Ciena Corp.

NPORT-P false 0001064046 XXXXXXXX S000003727 C000010396 Rydex Variable Trust 811-08821 0001064046 549300LJH0YR8RY3N305 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Mid-Cap 1.5x Strategy Fund S000003727 549300FY166SAJP5HI71 2019-12-31 2019-12-31 N 15356194.22 550152.08 14806042.14 0 0 0 0 0 0 0 0 0 0 0 0 0 0 USD N Ciena Corp W0CZ7N0GH8UIGXDM1H41 Ciena Corp. 171779309 165.00000000 NS USD 7043.85000000 0.047574158802 Long EC CORP US N 1 N N N Perspecta Inc 549300XIT2GJKMZC0O65 Perspecta, Inc. 715347100 147.00000000 NS USD 3886.68000000 0.026250634458 Long EC CORP US N 1 N N N EQT Corp 4NT01YGM4X7ZX86ISY52 Equities Corp. 26884L109 273.00000000 NS USD 2975.70000000 0.020097876068 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 S&P MidCap 400 Index N/A 256.68570000 NC USD -1106.31000000 -0.00747201709 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 S&P Midcap 400 Index MID Y S&P MidCap 400 Index-Tenor Monthly 2020-01-28 0 USD 0 USD 529547.73 USD -1106.31 N N N Pool Corp 5493005VZK1KMN6CO617 Pool Corp. 73278L105 43.00000000 NS USD 9132.34000000 0.061679819047 Long EC CORP US N 1 N N N International Bancshares Corp 549300Y16R531AU8TX77 International Bancshares Corp. 459044103 61.00000000 NS USD 2627.27000000 0.017744580051 Long EC CORP US N 1 N N N WW International Inc SGT8R1MU6ESIC7UJC518 WW International, Inc. 98262P101 50.00000000 NS USD 1910.50000000 0.012903515888 Long EC CORP US N 1 N N N Wyndham Destinations Inc T4VNTWMFQ7JQB65L7T35 Wyndham Destinations, Inc. 98310W108 97.00000000 NS USD 5013.93000000 0.033864080303 Long EC CORP US N 1 N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 Synovus Financial Corp. 87161C501 157.00000000 NS USD 6154.40000000 0.041566814019 Long EC CORP US N 1 N N N Washington Federal Inc N/A Washington Federal, Inc. 938824109 84.00000000 NS USD 3078.60000000 0.020792862608 Long EC CORP US N 1 N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 Monolithic Power Systems, Inc. 609839105 43.00000000 NS USD 7654.86000000 0.051700919986 Long EC CORP US N 1 N N N Mercury Systems Inc 549300P3B84SGK7HH679 Mercury Systems, Inc. 589378108 59.00000000 NS USD 4077.49000000 0.027539365087 Long EC CORP US N 1 N N N PTC Inc 54930050SSMU8SKDJ030 PTC, Inc. 69370C100 111.00000000 NS USD 8312.79000000 0.056144578823 Long EC CORP US N 1 N N N Flowers Foods Inc 7YNCQQNDK8FBM9BBTK25 Flowers Foods, Inc. 343498101 206.00000000 NS USD 4478.44000000 0.030247381154 Long EC CORP US N 1 N N N Blackbaud Inc 54930056X3HKFMNG3754 Blackbaud, Inc. 09227Q100 53.00000000 NS USD 4218.80000000 0.028493772745 Long EC CORP US N 1 N N N Colfax Corp 635400OP2DYYYMOIYL17 Colfax Corp. 194014106 89.00000000 NS USD 3237.82000000 0.021868234396 Long EC CORP US N 1 N N N Fulton Financial Corp 5493005QLZ6O1BNC0C11 Fulton Financial Corp. 360271100 175.00000000 NS USD 3050.25000000 0.020601386725 Long EC CORP US N 1 N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 Ryder System, Inc. 783549108 57.00000000 NS USD 3095.67000000 0.020908153379 Long EC CORP US N 1 N N N Delphi Technologies PLC 549300SEU65CJHRH6V04 Delphi Technologies plc N/A 92.00000000 NS