
959802109
1349.00000000
NS
USD
15041.35000000
0.139861077506
Long
EC
CORP
US
N
1
N
N
N
Dicks Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
216.00000000
NS
USD
30648.24000000
0.284980794283
Long
EC
CORP
US
N
1
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
96.00000000
NS
USD
26119.68000000
0.242872254746
Long
EC
CORP
US
N
1
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp.
947890109
628.00000000
NS
USD
24755.76000000
0.230189927639
Long
EC
CORP
US
N
1
N
N
N
Boston Beer Co Inc/The
529900Q02MQ0DCQNRM58
Boston Beer Company, Inc.
100557107
34.00000000
NS
USD
11175.80000000
0.103917496102
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty, Inc.
76169C100
683.00000000
NS
USD
40740.95000000
0.378827243941
Long
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc.
928298108
468.00000000
NS
USD
10586.16000000
0.098434764450
Long
EC
CORP
US
N
1
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
124.00000000
NS
USD
24471.40000000
0.227545823486
Long
EC
CORP
US
N
1
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp.
902681105
757.00000000
NS
USD
26313.32000000
0.244672804501
Long
EC
CORP
US
N
1
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's Co.
95058W100
615.00000000
NS
USD
13394.70000000
0.124549802702
Long
EC
CORP
US
N
1
N
N
N
Crane Holdings Co
549300EXNPSXEWUD3N21
Crane Holdings Co.
224441105
172.00000000
NS
USD
19522.00000000
0.181524128824
Long
EC
CORP
US
N
1
N
N
N
Kirby Corp
I7NO6FZO5GUCG585T325
Kirby Corp.
497266106
216.00000000
NS
USD
15055.20000000
0.139989860888
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corp
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143101
1169.00000000
NS
USD
8510.32000000
0.079132692552
Long
EC
CORP
US
N
1
N
N
N
Vicor Corp
5299005KMQOTR6B51F09
Vicor Corp.
925815102
80.00000000
NS
USD
3755.20000000
0.034917498645
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Company, Inc.
553530106
171.00000000
NS
USD
14364.00000000
0.133562779757
Long
EC
CORP
US
N
1
N
N
N
Trex Co Inc
N/A
Trex Company, Inc.
89531P105
396.00000000
NS
USD
19273.32000000
0.179211792979
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272W109
240.00000000
NS
USD
8328.00000000
0.077437401129
Long
EC
CORP
US
N
1
N
N
N
Science Applications Internati
549300LZPNZIXQGZPZ48
Science Applications International Corp.
808625107
197.00000000
NS
USD
21169.62000000
0.196844423114
Long
EC
CORP
US
N
1
N
N
N
KBR Inc
254900OFQDXZRKRCV808
KBR, Inc.
48242W106
495.00000000
NS
USD
27249.75000000
0.253380141861
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
350.00000000
NS
USD
25011.00000000
0.232563261244
Long
EC
CORP
US
N
1
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co.
382550101
1021.00000000
NS
USD
11251.42000000
0.104620644070
Long
EC
CORP
US
N
1
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
653.00000000
NS
USD
20726.22000000
0.192721495201
Long
EC
CORP
US
N
1
N
N
N
BellRing Brands Inc
549300S3BOK5CMTS8054
BellRing Brands, Inc.
07831C103
482.00000000
NS
USD
16388.00000000
0.152382820570
Long
EC
CORP
US
N
1
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co.
891092108
378.00000000
NS
USD
42018.48000000
0.390706278891
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp.
97650W108
219.00000000
NS
USD
15976.05000000
0.148552328567
Long
EC
CORP
US
N
1
N
N
N
Super Micro Computer Inc
54930022CZO1N2UGVW07
Super Micro Computer, Inc.
86800U104
168.00000000
NS
USD
17900.40000000
0.166445779920
Long
EC
CORP
US
N
1
N
N
N
Euronet Worldwide Inc
YG3575C4DSHJPA5KET68
Euronet Worldwide, Inc.
298736109
170.00000000
NS
USD
19023.00000000
0.176884207695
Long
EC
CORP
US
N
1
N
N
N
Stericycle Inc
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912108
333.00000000
NS
USD
14522.13000000
0.135033141938
Long
EC
CORP
US
N
1
N
N
N
MKS Instruments Inc
549300KEQATBHAGVF505
MKS Instruments, Inc.
55306N104
207.00000000
NS
USD
18344.34000000
0.170573728990
Long
EC
CORP
US
N
1
N
N
N
XPO Inc
54930096DB9LCLPN7H13
XPO, Inc.
