0001752724-24-184355.txt : 20240820
0001752724-24-184355.hdr.sgml : 20240820
20240820163810
ACCESSION NUMBER: 0001752724-24-184355
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240820
DATE AS OF CHANGE: 20240820
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RYDEX SERIES FUNDS
CENTRAL INDEX KEY: 0000899148
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07584
FILM NUMBER: 241225743
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
S000003763
Guggenheim Multi-Hedge Strategies Fund
C000010438
Class P
RYMSX
C000010439
Class A
RYMQX
C000010440
Class C
RYMRX
C000088407
Institutional Class
RYIMX
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-24-048508
0000899148
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S000003763
C000010438
C000010439
C000010440
C000088407
Rydex Series Funds
811-07584
0000899148
5493004D62WV1EDNTU07
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Multi-Hedge Strategies Fund
S000003763
549300XPBFY7BCNE0409
2023-12-31
2023-12-31
N
84997324.34
166964.93
84830359.41
0.00000000
3445609.13000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1248007.02000000
USD
N
N/A
N/A
abrdn Australia Equity Fund In
5493003SC25JJLM4UH12
abrdn Australia Equity Fund, Inc.
003011103
2478.00000000
NS
USD
10729.74000000
0.012648466981
Long
EC
RF
US
N
1
N
N
N
abrdn Emerging Markets Equity
549300MSYUW07RYUZD27
abrdn Emerging Markets Equity Income Fund, Inc.
00301W105
2899.00000000
NS
USD
14813.89000000
0.017462957958
Long
EC
RF
US
N
1
N
N
N
abrdn Global Premier Propertie
2549006N165AK05LKM02
abrdn Global Premier Properties Fund
00302L108
2751.00000000
NS
USD
10673.88000000
0.012582617914
Long
EC
RF
US
N
1
N
N
N
abrdn Global Dynamic Dividend
2549008871AD4OJQWG76
abrdn Global Dynamic Dividend Fund
00302M106
1102.02730000
NS
USD
10292.93000000
0.012133545197
Long
EC
RF
US
N
1
N
N
N
abrdn Japan Equity Fund Inc
549300TENE1BGI09O157
abrdn Japan Equity Fund, Inc.
00306J109
3281.00000000
NS
USD
18832.94000000
0.022200707542
Long
EC
RF
US
N
1
N
N
N
abrdn Total Dynamic Dividend F
254900D48NKNOGZ95B43
abrdn Total Dynamic Dividend Fund
00326L100
1280.00000000
NS
USD
10316.80000000
0.012161683708
Long
EC
RF
US
N
1
N
N
N
Alexion Pharmaceuticals, Inc.
N/A
Alexion Pharmaceuticals, Inc.
N/A
34843.00000000
NS
USD
0.03000000
0.000000035364
Long
CORP
US
N
3
N
N
N
Adams Diversified Equity Fund
5493005W7G81BNPP7M23
Adams Diversified Equity Fund, Inc.
006212104
590.00000000
NS
USD
10448.90000000
0.012317406259
Long
EC
RF
US
N
1
N
N
N
AllianceBernstein National Mun
MNYPOOOZYY8V01GEIT28
AllianceBernstein National Municipal Income Fund, Inc.
01864U106
9912.00000000
NS
USD
107446.08000000
0.126659937252
Long
EC
RF
US
N
1
N
N
N
Alteryx Inc
549300XWZG0JHL7I0827
Alteryx, Inc.
02156B103
15876.00000000
NS
USD
748712.16000000
0.882599301956
Long
EC
CORP
US
N
1
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys, Inc.
023436108
13013.00000000
NS
USD
1237015.78000000
1.458222962396
Long
EC
CORP
US
N
1
N
N
N
Apollo Senior Floating Rate Fu
5493005XHGCCBXT5YQ39
Apollo Senior Floating Rate Fund, Inc.
037636107
987.00000000
NS
USD
13077.75000000
0.015416355761
Long
EC
RF
US
N
1
N
N
N
Ares Dynamic Credit Allocation
549300BZI16VZUT2N044
Ares Dynamic Credit Allocation Fund, Inc.
04014F102
214.00000000
NS
USD
2942.50000000
0.003468687413
Long
EC
RF
US
N
1
N
N
N
BNY Mellon Strategic Municipal
549300FH0LKMOBY7N332
BNY Mellon Strategic Municipals, Inc.
05588W108
22652.00000000
NS
USD
132740.72000000
0.156477846991
Long
EC
RF
US
N
1
N
N
N
BNY Mellon Municipal Income In
549300BKYDDROJTY1E24
BNY Mellon Municipal Income, Inc.
05589T104
3778.00000000
NS
USD
24557.00000000
0.028948362556
Long
EC
RF
US
N
1
N
N
N
Bancroft Fund Ltd
5493000X4Y1FB4G26P45
Bancroft Fund Ltd.
059695106
669.00000000
NS
USD
10690.62000000
0.012602351415
Long
EC
RF
US
N
1
N
N
N
Banc of California Inc
549300ZKWUJDP6LJ1X87
Banc of California, Inc.
05990K106
0.86130000
NS
USD
11.57000000
0.000013638985
Long
EC
CORP
US
N
1
N
N
N
Barings Global Short Duration
549300WWIZCL845OP089
Barings Global Short Duration High Yield Fund
06760L100
132.00000000
NS
USD
1774.08000000
0.002091326751
Long
EC
RF
US
N
1
N
N
N
BlackRock Municipal Income Qua
ZQ1Z8W71OQGQTC6ZJ410
BlackRock Municipal Income Quality Trust
092479104
926.00000000
NS
USD
10380.46000000
0.012236727596
Long
EC
RF
US
N
1
N
N
N
BlackRock Virginia Municipal B
4IZPPYU1X29MB3106N40
BlackRock Virginia Municipal Bond Trust
092481100
826.00000000
NS
USD
8967.06000000
0.010570578814
Long
EC
RF
US
N
1
N
N
N
BlackRock Utilities Infrastruc
XL2HP568CJRFGPERYJ89
BlackRock Utilities Infrastructure & Power Opportunities Trust
09248D104
494.00000000
NS
USD
10779.08000000
0.012706630120
Long
EC
RF
US
N
1
N
N
N
BlackRock California Municipal
LE6236HQD6DXEGUHE217
BlackRock California Municipal Income Trust
09248E102
1081.00000000
NS
USD
13004.43000000
0.015329924440
Long
EC
RF
US
N
1
N
N
BlackRock Municipal Income Tru
R3ITLLW1CUEQICP4XR90
BlackRock Municipal Income Trust
09248F109
4802.00000000
NS
USD
48356.14000000
0.057003342124
Long
EC
RF
US
N
1
N
N
N
BlackRock New York Municipal I
PJKTUMDJPIZ89SB71052
BlackRock New York Municipal Income Trust
09248L106
1135.00000000
NS
USD
11951.55000000
0.014088765016
Long
EC
RF
US
N
1
N
N
N
BlackRock Taxable Municipal Bo
SNYX4R2CEK5Q5D25DZ39
BlackRock Taxable Municipal Bond Trust
09248X100
639.00000000
NS
USD
10390.14000000
0.012248138605
Long
EC
RF
US
N
1
N
N
N
BlackRock Municipal Income Tru
17UVWS2OK706BUPLKK60
BlackRock Municipal Income Trust II
09249N101
4255.00000000
NS
USD
45443.40000000
0.053569736490
Long
EC
RF
US
N
1
N
N
N
BlackRock Enhanced Global Divi
U48QD6ILUF60LKMSND68
BlackRock Enhanced Global Dividend Trust
092501105
1011.00000000
NS
USD
10029.12000000
0.011822559835
Long
EC
RF
US
N
1
N
N
N
BlackRock Long-Term Municipal
G3XW7SJTEWPATVFP0M68
BlackRock Long-Term Municipal Advantage Trust
09250B103
1043.00000000
NS
USD
10669.89000000
0.012577914409
Long
EC
RF
US
N
1
N
N
N
BlackRock Health Sciences Trus
4UL0KI4EPYFKMUU31I34
BlackRock Health Sciences Trust
09250W107
260.00000000
NS
USD
10519.60000000
0.012400749063
Long
EC
RF
US
N
1
N
N
N
BlackRock Enhanced Equity Divi
G737UEA5SJ50G32LUQ88
BlackRock Enhanced Equity Dividend Trust
09251A104
1284.00000000
NS
USD
9873.96000000
0.011639653620
Long
EC
RF
US
N
1
N
N
N
BlackRock Enhanced Internation
N8Y5YESYCLFDXNNUQV93
BlackRock Enhanced International Dividend Trust
092524107
1944.00000000
NS
USD
10244.88000000
0.012076902740
Long
EC
RF
US
N
1
N
N
N
BlackRock MuniHoldings Fund In
MZBVMGS24JR92TGE6Z32
BlackRock MuniHoldings Fund, Inc.
09253N104
5300.00000000
NS
USD
63123.00000000
0.074410860025
Long
EC
RF
US
N
1
N
N
N
BlackRock MuniVest Fund Inc
68LQJ5NLUNQI2T9OLL41
BlackRock MuniVest Fund, Inc.
09253R105
1817.00000000
NS
USD
12937.04000000
0.015250483541
Long
EC
RF
US
N
1
N
N
N
BlackRock Municipal Income Fun
W7IEW9KTXVCYG8ZQQV11
BlackRock Municipal Income Fund, Inc.
09253X102
1507.00000000
NS
USD
17541.48000000
0.020678304467
Long
EC
RF
US
N
1
N
N
N
BlackRock MuniHoldings Quality
V04K6JK5YHD4O5SHSC34
BlackRock MuniHoldings Quality Fund II, Inc.
09254C107
8511.00000000
NS
USD
85280.22000000
0.100530306122
Long
EC
RF
US
N
1
N
N
N
BlackRock MuniYield Quality Fu
UB5J2GS6Q51M6A2L8886
BlackRock MuniYield Quality Fund III, Inc.
09254E103
1660.00000000
NS
USD
19322.40000000
0.022777694370
Long
EC
RF
US
N
1
N
N
N
BlackRock MuniYield Quality Fu
TFKEE3VA3GBE5LOK5U77
BlackRock MuniYield Quality Fund, Inc.
09254F100
1538.00000000
NS
USD
18748.22000000
0.022100837636
Long
EC
RF
US
N
1
N
N
BlackRock MuniYield Quality Fu
PRQP520S3DVB025IWS24
BlackRock MuniYield Quality Fund II, Inc.
09254G108
1006.00000000
NS
USD
10412.10000000
0.012274025563
Long
EC
RF
US
N
1
N
N
N
BlackRock MuniHoldings Califor
NKJSRCJXMS5PZYPXY795
BlackRock MuniHoldings California Quality Fund, Inc.
09254L107
3395.00000000
NS
USD
37786.35000000
0.044543427922
Long
EC
RF
US
N
1
N
N
N
BlackRock MuniYield Michigan Q
J3H1DOS8Q2FL9RVLS329
BlackRock MuniYield Michigan Quality Fund, Inc.
09254V105
4319.00000000
NS
USD
49063.84000000
0.057837595338
Long
EC
RF
US
N
1
N
N
N
BlackRock MuniHoldings New Jer
FDX8Y56FK6PN1WE5XX39
BlackRock MuniHoldings New Jersey Quality Fund, Inc.
09254X101
1231.00000000
NS
USD
14045.71000000
0.016557409514
Long
EC
RF
US
N
1
N
N
N
BlackRock MuniHoldings New Yor
YP1D2S6Y4JY0A7W3DV93
BlackRock MuniHoldings New York Quality Fund, Inc.
09255C106
1140.00000000
NS
USD
11981.40000000
0.014123952890
Long
EC
RF
US
N
1
N
N
N
BlackRock MuniYield New York Q
158AYFGDRFUGVL3TD012
BlackRock MuniYield New York Quality Fund, Inc.
09255E102
1296.00000000
NS
USD
13387.68000000
0.015781708450
Long
EC
RF
US
N
1
N
N
N
BlackRock MuniYield Pennsylvan
O1KCIUJBK2RN0MOX1Z59
BlackRock MuniYield Pennsylvania Quality Fund
09255G107
960.00000000
NS
USD
11164.80000000
0.013161325824
Long
EC
RF
US
N
1
N
N
N
BlackRock Corporate High Yield
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund, Inc.
09255P107
1147.00000000
NS
USD
10816.21000000
0.012750399827
Long
EC
RF
US
N
1
N
N
N
BlackRock Floating Rate Income
UZXE8UOGW61VMG5WLP57
BlackRock Floating Rate Income Strategies Fund, Inc.
09255X100
834.00000000
NS
USD
10558.44000000
0.012446534558
Long
EC
RF
US
N
1
N
N
N
BlackRock Resources & Commodit
8DZAUY8151XS5PISSX42
BlackRock Resources & Commodities Strategy Trust
09257A108
1124.00000000
NS
USD
9981.12000000
0.011765976319
Long
EC
RF
US
N
1
N
N
N
Blackstone Long-Short Credit I
549300SM8M5F2TV58W35
Blackstone Long-Short Credit Income Fund
09257D102
1013.00000000
NS
USD
11598.85000000
0.013672994056
Long
EC
RF
US
N
1
N
N
N
BlackRock Municipal 2030 Targe
549300TDIJ2J8F6X3N04
BlackRock Municipal 2030 Target Term Trust
09257P105
896.00000000
NS
USD
18636.80000000
0.021969493150
Long
EC
RF
US
N
1
N
N
N
Blackstone Strategic Credit 20
549300YESIF051NRED20
Blackstone Strategic Credit Fund
09257R101
1347.00000000
NS
USD
15248.04000000
0.017974744072
Long
EC
RF
US
N
1
N
N
N
Bluegreen Vacations Holding Co
549300HWTUPNFVNT5B06
Bluegreen Vacations Holding Corp.
096308101
12173.00000000
NS
USD
914435.76000000
1.077958134752
Long
EC
CORP
US
N
1
N
N
BNY Mellon High Yield Strategi
RH2DL1HWBBECVFYQNK56
BNY Mellon High Yield Strategies Fund
09660L105
4470.00000000
NS
USD
10236.30000000
0.012066788436
Long
EC
RF
US
N
1
N
N
N
BNY Mellon Strategic Municipal
54930044KK4C1VDJ7M52
BNY Mellon Strategic Municipal Bond Fund, Inc.
09662E109
28134.00000000
NS
USD
160645.14000000
0.189372226072
Long
EC
RF
US
N
1
N
N
N
SRH Total Return Fund Inc
5493000XG0EMNJQ1SM17
SRH Total Return Fund, Inc.
101507101
11192.00000000
NS
USD
155233.04000000
0.182992316759
Long
EC
RF
US
N
1
N
N
N
BrandywineGLOBAL Global Income
549300P4CDQCJBGI0833
BrandywineGLOBAL Global Income Opportunities Fund, Inc.
10537L104
1356.00000000
NS
USD
11329.38000000
0.013355336554
Long
EC
RF
US
N
1
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
269618.08300000
NS
USD
6605643.03000000
7.786885586649
Long
EC
RF
US
N
1
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
79031.25000000
NS
USD
1940217.18000000
2.287173122328
Long
EC
RF
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
0.27920000
NS
USD
311.66000000
0.000367392054
Long
EC
CORP
US
N
1
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
522178.08090000
NS
USD
5143454.10000000
6.063223279699
Long
EC
RF
US
N
1
N
N
N
CBRE Global Real Estate Income
549300HYEBBK5ZZO6F11
CBRE Global Real Estate Income Fund
12504G100
3777.00000000
NS
USD
20509.11000000
0.024176615710
Long
EC
RF
US
N
1
N
N
N
Cambridge Bancorp
N/A
Cambridge Bancorp
132152109
13406.00000000
NS
USD
930376.40000000
1.096749331808
Long
EC
CORP
US
N
1
N
N
N
Cerevel Therapeutics Holdings
254900RJNIRS9COSQR41
Cerevel Therapeutics Holdings, Inc.
15678U128
18208.00000000
NS
USD
772019.20000000
0.910074182603
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
-7362.00000000
NS
USD
-1098115.92000000
-1.29448457797
Short
EC
CORP
US
N
1
N
N
N
Chico's FAS Inc
5299003ESGN5T1MFXY13
Chico's FAS, Inc.
168615102
177598.00000000
NS
USD
1346192.84000000
1.586923419118
Long
EC
CORP
US
N
1
N
N
N
Clough Global Dividend and Inc
5493001GFY6TW0CYCT15
Clough Global Dividend and Income Fund
18913Y103
117.00000000
NS
USD
602.32000000
0.000710028820
Long
EC
RF
US
N
1
N
N
N
Clough Global Equity Fund
549300SI1THLT6A9J147
Clough Global Equity Fund
18914C100
18554.00000000
NS
USD
109932.45000000
0.129590928017
Long
EC
RF
US
N
1
N
N
N
Clough Global Opportunities Fu
549300DTG68UBCNCPY15
Clough Global Opportunities Fund
18914E106
446.00000000
NS
USD
2096.20000000
0.002471049297
Long
EC
RF
US
N
1
N
N
N
Cohen & Steers Quality Income
BOWRNZIYSSLA6IG2ST17
Cohen & Steers Quality Income Realty Fund, Inc.
19247L106
1612.00000000
NS
USD
19730.88000000
0.023259220091
Long
EC
RF
US
N
1
N
N
Cohen & Steers REIT and Prefer
Y2PROTN9284X1BRB7064
Cohen & Steers REIT and Preferred and Income Fund, Inc.
19247X100
540.00000000
NS
USD
10886.40000000
0.012833141431
Long
EC
RF
US
N
1
N
N
N
Cohen & Steers Infrastructure
T085JMDV2CFIPONRA870
Cohen & Steers Infrastructure Fund, Inc.
19248A109
403.00000000
NS
USD
8559.72000000
0.010090396951
Long
EC
RF
US
N
1
N
N
N
Cohen & Steers Limited Duratio
FB4GVFNX9R92BO4AY061
Cohen & Steers Limited Duration Preferred and Income Fund, Inc.
19248C105
280.00000000
NS
USD
5160.40000000
0.006083199500
Long
EC
RF
US
N
1
N
N
N
Credit Suisse High Yield Bond
549300R9HE7C1IL42N58
Credit Suisse High Yield Bond Fund
22544F103
5270.00000000
NS
USD
10434.60000000
0.012300549087
Long
EC
RF
US
N
1
N
N
N
NXG Cushing Midstream Energy F
5493006NXITDSHOHUT03
NXG Cushing Midstream Energy Fund
231631300
69.00000000
NS
USD
2338.41000000
0.002756572076
Long
EC
RF
US
N
1
N
N
N
DTF Tax-Free Income 2028 Term
549300UTPMUSB8BKGI82
DTF Tax-Free Income 2028 Term Fund, Inc.