USD 1180.36000000 0.007972150753 Long EC CORP US N 1 N N N Commercial Metals Co 549300OQS2LO07ZJ7N73 Commercial Metals Co. 201723103 127.00000000 NS USD 2828.29000000 0.019102269014 Long EC CORP US N 1 N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 Pebblebrook Hotel Trust 70509V100 140.00000000 NS USD 3753.40000000 0.025350461416 Long EC CORP US N 1 N N N NetScout Systems Inc 5493005HZXZ3SPNVCV76 NetScout Systems, Inc. 64115T104 70.00000000 NS USD 1684.90000000 0.011379813619 Long EC CORP US N 1 N N N Papa John's International Inc HZYLD3DK5XOX0WBVNB56 Papa John's International, Inc. 698813102 24.00000000 NS USD 1515.60000000 0.010236361518 Long EC CORP US N 1 N N N Nu Skin Enterprises Inc 54930050DETB6CP71D38 Nu Skin Enterprises, Inc. 67018T105 59.00000000 NS USD 2417.82000000 0.016329954873 Long EC CORP US N 1 N N N American Campus Communities In 529900MR3ZXRO3W6UX26 American Campus Communities, Inc. 024835100 147.00000000 NS USD 6913.41000000 0.046693167118 Long EC CORP US N 1 N N N NCR Corp 549300YKTY8JX1DV2R67 NCR Corp. 62886E108 136.00000000 NS USD 4781.76000000 0.032296004258 Long EC CORP US N 1 N N N EastGroup Properties Inc 31TIGQQZC4P6JMHKSW85 EastGroup Properties, Inc. 277276101 41.00000000 NS USD 5439.47000000 0.036738177215 Long EC CORP US N 1 N N N Toro Co/The YJKE4YIT6BWQHVEW0D14 Toro Co. 891092108 114.00000000 NS USD 9082.38000000 0.061342389236 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Barclays Capital, Inc. N/A 761216.73000000 PA USD 761216.73000000 5.141257351574 Long RA CORP US N 2 Repurchase Y 1.40000000 2020-01-02 769887.74000000 USD 776442.73000000 USD UST N N N Fluor Corp CQ7WZ4NOFWT7FAE6Q943 Fluor Corp. 343412102 150.00000000 NS USD 2832.00000000 0.019127326352 Long EC CORP US N 1 N N N Avanos Medical Inc 549300YCXWOM7NEWMQ58 Avanos Medical, Inc. 05350V106 51.00000000 NS USD 1718.70000000 0.011608098800 Long EC CORP US N 1 N N N Trex Co Inc N/A Trex Company, Inc. 89531P105 62.00000000 NS USD 5572.56000000 0.037637066998 Long EC CORP US N 1 N N N Universal Display Corp N/A Universal Display Corp. 91347P105 45.00000000 NS USD 9273.15000000 0.062630849705 Long EC CORP US N 1 N N N Hubbell Inc 54930088VDQ6840Y6597 Hubbell, Inc. 443510607 58.00000000 NS USD 8573.56000000 0.057905819252 Long EC CORP US N 1 N N N MasTec Inc 549300TMDIT8WREDOF45 MasTec, Inc. 576323109 64.00000000 NS USD 4106.24000000 0.027733542571 Long EC CORP US N 1 N N N PotlatchDeltic Corp 54930084YA8UJOTXDM59 PotlatchDeltic Corp. 737630103 72.00000000 NS USD 3115.44000000 0.021041679947 Long EC CORP US N 1 N N N UGI Corp DX6GCWD4Q1JO9CRE5I40 UGI Corp. 902681105 223.00000000 NS USD 10070.68000000 0.068017366861 Long EC CORP US N 1 N N N Dillard's Inc 529900FGYKMWL6019P91 Dillard's, Inc. 254067101 11.00000000 NS USD 808.28000000 0.005459122649 Long EC CORP US N 1 N N SYNNEX Corp 5493004HI6PFLF46NS53 SYNNEX Corp. 87162W100 44.00000000 NS USD 5667.20000000 0.038276265503 Long EC CORP US N 1 N N N MSC Industrial Direct Co Inc 0XVKH0LN6YGOWO2EGO17 MSC Industrial Direct Company, Inc. 553530106 48.00000000 NS USD 3766.56000000 0.025439344048 Long EC CORP US N 1 N N N Compass