983793100
415.00000000
NS
USD
13238.50000000
0.123097386509
Long
EC
CORP
US
N
1
N
N
N
Prosperity Bancshares Inc
N/A
Prosperity Bancshares, Inc.
743606105
330.00000000
NS
USD
20301.60000000
0.188773191975
Long
EC
CORP
US
N
1
N
N
N
Univar Solutions Inc
549300VSXHFQVR770L55
Univar Solutions, Inc.
91336L107
589.00000000
NS
USD
20632.67000000
0.191851626220
Long
EC
CORP
US
N
1
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485205
405.00000000
NS
USD
19298.25000000
0.179443603067
Long
EC
CORP
US
N
1
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital, Inc.
84860W300
504.00000000
NS
USD
20079.36000000
0.186706706861
Long
EC
CORP
US
N
1
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker, Inc.
344849104
286.00000000
NS
USD
11351.34000000
0.105549744108
Long
EC
CORP
US
N
1
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co.
894164102
293.00000000
NS
USD
11485.60000000
0.106798152547
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
349.00000000
NS
USD
35325.78000000
0.328474615282
Long
EC
CORP
US
N
1
N
N
N
SunPower Corp
549300TXO070764WUH65
SunPower Corp.
867652406
308.00000000
NS
USD
4262.72000000
0.039636642476
Long
EC
CORP
US
N
1
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy, Inc.
69318G106
413.00000000
NS
USD
17907.68000000
0.166513472557
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings I
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
485.00000000
NS
USD
36893.95000000
0.343056148582
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group, Inc.
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group, Inc.
008252108
136.00000000
NS
USD
19369.12000000
0.180102583449
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261A100
360.00000000
NS
USD
19476.00000000
0.181096400623
Long
EC
CORP
US
N
1
N
N
N
Omnicell Inc
5493008RH0GTKHHPZI77
Omnicell, Inc.
68213N109
161.00000000
NS
USD
9445.87000000
0.087831847287
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management, Inc.
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc.
035710839
1691.00000000
NS
USD
32315.01000000
0.300479153682
Long
EC
CORP
US
N
1
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664100
405.00000000
NS
USD
6589.35000000
0.061270669924
Long
EC
CORP
US
N
1
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
First American Financial Corp.
31847R102
374.00000000
NS
USD
20816.84000000
0.193564119755
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735100
210.00000000
NS
USD
26222.70000000
0.243830179946
Long
EC
CORP
US
N
1
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp.
15872M104
717.00000000
NS
USD
19452.21000000
0.180875190756
Long
EC
CORP
US
N
1
N
N
N
Dynatrace Inc
N/A
Dynatrace, Inc.
268150109
783.00000000
NS
USD
33120.90000000
0.307972672798
Long
EC
CORP
US
N
1
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp.
03750L109
537.00000000
NS
USD
19229.97000000
0.178808705643
Long
EC
CORP
US
N
1
N
N
N
Light & Wonder Inc
529900JXALYBOHXKFM62
Light & Wonder, Inc.
80874P109
338.00000000
NS
USD
20296.90000000
0.188729489311
Long
EC
CORP
US
N
1
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797103
99.00000000
NS
USD
22664.07000000
0.210740475482
Long
EC
CORP
US
N
1
N
N
N
Medpace Holdings Inc
549300H8TYEUVTW14A54
Medpace Holdings, Inc.
58506Q109
91.00000000
NS
USD
17112.55000000
0.159120004646
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P MidCap 400 Index
N/A
629.24530000
NC
USD
49325.86000000
0.458653507069
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P Midcap 400 Index
N/A
Y
S&P MidCap 400 Index-Tenor Quarterly
2023-06-28
0.00000000
USD
0.00000000
USD
1580764.87000000
USD
49325.86000000
N
N
N
Healthcare Realty Trust Inc
549300L0I14L7I0VLX84
Healthcare Realty Trust, Inc.
42226K105
1374.00000000
NS
USD
26559.42000000
0.246961150372
Long
EC
CORP
US
N
1
N
N
N
Frontier Communications Parent
N/A
Frontier Communications Parent, Inc.
35909D109
805.00000000
NS
USD
18329.85000000
0.170438994607
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp Inc
N/A
East West Bancorp, Inc.
27579R104
509.00000000
NS
USD
28249.50000000
0.262676256388
Long
EC
CORP
US
N
1
N
N
N
Blackbaud Inc
54930056X3HKFMNG3754
Blackbaud, Inc.
09227Q100
161.00000000
NS
USD
11157.30000000
0.103745474978
Long
EC
CORP
US
N
1
N
N
N
First Financial Bankshares Inc
549300XN3GTGOENGNV49
First Financial Bankshares, Inc.