23334J107
1042.00000000
NS
USD
11201.50000000
0.013204588637
Long
EC
RF
US
N
1
N
N
N
DWS Municipal Income Trust
TEL2CK71Z3LE1OCHIB43
DWS Municipal Income Trust
233368109
18011.00000000
NS
USD
160117.79000000
0.188750573631
Long
EC
RF
US
N
1
N
N
N
DWS Strategic Municipal Income
HW9ZECORLBPA6LHYL567
DWS Strategic Municipal Income Trust
23342Q101
1285.00000000
NS
USD
11115.25000000
0.013102915132
Long
EC
RF
US
N
1
N
N
N
abrdn National Municipal Incom
NIC7ULNUGCUI836YP119
abrdn National Municipal Income Fund
24610T108
7521.00000000
NS
USD
76789.41000000
0.090521141881
Long
EC
RF
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp.
25470M109
148051.00000000
NS
USD
854254.27000000
1.007014795105
Long
EC
CORP
US
N
1
N
N
N
Duff & Phelps Utility and Infr
549300SY2NYDO23RIE89
Duff & Phelps Utility and Infrastructure Fund, Inc.
26433C105
11418.00000000
NS
USD
104703.06000000
0.123426401500
Long
EC
RF
US
N
1
N
N
N
Eastern Bankshares Inc
549300J245MBQU3DO403
Eastern Bankshares, Inc.
27627N105
-66440.00000000
NS
USD
-943448.00000000
-1.11215843780
Short
EC
CORP
US
N
1
N
N
N
Eaton Vance California Municip
5493000EWT76UUJKIW67
Eaton Vance California Municipal Income Trust
27826F101
1008.00000000
NS
USD
10422.72000000
0.012286544666
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Municipal Income T
549300DINBO2K1M6KL63
Eaton Vance Municipal Income Trust
27826U108
1050.00000000
NS
USD
10311.00000000
0.012154846533
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Enhanced Equity In
5493006SDQPRW4FOOW97
Eaton Vance Enhanced Equity Income Fund
278274105
134.00000000
NS
USD
2221.72000000
0.002619015191
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Enhanced Equity In
549300N6ZBLPLGA31U67
Eaton Vance Enhanced Equity Income Fund II
278277108
185.00000000
NS
USD
3463.20000000
0.004082500680
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Floating-Rate Inco
HQOIMOIFYDO5NKVU2640
Eaton Vance Floating-Rate Income Trust
278279104
811.00000000
NS
USD
10178.05000000
0.011998121982
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Municipal Bond Fun
5493006Q4EBOXVQBQD12
Eaton Vance Municipal Bond Fund
27827X101
1588.00000000
NS
USD
16086.44000000
0.018963069485
Long
EC
RF
US
N
1
N
N
N
Eaton Vance New York Municipal
5493003LD9U89XVQ7W91
Eaton Vance New York Municipal Bond Fund
27827Y109
1173.00000000
NS
USD
11319.45000000
0.013343630840
Long
EC
RF
US
N
1
N
N
N
Eaton Vance California Municip
549300FJGD8HWP11TO17
Eaton Vance California Municipal Bond Fund
27828A100
1344.00000000
NS
USD
12297.60000000
0.014496696802
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Tax-Advantaged Div
549300KZTQOOF16ML741
Eaton Vance Tax-Advantaged Dividend Income Fund
27828G107
840.00000000
NS
USD
18690.00000000
0.022032206547
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Tax-Managed Divers
549300DUVXIBXV9JBP20
Eaton Vance Tax-Managed Diversified Equity Income Fund
27828N102
522.00000000
NS
USD
6363.18000000
0.007501064529
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Senior Floating-Ra
VJXUJZ1EC079NQ236240
Eaton Vance Senior Floating-Rate Trust
27828Q105
810.00000000
NS
USD
10254.60000000
0.012088360902
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Tax-Advantaged Glo
549300P9NBK8GZ8QI277
Eaton Vance Tax-Advantaged Global Dividend Income Fund
27828S101
887.00000000
NS
USD
15167.70000000
0.017880037412
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Tax-Advantaged Glo
549300FJ9E7XXCLZCB95
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
27828U106
497.00000000
NS
USD
11749.08000000
0.013850088673
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Short Duration Div
HAXBNTSIUT2SHF0XLJ46
Eaton Vance Short Duration Diversified Income Fund
27828V104
73.00000000
NS
USD
757.74000000
0.000893241529
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Tax-Managed Buy-Wr
549300PR0H5PW7NXEV58
Eaton Vance Tax-Managed Buy-Write Income Fund
27828X100
902.00000000
NS
USD
11707.96000000
0.013801615461
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Tax-Managed Buy-Wr
549300K03NZO4ZHC3H11
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
27828Y108
481.00000000
NS
USD
5930.73000000
0.006991282414
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Tax Managed Global
549300YMO6N2TLCMXO54
Eaton Vance Tax Managed Global Buy Write Opportunities Fund
27829C105
2092.00000000
NS
USD
16254.84000000
0.019161583321
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Tax-Managed Global
5493002EIY4NK3I3E865
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
27829F108
2413.00000000
NS
USD
18628.36000000
0.021959543882
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Risk-Managed Diver
549300Y73VZSKBZ38790
Eaton Vance Risk-Managed Diversified Equity Income Fund
27829G106
1566.00000000
NS
USD
12277.44000000
0.014472931725
Long
EC
RF
US
N
1
N
N
N
Eaton Vance Municipal Income 2
549300MBQTU3LRVTCH04
Eaton Vance Municipal Income 2028 Term Trust
27829U105
640.00000000
NS
USD
11097.60000000
0.013082108902
Long
EC
RF
US
N
1
N
N
N
EchoStar Corp
549300EE20907QZ9GT38
EchoStar Corp.
278768106
-51948.00000000
NS
USD
-860778.36000000
-1.01470554408
Short
EC
CORP
US
N
1
N
N
N
Ellsworth Growth and Income Fu
549300GYFOXHCDQTI772
Ellsworth Growth and Income Fund Ltd.
289074106
4632.83800000
NS
USD
37433.33000000
0.044127279738
Long
EC
RF
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29273V100
0.47000000
NS
USD
6.49000000
0.000007650562
Long
EC
CORP
US
N
1
N
N
N
EngageSmart Inc
N/A
EngageSmart, Inc.
29283F103
43978.00000000
NS
USD
1007096.20000000
1.187188415803
Long
EC
CORP
US
N
1
N
N
N
European Equity Fund Inc/The
5493008XBHSH29XH9329
European Equity Fund, Inc.
298768102
930.00000000
NS
USD
8035.20000000
0.009472080580
Long
EC
RF
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
-11517.00000000
NS
USD
-1151469.66000000
-1.35737920717
Short
EC
CORP
US
N
1
N
N
N
Federated Hermes Premier Munic
C0TUI5ZPEIY028NN4Q23
Federated Hermes Premier Municipal Income Fund
31423P108
1036.00000000
NS
USD
11385.64000000
0.013421657151
Long
EC
RF
US
N
1
N
N
N
First American Funds
N/A
First American Government Obligations Fund - Class X
N/A
758963.15000000
NS
USD
758963.15000000
0.894683407306
Long
STIV
RF
US
N
1
N
N
First Trust Intermediate Durat
549300EOWPOFA6ZHR675
First Trust Intermediate Duration Preferred & Income Fund
33718W103
633.00000000
NS
USD
10324.23000000
0.012170442364
Long
EC
RF
US
N
1
N
N
First Trust Enhanced Equity In
549300FW1TTV8W8GAV91
First Trust Enhanced Equity Income Fund
337318109
24.00000000
NS
USD
438.48000000
0.000516890418
Long
EC
RF
US
N
1
N
N
N
First Trust Specialty Finance
549300EQ34T51CUS5O36
First Trust Specialty Finance and Financial Opportunities Fund
33733G109
8753.00000000
NS
USD
31335.74000000
0.036939298875
Long
EC
RF
US
N
1
N
N
N
First Trust Senior Floating Ra
549300188EQ1UO018C30
First Trust Senior Floating Rate Income Fund II
33733U108
1024.00000000
NS
USD
10332.16000000
0.012179790433
Long
EC
RF
US
N
1
N
N
N
First Trust Mortgage Income Fu
549300DJXDU5IDLS9H81
First Trust Mortgage Income Fund
33734E103
254.00000000
NS
USD
3078.48000000
0.003628983799
Long
EC
RF
US
N
1
N
N
N
First Trust High Income Long/S
JUEVI6DHENZLPUBV7E49
First Trust High Income Long/Short Fund
33738E109
881.00000000
NS
USD
10651.29000000
0.012555988297
Long
EC
RF
US
N
1
N
N
N
Flaherty & Crumrine Preferred
254900A8P8RQUXES1M50
Flaherty & Crumrine Preferred and Income Securities Fund, Inc.
338478100
1095.00000000
NS
USD
15220.50000000
0.017942279280
Long
EC
RF
US
N
1
N
N
N
Flaherty & Crumrine Total Retu
254900OFZ9J1RLHWZQ22
Flaherty & Crumrine Total Return Fund, Inc.
338479108
791.00000000
NS
USD
11509.05000000
0.013567135728
Long
EC
RF
US
N
1
N
N
N
Flaherty & Crumrine Preferred
254900LXRIT34GQY5I69
Flaherty & Crumrine Preferred & Income Fund, Inc.
338480106
1123.00000000
NS
USD
11095.24000000
0.013079326879
Long
EC
RF
US
N
1
N
N
N
Flaherty & Crumrine Preferred
2549008Y9TGWYEWYW496
Flaherty & Crumrine Preferred and Income Opportunity Fund, Inc.
33848E106
1369.00000000
NS
USD
10897.24000000
0.012845919875
Long
EC
RF
US
N
1
N
N
N
Flaherty & Crumrine Dynamic Pr
254900BPH613QBWQO237
Flaherty & Crumrine Dynamic Preferred and Income Fund, Inc.
33848W106
149.00000000
NS
USD
2644.75000000
0.003117692791
Long
EC
RF
US
N
1
N
N
N
Franklin Ltd Duration Income T
P58SM14RY02PYB0IA680
Franklin Limited Duration Income Trust
35472T101
311.00000000
NS
USD
1934.42000000
0.002280339271
Long
EC
RF
US
N
1
N
N
N
Franklin Universal Trust
5493009UE75VG0DU8V76
Franklin Universal Trust
355145103
1642.00000000
NS
USD
10919.30000000
0.012871924716
Long
EC
RF
US
N
1
N
N
N
Gabelli Convertible and Income
549300XKRPOM8NVRNE70
Gabelli Convertible and Income Securities Fund, Inc.
36240B109
2928.00000000
NS
USD
10540.80000000
0.012425740116
Long
EC
RF
US
N
1
N
N
N
Gabelli Dividend & Income Trus
549300082N1MHBT8NI60
Gabelli Dividend & Income Trust
36242H104
7395.00000000
NS
USD
160027.80000000
0.188644491327
Long
EC
RF
US
N
1
N
N
N
Gabelli Global Utility & Incom
549300Y9IKVB1DQ6Z097
Gabelli Global Utility & Income Trust
36242L105
778.00000000
NS
USD
10254.04000000
0.012087700761
Long
EC
RF
US
N
1
N
N
N
Gabelli Healthcare & WellnessR
549300XULWZNLHFTG832
Gabelli Healthcare & WellnessRx Trust
36246K103
11147.00000000
NS
USD
104001.51000000
0.122599398049
Long
EC
RF
US
N
1
N
N
N
Gabelli Global Small and Mid C
54930027RS7HE8UD3187
Gabelli Global Small and Mid Capital Value Trust
36249W104
1733.00000000
NS
USD
20328.09000000
0.023963225125
Long
EC
RF
US
N
1
N
N
N
GAMCO Natural Resources Gold &
23EBEGZ81713Q1VCP222
GAMCO Natural Resources Gold & Income Trust
36465E101
3399.00000000
NS
USD
17470.86000000
0.020595055969
Long
EC
RF
US
N
1
N
N
N
General American Investors Co
254900MHIF9G7IS1T951
General American Investors Company, Inc.
368802104
3586.00000000
NS
USD
154018.70000000
0.181560824534
Long
EC
RF
US
N
1
N
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp.
403949100
0.39000000
NS
USD
21.67000000
0.000025545099
Long
EC
CORP
US
N
1
N
N
N
John Hancock Income Securities
549300RB36J7QSFLWG11
John Hancock Income Securities Trust
410123103
991.00000000
NS
USD
10782.08000000
0.012710166590
Long
EC
RF
US
N
1
N
N
N
John Hancock Tax-Advantaged Gl
549300KILC6GI1G1FO95
John Hancock Tax-Advantaged Global Shareholder Yield Fund
41013P749
2429.00000000
NS
USD
12412.19000000
0.014631778158
Long
EC
RF
US
N
1
N
N
N
John Hancock Premium Dividend
549300HU07GPOB5DR949
John Hancock Premium Dividend Fund
41013T105
1269.00000000
NS
USD
13514.85000000
0.015931619403
Long
EC
RF
US
N
1
N
N
N
John Hancock Tax-Advantaged Di
5493001RMBJ8FL02CN30
John Hancock Tax-Advantaged Dividend Income Fund
41013V100
767.00000000
NS
USD
14549.99000000
0.017151866502
Long
EC
RF
US
N
1
N
N
N
John Hancock Investors Trust
5493007QBXBOZDX6R464
John Hancock Investors Trust
410142103
838.00000000
NS
USD
10843.72000000
0.012782829255
Long
EC
RF
US
N
1
N
N
N
Hawaiian Holdings Inc
529900TQUS2JVPSSPP86
Hawaiian Holdings, Inc.
419879101
18937.00000000
NS
USD
268905.40000000
0.316991937639
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
254900M6MTMZM0I22L81
Healthpeak Properties, Inc.
42250P103
-48725.00000000
NS
USD
-964755.00000000
-1.13727562479
Short
EC
CORP
US
N
1
N
N
N
Herzfeld Caribbean Basin Fund
549300ML0K6PRXPULR11
Herzfeld Caribbean Basin Fund, Inc.
42804T106
10498.70400000
NS
USD
29186.40000000
0.034405606911
Long
EC
RF
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
7182.00000000
NS
USD
1035357.12000000
1.220503045373
Long
EC
CORP
US
N
1
N
N
N
High Income Securities Fund
25RM533JWPQG19PQ1G87
High Income Securities Fund
42968F108
115.00000000
NS
USD
738.30000000
0.000870325205
Long
EC
RF
US
N
1
N
N
N
Highland Opportunities and Inc
254900CMUE9FRYL2UR80
Highland Opportunities and Income Fund
43010E404
652.00000000
NS
USD
5013.88000000
0.005910478317
Long
EC
RF
US
N
1
N
N
N
Highland Global Allocation Fun
549300Y627XJ58WI3L10
Highland Global Allocation Fund
43010T104
152.00000000
NS
USD
1194.72000000
0.001408363713
Long
EC
RF
US
N
1
N
N
N
ImmunoGen Inc
54930084U0R1OP766Y02
ImmunoGen, Inc.
45253H101
38214.00000000
NS
USD
1133045.10000000
1.335659907467
Long
EC
CORP
US
N
1
N
N
N
Insight Select Income Fund
2138009UQXO3YKI55769
Insight Select Income Fund
45781W109
657.00000000
NS
USD
10492.29000000
0.012368555400
Long
EC
RF
US
N
1
N
N
N
Invesco High Income Trust II
NWTWTK5C3HWITJJQZG91
Invesco High Income Trust II
46131F101
1035.00000000
NS
USD
10753.65000000
0.012676652645
Long
EC
RF
US
N
1
N
N
N
Invesco Municipal Trust
GKS5Y4B1VKHV66WSPK53
Invesco Municipal Trust
46131J103
1634.00000000
NS
USD
15572.02000000
0.018356659229
Long
EC
RF
US
N
1
N
N
N
Invesco Trust for Investment G
V0VF67S6NRLBDK357F71
Invesco Trust for Investment Grade Municipals
46131M106
4733.00000000
NS
USD
46809.37000000
0.055179973685
Long
EC
RF
US
N
1
N
N
N
Invesco Trust for Investment G
FNS6N81D3V131ZZWNT79
Invesco Trust for Investment Grade New York Municipals
46131T101
4235.00000000
NS
USD
44086.35000000
0.051970014398
Long
EC
RF
US
N
1
N
N
N
Invesco Municipal Opportunity
WERC5RXCUSU16MOTZ848
Invesco Municipal Opportunity Trust
46132C107
1716.00000000
NS
USD
16490.76000000
0.019439691302
Long
EC
RF
US
N
1
N
N
N
Invesco Advantage Municipal In
DA89O2CSN0WUDR74HM71
Invesco Advantage Municipal Income Trust II
46132E103
1536.00000000
NS
USD
12979.20000000
0.015300182729
Long
EC
RF
US
N
1
N
N
N
Invesco California Value Munic
0O4FOPVOK8KA2I2US555
Invesco California Value Municipal Income Trust
46132H106
7462.00000000
NS
USD
73127.60000000
0.086204515115
Long
EC
RF
US
N
1
N
N
N
Invesco Pennsylvania Value Mun
549300S5KHBL3XISY922
Invesco Pennsylvania Value Municipal Income Trust
46132K109
1159.00000000
NS
USD
11590.00000000
0.013662561470
Long
EC
RF
US
N
1
N
N
N
Invesco Bond Fund
MN4XNOJY2YRWNLRTWX16
Invesco Bond Fund
46132L107
69.00000000
NS
USD
1049.49000000
0.001237163212
Long
EC
RF
US
N
1
N
N
N
Invesco Value Municipal Income
X075VJ33QQP2G2NTOV20
Invesco Value Municipal Income Trust
46132P108
1217.00000000
NS
USD
14275.41000000
0.016828185214
Long
EC
RF
US
N
1
N
N
N
Invesco Quality Municipal Inco
WLEGDSEH0E242WVNUY02
Invesco Quality Municipal Income Trust
46133G107
1501.00000000
NS
USD
14274.51000000
0.016827124273
Long
EC
RF
US
N
1
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
-6468.00000000
NS
USD
-136992.24000000
-0.16148963761
Short
EC
RF
US
N
1
N
N
N
iRobot Corp
5493009PRNKOUKBAT390
iRobot Corp.