Minerals International 2549008X9G8XP7YJGC47 Compass Minerals International, Inc. 20451N101 36.00000000 NS USD 2194.56000000 0.014822056963 Long EC CORP US N 1 N N N GEO Group Inc/The 5493003VOR6NTY465495 GEO Group, Inc. 36162J106 130.00000000 NS USD 2159.30000000 0.014583910943 Long EC CORP US N 1 N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp. 88033G407 111.00000000 NS USD 4221.33000000 0.028510860364 Long EC CORP US N 1 N N N EPR Properties 549300YSSXFHMPOWZ492 EPR Properties 26884U109 84.00000000 NS USD 5933.76000000 0.040076611587 Long EC CORP US N 1 N N N Wintrust Financial Corp Q774KI4AW80FHFW33O61 Wintrust Financial Corp. 97650W108 61.00000000 NS USD 4324.90000000 0.029210372083 Long EC CORP US N 1 N N N Masimo Corp 549300Q4A8JK0PIYCU29 Masimo Corp. 574795100 52.00000000 NS USD 8219.12000000 0.055511931698 Long EC CORP US N 1 N N N Polaris Inc 549300QJSN8UVWN1EI78 Polaris, Inc. 731068102 61.00000000 NS USD 6203.70000000 0.041899786190 Long EC CORP US N 1 N N N Ligand Pharmaceuticals Inc 5493008K7TB0IKP37H79 Ligand Pharmaceuticals, Inc. 53220K504 19.00000000 NS USD 1981.51000000 0.013383117387 Long EC CORP US N 1 N N N KAR Auction Services Inc 5493004HKD20LBSG7D03 KAR Auction Services, Inc. 48238T109 138.00000000 NS USD 3007.02000000 0.020309411330 Long EC CORP US N 1 N N N Brunswick Corp/DE YM4O38W15AX4YLLQKU27 Brunswick Corp. 117043109 87.00000000 NS USD 5218.26000000 0.035244125004 Long EC CORP US N 1 N N N Aqua America Inc 549300ILTEOF3E3QY357 Aqua America, Inc. 03836W103 231.00000000 NS USD 10843.14000000 0.073234561251 Long EC CORP US N 1 N N N Repligen Corp 54930006QJ0T5AUO1E71 Repligen Corp. 759916109 50.00000000 NS USD 4625.00000000 0.031237247309 Long EC CORP US N 1 N N N Cinemark Holdings Inc N/A Cinemark Holdings, Inc. 17243V102 114.00000000 NS USD 3858.90000000 0.026063008355 Long EC CORP US N 1 N N N Williams-Sonoma Inc 549300IARG6YWVTZ1I92 Williams-Sonoma, Inc. 969904101 83.00000000 NS USD 6095.52000000 0.041169138533 Long EC CORP US N 1 N N N Eldorado Resorts Inc 5299000BKFWWVND5L441 Eldorado Resorts, Inc. 28470R102 70.00000000 NS USD 4174.80000000 0.028196596771 Long EC CORP US N 1 N N N Macerich Co/The 529900PSWCB5KI0JYU46 Macerich Co. 554382101 118.00000000 NS USD 3176.56000000 0.021454484392 Long EC CORP US N 1 N N CyrusOne Inc 5493006S177ZK2ZNBU43 CyrusOne, Inc. 23283R100 121.00000000 NS USD 7917.03000000 0.053471616014 Long EC CORP US N 1 N N N Selective Insurance Group Inc 549300R3WGJWLE40R258 Selective Insurance Group, Inc. 816300107 63.00000000 NS USD 4106.97000000 0.027738472990 Long EC CORP US N 1 N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 National Retail Properties, Inc. 637417106 183.00000000 NS USD 9812.46000000 0.066273349131 Long EC CORP US N 1 N N N Patterson Cos Inc YM48Q2087CUE26GWEK09 Patterson Companies, Inc. 703395103 92.00000000 NS USD 1884.16000000 0.012725615543 Long EC CORP US N 1 N N N PacWest Bancorp 549300YI8VMFO7G36V04 PacWest Bancorp 695263103 128.00000000 NS USD 4898.56000000 0.033084871390 Long EC CORP US N 1 N N N Genworth Financial Inc 549300EMCG286BDNKJ33 Genworth Financial, Inc. 37247D106 