32020R109
469.00000000
NS
USD
14961.10000000
0.139114877766
Long
EC
CORP
US
N
1
N
N
N
MSA Safety Inc
529900DVA3258XK11O39
MSA Safety, Inc.
553498106
133.00000000
NS
USD
17755.50000000
0.165098436089
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495102
352.00000000
NS
USD
21472.00000000
0.199656085140
Long
EC
CORP
US
N
1
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp.
546347105
259.00000000
NS
USD
14040.39000000
0.130553711868
Long
EC
CORP
US
N
1
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
208.00000000
NS
USD
35172.80000000
0.327052140062
Long
EC
CORP
US
N
1
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
88750.42510000
NS
USD
861766.63000000
8.013084558987
Long
EC
RF
US
N
1
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA, Inc.
87901J105
806.00000000
NS
USD
13629.46000000
0.126732704274
Long
EC
CORP
US
N
1
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corporation International
817565104
555.00000000
NS
USD
38172.90000000
0.354948387316
Long
EC
CORP
US
N
1
N
N
N
Bruker Corp
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp.
116794108
361.00000000
NS
USD
28461.24000000
0.264645107891
Long
EC
CORP
US
N
1
N
N
N
Ashland Inc
529900E4L9R04SB8HB11
Ashland, Inc.
044186104
180.00000000
NS
USD
18487.80000000
0.171907683069
Long
EC
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
N/A
797.00000000
NS
USD
24141.13000000
0.224474827993
Long
EC
CORP
US
N
1
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
9843.61200000
NS
USD
238313.85000000
2.215946829628
Long
EC
RF
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
67.00000000
NS
USD
16317.85000000
0.151730535064
Long
EC
CORP
US
N
1
N
N
N
Patterson Cos Inc
YM48Q2087CUE26GWEK09
Patterson Companies, Inc.
703395103
312.00000000
NS
USD
8352.24000000
0.077662795294
Long
EC
CORP
US
N
1
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra, Inc.
70975L107
137.00000000
NS
USD
38180.53000000
0.355019334407
Long
EC
CORP
US
N
1
N
N
N
Topgolf Callaway Brands Corp
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp.
131193104
501.00000000
NS
USD
10831.62000000
0.100717159320
Long
EC
CORP
US
N
1
N
N
N
ALLETE Inc
549300NNLSIMY6Z8OT86
ALLETE, Inc.
018522300
206.00000000
NS
USD
13260.22000000
0.123299348607
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909108
818.00000000
NS
USD
21349.80000000
0.198519815878
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group, Inc.
053774105
90.00000000
NS
USD
17532.00000000
0.163020234942
Long
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT Inc
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
834.00000000
NS
USD
9591.00000000
0.089181329758
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc.
11120U105
1083.00000000
NS
USD
23306.16000000
0.216710910267
Long
EC
CORP
US
N
1
N
N
N
Adient PLC
5493002QLDY8O75RTR78
Adient plc
N/A
344.00000000
NS
USD
14090.24000000
0.131017239059
Long
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp.
44980X109
116.00000000
NS
USD
14303.96000000
0.133004501472
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
310977.78000000
PA
USD
310977.78000000
2.891607960157
Long
RA
CORP
US
N
2
Repurchase
Y
4.78000000
2023-04-03
380819.48000000
USD
317197.76000000
USD
UST
N
N
N
Ormat Technologies Inc
5493000TSHHWY24VHM09
Ormat Technologies, Inc.
686688102
176.00000000
NS
USD
14919.52000000
0.138728248666
Long
EC
CORP
US
N
1
N
N
N
Werner Enterprises Inc
549300P6XRGOCHHJST37
Werner Enterprises, Inc.
950755108
212.00000000
NS
USD
9643.88000000
0.089673031220
Long
EC
CORP
US
N
1
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253101
77.00000000
NS
USD
24584.56000000
0.228598034859
Long
EC
CORP
US
N
1
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares, Inc.
200525103
411.00000000
NS
USD
23981.85000000
0.222993772607
Long
EC
CORP
US
N
1
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop, Inc.
974155103
108.00000000
NS
USD
19826.64000000
0.184356805322
Long
EC
CORP
US
N
1
N
N
N
TD SYNNEX Corp
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162W100
152.00000000
NS
USD
14712.08000000
0.136799380452
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
639.00000000
NS
USD
27195.84000000
0.252878863008
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717102
528.00000000
NS
USD
19525.44000000
0.181556115454
Long
EC
CORP
US
N
1
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp.