462726100
12316.00000000
NS
USD
476629.20000000
0.561861582710
Long
EC
CORP
US
N
1
N
N
N
iShares TIPS Bond ETF
549300EHD1VQKMRQ0829
iShares TIPS Bond ETF
464287176
-184.00000000
NS
USD
-19778.16000000
-0.02331495485
Short
EC
RF
US
N
1
N
N
N
iShares MSCI Emerging Markets
549300BPYHDEDI59G670
iShares MSCI Emerging Markets ETF
464287234
-615.00000000
NS
USD
-24729.15000000
-0.02915129697
Short
EC
RF
US
N
1
N
N
N
iShares iBoxx $ Investment Gra
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
-558.00000000
NS
USD
-61748.28000000
-0.07279030812
Short
EC
RF
US
N
1
N
N
N
iShares Latin America 40 ETF
549300LU9LZBB8WGN795
iShares Latin America 40 ETF
464287390
-869.00000000
NS
USD
-25253.14000000
-0.02976898857
Short
EC
RF
US
N
1
N
N
N
iShares 7-10 Year Treasury Bon
549300XS1PPZG92M8L16
iShares 7-10 Year Treasury Bond ETF
464287440
-153.00000000
NS
USD
-14747.67000000
-0.01738489628
Short
EC
RF
US
N
1
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
-4790.00000000
NS
USD
-360926.50000000
-0.42546854983
Short
EC
RF
US
N
1
N
N
N
iShares Russell 1000 Value ETF
549300KLSYN5NN4YNM90
iShares Russell 1000 Value ETF
464287598
-2184.00000000
NS
USD
-360906.00000000
-0.42544438395
Short
EC
RF
US
N
1
N
N
N
iShares Russell 1000 Growth ET
549300H1KWQVEKI25E14
iShares Russell 1000 Growth ETF
464287614
-221.00000000
NS
USD
-67000.57000000
-0.07898182969
Short
EC
RF
US
N
1
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 Index ETF
464287655
-967.00000000
NS
USD
-194086.57000000
-0.22879376127
Short
EC
RF
US
N
1
N
N
N
iShares U.S. Real Estate ETF
549300SJWB2CPZFPT616
iShares U.S. Real Estate ETF
464287739
-702.00000000
NS
USD
-64169.82000000
-0.07564487578
Short
EC
RF
US
N
1
N
N
N
iShares Agency Bond ETF
54930076RN5EDP4FSR30
iShares Agency Bond ETF
464288166
-53.00000000
NS
USD
-5746.93000000
-0.00677461470
Short
EC
RF
US
N
1
N
N
N
iShares MSCI All Country Asia
549300EQSX1KKO1KLL54
iShares MSCI All Country Asia ex Japan ETF
464288182
-109.00000000
NS
USD
-7256.13000000
-0.00855369475
Short
EC
RF
US
N
1
N
N
N
iShares JP Morgan USD Emerging
54930070R8WH6MNUJG74
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
-208.00000000
NS
USD
-18524.48000000
-0.02183708772
Short
EC
RF
US
N
1
N
N
N
iShares National Muni Bond ETF
549300H21FUYFQW9N157
iShares National Muni Bond ETF
464288414
-4579.00000000
NS
USD
-496409.39000000
-0.58517893057
Short
EC
RF
US
N
1
N
N
N
iShares iBoxx High Yield Corpo
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
-13273.00000000
NS
USD
-1027197.47000000
-1.21088426023
Short
EC
RF
US
N
1
N
N
N
iShares MBS ETF
549300M0TH0IE2E6RP07
iShares MBS ETF
464288588
-47.00000000
NS
USD
-4421.76000000
-0.00521247349
Short
EC
RF
US
N
1
N
N
N
iShares Preferred & Income Sec
549300YX74JNY54XCY80
iShares Preferred & Income Securities ETF
464288687
-1680.00000000
NS
USD
-52399.20000000
-0.06176939525
Short
EC
RF
US
N
1
N
N
N
iShares Floating Rate Bond ETF
549300G2T0MQ0NCEG317
iShares Floating Rate Bond ETF
46429B655
-956.00000000
NS
USD
-48392.72000000
-0.05704646347
Short
EC
RF
US
N
1
N
N
N
iShares Core High Dividend ETF
549300M7WVLJWAVPDO86
iShares Core High Dividend ETF
46429B663
-330.00000000
NS
USD
-33656.70000000
-0.03967530048
Short
EC
RF
US
N
1
N
N
N
iShares Mortgage Real Estate E
549300WLIJWYXGL2J018
iShares Mortgage Real Estate ETF
46435G342
-252.00000000
NS
USD
-5944.68000000
-0.00700772699
Short
EC
RF
US
N
1
N
N
N
John Hancock Hedged Equity & I
TXPTLN9B34V0S0MTR071
John Hancock Hedged Equity & Income Fund
47804L102
1107.00000000
NS
USD
11125.35000000
0.013114821247
Long
EC
RF
US
N
1
N
N
N
KKR Income Opportunities Fund
549300H65GA67Q2C3B36
KKR Income Opportunities Fund
48249T106
287.00000000
NS
USD
3607.59000000
0.004252710969
Long
EC
RF
US
N
1
N
N
N
Karuna Therapeutics Inc
N/A
Karuna Therapeutics, Inc.
48576A100
2296.00000000
NS
USD
726706.96000000
0.856659060570
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
254900ARY41P4V1JL861
Kimco Realty Corp.
49446R109
-44000.00000000
NS
USD
-937640.00000000
-1.10531183236
Short
EC
CORP
US
N
1
N
N
N
LMP Capital and Income Fund In
549300YJH1GYGXCCQ467
LMP Capital and Income Fund, Inc.
50208A102
845.00000000
NS
USD
11838.45000000
0.013955440106
Long
EC
RF
US
N
1
N
N
N
Lakeland Bancorp Inc
549300NF90LR9ETZDR73
Lakeland Bancorp, Inc.
511637100
36286.00000000
NS
USD
536669.94000000
0.632639002984
Long
EC
CORP
US
N
1
N
N
N
Lazard Global Total Return and
MZRC4RJENF0LPRIWFB85
Lazard Global Total Return and Income Fund, Inc.
52106W103
687.00000000
NS
USD
10524.84000000
0.012406926097
Long
EC
RF
US
N
1
N
N
N
Liberty All Star Growth Fund I
54930046Y8IF3CB2AL60
Liberty All Star Growth Fund, Inc.
529900102
2431.00000000
NS
USD
12835.68000000
0.015130998016
Long
EC
RF
US
N
1
N
N
N
Liberty All-Star Equity Fund
549300DLV755RNHI1N92
Liberty All-Star Equity Fund
530158104
1333.00000000
NS
USD
8504.54000000
0.010025349484
Long
EC
RF
US
N
1
N
N
N
MFS Charter Income Trust
1LFFWFMKO22SVR346G33
MFS Charter Income Trust
552727109
1885.00000000
NS
USD
12177.10000000
0.014354648600
Long
EC
RF
US
N
1
N
N
N
MFS Multimarket Income Trust
WJEDYZGROW7MJ1187O21
MFS Multimarket Income Trust
552737108
2456.00000000
NS
USD
11174.80000000
0.013173114056
Long
EC
RF
US
N
1
N
N
N
MFS Municipal Income Trust
GV4WN51HRTKYT6CV5890
MFS Municipal Income Trust
552738106
2283.00000000
NS
USD
11803.11000000
0.013913780493
Long
EC
RF
US
N
1
N
N
N
MFS Intermediate Income Trust
WGVMPY7PP3OZCAPKRD65
MFS Intermediate Income Trust
55273C107
4563.00000000
NS
USD
12228.84000000
0.014415640915
Long
EC
RF
US
N
1
N
N
N
MFS Special Value Trust
BU0CC6CZ0VASCUHSKS68
MFS Special Value Trust
55274E102
40.00000000
NS
USD
163.60000000
0.000192855483
Long
EC
RF
US
N
1
N
N
N
MFS Government Markets Income
JW62H2NF5KGMYLA2ZL41
MFS Government Markets Income Trust
552939100
3361.00000000
NS
USD
10687.98000000
0.012599239322
Long
EC
RF
US
N
1
N
N
N
Macquarie/First Trust Global I
549300JL3ROR79GLM190
Macquarie/First Trust Global Infrastructure/Utilities Dividend & Income Fund
55607W100
1295.00000000
NS
USD
10191.65000000
0.012014153978
Long
EC
RF
US
N
1
N
N
N
MainStay MacKay DefinedTerm Mu
549300AOV8XDBTKPOR64
MainStay MacKay DefinedTerm Municipal Opportunities Fund
56064K100
269.00000000
NS
USD
4371.25000000
0.005152931132
Long
EC
RF
US
N
1
N
N
N
Mexico Fund Inc/The
N/A
Mexico Fund, Inc.
592835102
3814.00000000
NS
USD
72771.12000000
0.085784288203
Long
EC
RF
US
N
1
N
N
N
MFS Investment Grade Municipal
TQV30XJRB3S7V50XRW52
MFS Investment Grade Municipal Trust
59318B108
1466.00000000
NS
USD
11097.62000000
0.013082132478
Long
EC
RF
US
N
1
N
N
N
MFS High Income Municipal Trus
0G9TCUWY2FBUXSJY2691
MFS High Income Municipal Trust
59318D104
3141.00000000
NS
USD
11150.55000000
0.013144527593
Long
EC
RF
US
N
1
N
N
N
MFS High Yield Municipal Trust
A8WLLLHJKX1MW5QPZU93
MFS High Yield Municipal Trust
59318E102
3383.00000000
NS
USD
11197.73000000
0.013200144474
Long
EC
RF
US
N
1
N
N
N
MFS Intermediate High Income F
SASSJTLSXHXELZG42340
MFS Intermediate High Income Fund
59318T109
6105.00000000
NS
USD
10500.60000000
0.012378351421
Long
EC
RF
US
N
1
N
N
N
Miller/Howard High Dividend Fu
549300ZCY8ROSDMUUZ28
Miller/Howard High Dividend Fund
600379101
1025.00000000
NS
USD
10875.25000000
0.012819997552
Long
EC
RF
US
N
1
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics, Inc.
60468T105
18883.00000000
NS
USD
1109376.25000000
1.307758516780
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Emerging Market
879N34XPZOOCKFD26737
Morgan Stanley Emerging Markets Debt Fund, Inc.
61744H105
1533.00000000
NS
USD
10654.35000000
0.012559595496
Long
EC
RF
US
N
1
N
N
N
National Western Life Group In
549300HPXNVHFT1BJ192
National Western Life Group, Inc.
638517102
2604.00000000
NS
USD
1257784.08000000
1.482705117304
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman Municipal Fun
549300IIZWX8QVUHXO20
Neuberger Berman Municipal Fund, Inc.
64124P101
14738.00000000
NS
USD
152538.30000000
0.179815694594
Long
EC
RF
US
N
1
N
N
Neuberger Berman High Yield St
549300N1F0D8SFREMM17
Neuberger Berman High Yield Strategies Fund, Inc.
64128C106
1703.00000000
NS
USD
13147.16000000
0.015498177882
Long
EC
RF
US
N
1
N
N
N
Neuberger Berman Energy Infras
549300P5ICT7WWGP8224
Neuberger Berman Energy Infrastructure and Income Fund, Inc.
64129H104
350.00000000
NS
USD
2408.00000000
0.002838606386
Long
EC
RF
US
N
1
N
N
N
New America High Income Fund I
V5LSTDFQKWGSW30MQ381
New America High Income Fund, Inc.
641876800
186.00000000
NS
USD
1309.44000000
0.001543598316
Long
EC
RF
US
N
1
N
N
N
Neuberger Berman Real Estate S
549300WU72ZN21PNWQ56
Neuberger Berman Real Estate Securities Income Fund, Inc.
64190A103
3696.00000000
NS
USD
11790.24000000
0.013898609038
Long
EC
RF
US
N
1
N
N
N
New Germany Fund Inc/The
549300TPS2RTTJ8O3C08
New Germany Fund, Inc.
644465106
1954.00000000
NS
USD
17077.96000000
0.020131896314
Long
EC
RF
US
N
1
N
N
N
Nuveen Missouri Quality Munici
549300D4075OL0O76470
Nuveen Missouri Quality Municipal Income Fund
67060Q108
685.00000000
NS
USD
6873.98000000
0.008103207445
Long
EC
RF
US
N
1
N
N
N
Nuveen Massachusetts Quality M
549300RK5RSCWBBL2616
Nuveen Massachusetts Quality Municipal Income Fund
67061E104
2631.00000000
NS
USD
27651.81000000
0.032596596539
Long
EC
RF
US
N
1
N
N
N
Nuveen Select Maturities Munic
5493004ODX60CHWL4U41
Nuveen Select Maturities Municipal Fund
67061T101
1232.00000000
NS
USD
10866.24000000
0.012809376354
Long
EC
RF
US
N
1
N
N
N
Nuveen Arizona Quality Municip
549300DWXOLUWN2P0B05
Nuveen Arizona Quality Municipal Income Fund
67061W104
2616.00000000
NS
USD
28017.36000000
0.033027515378
Long
EC
RF
US
N
1
N
N
N
Nuveen California Municipal Va
549300TMONWV3LX8YU60
Nuveen California Municipal Value Fund, Inc.
67062C107
1450.00000000
NS
USD
12992.00000000
0.015315271667
Long
EC
RF
US
N
1
N
N
N
Nuveen Municipal Income Fund I
549300B7KLL5KV0GQO76
Nuveen Municipal Income Fund, Inc.
67062J102
1212.00000000
NS
USD
11150.40000000
0.013144350769
Long
EC
RF
US
N
1
N
N
N
Nuveen New York Municipal Valu
549300NZ3QOSIW1ZM615
Nuveen New York Municipal Value Fund
67062M105
1365.00000000
NS
USD
11302.20000000
0.013323296139
Long
EC
RF
US
N
1
N
N
N
Nuveen California Select Tax-F
549300PYJN62OFE8VK36
Nuveen California Select Tax-Free Income Portfolio
67063R103
868.00000000
NS
USD
11101.72000000
0.013086965653
Long
EC
RF
US
N
1
N
N
N
Nuveen New York Select Tax-Fre
549300O6PCT8Y389MD53
Nuveen New York Select Tax-Free Income Portfolio
67063V104
920.00000000
NS
USD
10810.00000000
0.012743079335
Long
EC
RF
US
N
1
N
N
N
Nuveen Virginia Quality Munici
549300VVSBWT8OW8JS28
Nuveen Virginia Quality Municipal Income Fund
67064R102
1107.00000000
NS
USD
11933.46000000
0.014067440103
Long
EC
RF
US
N
1
N
N
N
Nuveen California AMT-Free Qua
5493005SR7RRUAG9VK19
Nuveen California AMT-Free Quality Municipal Income Fund
670651108
1219.00000000
NS
USD
14067.26000000
0.016582813155
Long
EC
RF
US
N
1
N
N
N
Nuveen New York AMT-Free Quali
549300V4X2BF3UXSCQ58
Nuveen New York AMT-Free Quality Municipal Income Fund
670656107
1603.00000000
NS
USD
16879.59000000
0.019898053146
Long
EC
RF
US
N
1
N
N
N
Nuveen AMT-Free Quality Munici
549300OTYQOOXS64NI63
Nuveen AMT-Free Quality Municipal Income Fund
670657105
1729.00000000
NS
USD
19019.00000000
0.022420039396
Long
EC
RF
US
N
1
N
N
N
Nuveen Quality Municipal Incom
549300RDIO25ZNWCOA97
Nuveen Quality Municipal Income Fund
67066V101
1672.00000000
NS
USD
19144.40000000
0.022567863832
Long
EC
RF
US
N
1
N
N
N
Nuveen New York Quality Munici
549300B795LQBEIHRS62
Nuveen New York Quality Municipal Income Fund
67066X107
1175.00000000
NS
USD
12972.00000000
0.015291695202
Long
EC
RF
US
N
1
N
N
N
Nuveen California Quality Muni
549300ZT6V9X5U9BHR46
Nuveen California Quality Municipal Income Fund
67066Y105
6372.00000000
NS
USD
70665.48000000
0.083302110814
Long
EC
RF
US
N
1
N
N
N
Nuveen Municipal High Income O
BN7VUB6JBYC7TTWZRZ58
Nuveen Municipal High Income Opportunity Fund
670682103
1903.00000000
NS
USD
18801.64000000
0.022163810374
Long
EC
RF
US
N
1
N
N
N
Nuveen NASDAQ 100 Dynamic Over
549300UZIEJJJ5RD3T06
Nuveen NASDAQ 100 Dynamic Overwrite Fund
670699107
319.00000000
NS
USD
7384.85000000
0.008705432879
Long
EC
RF
US
N
1
N
N
N
Nuveen New Jersey Quality Muni
5493006CFPL75HL16F31
Nuveen New Jersey Quality Municipal Income Fund
67069Y102
8809.00000000
NS
USD
103770.02000000
0.122326512255
Long
EC
RF
US
N
1
N
N
N
Nuveen S&P 500 Buy-Write Incom
5493000J8QMCY5J7XP73
Nuveen S&P 500 Buy-Write Income Fund
6706ER101
1216.00000000
NS
USD
15601.28000000
0.018391151597
Long
EC
RF
US
N
1
N
N
N
Nuveen S&P 500 Dynamic Overwri
549300OISXORNCZINQ77
Nuveen S&P 500 Dynamic Overwrite Fund
6706EW100
808.00000000
NS
USD
12152.32000000
0.014325437360
Long
EC
RF
US
N
1
N
N
N
Nuveen Municipal Credit Income
54930078DL3R0VSYW338
Nuveen Municipal Credit Income Fund
67070X101
1600.00000000
NS
USD
18912.00000000
0.022293905308
Long
EC
RF
US
N
1
N
N
N
Nuveen Real Estate Income Fund
LXJVVL0330BRT3R7PH61
Nuveen Real Estate Income Fund
67071B108
1613.00000000
NS
USD
12613.66000000
0.014869275678
Long
EC
RF
US
N
1
N
N
N
Nuveen AMT-Free Municipal Cred
549300LBMO1C0IG71T03
Nuveen AMT-Free Municipal Credit Income Fund
67071L106
3131.00000000
NS
USD
37008.42000000
0.043626385951
Long
EC
RF
US
N
1
N
N
N
Nuveen Floating Rate Income Fu
HJXCPP3KYE3BVU373P27
Nuveen Floating Rate Income Fund/Closed-end Fund
67072T108
2322.00000000
NS
USD
19086.84000000
0.022500010765
Long
EC
RF
US
N
1
N
N
N
Nuveen Minnesota Quality Munic
549300G7ZQTM08LLEK41
Nuveen Minnesota Quality Municipal Income Fund
670734102
973.00000000
NS
USD
10683.54000000
0.012594005347
Long
EC
RF
US
N
1
N
N
N
Nuveen Preferred & Income Oppo
SQSNUOAGTXNFWCFS1I50
Nuveen Preferred & Income Opportunities Fund
67073B106
1280.00000000
NS
USD
8652.80000000
0.010200121819
Long
EC
RF
US
N
1
N
N
N
Nuveen Credit Strategies Incom
W4CSTD4RDGQSJ4FOVO30
Nuveen Credit Strategies Income Fund
67073D102
3421.00000000
NS
USD
17857.62000000
0.021050977650
Long
EC
RF
US
N
1
N
N
N
Nuveen Real Asset Income and G
RQLXTE3CBG56EZF1BQ60
Nuveen Real Asset Income and Growth Fund
67074Y105
1073.00000000
NS
USD
12575.56000000
0.014824362512
Long
EC
RF
US
N
1
N
N
N
Nuveen Multi-Asset Income Fund
549300VLJPKC3DNIJ668
Nuveen Multi-Asset Income Fund
670750108
193.00000000
NS
USD
2373.90000000
0.002798408513
Long
EC
RF
US
N
1
N
N
N
Nuveen Dow 30sm Dynamic Overwr
549300CNS4Q1ZZUGS005
Nuveen Dow 30sm Dynamic Overwrite Fund
67075F105
939.00000000
NS
USD
13146.00000000
0.015496810447
Long
EC
RF
US
N
1
N
N
N
Nuveen Global High Income Fund
549300I4IAH7O6ZZEH53
Nuveen Global High Income Fund
67075G103
1016.00000000
NS
USD
12395.20000000
0.014611749951
Long
EC
RF
US
N
1
N
N
N
Nuveen Multi-Market Income Fun
G7V8IS406QV705LBK003
Nuveen Multi-Market Income Fund
67075J107
1373.00000000
NS
USD
8114.43000000
0.009565478746
Long
EC
RF
US
N
1
N
N
N
Nuveen Municipal Value Fund In
549300TFLBQ7LJSP8B20
Nuveen Municipal Value Fund, Inc.