538.00000000 NS USD 2367.20000000 0.015988067422 Long EC CORP US N 1 N N N SolarEdge Technologies Inc 5493000K6Y58XXPDF853 SolarEdge Technologies, Inc. 83417M104 52.00000000 NS USD 4944.68000000 0.033396365843 Long EC CORP US N 1 N N N Syneos Health Inc 549300F1ZGKDS8P6GU13 Syneos Health, Inc. 87166B102 67.00000000 NS USD 3984.83000000 0.026913539501 Long EC CORP US N 1 N N N NorthWestern Corp 3BPWMBHR1R9SHUN7J795 NorthWestern Corp. 668074305 54.00000000 NS USD 3870.18000000 0.026139193468 Long EC CORP US N 1 N N N Donaldson Co Inc OZE6KXY9QQPR8EJ8WL20 Donaldson Company, Inc. 257651109 135.00000000 NS USD 7778.70000000 0.052537335274 Long EC CORP US N 1 N N N WPX Energy Inc ZXZE9GCS2BB547GJW219 WPX Energy, Inc. 98212B103 445.00000000 NS USD 6114.30000000 0.041295978642 Long EC CORP US N 1 N N N AGCO Corp LYOM0B2GCF1JWXK5ZG04 AGCO Corp. 001084102 67.00000000 NS USD 5175.75000000 0.034957012488 Long EC CORP US N 1 N N N Bank of Hawaii Corp 5493006Q8BQ8AD8M2U33 Bank of Hawaii Corp. 062540109 43.00000000 NS USD 4091.88000000 0.027636555139 Long EC CORP US N 1 N N N Avnet Inc XJI53DCPL7QABOWK4Z75 Avnet, Inc. 053807103 108.00000000 NS USD 4583.52000000 0.030957091413 Long EC CORP US N 1 N N N Thor Industries Inc 254900XZO1228PDSG060 Thor Industries, Inc. 885160101 59.00000000 NS USD 4383.11000000 0.029603522390 Long EC CORP US N 1 N N N Synaptics Inc 549300AJ3LI4FWNRQX29 Synaptics, Inc. 87157D109 36.00000000 NS USD 2367.72000000 0.015991579502 Long EC CORP US N 1 N N N Jefferies Financial Group Inc 549300HOF34RGOJ5YL07 Jefferies Financial Group, Inc. 47233W109 269.00000000 NS USD 5748.53000000 0.038825568275 Long EC CORP US N 1 N N N Olin Corp 549300GKK294V7W57P06 Olin Corp. 680665205 171.00000000 NS USD 2949.75000000 0.019922609783 Long EC CORP US N 1 N N N Stifel Financial Corp 549300E5F07FE5GHJX84 Stifel Financial Corp. 860630102 73.00000000 NS USD 4427.45000000 0.029902994724 Long EC CORP US N 1 N N N Avis Budget Group Inc 529900E95812SYWMCE44 Avis Budget Group, Inc. 053774105 61.00000000 NS USD 1966.64000000 0.013282685415 Long EC CORP US N 1 N N N Valley National Bancorp 549300ET52S1UBIB9762 Valley National Bancorp 919794107 419.00000000 NS USD 4797.55000000 0.032402649908 Long EC CORP US N 1 N N N Lear Corp 549300UPNBTXA1SYTQ33 Lear Corp. 521865204 59.00000000 NS USD 8094.80000000 0.054672274490 Long EC CORP US N 1 N N N Tootsie Roll Industries Inc 529900SBKOV9XX4M4Q35 Tootsie Roll Industries, Inc. 890516107 18.00000000 NS USD 614.52000000 0.004150467722 Long EC CORP US N 1 N N N MEDNAX Inc N/A MEDNAX, Inc. 58502B106 90.00000000 NS USD 2501.10000000 0.016892427944 Long EC CORP US N 1 N N N Matador Resources Co 549300CI3Q2UUK5R4G79 Matador Resources Co. 576485205 117.00000000 NS USD 2102.49000000 0.014200216236 Long EC CORP US N 1 N N N SEI Investments Co 5LJTIFADGZ6XH1RVOC11 SEI Investments Co. 784117103 135.00000000 NS USD 8839.80000000 0.059704004057 Long EC CORP US N 1 N N N Graham Holdings Co 529900BOSCEEEMAFQJ29 Graham Holdings Co. 384637104 5.00000000 NS USD 3194.95000000 0.021578690441 Long EC CORP US N 1 N N N Hancock Whitney Corp 549300GRNBWY8HIICT41 Hancock Whitney