596278101
195.00000000
NS
USD
28588.95000000
0.265832611553
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova plc
N/A
193.00000000
NS
USD
8410.94000000
0.078208613671
Long
EC
CORP
US
N
1
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
457187102
237.00000000
NS
USD
24110.01000000
0.224185460567
Long
EC
CORP
US
N
1
N
N
N
Progyny Inc
N/A
Progyny, Inc.
74340E103
272.00000000
NS
USD
8736.64000000
0.081237115298
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp.
651587107
24.00000000
NS
USD
8759.52000000
0.081449863585
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723103
423.00000000
NS
USD
20684.70000000
0.192335424008
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co.
636180101
331.00000000
NS
USD
19111.94000000
0.177711210871
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes Inc
R05X5UQ874RGFF7HHD84
Federated Hermes, Inc.
314211103
305.00000000
NS
USD
12242.70000000
0.113838000817
Long
EC
CORP
US
N
1
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
N/A
454.00000000
NS
USD
21338.00000000
0.198410094296
Long
EC
CORP
US
N
1
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275Y102
148.00000000
NS
USD
12858.24000000
0.119561562043
Long
EC
CORP
US
N
1
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413102
124.00000000
NS
USD
14381.52000000
0.133725688411
Long
EC
CORP
US
N
1
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147K108
162.00000000
NS
USD
3755.16000000
0.034917126708
Long
EC
CORP
US
N
1
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796CT4
58000.00000000
PA
USD
57940.97000000
0.538760583059
Long
DBT
UST
US
N
2
2023-04-11
None
0.00000000
N
N
N
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage, Inc.
53223X107
307.00000000
NS
USD
40244.63000000
0.374212242629
Long
EC
CORP
US
N
1
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp.
361448103
127.00000000
NS
USD
13972.54000000
0.129922812773
Long
EC
CORP
US
N
1
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys, Inc.
74758T303
125.00000000
NS
USD
16252.50000000
0.151122882067
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837103
723.00000000
NS
USD
27228.18000000
0.253179574529
Long
EC
CORP
US
N
1
N
N
N
ACI Worldwide Inc
5493003BPVMZUJ6F5C02
ACI Worldwide, Inc.
004498101
406.00000000
NS
USD
10953.88000000
0.101853986489
Long
EC
CORP
US
N
1
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TopBuild Corp.
89055F103
115.00000000
NS
USD
23936.10000000
0.222568369017
Long
EC
CORP
US
N
1
N
N
N
Selective Insurance Group Inc
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
218.00000000
NS
USD
20781.94000000
0.193239604229
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P MidCap 400 Index
N/A
1528.73030000
NC
USD
111645.82000000
1.038131862123
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P Midcap 400 Index
N/A
Y
S&P MidCap 400 Index-Tenor Quarterly
2023-06-28
0.00000000
USD
0.00000000
USD
3840415.11000000
USD
111645.82000000
N
N
N
Lancaster Colony Corp
529900X4O13HED1ZAS58
Lancaster Colony Corp.
513847103
72.00000000
NS
USD
14607.36000000
0.135825647906
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
337.00000000
NS
USD
32284.60000000
0.300196388148
Long
EC
CORP
US
N
1
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One, Inc.
12685J105
17.00000000
NS
USD
11934.00000000
0.110967572655
Long
EC
CORP
US
N
1
N
N
N
Chemours Co/The
549300M1BOLNXL8DOV14
Chemours Co.
163851108
536.00000000
NS
USD
16047.84000000
0.149219863513
Long
EC
CORP
US
N
1
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Systems, Inc.
589378108
210.00000000
NS
USD
10735.20000000
0.099820603818
Long
EC
CORP
US
N
1
N
N
N
DT Midstream Inc
N/A
DT Midstream, Inc.
23345M107
349.00000000
NS
USD
17230.13000000
0.160213315120
Long
EC
CORP
US
N
1
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical, Inc.
379577208
281.00000000
NS
USD
15915.84000000
0.147992469547
Long
EC
CORP
US
N
1
N
N
N
Fluor Corp
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp.
343412102
513.00000000
NS
USD
15856.83000000
0.147443768654
Long
EC
CORP
US
N
1
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
Kemper Corp.
488401100
231.00000000
NS
USD
12626.46000000
0.117406369820
Long
EC
CORP
US
N
1
N
N
N
Texas Roadhouse Inc
5299002Y1CNRPDGXTQ75
Texas Roadhouse, Inc.
882681109
242.00000000
NS
USD
26150.52000000
0.243159018609
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
295.00000000
NS
USD
11853.10000000
0.110215328929
Long
EC
CORP
US
N
1
N
N
N
2023-05-01
Rydex Series Funds
Jim Howley
Jim Howley
CFO