670928100
2178.00000000
NS
USD
18730.80000000
0.022080302535
Long
EC
RF
US
N
1
N
N
N
Nuveen Pennsylvania Quality Mu
5493000C1CS4Q000GF67
Nuveen Pennsylvania Quality Municipal Income Fund
670972108
12055.00000000
NS
USD
139596.90000000
0.164560071383
Long
EC
RF
US
N
1
N
N
N
Olink Holding AB
8945004Z7ZHV3LML4J27
Olink Holding AB
680710100
69974.00000000
NS
USD
1759846.10000000
2.074547499550
Long
EC
CORP
SE
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
0.08200000
NS
USD
5.76000000
0.000006790021
Long
EC
CORP
US
N
1
N
N
N
PGIM High Yield Bond Fund Inc
P63V0W84H2Z3IOKHSM44
PGIM High Yield Bond Fund, Inc.
69346H100
1088.00000000
NS
USD
13404.16000000
0.015801135458
Long
EC
RF
US
N
1
N
N
N
PGIM Global High Yield Fund In
F0ATD1Y4J8CHDKHSLD09
PGIM Global High Yield Fund, Inc.
69346J106
1221.00000000
NS
USD
13870.56000000
0.016350938622
Long
EC
RF
US
N
1
N
N
N
PNM Resources Inc
5493003JOBJGLZSDDQ28
PNM Resources, Inc.
69349H107
9414.00000000
NS
USD
391622.40000000
0.461653590440
Long
EC
CORP
US
N
1
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
72293.00000000
NS
USD
962219.83000000
1.134287107460
Long
EC
CORP
US
N
1
N
N
N
PIMCO California Municipal Inc
1R86W760D611I8RHLX24
PIMCO California Municipal Income Fund II
72200M108
2143.00000000
NS
USD
12429.40000000
0.014652065706
Long
EC
RF
US
N
1
N
N
N
PIMCO California Municipal Inc
M4DHYCROG6SFNO22X437
PIMCO California Municipal Income Fund
72200N106
1349.00000000
NS
USD
12572.68000000
0.014820967502
Long
EC
RF
US
N
1
N
N
N
PIMCO New York Municipal Incom
VSODSLIYXJ7C18SCFD63
PIMCO New York Municipal Income Fund
72200T103
72.00000000
NS
USD
565.92000000
0.000667119653
Long
EC
RF
US
N
1
N
N
N
PIMCO Municipal Income Fund II
ZVT714KPY3QTZWRT1S41
PIMCO Municipal Income Fund II
72200W106
1950.00000000
NS
USD
16185.00000000
0.019079254305
Long
EC
RF
US
N
1
N
N
N
PIMCO New York Municipal Incom
P1IBOVZHA4PI2PLT9Q65
PIMCO New York Municipal Income Fund II
72200Y102
1477.00000000
NS
USD
11210.43000000
0.013215115529
Long
EC
RF
US
N
1
N
N
N
PIMCO Municipal Income Fund II
SJUC6WH3GDYFFYIHMV67
PIMCO Municipal Income Fund III
72201A103
1360.00000000
NS
USD
10050.40000000
0.011847645194
Long
EC
RF
US
N
1
N
N
N
PIMCO California Municipal Inc
BVT0QWDJNZ8WI4XN5U25
PIMCO California Municipal Income Fund III
72201C109
1422.00000000
NS
USD
10480.14000000
0.012354232697
Long
EC
RF
US
N
1
N
N
N
Pioneer Diversified High Incom
F6XC8RH66QIXRMU75G31
Pioneer Diversified High Income Fund, Inc.
723653101
955.00000000
NS
USD
10246.20000000
0.012078458786
Long
EC
RF
US
N
1
N
N
N
Pioneer High Income Fund Inc
GRH7C46DLKO4V5KVBT29
Pioneer High Income Fund, Inc.
72369H106
1418.00000000
NS
USD
10138.70000000
0.011951735287
Long
EC
RF
US
N
1
N
N
N
Pioneer Municipal High Income
UE8ZNXHQH48NNA19I459
Pioneer Municipal High Income Advantage Fund, Inc.
723762100
1321.00000000
NS
USD
10594.42000000
0.012488948618
Long
EC
RF
US
N
1
N
N
N
Pioneer Municipal High Income
1SKUXW31ZFWF61CETQ82
Pioneer Municipal High Income Fund Trust
723763108
18429.00000000
NS
USD
159042.27000000
0.187482725649
Long
EC
RF
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
4957.00000000
NS
USD
1114730.16000000
1.314069830368
Long
EC
CORP
US
N
1
N
N
N
Principal Real Estate Income F
549300HK3LIJEGLGMK36
Principal Real Estate Income Fund
74255X104
1129.00000000
NS
USD
10669.05000000
0.012576924198
Long
EC
RF
US
N
1
N
N
N
Provident Financial Services I
529900JOSO3SXEDVE477
Provident Financial Services, Inc.
74386T105
-30186.00000000
NS
USD
-544253.58000000
-0.64157877413
Short
EC
CORP
US
N
1
N
N
N
Putnam Managed Municipal Incom
549300MCDIUT86HMWI73
Putnam Managed Municipal Income Trust
746823103
2093.00000000
NS
USD
12725.44000000
0.015001044541
Long
EC
RF
US
N
1
N
N
N
Putnam Premier Income Trust
G5048SOHSFOQHNEL1E85
Putnam Premier Income Trust
746853100
381.00000000
NS
USD
1360.17000000
0.001603400020
Long
EC
RF
US
N
1
N
N
N
Putnam Master Intermediate Inc
QYQERD8ESA0ALFI8LA12
Putnam Master Intermediate Income Trust
746909100
138.00000000
NS
USD
440.22000000
0.000518941571
Long
EC
RF
US
N
1
N
N
N
Putnam Municipal Opportunities
549300M74BR4G95PSL96
Putnam Municipal Opportunities Trust
746922103
1277.00000000
NS
USD
13063.71000000
0.015399805082
Long
EC
RF
US
N
1
N
N
N
RPT Realty
549300T03GDH1L37S188
RPT Realty
74971D101
72740.00000000
NS
USD
933254.20000000
1.100141749358
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp.
756109104
-17389.00000000
NS
USD
-998476.38000000
-1.17702717157
Short
EC
CORP
US
N
1
N
N
N
RiverNorth Opportunities Fund
5493001RICR0OU8TM159
RiverNorth Opportunities Fund, Inc.
76881Y109
1136.00000000
NS
USD
12484.64000000
0.014717183903
Long
EC
RF
US
N
1
N
N
N
Rover Group Inc
N/A
Rover Group, Inc.
77936F103
73638.00000000
NS
USD
801181.44000000
0.944451309144
Long
EC
CORP
US
N
1
N
N
N
Royce Global Value Trust Inc
254900MA25TE88EMIP63
Royce Global Value Trust, Inc.
78081T104
1025.94700000
NS
USD
10002.98000000
0.011791745395
Long
EC
RF
US
N
1
N
N
N
Royce Value Trust Inc
254900NJE1W1YYKNVM16
Royce Value Trust, Inc.
780910105
762.40800000
NS
USD
11100.66000000
0.013085716101
Long
EC
RF
US
N
1
N
N
N
Royce Micro-Cap Trust Inc
254900D3WFIV4SD8EF19
Royce Micro-Capital Trust, Inc.
780915104
1202.95500000
NS
USD
11115.30000000
0.013102974073
Long
EC
RF
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
-746.00000000
NS
USD
-354581.26000000
-0.41798863339
Short
EC
RF
US
N
1
N
N
N
SPDR Gold Shares
N/A
SPDR Gold Shares
78463V107
-61.00000000
NS
USD
-11661.37000000
-0.01374669408
Short
EC
RF
US
N
1
N
N
N
SPDR Nuveen Bloomberg High Yie
54930036TY0W1EQHEK50
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF
78464A284
-16431.00000000
NS
USD
-415704.30000000
-0.49004189407
Short
EC
RF
US
N
1
N
N
N
SPDR Bloomberg Convertible Sec
549300IXKU3G7R6DMX93
SPDR Bloomberg Convertible Securities ETF
78464A359
-1098.00000000
NS
USD
-79220.70000000
-0.09338720306
Short
EC
RF
US
N
1
N
N
N
SPDR S&P Biotech ETF
549300Y3ODFMPD5XXL58
SPDR S&P Biotech ETF
78464A870
-1458.00000000
NS
USD
-130184.82000000
-0.15346489264
Short
EC
RF
US
N
1
N
N
N
SPDR Nuveen Bloomberg Municipa
54930090LRDSZWQ4P385
SPDR Nuveen Bloomberg Municipal Bond ETF
78468R721
-16029.00000000
NS
USD
-753363.00000000
-0.88808182028
Short
EC
RF
US
N
1
N
N
N
SP Plus Corp
0IDE18EMH1CUKQCUYE69
SP Plus Corp.
78469C103
31250.00000000
NS
USD
1601562.50000000
1.887959111736
Long
EC
CORP
US
N
1
N
N
N
Saba Capital Income & Opportun
549300MGSUUJ7E55N746
Saba Capital Income & Opportunities Fund
78518H202
267.00000000
NS
USD
2058.57000000
0.002426690178
Long
EC
RF
US
N
1
N
N
N
Schwab U.S. Aggregate Bond ETF
549300EMR2FMUC3JFN76
Schwab U.S. Aggregate Bond ETF
808524839
-1486.00000000
NS
USD
-69277.32000000
-0.08166571553
Short
EC
RF
US
N
1
N
N
N
Materials Select Sector SPDR F
549300N81BAQ1XPGBT65
Materials Select Sector SPDR Fund
81369Y100
-78.00000000
NS
USD
-6672.12000000
-0.00786525018
Short
EC
RF
US
N
1
N
N
N
Health Care Select Sector SPDR
549300EJNY3KKJHPOY44
Health Care Select Sector SPDR Fund
81369Y209
-2827.00000000
NS
USD
-385546.26000000
-0.45449089533
Short
EC
RF
US
N
1
N
N
N
Energy Select Sector SPDR Fund
54930064FLK0RD4TRU75
Energy Select Sector SPDR Fund
81369Y506
-93.00000000
NS
USD
-7797.12000000
-0.00919142634
Short
EC
RF
US
N
1
N
N
N
Financial Select Sector SPDR F
549300Y12KQ6ZG08NY28
Financial Select Sector SPDR Fund
81369Y605
-279.00000000
NS
USD
-10490.40000000
-0.01236632742
Short
EC
RF
US
N
1
N
N
N
Utilities Select Sector SPDR F
549300ERQDM80PRYUH21
Utilities Select Sector SPDR Fund
81369Y886
-1755.00000000
NS
USD
-111144.15000000
-0.13101930814
Short
EC
RF
US
N
1
N
N
N
Source Capital Inc
549300SKP40828EGYZ60
Source Capital, Inc.
836144105
274.00000000
NS
USD
11062.75000000
0.013041026911
Long
EC
RF
US
N
1
N
N
N
Sovos Brands Inc
N/A
Sovos Brands, Inc.
84612U107
98321.00000000
NS
USD
2166011.63000000
2.553344869766
Long
EC
CORP
US
N
1
N
N
N
Special Opportunities Fund Inc
549300DGAJTGM6R4HK03
Special Opportunities Fund, Inc.
84741T104
77.00000000
NS
USD
913.22000000
0.001076524968
Long
EC
RF
US
N
1
N
N
N
Spirit Airlines Inc
549300DCAFIXFNFR3304
Spirit Airlines, Inc.
848577102
21083.00000000
NS
USD
345550.37000000
0.407342810290
Long
EC
CORP
US
N
1
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital, Inc.
84860W300
22820.00000000
NS
USD
997005.80000000
1.175293617679
Long
EC
CORP
US
N
1
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk, Inc.
848637104
15987.00000000
NS
USD
2435619.45000000
2.871164836433
Long
EC
CORP
US
N
1
N
N
N
Sprott Focus Trust Inc
549300ZO564XGNG81814
Sprott Focus Trust, Inc.
85208J109
1317.00000000
NS
USD
10536.00000000
0.012420081764
Long
EC
RF
US
N
1
N
N
N
Swiss Helvetia Fund Inc/The
549300HQZ0XPGTS5Q724
Swiss Helvetia Fund, Inc.
870875101
4362.00000000
NS
USD
35768.40000000
0.042164621544
Long
EC
RF
US
N
1
N
N
N
TCW Strategic Income Fund Inc
54930062BZFVP7F6WJ47
TCW Strategic Income Fund, Inc.
872340104
2140.00000000
NS
USD
9822.60000000
0.011579109257
Long
EC
RF
US
N
1
N
N
N
abrdn Healthcare Opportunities
549300WT8EMZSV1XVW72
abrdn Healthcare Opportunities Fund
879105104
8748.00000000
NS
USD
158426.28000000
0.186756582315
Long
EC
RF
US
N
1
N
N
N
abrdn Healthcare Investors
549300SNASESIFOS6V75
abrdn Healthcare Investors
87911J103
10073.00000000
NS
USD
166909.61000000
0.196756928959
Long
EC
RF
US
N
1
N
N
N
abrdn Life Sciences Investors
5493007BYZPSOVVS0M04
abrdn Life Sciences Investors
87911K100
12569.00000000
NS
USD
169178.74000000
0.199431832160
Long
EC
RF
US
N
1
N
N
N
Templeton Emerging Markets Fun
CZCIR4LW4R7Y5KBS5R36
Templeton Emerging Markets Fund/United States
880191101
908.00000000
NS
USD
10605.44000000
0.012501939251
Long
EC
RF
US
N
1
N
N
N
Templeton Emerging Markets Inc
HM42X4Y58XQ0M2JYZW07
Templeton Emerging Markets Income Fund
880192109
378.00000000
NS
USD
1927.80000000
0.002272535461
Long
EC
RF
US
N
1
N
N
N
Saba Capital Income & Opportun
QU1AAXOSV5K4OVMXJP19
Saba Capital Income & Opportunities Fund II
880198106
752.00000000
NS
USD
2850.08000000
0.003359740569
Long
EC
RF
US
N
1
N
N
N
Tortoise Power and Energy Infr
549300O8GKMVVEB04345
Tortoise Power and Energy Infrastructure Fund, Inc.
89147X104
1615.00000000
NS
USD
22633.26000000
0.026680613117
Long
EC
RF
US
N
1
N
N
N
Tri-Continental Corp
6QVMFZKY1QSOOIHD7Y77
Tri-Continental Corp.
895436103
360.00000000
NS
USD
10378.80000000
0.012234770749
Long
EC
RF
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HY6
8103000.00000000
PA
USD
8094737.38000000
9.542264628252
Long
DBT
UST
US
N
2
2024-01-09
None
0.00000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JD0
8700000.00000000
PA
USD
8646423.23000000
10.19260473506
Long
DBT
UST
US
N
2
2024-02-13
None
0.00000000
N
N
N
N
N
N
Unity Software Inc
549300D1ESJMGNQNG432
Unity Software, Inc.
91332U101
0.14450000
NS
USD
5.91000000
0.000006966845
Long
EC
CORP
US
N
1
N
N
N
VanEck Gold Miners ETF/USA
54930031TORTKAM9TJ98
VanEck Gold Miners ETF
92189F106
-228.00000000
NS
USD
-7070.28000000
-0.00833461044
Short
EC
RF
US
N
1
N
N
N
VanEck High Yield Muni ETF
549300UT41BWOPGYSE94
VanEck High Yield Muni ETF
92189H409
-8384.00000000
NS
USD
-432865.92000000
-0.51027241073
Short
EC
RF
US
N
1
N
N
N
Virtus Total Return Fund Inc
549300KKRHI4GF7RNQ81
Virtus Total Return Fund, Inc.
92835W107
11300.00000000
NS
USD
62263.00000000
0.073397072030
Long
EC
RF
US
N
1
N
N
N
Virtus Convertible & Income Fu
549300VQWKOKLGOGUQ16
Virtus Convertible & Income Fund II
92838U108
5202.00000000
NS
USD
15501.96000000
0.018274070872
Long
EC
RF
US
N
1
N
N
N
Virtus Convertible & Income Fu
549300WT3ICVH2Z06O49
Virtus Convertible & Income Fund
92838X102
4527.00000000
NS
USD
15255.99000000
0.017984115717
Long
EC
RF
US
N
1
N
N
N
Voya Asia Pacific High Dividen
549300GNK7F1VWTNPE94
Voya Asia Pacific High Dividend Equity Income Fund
92912J102
1717.00000000
NS
USD
10319.17000000
0.012164477519
Long
EC
RF
US
N
1
N
N
N
Voya Emerging Markets High Div
549300MBU0OQHUKI2Y86
Voya Emerging Markets High Dividend Equity Fund
92912P108
2011.00000000
NS
USD
10638.19000000
0.012540545712
Long
EC
RF
US
N
1
N
N
N
Voya Global Advantage and Prem
549300P8MCGWLP88NI42
Voya Global Advantage and Premium Opportunity Fund
92912R104
1188.00000000
NS
USD
10121.76000000
0.011931766021
Long
EC
RF
US
N
1
N
N
N
Allspring Income Opportunities
5493001HF04TYQLWJP49
Allspring Income Opportunities
94987B105
2068.00000000
NS
USD
13483.36000000
0.015894498259
Long
EC
RF
US
N
1
N
N
N
Allspring Global Dividend Oppo
5493000KZPDD7O5F1562
Allspring Global Dividend Opportunity Fund
94987C103
2599.00000000
NS
USD
11279.66000000
0.013296725462
Long
EC
RF
US
N
1
N
N
N
Allspring Multi-Sector Income
549300K6JNPNZMSWMF07
Allspring Multi-Sector Income Fund
94987D101
1189.00000000
NS
USD
11224.16000000
0.013231300772
Long
EC
RF
US
N
1
N
N
N
Allspring Utilities and High I
549300FUV7SPMTSLG229
Allspring Utilities and High Income Fund
94987E109
1158.00000000
NS
USD
10665.18000000
0.012572362152
Long
EC
RF
US
N
1
N
N
N
Western Asset Premier Bond Fun
5493007UP8PFRNTX0546
Western Asset Premier Bond Fund
957664105
45.00000000
NS
USD
486.00000000
0.000572908099
Long
EC
RF
US
N
1
N
N
N
Western Asset Emerging Markets
549300F68574RU1BKP84
Western Asset Emerging Markets Debt Fund, Inc.
95766A101
1554.00000000
NS
USD
14312.34000000
0.016871719157
Long
EC
RF
US
N
1
N
N
N
Western Asset High Income Oppo
549300S7N70O2ERKYG47
Western Asset High Income Opportunity Fund, Inc.
95766K109
3260.00000000
NS
USD
12583.60000000
0.014833840251
Long
EC
RF
US
N
1
N
N
N
Western Asset Managed Municipa
549300HVO8EY2T8K4F73
Western Asset Managed Municipals Fund, Inc.
95766M105
6891.00000000
NS
USD
70081.47000000
0.082613666248
Long
EC
RF
US
N
1
N
N
N
Western Asset Municipal High I
549300V8S0EC6SV7H926
Western Asset Municipal High Income Fund, Inc.
95766N103
1770.00000000
NS
USD
11363.40000000
0.013395440121
Long
EC
RF
US
N
1
N
N
N
Western Asset Inflation-Linked
549300BKG7Y2MQAORR48
Western Asset Inflation-Linked Income Fund
95766Q106
1370.00000000
NS
USD
11124.40000000
0.013113701365
Long
EC
RF
US
N
1
N
N
N
Western Asset Inflation-Linked
549300Z3DNF4FJBJ4A87
Western Asset Inflation-Linked Opportunities & Income Fund
95766R104
1764.00000000
NS
USD
15293.88000000
0.018028781330
Long
EC
RF
US
N
1
N
N
N
Western Asset Investment Grade
549300W1ZCJRJ5Y1E041
Western Asset Investment Grade Income Fund, Inc.
95766T100
898.00000000
NS
USD
10811.92000000
0.012745342675
Long
EC
RF
US
N
1
N
N
N
Western Asset Mortgage Opportu
549300COBGR840ANRS47
Western Asset Mortgage Opportunity Fund, Inc.
95790B109
88.00000000
NS
USD
982.96000000
0.001158736102
Long
EC
RF
US
N
1
N
N
N
Western Asset Global Corporate
5493006E69SZBMSGUS66
Western Asset Global Corporate Defined Opportunity Fund, Inc.
95790C107
832.00000000
NS
USD
10624.64000000
0.012524572657
Long
EC
RF
US
N
1
N
N
N
Western Asset Intermediate Mun
5493000MG5MROBD48K57
Western Asset Intermediate Muni Fund, Inc.
958435109
1400.00000000
NS
USD
10780.00000000
0.012707714637
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
N/A
Australian Dollar Futures Contracts
N/A
-52.00000000
NC
USD
-110758.82000000
-0.13056507218
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Australian Dollar
2024-03-18
-3441621.18000000
USD
-110758.82000000
N
N
N
Chicago Board of Trade
N/A
Soybean Oil Futures Contracts
N/A
-46.00000000
NC
USD
14082.07000000
0.016600271527
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Soybean Oil
2024-03-14
-1343022.07000000
USD
14082.07000000
N
N
N
Chicago Mercantile Exchange
N/A
British Pound Futures Contracts
N/A
162.00000000
NC
USD
128385.04000000
0.151343270136
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
British Pound
2024-03-18
12783014.96000000
USD
128385.04000000
N
N
N
Chicago Board of Trade
N/A
Corn Futures Contracts
N/A
-108.00000000
NC
USD
94999.15000000
0.111987206774
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Corn
2024-03-14
-2637049.15000000
USD
94999.15000000
N
N
N
ICE Futures US Softs
N/A
Cocoa Futures Contracts
N/A
28.00000000
NC
USD
55661.80000000
0.065615423991
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Cocoa
2024-03-13
1120338.20000000
USD
55661.80000000
N
N
N
Chicago Mercantile Exchange
N/A
Canadian Dollar Futures Contracts
N/A
-18.00000000
NC
USD
-21178.13000000
-0.02496527204
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Canadian Dollar
2024-03-19
-1338901.87000000
USD
-21178.13000000
N
N
N
Euronext Derivatives Paris
N/A
CAC 40 10 Euro Index Futures Contracts
N/A
7.00000000
NC
-1195.54000000
-0.00140933034
N/A
DE
FR
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
CAC 40 Index
FR0003500008
2024-01-19
578950.62000000
EUR
-1195.54000000
N
N
N
New York Mercantile Exchange
N/A
WTI Crude Futures Contracts
N/A
11.00000000
NC
USD
-29497.32000000
-0.03477212663
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
WTI Crude
2024-01-22
814677.32000000
USD
-29497.32000000
N
N
N
Montreal Exchange
N/A
Canadian Government 10 Year Bond Futures Contracts
N/A
67.00000000
NC
-341.08000000
-0.00040207303
N/A
DIR
CA
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Can 10yr 6%
2024-03-19
6289808.76000000
CAD
-341.08000000
N
N
N
ICE Futures Europe Commodities
N/A
Brent Crude Futures Contracts
N/A
11.00000000
NC
USD
-28398.15000000
-0.03347639948
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Brent Crude
2024-01-31
876278.15000000
USD
-28398.15000000
N
N
N
ICE Futures US Softs
N/A
Cotton #2 Futures Contracts
N/A
-24.00000000
NC
USD
2006.90000000
0.002365780380
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Cotton
2024-03-06
-973406.90000000
USD
2006.90000000
N
N
N
Chicago Board of Trade
N/A
Dow Jones Industrial Average Index Mini Futures Contracts
N/A
26.00000000
NC
USD
-2966.96000000
-0.00349752143
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Dow Jones Industrial Average
US2605661048
2024-03-15
4943356.96000000
USD
-2966.96000000
N
N
N
Chicago Mercantile Exchange
N/A
Euro FX Futures Contracts
N/A
1.00000000
NC
USD
-320.60000000
-0.00037793073
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro
2024-03-18
138758.10000000
USD
-320.60000000
N
N
N
Chicago Mercantile Exchange
N/A
S&P 500 Index Mini Futures Contracts
N/A
2.00000000
NC
USD
-1276.20000000
-0.00150441423
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
S&P 500 INDEX
US78378X1072
2024-03-15
483176.20000000
USD
-1276.20000000
N
N
N
Chicago Mercantile Exchange
N/A
Cattle Feeder Futures Contracts
N/A
-22.00000000
NC
USD
-113096.02000000
-0.13332021788
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Cattle Feeder
2024-03-28
-2341278.98000000
USD
-113096.02000000
N
N
N
ICE Futures Europe Financials
N/A
Long Gilt Futures Contracts
N/A
-66.00000000
NC
-355013.50000000
-0.41849816795
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
UK 10yr 4.0 %
2024-03-26
-8190687.31000000
GBP
-355013.50000000
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
N/A
53140.00000000
NS
USD
2669753.60000000
3.147167616132
Long
EC
CORP
US
N
1
N
N
N
Textainer Group Holdings Ltd
529900OHEYRATAFMIT89
Textainer Group Holdings Ltd.
N/A
40879.00000000
NS
USD
2011246.80000000
2.370904489841
Long
EC
CORP
US
N
1
N
N
N
Commodity Exchange, Inc.
N/A
Gold 100 oz. Futures Contracts
N/A
4.00000000
NC
USD
60.78000000
0.000071648877
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Gold 100 oz.
2024-02-27
829099.22000000
USD
60.78000000
N
N
N
Eurex
N/A
DAX Index Futures Contracts
N/A
-7.00000000
NC
-18577.75000000
-0.02189988363
N/A
DE
DE
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Deutsche Boerse AG German Stock Index DAX
DE0008469008
2024-03-15
-3216398.43000000
EUR
-18577.75000000
N
N
N
Commodity Exchange, Inc.
N/A
Copper Futures Contracts
N/A
-2.00000000
NC
USD
-7146.83000000
-0.00842484936
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Copper
2024-03-26
-187478.17000000
USD
-7146.83000000
N
N
N
New York Mercantile Exchange
N/A
NY Harbor ULSD Futures Contracts
N/A
-41.00000000
NC
USD
-28367.22000000
-0.03343993848
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
NY Harbor ULSD
2024-01-31
-4361699.58000000
USD
-28367.22000000
N
N
N
New York Mercantile Exchange
N/A
NY Harbor ULSD Futures Contracts
N/A
58.00000000
NC
USD
52131.82000000
0.061454201494
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
NY Harbor ULSD
2024-03-28
5966736.98000000
USD
52131.82000000
N
N
N
Meff Renta Variable (Madrid)
N/A
IBEX 35 Index Futures Contracts
N/A
5.00000000
NC
-4147.19000000
-0.00488880399
N/A
DE
ES
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
IBEX 35 Index
ES0SI0000005
2024-01-19
547858.93000000
EUR
-4147.19000000
N
N
N
Eurex
N/A
Euro - BTP Italian Government Bond Futures Contracts
N/A
88.00000000
NC
238476.42000000
0.281121548533
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
BTP 10yr 6% (EUX)
2024-03-07
11175380.86000000
EUR
238476.42000000
N
N
N
Johnson & Johnson
N/A
Johnson & Johnson
N/A
3841.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Chicago Mercantile Exchange
N/A
Japanese Yen Futures Contracts
N/A
37.00000000
NC
USD
82137.48000000
0.096825571141
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Japanese Yen
2024-03-18
3237687.52000000
USD
82137.48000000
N
N
N
ICE Futures US Softs
N/A
Coffee 'C' Futures Contracts
N/A
19.00000000
NC
USD
75410.91000000
0.088896134030
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Coffee 'C'
2024-03-18
1265514.09000000
USD
75410.91000000
N
N
N
ICE Futures US Softs
N/A
Coffee 'C' Futures Contracts
N/A
48.00000000
NC
USD
-162976.20000000
-0.19212013379
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Coffee 'C'
2024-05-20
3516376.20000000
USD
-162976.20000000
N
N
N
ICE Futures US Softs
N/A
Coffee 'C' Futures Contracts
N/A
-50.00000000
NC
USD
167195.96000000
0.197094484996
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Coffee 'C'
2024-07-19
-3663133.46000000
USD
167195.96000000
N
N
N
Chicago Board of Trade
N/A
Hard Red Winter Wheat Futures Contracts
N/A
-47.00000000
NC
USD
10282.36000000
0.012121085035
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Hard Red Winter Wheat
2024-03-14
-1523094.86000000
USD
10282.36000000
N
N
N
NEOGAMES SA
222100MZTIQEZS4XY614
NEOGAMES S.A.
N/A
19035.00000000
NS
USD
544972.05000000
0.642425723279
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
N/A
LME Primary Aluminum Futures Contracts
N/A
-9.00000000
NC
USD
-49963.14000000
-0.05889771108
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
LME Primary Aluminum
2024-02-19
-483061.86000000
USD
-49963.14000000
N
N
N
Chicago Mercantile Exchange
N/A
Live Cattle Futures Contracts
N/A
-5.00000000
NC
USD
9884.25000000
0.011651783711
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Live Cattle
2024-02-29
-346934.25000000
USD
9884.25000000
N
N
N
Chicago Mercantile Exchange
N/A
Live Cattle Futures Contracts
N/A
-147.00000000
NC
USD
103530.16000000
0.122043759710
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Live Cattle
2024-04-30
-10225950.16000000
USD
103530.16000000
N
N
N
Chicago Mercantile Exchange
N/A
Live Cattle Futures Contracts
N/A
163.00000000
NC
USD
-182958.70000000
-0.21567596939
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Live Cattle
2024-06-28
11263698.70000000
USD
-182958.70000000
N
N
N
Chicago Mercantile Exchange
N/A
Lean Hogs Futures Contracts
N/A
-17.00000000
NC
USD
19172.44000000
0.022600918036
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
CME LEAN HOG INDEX
IHX
2024-02-14
-483442.44000000
USD
19172.44000000
N
N
N
London Metal Exchange
N/A
LME Lead Futures Contracts
N/A
1.00000000
NC
USD
1152.79000000
0.001358935654
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
LME Lead
2024-02-19
50405.96000000
USD
1152.79000000
N
N
N
London Metal Exchange
N/A
LME Nickel Futures Contracts
N/A
-7.00000000
NC
USD
-13952.75000000
-0.01644782610
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
LME Nickel
2024-02-19
-679908.25000000
USD
-13952.75000000
N
N
N
London Metal Exchange
N/A
LME Zinc Futures Contracts
N/A
-4.00000000
NC
USD
-23892.84000000
-0.02816543530
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
LME Zinc
2024-02-19
-242037.16000000
USD
-23892.84000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Long/Short Equity Custom Basket
N/A
0.00000000
NC
USD
1662319.39000000
1.959580746281
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Long/Short Equity Long Custom Basket
N/A
A O Smith Corp.
483.00000000
USD
39818.52000000
USD
A10 Networks, Inc.
2536.00000000
USD
33399.12000000
USD
AGCO Corp.
855.00000000
USD
103805.55000000
USD
AT&T, Inc.
8371.00000000
USD
140465.38000000
USD
Acuity Brands, Inc.
875.00000000
USD
179226.25000000
USD
Affiliated Managers Group, Inc.
284.00000000
USD
43003.28000000
USD
Alarm.com Holdings, Inc.
569.00000000
USD
36768.78000000
USD
Alkermes plc
1243.00000000
USD
34480.82000000
USD
Allison Transmission Holdings, Inc.
2880.00000000
USD
167472.00000000
USD
Ambac Financial Group, Inc.
10844.00000000
USD
178709.12000000
USD
Amdocs Ltd.
1890.00000000
USD
166112.10000000
USD
Amkor Technology, Inc.
1378.00000000
USD
45846.06000000
USD
Apogee Enterprises, Inc.
2945.00000000
USD
157292.45000000
USD
Applied Materials, Inc.
276.00000000
USD
44731.32000000
USD
Ardmore Shipping Corp.
4949.00000000
USD
69731.41000000
USD
Argan, Inc.
1705.00000000
USD
79776.95000000
USD
Atkore, Inc.
418.00000000
USD
66880.00000000
USD
Atmos Energy Corp.
1404.00000000
USD
162723.60000000
USD
AutoNation, Inc.
555.00000000
USD
83349.90000000
USD
Banco Latinoamericano de Comercio Exterior S.A.
3265.00000000
USD
80776.10000000
USD
Bandwidth, Inc.
2781.00000000
USD
40241.07000000
USD
Baxter International, Inc.
1232.00000000
USD
47629.12000000
USD
Biogen, Inc.
387.00000000
USD
100143.99000000
USD
Boise Cascade Co.
1398.00000000
USD
180845.28000000
USD
BorgWarner, Inc.
1350.00000000
USD
48397.50000000
USD
Brady Corp.
2047.00000000
USD
120138.43000000
USD
Bristol-Myers Squibb Co.
3176.00000000
USD
162960.56000000
USD
Brunswick Corp.
1660.00000000
USD
160605.00000000
USD
Builders FirstSource, Inc.
288.00000000
USD
48078.72000000
USD
CNX Resources Corp.
3970.00000000
USD
79400.00000000
USD
CVR Energy, Inc.
2349.00000000
USD
71174.70000000
USD
Caleres, Inc.
1029.00000000
USD
31621.17000000
USD
Cargurus, Inc.
1469.00000000
USD
35491.04000000
USD
Carlisle Companies, Inc.
417.00000000
USD
130283.31000000
USD
Centene Corp.
643.00000000
USD
47717.03000000
USD
Cheniere Energy, Inc.
815.00000000
USD
139128.65000000
USD
Ciena Corp.
1247.00000000
USD
56127.47000000
USD
Cirrus Logic, Inc.
1455.00000000
USD
121041.45000000
USD
Cisco Systems, Inc.
3361.00000000
USD
169797.72000000
USD
Cross Country Healthcare, Inc.
1966.00000000
USD
44510.24000000
USD
DR Horton, Inc.
1085.00000000
USD
164898.30000000
USD
DXC Technology Co.
1359.00000000
USD
31080.33000000
USD
Donaldson Company, Inc.
2619.00000000
USD
171151.65000000
USD
Dropbox, Inc.
4693.00000000
USD
138349.64000000
USD
Dynavax Technologies Corp.
5868.00000000
USD
82034.64000000
USD
EOG Resources, Inc.
1310.00000000
USD
158444.50000000
USD
Enact Holdings, Inc.
2876.00000000
USD
83087.64000000
USD
Encore Wire Corp.
397.00000000
USD
84799.20000000
USD
EnerSys
669.00000000
USD
67542.24000000
USD
Equity Commonwealth
8410.00000000
USD
161472.00000000
USD
Essent Group Ltd.
3263.00000000
USD
172090.62000000
USD
Ethan Allen Interiors, Inc.
1168.00000000
USD
37282.56000000
USD
Exelixis, Inc.
4269.00000000
USD
102413.31000000
USD
Fox Corp.
5337.00000000
USD
158348.79000000
USD
Garmin Ltd.
981.00000000
USD
126097.74000000
USD
General Motors Co.
2038.00000000
USD
73204.96000000
USD
Genpact Ltd.
3350.00000000
USD
116278.50000000
USD
Gentex Corp.
2181.00000000
USD
71231.46000000
USD
Gilead Sciences, Inc.
2070.00000000
USD
167690.70000000
USD
Gogo, Inc.
4759.00000000
USD
48208.67000000
USD
Golden Entertainment, Inc.
1032.00000000
USD
41207.76000000
USD
Griffon Corp.
694.00000000
USD
42299.30000000
USD
Halozyme Therapeutics, Inc.
796.00000000
USD
29420.16000000
USD
Hewlett Packard Enterprise Co.
5358.00000000
USD
90978.84000000
USD
Hologic, Inc.
2274.00000000
USD
162477.30000000
USD
Home Depot, Inc.
100.00000000
USD
34655.00000000
USD
Humana, Inc.
109.00000000
USD
49901.29000000
USD
Huntington Ingalls Industries, Inc.
263.00000000
USD
68285.32000000
USD
IDT Corp.
3066.00000000
USD
104519.94000000
USD
Immersion Corp.
13431.00000000
USD
94822.86000000
USD
Incyte Corp.
2906.00000000
USD
182467.74000000
USD
Ingredion, Inc.
1510.00000000
USD
163880.30000000
USD
Innoviva, Inc.
8024.00000000
USD
128704.96000000
USD
Insight Enterprises, Inc.
447.00000000
USD
79203.93000000
USD
Insteel Industries, Inc.
905.00000000
USD
34652.45000000
USD
InterDigital, Inc.
1587.00000000
USD
172252.98000000
USD
Interactive Brokers Group, Inc.
1365.00000000
USD
113158.50000000
USD
International Bancshares Corp.
1705.00000000
USD
92615.60000000
USD
International Business Machines Corp.
1000.00000000
USD
163550.00000000
USD
International Seaways, Inc.
3013.00000000
USD
137031.24000000
USD
Jackson Financial, Inc.
1769.00000000
USD
90572.80000000
USD
Johnson & Johnson
1009.00000000
USD
158150.66000000
USD
Juniper Networks, Inc.
5025.00000000
USD
148137.00000000
USD
KB Home
1575.00000000
USD
98374.50000000
USD
Keysight Technologies, Inc.
492.00000000
USD
78272.28000000
USD
Lennar Corp.
606.00000000
USD
90318.24000000
USD
Liberty Energy, Inc.
4103.00000000
USD
74428.42000000
USD
Lindsay Corp.
379.00000000
USD
48951.64000000
USD
M/I Homes, Inc.
894.00000000
USD
123139.56000000
USD
MGIC Investment Corp.
9038.00000000
USD
174343.02000000
USD
MSC Industrial Direct Company, Inc.
1646.00000000
USD
166673.96000000
USD
Malibu Boats, Inc.
836.00000000
USD
45829.52000000
USD
Marathon Petroleum Corp.
1072.00000000
USD
159041.92000000
USD
MasterCraft Boat Holdings, Inc.
2097.00000000
USD
47476.08000000
USD
Merck & Company, Inc.
1529.00000000
USD
166691.58000000
USD
Meritage Homes Corp.
948.00000000
USD
165141.60000000
USD
Meta Platforms, Inc.
229.00000000
USD
81056.84000000
USD
Microsoft Corp.
270.00000000
USD
101530.80000000
USD
Middleby Corp.
1166.00000000
USD
171600.22000000
USD
Molina Healthcare, Inc.
150.00000000
USD
54196.50000000
USD
Monarch Casino & Resort, Inc.
1827.00000000
USD
126337.05000000
USD
Mr Cooper Group, Inc.
1088.00000000
USD
70850.56000000
USD
Mueller Industries, Inc.
2633.00000000
USD
124145.95000000
USD
NOW, Inc.
3144.00000000
USD
35590.08000000
USD
NVR, Inc.
25.00000000
USD
175011.25000000
USD
National Fuel Gas Co.
3126.00000000
USD
156831.42000000
USD
NetApp, Inc.
498.00000000
USD
43903.68000000
USD
Neurocrine Biosciences, Inc.
276.00000000
USD
36365.76000000
USD
NewMarket Corp.
301.00000000
USD
164294.83000000
USD
Ooma, Inc.
5979.00000000
USD
64154.67000000
USD
Organon & Co.
2738.00000000
USD
39481.96000000
USD
Owens Corning
573.00000000
USD
84935.79000000
USD
PACCAR, Inc.
838.00000000
USD
81830.70000000
USD
PBF Energy, Inc.
1727.00000000
USD
75918.92000000
USD
PPL Corp.
6060.00000000
USD
164226.00000000
USD
Patrick Industries, Inc.
462.00000000
USD
46361.70000000
USD
PayPal Holdings, Inc.
900.00000000
USD
55269.00000000
USD
Perdoceo Education Corp.
4811.00000000
USD
84481.16000000
USD
Pfizer, Inc.
5435.00000000
USD
156473.65000000
USD
Photronics, Inc.
3088.00000000
USD
96870.56000000
USD
Polaris, Inc.
1254.00000000
USD
118841.58000000
USD
Preferred Bank/Los Angeles CA
492.00000000
USD
35940.60000000
USD
Premier, Inc.
5248.00000000
USD
117345.28000000
USD
Public Service Enterprise Group, Inc.
2521.00000000
USD
154159.15000000
USD
PulteGroup, Inc.
1558.00000000
USD
160816.76000000
USD
QUALCOMM, Inc.
1249.00000000
USD
180642.87000000
USD
Radian Group, Inc.
5954.00000000
USD
169986.70000000
USD
Raymond James Financial, Inc.
0.50000000
USD
55.75000000
USD
Royalty Pharma plc
2904.00000000
USD
81573.36000000
USD
SandRidge Energy, Inc.
4362.00000000
USD
59628.54000000
USD
Scorpio Tankers, Inc.
1335.00000000
USD
81168.00000000
USD
Shutterstock, Inc.
1322.00000000
USD
63826.16000000
USD
Skyworks Solutions, Inc.
693.00000000
USD
77907.06000000
USD
Snap-on, Inc.
576.00000000
USD
166371.84000000
USD
SolarEdge Technologies, Inc.
379.00000000
USD
35474.40000000
USD
SouthState Corp.
975.00000000
USD
82338.75000000
USD
Spok Holdings, Inc.
2227.00000000
USD
34473.96000000
USD
Standard Motor Products, Inc.
2848.00000000
USD
113378.88000000
USD
Starbucks Corp.
1653.00000000
USD
158704.53000000
USD
Supernus Pharmaceuticals, Inc.
1149.00000000
USD
33252.06000000
USD
Sylvamo Corp.
1288.00000000
USD
63253.68000000
USD
T-Mobile US, Inc.
912.00000000
USD
146220.96000000
USD
TD SYNNEX Corp.
1571.00000000
USD
169055.31000000
USD
TEGNA, Inc.
8020.00000000
USD
122706.00000000
USD
Taylor Morrison Home Corp.
1686.00000000
USD
89948.10000000
USD
Teekay Corp.
14758.00000000
USD
105519.70000000
USD
Teekay Tankers Ltd.
1181.00000000
USD
59014.57000000
USD
Terex Corp.
2385.00000000
USD
137042.10000000
USD
Thermo Fisher Scientific, Inc.
65.00000000
USD
34501.35000000
USD
Toll Brothers, Inc.
1837.00000000
USD
188825.23000000
USD
Tri Pointe Homes, Inc.
1610.00000000
USD
56994.00000000
USD
UFP Industries, Inc.
729.00000000
USD
91525.95000000
USD
United Therapeutics Corp.
449.00000000
USD
98730.61000000
USD
Valero Energy Corp.
1280.00000000
USD
166400.00000000
USD
Veradigm, Inc.
4023.00000000
USD
42201.27000000
USD
VeriSign, Inc.
707.00000000
USD
145613.72000000
USD
Verizon Communications, Inc.
3649.00000000
USD
137567.30000000
USD
Viatris, Inc.
16828.00000000
USD
182247.24000000
USD
Vontier Corp.
1669.00000000
USD
57663.95000000
USD
Walker & Dunlop, Inc.
763.00000000
USD
84700.63000000
USD
Xcel Energy, Inc.
2610.00000000
USD
161585.10000000
USD
Yelp, Inc.
3561.00000000
USD
168577.74000000
USD
eBay, Inc.
1987.00000000
USD
86672.94000000
USD
Y
GS Long/Short Equity Custom Basket - Tenor At Maturity
2024-05-06
0.00000000
USD
0.00000000
USD
16601209.59000000
USD
1662319.39000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Market Neutral Custom Basket
N/A
0.00000000
NC
USD
2316029.14000000
2.730188998500
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Market Neutral Long Custom Basket
N/A
Agree Realty Corp.
14140.00000000
USD
890113.00000000
USD
Alexandria Real Estate Equities, Inc.
6859.00000000
USD
869515.43000000
USD
American Homes 4 Rent
11556.00000000
USD
415553.76000000
USD
Americold Realty Trust, Inc.
14358.00000000
USD
434616.66000000
USD
AvalonBay Communities, Inc.
2308.00000000
USD
432103.76000000
USD
Boston Properties, Inc.
16763.00000000
USD
1176259.71000000
USD
Brixmor Property Group, Inc.
38835.00000000
USD
903690.45000000
USD
CareTrust REIT, Inc.
36302.00000000
USD
812438.76000000
USD
Digital Realty Trust, Inc.
3326.00000000
USD
447613.08000000
USD
Extra Space Storage, Inc.
4469.00000000
USD
716514.77000000
USD
Gaming and Leisure Properties, Inc.
17135.00000000
USD
845612.25000000
USD
Healthpeak Properties, Inc.
26217.00000000
USD
519096.60000000
USD
Highwoods Properties, Inc.
5820.00000000
USD
133627.20000000
USD
Host Hotels & Resorts, Inc.
40453.00000000
USD
787619.91000000
USD
InvenTrust Properties Corp.
29352.00000000
USD
743779.68000000
USD
Invitation Homes, Inc.
40940.00000000
USD
1396463.40000000
USD
Kimco Realty Corp.
23108.00000000
USD
492431.48000000
USD
Kite Realty Group Trust
19281.00000000
USD
440763.66000000
USD
Orion Office REIT, Inc.
0.03000000
USD
0.17000000
USD
Piedmont Office Realty Trust, Inc.
2198.00000000
USD
15627.78000000
USD
Realty Income Corp.
0.28200000
USD
16.19000000
USD
Rexford Industrial Realty, Inc.
18985.00000000
USD
1065058.50000000
USD
Ryman Hospitality Properties, Inc.
11130.00000000
USD
1224967.80000000
USD
Sabra Health Care REIT, Inc.
56458.00000000
USD
805655.66000000
USD
Simon Property Group, Inc.
4975.00000000
USD
709634.00000000
USD
Sun Communities, Inc.
3675.00000000
USD
491163.75000000
USD
VICI Properties, Inc.
27367.97600000
USD
872491.07000000
USD
Ventas, Inc.
19116.00000000
USD
952741.44000000
USD
Y
GS Equity Market Neutral Custom Basket - Tenor At Maturity
2024-05-06
0.00000000
USD
0.00000000
USD
18595169.92000000
USD
2316029.14000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Long/Short Equity Custom Basket
N/A
0.00000000
NC
USD
-800579.77000000
-0.94374204655
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Long/Short Equity Short Custom Basket
N/A
AES Corp.
-8932.00000000
USD
-171941.00000000
USD
ATI, Inc.
-1284.00000000
USD
-58383.48000000
USD
Affirm Holdings, Inc.
-704.00000000
USD
-34594.56000000
USD
Air Lease Corp.
-2287.00000000
USD
-95916.78000000
USD
Alexander & Baldwin, Inc.
-5192.00000000
USD
-98751.84000000
USD
Allegiant Travel Co.
-653.00000000
USD
-53944.33000000
USD
American Tower Corp.
-469.00000000
USD
-101247.72000000
USD
Americold Realty Trust, Inc.
-4825.00000000
USD
-146052.75000000
USD
Apartment Investment and Management Co.
-11510.00000000
USD
-90123.30000000
USD
Archrock, Inc.
-7001.00000000
USD
-107815.40000000
USD
Avis Budget Group, Inc.
-339.00000000
USD
-60091.14000000
USD
BOK Financial Corp.
-2111.00000000
USD
-180807.15000000
USD
Boeing Co.
-531.00000000
USD
-138410.46000000
USD
Booz Allen Hamilton Holding Corp.
-630.00000000
USD
-80583.30000000
USD
Braze, Inc.
-2286.00000000
USD
-121455.18000000
USD
Brighthouse Financial, Inc.
-3013.00000000
USD
-159447.96000000
USD
CBRE Group, Inc.
-1966.00000000
USD
-183014.94000000
USD
COPT Defense Properties
-1268.00000000
USD
-32498.84000000
USD
California Water Service Group
-3068.00000000
USD
-159137.16000000
USD
CarMax, Inc.
-1792.00000000
USD
-137518.08000000
USD
Carlyle Group, Inc.
-2987.00000000
USD
-121541.03000000
USD
Carpenter Technology Corp.
-1051.00000000
USD
-74410.80000000
USD
Casella Waste Systems, Inc.
-1853.00000000
USD
-158357.38000000
USD
Celanese Corp.
-915.00000000
USD
-142163.55000000
USD
Century Aluminum Co.
-10889.00000000
USD
-132192.46000000
USD
Ceridian HCM Holding, Inc.
-1806.00000000
USD
-121218.72000000
USD
Chemours Co.
-3013.00000000
USD
-95030.02000000
USD
Cintas Corp.
-204.00000000
USD
-122942.64000000
USD
Citigroup, Inc.
-2599.00000000
USD
-133692.56000000
USD
Clorox Co.
-799.00000000
USD
-113929.41000000
USD
Compass Minerals International, Inc.
-2027.00000000
USD
-51323.64000000
USD
Digital Realty Trust, Inc.
-823.00000000
USD
-110759.34000000
USD
DoorDash, Inc.
-220.00000000
USD
-21755.80000000
USD
Dril-Quip, Inc.
-2509.00000000
USD
-58384.43000000
USD
Ecolab, Inc.
-684.00000000
USD
-135671.40000000
USD
Element Solutions, Inc.
-4944.00000000
USD
-114404.16000000
USD
Ellington Financial, Inc.
-7790.00000000
USD
-99010.90000000
USD
Equifax, Inc.
-719.00000000
USD
-177801.51000000
USD
Equinix, Inc.
-166.00000000
USD
-133694.74000000
USD
Eversource Energy
-2634.00000000
USD
-162570.48000000
USD
Evolent Health, Inc.
-3587.00000000
USD
-118478.61000000
USD
Floor & Decor Holdings, Inc.
-843.00000000
USD
-94045.08000000
USD
GATX Corp.
-981.00000000
USD
-117935.82000000
USD
GE HealthCare Technologies, Inc.
-0.25000000
USD
-19.33000000
USD
General Electric Co.
-0.75000000
USD
-95.72000000
USD
Grocery Outlet Holding Corp.
-1999.00000000
USD
-53893.04000000
USD
HashiCorp, Inc.
-4600.00000000
USD
-108744.00000000
USD
Hecla Mining Co.
-16222.00000000
USD
-78027.82000000
USD
Howard Hughes Holdings, Inc.
-1847.00000000
USD
-158010.85000000
USD
ICF International, Inc.
-381.00000000
USD
-51088.29000000
USD
Insmed, Inc.
-2755.00000000
USD
-85377.45000000
USD
Invitation Homes, Inc.
-1815.00000000
USD
-61909.65000000
USD
Jones Lang LaSalle, Inc.
-776.00000000
USD
-146563.12000000
USD
KBR, Inc.
-1604.00000000
USD
-88877.64000000
USD
KKR & Company, Inc.
-2137.00000000
USD
-177050.45000000
USD
Kaiser Aluminum Corp.
-1360.00000000
USD
-96818.40000000
USD
Kennedy-Wilson Holdings, Inc.
-13402.00000000
USD
-165916.76000000
USD
Knight-Swift Transportation Holdings, Inc.
-1174.00000000
USD
-67681.10000000
USD
Life Time Group Holdings, Inc.
-3889.00000000
USD
-58646.12000000
USD
Linde plc
-394.00000000
USD
-161819.74000000
USD
Lithia Motors, Inc.
-257.00000000
USD
-84624.96000000
USD
Marcus & Millichap, Inc.
-3029.00000000
USD
-132306.72000000
USD
NOV, Inc.
-4129.00000000
USD
-83736.12000000
USD
Neogen Corp.
-6493.00000000
USD
-130574.23000000
USD
New York Mortgage Trust, Inc.
-11624.00000000
USD
-99152.72000000
USD
Noble Corporation plc
-1232.00000000
USD
-59333.12000000
USD
Novagold Resources, Inc.
-21388.00000000
USD
-79991.12000000
USD
PG&E Corp.
-9173.00000000
USD
-165389.19000000
USD
Parsons Corp.
-1555.00000000
USD
-97514.05000000
USD
Paycor HCM, Inc.
-6080.00000000
USD
-131267.20000000
USD
PennyMac Financial Services, Inc.
-1683.00000000
USD
-148726.71000000
USD
Piedmont Lithium, Inc.
-3626.00000000
USD
-102361.98000000
USD
Pilgrim's Pride Corp.
-5535.00000000
USD
-153098.10000000
USD
Popular, Inc.
-2087.00000000
USD
-171280.09000000
USD
Portland General Electric Co.
-3790.00000000
USD
-164258.60000000
USD
PotlatchDeltic Corp.
-2384.00000000
USD
-117054.40000000
USD
RB Global, Inc.
-1617.00000000
USD
-108161.13000000
USD
RXO, Inc.
-3739.00000000
USD
-86969.14000000
USD
Raymond James Financial, Inc.
-1018.00000000
USD
-113507.00000000
USD
Rayonier, Inc.
-2730.00000000
USD
-91209.30000000
USD
Rexford Industrial Realty, Inc.
-2155.00000000
USD
-120895.50000000
USD
Roku, Inc.
-204.00000000
USD
-18698.64000000
USD
Rollins, Inc.
-3624.00000000
USD
-158260.08000000
USD
Schnitzer Steel Industries, Inc.
-1765.00000000
USD
-53232.40000000
USD
Shake Shack, Inc.
-1312.00000000
USD
-97245.44000000
USD
Sitio Royalties Corp.
-2202.00000000
USD
-51769.02000000
USD
Southwest Gas Holdings, Inc.
-2629.00000000
USD
-166547.15000000
USD
Stepan Co.
-1876.00000000
USD
-177375.80000000
USD
Stericycle, Inc.
-1204.00000000
USD
-59670.24000000
USD
Sun Communities, Inc.
-1058.00000000
USD
-141401.70000000
USD
TFS Financial Corp.
-11658.00000000
USD
-171256.02000000
USD
TechnipFMC plc
-5619.00000000
USD
-113166.66000000
USD
Tesla, Inc.
-137.00000000
USD
-34041.76000000
USD
Topgolf Callaway Brands Corp.
-9100.00000000
USD
-130494.00000000
USD
TransUnion
-1403.00000000
USD
-96400.13000000
USD
TreeHouse Foods, Inc.
-3328.00000000
USD
-137945.60000000
USD
Trinity Industries, Inc.
-5902.00000000
USD
-156934.18000000
USD
Tronox Holdings plc
-4591.00000000
USD
-65008.56000000
USD
U-Haul Holding Co.
-886.00000000
USD
-63614.80000000
USD
UGI Corp.
-7052.00000000
USD
-173479.20000000
USD
UMH Properties, Inc.
-6217.00000000
USD
-95244.44000000
USD
Utz Brands, Inc.
-7227.00000000
USD
-117366.48000000
USD
Valaris Ltd.
-2052.00000000
USD
-140705.64000000
USD
Ventas, Inc.
-1175.00000000
USD
-58562.00000000
USD
Veris Residential, Inc.
-4142.00000000
USD
-65153.66000000
USD
Vulcan Materials Co.
-573.00000000
USD
-130076.73000000
USD
Walgreens Boots Alliance, Inc.
-5406.00000000
USD
-141150.66000000
USD
Welltower, Inc.
-1559.00000000
USD
-140575.03000000
USD
Werner Enterprises, Inc.
-1426.00000000
USD
-60419.62000000
USD
Y
GS Long/Short Equity Custom Basket - Tenor At Maturity
2024-05-06
0.00000000
USD
0.00000000
USD
-11840796.35000000
USD
-800579.77000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Market Neutral Custom Basket
N/A
0.00000000
NC
USD
160323.55000000
0.188993128303
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Market Neutral Short Custom Basket
N/A
Apartment Income REIT Corp.
-17056.00000000
USD
-592354.88000000
USD
Broadstone Net Lease, Inc.
-27266.00000000
USD
-469520.52000000
USD
Camden Property Trust
-5516.00000000
USD
-547683.64000000
USD
Cousins Properties, Inc.
-11926.00000000
USD
-290398.10000000
USD
CubeSmart
-13360.00000000
USD
-619236.00000000
USD
Douglas Emmett, Inc.
-75292.00000000
USD
-1091734.00000000
USD
EastGroup Properties, Inc.
-2441.00000000
USD
-448021.14000000
USD
Essex Property Trust, Inc.
-3687.00000000
USD
-914154.78000000
USD
Federal Realty Investment Trust
-11769.00000000
USD
-1212795.45000000
USD
JBG SMITH Properties
-64875.00000000
USD
-1103523.75000000
USD
LTC Properties, Inc.
-19855.00000000
USD
-637742.60000000
USD
Macerich Co.
-49607.00000000
USD
-765436.01000000
USD
Mid-America Apartment Communities, Inc.
-4047.00000000
USD
-544159.62000000
USD
NNN REIT, Inc.
-25838.00000000
USD
-1113617.80000000
USD
National Health Investors, Inc.
-12384.00000000
USD
-691646.40000000
USD
Omega Healthcare Investors, Inc.
-15693.00000000
USD
-481147.38000000
USD
Orion Office REIT, Inc.
-0.32820000
USD
-1.88000000
USD
Pebblebrook Hotel Trust
-39765.00000000
USD
-635444.70000000
USD
Phillips Edison & Company, Inc.
-38941.00000000
USD
-1420567.68000000
USD
Realty Income Corp.
-20779.28200000
USD
-1193146.37000000
USD
STAG Industrial, Inc.
-26705.00000000
USD
-1048438.30000000
USD
Service Properties Trust
-36247.00000000
USD
-309549.38000000
USD
Sunstone Hotel Investors, Inc.
-82611.00000000
USD
-886416.03000000
USD
Vanguard Real Estate ETF
-12797.00000000
USD
-1130742.92000000
USD
Welltower, Inc.
-6261.00000000
USD
-564554.37000000
USD
Y
GS Equity Market Neutral Custom Basket - Tenor At Maturity
2024-05-06
0.00000000
USD
0.00000000
USD
-18712033.70000000
USD
160323.55000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Long/Short Equity Custom Basket
N/A
0.00000000
NC
USD
1306436.89000000
1.540058180922
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Long/Short Equity Long Custom Basket
N/A
A O Smith Corp.
483.00000000
USD
39818.52000000
USD
A10 Networks, Inc.
2536.00000000
USD
33399.12000000
USD
AGCO Corp.
855.00000000
USD
103805.55000000
USD
AT&T, Inc.
8371.00000000
USD
140465.38000000
USD
Acuity Brands, Inc.
875.00000000
USD
179226.25000000
USD
Affiliated Managers Group, Inc.
284.00000000
USD
43003.28000000
USD
Alarm.com Holdings, Inc.
569.00000000
USD
36768.78000000
USD
Alkermes plc
1243.00000000
USD
34480.82000000
USD
Allison Transmission Holdings, Inc.
2880.00000000
USD
167472.00000000
USD
Ambac Financial Group, Inc.
10844.00000000
USD
178709.12000000
USD
Amdocs Ltd.
1890.00000000
USD
166112.10000000
USD
Amkor Technology, Inc.
1378.00000000
USD
45846.06000000
USD
Apogee Enterprises, Inc.
2945.00000000
USD
157292.45000000
USD
Applied Materials, Inc.
276.00000000
USD
44731.32000000
USD
Ardmore Shipping Corp.
4949.00000000
USD
69731.41000000
USD
Argan, Inc.
1705.00000000
USD
79776.95000000
USD
Atkore, Inc.
418.00000000
USD
66880.00000000
USD
Atmos Energy Corp.
1404.00000000
USD
162723.60000000
USD
AutoNation, Inc.
555.00000000
USD
83349.90000000
USD
Banco Latinoamericano de Comercio Exterior S.A.
3265.00000000
USD
80776.10000000
USD
Bandwidth, Inc.
2781.00000000
USD
40241.07000000
USD
Baxter International, Inc.
1232.00000000
USD
47629.12000000
USD
Biogen, Inc.
387.00000000
USD
100143.99000000
USD
Boise Cascade Co.
1398.00000000
USD
180845.28000000
USD
BorgWarner, Inc.
1350.00000000
USD
48397.50000000
USD
Brady Corp.
2047.00000000
USD
120138.43000000
USD
Bristol-Myers Squibb Co.
3176.00000000
USD
162960.56000000
USD
Brunswick Corp.
1660.00000000
USD
160605.00000000
USD
Builders FirstSource, Inc.
288.00000000
USD
48078.72000000
USD
CNX Resources Corp.
3970.00000000
USD
79400.00000000
USD
CVR Energy, Inc.
2349.00000000
USD
71174.70000000
USD
Caleres, Inc.
1029.00000000
USD
31621.17000000
USD
Cargurus, Inc.
1469.00000000
USD
35491.04000000
USD
Carlisle Companies, Inc.
417.00000000
USD
130283.31000000
USD
Centene Corp.
643.00000000
USD
47717.03000000
USD
Cheniere Energy, Inc.
815.00000000
USD
139128.65000000
USD
Ciena Corp.
1247.00000000
USD
56127.47000000
USD
Cirrus Logic, Inc.
1455.00000000
USD
121041.45000000
USD
Cisco Systems, Inc.
3361.00000000
USD
169797.72000000
USD
Cross Country Healthcare, Inc.
1966.00000000
USD
44510.24000000
USD
Cummins, Inc.
1158.00000000
USD
277422.06000000
USD
DR Horton, Inc.
1085.00000000
USD
164898.30000000
USD
DXC Technology Co.
1359.00000000
USD
31080.33000000
USD
Donaldson Company, Inc.
2619.00000000
USD
171151.65000000
USD
Dropbox, Inc.
4693.00000000
USD
138349.64000000
USD
Dynavax Technologies Corp.
5868.00000000
USD
82034.64000000
USD
EOG Resources, Inc.
1310.00000000
USD
158444.50000000
USD
Enact Holdings, Inc.
2876.00000000
USD
83087.64000000
USD
Encore Wire Corp.
397.00000000
USD
84799.20000000
USD
EnerSys
669.00000000
USD
67542.24000000
USD
Equity Commonwealth
8410.00000000
USD
161472.00000000
USD
Essent Group Ltd.
3263.00000000
USD
172090.62000000
USD
Ethan Allen Interiors, Inc.
1168.00000000
USD
37282.56000000
USD
Evergy, Inc.
6208.00000000
USD
324057.60000000
USD
Exelixis, Inc.
4269.00000000
USD
102413.31000000
USD
Fox Corp.
5337.00000000
USD
158348.79000000
USD
Garmin Ltd.
981.00000000
USD
126097.74000000
USD
General Motors Co.
2038.00000000
USD
73204.96000000
USD
Genpact Ltd.
3350.00000000
USD
116278.50000000
USD
Gentex Corp.
2181.00000000
USD
71231.46000000
USD
Gilead Sciences, Inc.
2070.00000000
USD
167690.70000000
USD
Gogo, Inc.
4759.00000000
USD
48208.67000000
USD
Golden Entertainment, Inc.
1032.00000000
USD
41207.76000000
USD
Griffon Corp.
694.00000000
USD
42299.30000000
USD
Halozyme Therapeutics, Inc.
796.00000000
USD
29420.16000000
USD
Hewlett Packard Enterprise Co.
5358.00000000
USD
90978.84000000
USD
Hologic, Inc.
2274.00000000
USD
162477.30000000
USD
Home Depot, Inc.
100.00000000
USD
34655.00000000
USD
Humana, Inc.
109.00000000
USD
49901.29000000
USD
Huntington Ingalls Industries, Inc.
263.00000000
USD
68285.32000000
USD
IDT Corp.
3066.00000000
USD
104519.94000000
USD
Immersion Corp.
13431.00000000
USD
94822.86000000
USD
Incyte Corp.
2906.00000000
USD
182467.74000000
USD
Ingredion, Inc.
1510.00000000
USD
163880.30000000
USD
Innoviva, Inc.
8024.00000000
USD
128704.96000000
USD
Insight Enterprises, Inc.
447.00000000
USD
79203.93000000
USD
Insteel Industries, Inc.
905.00000000
USD
34652.45000000
USD
InterDigital, Inc.
1587.00000000
USD
172252.98000000
USD
Interactive Brokers Group, Inc.
1365.00000000
USD
113158.50000000
USD
International Bancshares Corp.
1705.00000000
USD
92615.60000000
USD
International Business Machines Corp.
1000.00000000
USD
163550.00000000
USD
International Seaways, Inc.
3013.00000000
USD
137031.24000000
USD
Jackson Financial, Inc.
1769.00000000
USD
90572.80000000
USD
Johnson & Johnson
1009.00000000
USD
158150.66000000
USD
Juniper Networks, Inc.
5025.00000000
USD
148137.00000000
USD
KB Home
1575.00000000
USD
98374.50000000
USD
Keysight Technologies, Inc.
492.00000000
USD
78272.28000000
USD
Lennar Corp.
606.00000000
USD
90318.24000000
USD
Liberty Energy, Inc.
4103.00000000
USD
74428.42000000
USD
Lindsay Corp.
379.00000000
USD
48951.64000000
USD
Livent Corp.
0.90160000
USD
16.21000000
USD
M/I Homes, Inc.
894.00000000
USD
123139.56000000
USD
MGIC Investment Corp.
9038.00000000
USD
174343.02000000
USD
MSC Industrial Direct Company, Inc.
1646.00000000
USD
166673.96000000
USD
Malibu Boats, Inc.
836.00000000
USD
45829.52000000
USD
Marathon Petroleum Corp.
1072.00000000
USD
159041.92000000
USD
MasterCraft Boat Holdings, Inc.
2097.00000000
USD
47476.08000000
USD
Merck & Company, Inc.
1529.00000000
USD
166691.58000000
USD
Meritage Homes Corp.
948.00000000
USD
165141.60000000
USD
Meta Platforms, Inc.
229.00000000
USD
81056.84000000
USD
Microsoft Corp.
270.00000000
USD
101530.80000000
USD
Middleby Corp.
1166.00000000
USD
171600.22000000
USD
Molina Healthcare, Inc.
150.00000000
USD
54196.50000000
USD
Monarch Casino & Resort, Inc.
1827.00000000
USD
126337.05000000
USD
Mr Cooper Group, Inc.
1088.00000000
USD
70850.56000000
USD
Mueller Industries, Inc.
2633.00000000
USD
124145.95000000
USD
NOW, Inc.
3144.00000000
USD
35590.08000000
USD
NVR, Inc.
25.00000000
USD
175011.25000000
USD
National Fuel Gas Co.
3126.00000000
USD
156831.42000000
USD
NetApp, Inc.
498.00000000
USD
43903.68000000
USD
Neurocrine Biosciences, Inc.
276.00000000
USD
36365.76000000
USD
NewMarket Corp.
301.00000000
USD
164294.83000000
USD
Ooma, Inc.
5979.00000000
USD
64154.67000000
USD
Organon & Co.
2738.00000000
USD
39481.96000000
USD
Owens Corning
573.00000000
USD
84935.79000000
USD
PACCAR, Inc.
838.00000000
USD
81830.70000000
USD
PBF Energy, Inc.
1727.00000000
USD
75918.92000000
USD
PPL Corp.
6060.00000000
USD
164226.00000000
USD
Patrick Industries, Inc.
462.00000000
USD
46361.70000000
USD
PayPal Holdings, Inc.
900.00000000
USD
55269.00000000
USD
Perdoceo Education Corp.
4811.00000000
USD
84481.16000000
USD
Pfizer, Inc.
5435.00000000
USD
156473.65000000
USD
Photronics, Inc.
3088.00000000
USD
96870.56000000
USD
Polaris, Inc.
1254.00000000
USD
118841.58000000
USD
Preferred Bank/Los Angeles CA
492.00000000
USD
35940.60000000
USD
Premier, Inc.
5248.00000000
USD
117345.28000000
USD
Public Service Enterprise Group, Inc.
2521.00000000
USD
154159.15000000
USD
PulteGroup, Inc.
1558.00000000
USD
160816.76000000
USD
QUALCOMM, Inc.
1249.00000000
USD
180642.87000000
USD
Radian Group, Inc.
5954.00000000
USD
169986.70000000
USD
Raymond James Financial, Inc.
0.50000000
USD
55.75000000
USD
Royalty Pharma plc
2904.00000000
USD
81573.36000000
USD
SandRidge Energy, Inc.
4362.00000000
USD
59628.54000000
USD
Scorpio Tankers, Inc.
1335.00000000
USD
81168.00000000
USD
Shutterstock, Inc.
1322.00000000
USD
63826.16000000
USD
Skyworks Solutions, Inc.
693.00000000
USD
77907.06000000
USD
Snap-on, Inc.
576.00000000
USD
166371.84000000
USD
SolarEdge Technologies, Inc.
379.00000000
USD
35474.40000000
USD
SouthState Corp.
975.00000000
USD
82338.75000000
USD
Spok Holdings, Inc.
2227.00000000
USD
34473.96000000
USD
Standard Motor Products, Inc.
2848.00000000
USD
113378.88000000
USD
Starbucks Corp.
1653.00000000
USD
158704.53000000
USD
Steven Madden Ltd.
0.50000000
USD
21.00000000
USD
Supernus Pharmaceuticals, Inc.
1149.00000000
USD
33252.06000000
USD
Sylvamo Corp.
1288.00000000
USD
63253.68000000
USD
T-Mobile US, Inc.
912.00000000
USD
146220.96000000
USD
TD SYNNEX Corp.
1571.00000000
USD
169055.31000000
USD
TEGNA, Inc.
8020.00000000
USD
122706.00000000
USD
Taylor Morrison Home Corp.
1686.00000000
USD
89948.10000000
USD
Teekay Corp.
14758.00000000
USD
105519.70000000
USD
Teekay Tankers Ltd.
1181.00000000
USD
59014.57000000
USD
Terex Corp.
2385.00000000
USD
137042.10000000
USD
Thermo Fisher Scientific, Inc.
65.00000000
USD
34501.35000000
USD
Toll Brothers, Inc.
1837.00000000
USD
188825.23000000
USD
Tri Pointe Homes, Inc.
1610.00000000
USD
56994.00000000
USD
UFP Industries, Inc.
729.00000000
USD
91525.95000000
USD
United Therapeutics Corp.
449.00000000
USD
98730.61000000
USD
Valero Energy Corp.
1280.00000000
USD
166400.00000000
USD
Veradigm, Inc.
4023.00000000
USD
42201.27000000
USD
VeriSign, Inc.
707.00000000
USD
145613.72000000
USD
Verizon Communications, Inc.
3649.00000000
USD
137567.30000000
USD
Viatris, Inc.
16828.00000000
USD
182247.24000000
USD
Vontier Corp.
1669.00000000
USD
57663.95000000
USD
Walker & Dunlop, Inc.
763.00000000
USD
84700.63000000
USD
Xcel Energy, Inc.
2610.00000000
USD
161585.10000000
USD
Yelp, Inc.
3561.00000000
USD
168577.74000000
USD
eBay, Inc.
1987.00000000
USD
86672.94000000
USD
Y
MS Long/Short Equity Custom Basket - Tenor At Maturity
2028-08-31
0.00000000
USD
0.00000000
USD
17202726.46000000
USD
1306436.89000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Market Neutral Custom Basket
N/A
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NC
USD
2018706.96000000
2.379698699899
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Market Neutral Long Custom Basket
N/A
Agree Realty Corp.
14140.00000000
USD
890113.00000000
USD
Alexandria Real Estate Equities, Inc.
6859.00000000
USD
869515.43000000
USD
American Homes 4 Rent
11556.00000000
USD
415553.76000000
USD
Americold Realty Trust, Inc.
14358.00000000
USD
434616.66000000
USD
AvalonBay Communities, Inc.
2308.00000000
USD
432103.76000000
USD
Boston Properties, Inc.
16763.00000000
USD
1176259.71000000
USD
Brixmor Property Group, Inc.
38835.00000000
USD
903690.45000000
USD
CareTrust REIT, Inc.
36302.00000000
USD
812438.76000000
USD
Digital Realty Trust, Inc.
3326.00000000
USD
447613.08000000
USD
Extra Space Storage, Inc.
4469.00000000
USD
716514.77000000
USD
Gaming and Leisure Properties, Inc.
17135.00000000
USD
845612.25000000
USD
Healthpeak Properties, Inc.
26217.00000000
USD
519096.60000000
USD
Highwoods Properties, Inc.
1745.00000000
USD
40065.20000000
USD
Host Hotels & Resorts, Inc.
40453.00000000
USD
787619.91000000
USD
InvenTrust Properties Corp.
29352.00000000
USD
743779.68000000
USD
Invitation Homes, Inc.
40940.00000000
USD
1396463.40000000
USD
Kimco Realty Corp.
23108.00000000
USD
492431.48000000
USD
Kite Realty Group Trust
19281.00000000
USD
440763.66000000
USD
Orion Office REIT, Inc.
0.01000000
USD
0.06000000
USD
Piedmont Office Realty Trust, Inc.
14484.00000000
USD
102981.24000000
USD
Realty Income Corp.
0.14100000
USD
8.10000000
USD
Rexford Industrial Realty, Inc.
18985.00000000
USD
1065058.50000000
USD
Ryman Hospitality Properties, Inc.
11130.00000000
USD
1224967.80000000
USD
Sabra Health Care REIT, Inc.
56458.00000000
USD
805655.66000000
USD
Simon Property Group, Inc.
4975.00000000
USD
709634.00000000
USD
Sun Communities, Inc.
3675.00000000
USD
491163.75000000
USD
VICI Properties, Inc.
27367.97600000
USD
872491.07000000
USD
Ventas, Inc.
19116.00000000
USD
952741.44000000
USD
Y
MS Equity Market Neutral Custom Basket - Tenor At Maturity
2028-08-31
0.00000000
USD
0.00000000
USD
18588953.18000000
USD
2018706.96000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Long/Short Equity Custom Basket
N/A
0.00000000
NC
USD
-932748.88000000
-1.09954606639
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Long/Short Equity Short Custom Basket
N/A
AES Corp.
-8932.00000000
USD
-171941.00000000
USD
ATI, Inc.
-1284.00000000
USD
-58383.48000000
USD
Affirm Holdings, Inc.
-704.00000000
USD
-34594.56000000
USD
Air Lease Corp.
-2287.00000000
USD
-95916.78000000
USD
Alexander & Baldwin, Inc.
-5192.00000000
USD
-98751.84000000
USD
Allegiant Travel Co.
-653.00000000
USD
-53944.33000000
USD
American Tower Corp.
-469.00000000
USD
-101247.72000000
USD
Americold Realty Trust, Inc.
-4825.00000000
USD
-146052.75000000
USD
Apartment Investment and Management Co.
-11510.00000000
USD
-90123.30000000
USD
Archrock, Inc.
-7001.00000000
USD
-107815.40000000
USD
Avis Budget Group, Inc.
-339.00000000
USD
-60091.14000000
USD
BOK Financial Corp.
-2111.00000000
USD
-180807.15000000
USD
Boeing Co.
-531.00000000
USD
-138410.46000000
USD
Booz Allen Hamilton Holding Corp.
-630.00000000
USD
-80583.30000000
USD
Braze, Inc.
-2286.00000000
USD
-121455.18000000
USD
Brighthouse Financial, Inc.
-3013.00000000
USD
-159447.96000000
USD
CBRE Group, Inc.
-1966.00000000
USD
-183014.94000000
USD
COPT Defense Properties
-1268.00000000
USD
-32498.84000000
USD
California Water Service Group
-3068.00000000
USD
-159137.16000000
USD
CarMax, Inc.
-1792.00000000
USD
-137518.08000000
USD
Carlyle Group, Inc.
-2987.00000000
USD
-121541.03000000
USD
Carpenter Technology Corp.
-1051.00000000
USD
-74410.80000000
USD
Casella Waste Systems, Inc.
-1853.00000000
USD
-158357.38000000
USD
Celanese Corp.
-915.00000000
USD
-142163.55000000
USD
Century Aluminum Co.
-10889.00000000
USD
-132192.46000000
USD
Ceridian HCM Holding, Inc.
-1806.00000000
USD
-121218.72000000
USD
Chemours Co.
-3013.00000000
USD
-95030.02000000
USD
Cintas Corp.
-204.00000000
USD
-122942.64000000
USD
Citigroup, Inc.
-2599.00000000
USD
-133692.56000000
USD
Clorox Co.
-799.00000000
USD
-113929.41000000
USD
Compass Minerals International, Inc.
-2027.00000000
USD
-51323.64000000
USD
Digital Realty Trust, Inc.
-823.00000000
USD
-110759.34000000
USD
DoorDash, Inc.
-220.00000000
USD
-21755.80000000
USD
Dril-Quip, Inc.
-2509.00000000
USD
-58384.43000000
USD
Ecolab, Inc.
-684.00000000
USD
-135671.40000000
USD
Element Solutions, Inc.
-4944.00000000
USD
-114404.16000000
USD
Ellington Financial, Inc.
-7790.00000000
USD
-99010.90000000
USD
Equifax, Inc.
-719.00000000
USD
-177801.51000000
USD
Equinix, Inc.
-166.00000000
USD
-133694.74000000
USD
Eversource Energy
-2634.00000000
USD
-162570.48000000
USD
Evolent Health, Inc.
-3587.00000000
USD
-118478.61000000
USD
Floor & Decor Holdings, Inc.
-843.00000000
USD
-94045.08000000
USD
GATX Corp.
-981.00000000
USD
-117935.82000000
USD
GE HealthCare Technologies, Inc.
-0.25000000
USD
-19.33000000
USD
General Electric Co.
-0.75000000
USD
-95.72000000
USD
Grocery Outlet Holding Corp.
-1999.00000000
USD
-53893.04000000
USD
HashiCorp, Inc.
-4600.00000000
USD
-108744.00000000
USD
Hecla Mining Co.
-16222.00000000
USD
-78027.82000000
USD
Howard Hughes Holdings, Inc.
-1847.00000000
USD
-158010.85000000
USD
ICF International, Inc.
-381.00000000
USD
-51088.29000000
USD
Insmed, Inc.
-2755.00000000
USD
-85377.45000000
USD
Invitation Homes, Inc.
-1815.00000000
USD
-61909.65000000
USD
Jones Lang LaSalle, Inc.
-776.00000000
USD
-146563.12000000
USD
KBR, Inc.
-1604.00000000
USD
-88877.64000000
USD
KKR & Company, Inc.
-2137.00000000
USD
-177050.45000000
USD
Kaiser Aluminum Corp.
-1360.00000000
USD
-96818.40000000
USD
Kennedy-Wilson Holdings, Inc.
-13402.00000000
USD
-165916.76000000
USD
Knight-Swift Transportation Holdings, Inc.
-1174.00000000
USD
-67681.10000000
USD
Life Time Group Holdings, Inc.
-3889.00000000
USD
-58646.12000000
USD
Linde plc
-394.00000000
USD
-161819.74000000
USD
Lithia Motors, Inc.
-257.00000000
USD
-84624.96000000
USD
Livent Corp.
-0.90160000
USD
-16.21000000
USD
Marcus & Millichap, Inc.
-3029.00000000
USD
-132306.72000000
USD
NOV, Inc.
-4129.00000000
USD
-83736.12000000
USD
Neogen Corp.
-6493.00000000
USD
-130574.23000000
USD
New York Mortgage Trust, Inc.
-11624.00000000
USD
-99152.72000000
USD
Noble Corporation plc
-1232.00000000
USD
-59333.12000000
USD
Novagold Resources, Inc.
-21388.00000000
USD
-79991.12000000
USD
PG&E Corp.
-9173.00000000
USD
-165389.19000000
USD
Parsons Corp.
-1555.00000000
USD
-97514.05000000
USD
Paycor HCM, Inc.
-6080.00000000
USD
-131267.20000000
USD
PennyMac Financial Services, Inc.
-1683.00000000
USD
-148726.71000000
USD
Piedmont Lithium, Inc.
-3626.00000000
USD
-102361.98000000
USD
Pilgrim's Pride Corp.
-5535.00000000
USD
-153098.10000000
USD
Popular, Inc.
-2087.00000000
USD
-171280.09000000
USD
Portland General Electric Co.
-3790.00000000
USD
-164258.60000000
USD
PotlatchDeltic Corp.
-2384.00000000
USD
-117054.40000000
USD
RB Global, Inc.
-1617.00000000
USD
-108161.13000000
USD
RXO, Inc.
-3739.00000000
USD
-86969.14000000
USD
Raymond James Financial, Inc.
-1018.00000000
USD
-113507.00000000
USD
Rayonier, Inc.
-2730.00000000
USD
-91209.30000000
USD
Rexford Industrial Realty, Inc.
-2155.00000000
USD
-120895.50000000
USD
Roku, Inc.
-204.00000000
USD
-18698.64000000
USD
Rollins, Inc.
-3624.00000000
USD
-158260.08000000
USD
Schnitzer Steel Industries, Inc.
-1765.00000000
USD
-53232.40000000
USD
Shake Shack, Inc.
-1312.00000000
USD
-97245.44000000
USD
Sitio Royalties Corp.
-2202.00000000
USD
-51769.02000000
USD
Southwest Gas Holdings, Inc.
-2629.00000000
USD
-166547.15000000
USD
Stepan Co.
-1876.00000000
USD
-177375.80000000
USD
Stericycle, Inc.
-1204.00000000
USD
-59670.24000000
USD
Steven Madden Ltd.
-0.50000000
USD
-21.00000000
USD
Sun Communities, Inc.
-1058.00000000
USD
-141401.70000000
USD
TFS Financial Corp.
-11658.00000000
USD
-171256.02000000
USD
TechnipFMC plc
-5619.00000000
USD
-113166.66000000
USD
Tesla, Inc.
-137.00000000
USD
-34041.76000000
USD
Topgolf Callaway Brands Corp.
-9100.00000000
USD
-130494.00000000
USD
TransUnion
-1403.00000000
USD
-96400.13000000
USD
TreeHouse Foods, Inc.
-3328.00000000
USD
-137945.60000000
USD
Trinity Industries, Inc.
-5902.00000000
USD
-156934.18000000
USD
Tronox Holdings plc
-4591.00000000
USD
-65008.56000000
USD
U-Haul Holding Co.
-886.00000000
USD
-63614.80000000
USD
UGI Corp.
-7052.00000000
USD
-173479.20000000
USD
UMH Properties, Inc.
-6217.00000000
USD
-95244.44000000
USD
Utz Brands, Inc.
-7227.00000000
USD
-117366.48000000
USD
Valaris Ltd.
-2052.00000000
USD
-140705.64000000
USD
Ventas, Inc.
-1175.00000000
USD
-58562.00000000
USD
Veris Residential, Inc.
-4142.00000000
USD
-65153.66000000
USD
Vulcan Materials Co.
-573.00000000
USD
-130076.73000000
USD
Walgreens Boots Alliance, Inc.
-5406.00000000
USD
-141150.66000000
USD
Welltower, Inc.
-1559.00000000
USD
-140575.03000000
USD
Werner Enterprises, Inc.
-1426.00000000
USD
-60419.62000000
USD
Y
MS Long/Short Equity Custom Basket - Tenor At Maturity
2028-08-31
0.00000000
USD
0.00000000
USD
-11840833.56000000
USD
-932748.88000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Market Neutral Custom Basket
N/A
0.00000000
NC
USD
-1603368.82000000
-1.89008844374
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Market Neutral Short Custom Basket
N/A
Apartment Income REIT Corp.
-17056.00000000
USD
-592354.88000000
USD
Broadstone Net Lease, Inc.
-27266.00000000
USD
-469520.52000000
USD
Camden Property Trust
-5516.00000000
USD
-547683.64000000
USD
Cousins Properties, Inc.
-11926.00000000
USD
-290398.10000000
USD
CubeSmart
-13360.00000000
USD
-619236.00000000
USD
Douglas Emmett, Inc.
-75292.00000000
USD
-1091734.00000000
USD
EastGroup Properties, Inc.
-2441.00000000
USD
-448021.14000000
USD
Essex Property Trust, Inc.
-3687.00000000
USD
-914154.78000000
USD
Federal Realty Investment Trust
-11769.00000000
USD
-1212795.45000000
USD
JBG SMITH Properties
-64875.00000000
USD
-1103523.75000000
USD
LTC Properties, Inc.
-19855.00000000
USD
-637742.60000000
USD
Macerich Co.
-49607.00000000
USD
-765436.01000000
USD
Mid-America Apartment Communities, Inc.
-4047.00000000
USD
-544159.62000000
USD
NNN REIT, Inc.
-25838.00000000
USD
-1113617.80000000
USD
National Health Investors, Inc.
-12384.00000000
USD
-691646.40000000
USD
Omega Healthcare Investors, Inc.
-15693.00000000
USD
-481147.38000000
USD
Orion Office REIT, Inc.
-0.31410000
USD
-1.80000000
USD
Pebblebrook Hotel Trust
-39765.00000000
USD
-635444.70000000
USD
Phillips Edison & Company, Inc.
-38941.00000000
USD
-1420567.68000000
USD
Realty Income Corp.
-20779.14100000
USD
-1193138.28000000
USD
STAG Industrial, Inc.
-26705.00000000
USD
-1048438.30000000
USD
Service Properties Trust
-36247.00000000
USD
-309549.38000000
USD
Sunstone Hotel Investors, Inc.
-82611.00000000
USD
-886416.03000000
USD
Vanguard Real Estate ETF
-12797.00000000
USD
-1130742.92000000
USD
Welltower, Inc.
-6261.00000000
USD
-564554.37000000
USD
Y
MS Equity Market Neutral Custom Basket - Tenor At Maturity
2028-08-31
0.00000000
USD
0.00000000
USD
-18712025.53000000
USD
-1603368.82000000
N
N
N
New York Mercantile Exchange
N/A
Natural Gas Futures Contracts
N/A
-51.00000000
NC
USD
20229.95000000
0.023847535411
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Henry Hub Natural Gas Spot Price
N/A
2024-01-29
-1299309.95000000
USD
20229.95000000
N
N
N
New York Mercantile Exchange
N/A
Natural Gas Futures Contracts
N/A
142.00000000
NC
USD
172877.90000000
0.203792487975
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Henry Hub Natural Gas Spot Price
N/A
2024-02-27
3125782.10000000
USD
172877.90000000
N
N
N
New York Mercantile Exchange
N/A
Natural Gas Futures Contracts
N/A
-155.00000000
NC
USD
-123014.52000000
-0.14501237629
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Henry Hub Natural Gas Spot Price
N/A
2024-03-26
-3446635.48000000
USD
-123014.52000000
N
N
N
NID_UN
N/A
Nuveen Intermediate Duration Municipal Term Fund
N/A
955.00000000
NS
USD
0.00000000
0.000000
Long
EC
RF
US
N
1
N
N
N
Osaka Exchange
N/A
Nikkei 225 (OSE) Index Futures Contracts
N/A
3.00000000
NC
-2932.11000000
-0.00345643944
N/A
DE
JP
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Nikkei 225
JP9010C00002
2024-03-07
682614.04000000
JPY
-2932.11000000
N
N
N
NOVN_C
N/A
Novartis AG
N/A
9562.00000000
NS
USD
0.01000000
0.000000011788
Long
CORP
US
N
3
N
N
N
Chicago Mercantile Exchange
N/A
NASDAQ-100 Index Mini Futures Contracts
N/A
3.00000000
NC
USD
-4204.94000000
-0.00495688103
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
NASDAQ 100 Stock Index
N/A
2024-03-15
1025359.94000000
USD
-4204.94000000
N
N
N
Chicago Mercantile Exchange
N/A
New Zealand Dollar Futures Contracts
N/A
72.00000000
NC
USD
118031.43000000
0.139138193944
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
New Zealand Dollar
2024-03-18
4435248.57000000
USD
118031.43000000
N
N
N
Eurex
N/A
Euro - OATS Futures Contracts
N/A
84.00000000
NC
-9242.32000000
-0.01089506170
N/A
DIR
DE
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro-OAT 10yr 6%
2024-03-07
12109650.97000000
EUR
-9242.32000000
N
N
N
Montreal Exchange
N/A
S&P/TSX 60 IX Index Futures Contracts
N/A
3.00000000
NC
4220.21000000
0.004974881668
N/A
DE
CA
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
S&P/TSX 60 Index
N/A
2024-03-14
570458.78000000
CAD
4220.21000000
N
N
N
OMX Nordic Exchange Stockholm
N/A
OMX Stockholm 30 Index Futures Contracts
N/A
17.00000000
NC
4162.05000000
0.004906321308
N/A
DE
SE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
OMX Stockholm 30 Index
SE0000337842
2024-01-19
396667.54000000
SEK
4162.05000000
N
N
N
ICE Futures Europe Commodities
N/A
Low Sulphur Gas Oil Futures Contracts
N/A
13.00000000
NC
USD
17641.40000000
0.020796092487
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Low Sulphur Gas Oil
2024-02-12
946308.60000000
USD
17641.40000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
5220474.05000000
PA
USD
5220474.05000000
6.154016187493
Long
RA
CORP
US
N
2
Repurchase
Y
5.35000000
2024-01-02
10595243.43000000
USD
5324883.53000000
USD
UST
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
6477928.98000000
PA
USD
6477928.98000000
7.636333295124
Long
RA
CORP
US
N
2
Repurchase
Y
5.33000000
2024-01-02
6656132.55000000
USD
6607492.20000000
USD
UST
N
N
N
Chicago Mercantile Exchange
N/A
Russell 2000 Index Mini Futures Contracts
N/A
1.00000000
NC
USD
-1606.07000000
-0.00189327265
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Russell 2000 Index
N/A
2024-03-15
103956.07000000
USD
-1606.07000000
N
N
N
Eurex
N/A
Euro - Bund Futures Contracts
N/A
90.00000000
NC
-22635.71000000
-0.02668350123
N/A
DIR
DE
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro-Bund 10yr 6%
2024-03-07
13578348.56000000
EUR
-22635.71000000
N
N
N
Chicago Board of Trade
N/A
Soybean Futures Contracts
N/A
30.00000000
NC
USD
-42857.00000000
-0.05052082803
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Soybean
2024-03-14
1989107.00000000
USD
-42857.00000000
N
N
N
ICE Futures US Softs
N/A
Sugar #11 Futures Contracts
N/A
31.00000000
NC
USD
-14649.87000000
-0.01726960736
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Sugar
2024-02-29
726062.67000000
USD
-14649.87000000
N
N
N
Chicago Mercantile Exchange
N/A
Swiss Franc Futures Contracts
N/A
-86.00000000
NC
USD
-519106.31000000
-0.61193458758
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Swiss Franc
2024-03-18
-12363156.19000000
USD
-519106.31000000
N
N
N
Commodity Exchange, Inc.
N/A
Silver Futures Contracts
N/A
3.00000000
NC
USD
-10122.54000000
-0.01193268550
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Silver
2024-03-26
370647.54000000
USD
-10122.54000000
N
N
N
Chicago Board of Trade
N/A
Soybean Meal Futures Contracts
N/A
30.00000000
NC
USD
-23194.50000000
-0.02734221587
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Soybean Meal
2024-03-14
1181494.50000000
USD
-23194.50000000
N
N
N
Borsa Italiana (IDEM)
N/A
FTSE MIB Index Futures Contracts
N/A
3.00000000
NC
2829.11000000
0.003335020645
N/A
DE
IT
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
FTSE MIB Index
IT0003465736
2024-03-15
491205.01000000
EUR
2829.11000000
N
N
N
Osaka Exchange
N/A
Tokyo Stock Price Index Futures Contracts
N/A
3.00000000
NC
-3789.27000000
-0.00446687957
N/A
DE
JP
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Tokyo Stock Exchange Tokyo Price Index TOPIX
JP9010100007
2024-03-07
485177.49000000
JPY
-3789.27000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 10 Year Note Futures Contracts
N/A
121.00000000
NC
USD
95070.44000000
0.112071245083
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 10yr 6%
2024-03-19
13545788.94000000
USD
95070.44000000
N
N
N
Eurex
N/A
Euro - 30 year Bond Futures Contracts
N/A
21.00000000
NC
-54808.62000000
-0.06460967557
N/A
DIR
DE
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro 30yr 4% Bond
2024-03-07
3318991.53000000
EUR
-54808.62000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Long Bond Futures Contracts
N/A
21.00000000
NC
USD
-18388.15000000
-0.02167637874
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 20yr 6%
2024-03-19
2632888.15000000
USD
-18388.15000000
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
-302.00000000
NC
USD
225067.20000000
0.265314448229
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2024-01-17
-4483267.20000000
USD
225067.20000000
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
233.00000000
NC
USD
-2613.59000000
-0.00308096065
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2024-05-22
4056813.59000000
USD
-2613.59000000
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
323.00000000
NC
USD
-14258.55000000
-0.01680831025
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2024-06-18
5747508.55000000
USD
-14258.55000000
N
N
N
Eurex
N/A
Euro STOXX 50 Index Futures Contracts
N/A
-64.00000000
NC
-3443.51000000
-0.00405928965
N/A
DE
DE
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
EURO STOXX 50 Price EUR
EU0009658145
2024-03-15
-3188216.55000000
EUR
-3443.51000000
N
N
N
Chicago Board of Trade
N/A
Wheat Futures Contracts
N/A
-37.00000000
NC
USD
-65154.05000000
-0.07680510898
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Wheat
2024-03-14
-1098033.45000000
USD
-65154.05000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Ultra Long Bond Futures Contracts
N/A
16.00000000
NC
USD
-21691.77000000
-0.02557076281
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 30yr 6.00%
2024-03-19
2150691.77000000
USD
-21691.77000000
N
N
N
New York Mercantile Exchange
N/A
Gasoline RBOB Futures Contracts
N/A
69.00000000
NC
USD
-183028.69000000
-0.21575847523
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Bloomberg 84 Octane RBOB Gasoline Prompt Month Spot Pipeline Px/New York Harbor
N/A
2024-01-31
6295490.29000000
USD
-183028.69000000
N
N
N
New York Mercantile Exchange
N/A
Gasoline RBOB Futures Contracts
N/A
-61.00000000
NC
USD
229347.87000000
0.270360601552
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Bloomberg 84 Octane RBOB Gasoline Prompt Month Spot Pipeline Px/New York Harbor
N/A
2024-03-28
-6164220.87000000
USD
229347.87000000
N
N
N
ASX Trade24
N/A
Australian Government 10 Year Bond Futures Contracts
N/A
165.00000000
NC
7598.77000000
0.008957606749
N/A
DIR
AU
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Aust 10yr 6%
2024-03-15
13119174.42000000
AUD
7598.77000000
N
N
N
ASX Trade24
N/A
SPI 200 Index Futures Contracts
N/A
8.00000000
NC
3953.69000000
0.004660701696
N/A
DE
AU
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
S&P/ASX 200
N/A
2024-03-21
1023472.49000000
AUD
3953.69000000
N
N
N
ICE Futures Europe Financials
N/A
FTSE 100 Index Futures Contracts
N/A
-45.00000000
NC
-39900.35000000
-0.04703546027
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
FTSE 100 Index
GB0001383545
2024-03-15
-4354552.30000000
GBP
-39900.35000000
N
N
N
2024-07-15
Rydex Series Funds
James Howley
James Howley
CFO