Corp. 410120109 93.00000000 NS USD 4080.84000000 0.027561990985 Long EC CORP US N 1 N N N Tetra Tech Inc 549300UJ1LP7JGJC5P32 Tetra Tech, Inc. 88162G103 58.00000000 NS USD 4997.28000000 0.033751626212 Long EC CORP US N 1 N N N Catalent Inc N/A Catalent, Inc. 148806102 156.00000000 NS USD 8782.80000000 0.059319026090 Long EC CORP US N 1 N N N Landstar System Inc 254900CUQXQRL09MEI52 Landstar System, Inc. 515098101 42.00000000 NS USD 4782.54000000 0.032301272377 Long EC CORP US N 1 N N N Sabra Health Care REIT Inc 549300E3BC7GU7TAZ621 Sabra Health Care REIT, Inc. 78573L106 207.00000000 NS USD 4417.38000000 0.029834981950 Long EC CORP US N 1 N N N Exelixis Inc N/A Exelixis, Inc. 30161Q104 325.00000000 NS USD 5726.50000000 0.038676777668 Long EC CORP US N 1 N N N Sprouts Farmers Market Inc 529900P8F4G77Q52XE24 Sprouts Farmers Market, Inc. 85208M102 126.00000000 NS USD 2438.10000000 0.016466925981 Long EC CORP US N 1 N N N Axon Enterprise Inc 549300QP2IEEGFE16681 Axon Enterprise, Inc. 05464C101 63.00000000 NS USD 4616.64000000 0.031180783874 Long EC CORP US N 1 N N N LivaNova PLC 2138001K2FX6SHK2B339 LivaNova plc N/A 52.00000000 NS USD 3922.36000000 0.026491617158 Long EC CORP US N 1 N N N Marriott Vacations Worldwide C 549300WA6BT5H4F7IO94 Marriott Vacations Worldwide Corp. 57164Y107 40.00000000 NS USD 5150.40000000 0.034785798603 Long EC CORP US N 1 N N N Scotts Miracle-Gro Co/The 2TH9E0JTOUXOEGI2R879 Scotts Miracle-Gro Co. 810186106 42.00000000 NS USD 4459.56000000 0.030119865645 Long EC CORP US N 1 N N N ICU Medical Inc 5493003NRW7LS2QZRH60 ICU Medical, Inc. 44930G107 21.00000000 NS USD 3929.52000000 0.026539975793 Long EC CORP US N 1 N N N GrubHub Inc 529900CR2K1AJ5W4RR39 GrubHub, Inc. 400110102 98.00000000 NS USD 4766.72000000 0.032194424106 Long EC CORP US N 1 N N N Haemonetics Corp 549300ZEL6TXZS6F5F95 Haemonetics Corp. 405024100 54.00000000 NS USD 6204.60000000 0.041905864790 Long EC CORP US N 1 N N N Six Flags Entertainment Corp 549300JYTDUAA4JQ3717 Six Flags Entertainment Corp. 83001A102 84.00000000 NS USD 3789.24000000 0.025592524755 Long EC CORP US N 1 N N N Douglas Emmett Inc N/A Douglas Emmett, Inc. 25960P109 176.00000000 NS USD 7726.40000000 0.052184101105 Long EC CORP US N 1 N N N Cracker Barrel Old Country Sto 8P4PHQIUWPIECBFBW745 Cracker Barrel Old Country Store, Inc. 22410J106 26.00000000 NS USD 3997.24000000 0.026997356634 Long EC CORP US N 1 N N Prosperity Bancshares Inc N/A Prosperity Bancshares, Inc. 743606105 101.00000000 NS USD 7260.89000000 0.049040046835 Long EC CORP US N 1 N N N Sterling Bancorp/DE 549300LQK6SKH5ZXO648 Sterling Bancorp 85917A100 216.00000000 NS USD 4553.28000000 0.030752850471 Long EC CORP US N 1 N N N SLM Corp 4K8SLPBF5DXXGPW03H93 SLM Corp. 78442P106 451.00000000 NS USD 4018.41000000 0.027140338802 Long EC CORP US N 1 N N N MSA Safety Inc 529900DVA3258XK11O39 MSA Safety, Inc. 553498106 38.00000000 NS USD 4801.68000000 0.032430543926 Long EC CORP US N 1 N N N Casey's General Stores Inc 549300CAFWSI86V66Q65 Casey's General Stores, Inc. 147528103 39.00000000 NS USD 6200.61000000 0.041878916332 Long EC CORP US N 1 N N N Camden Property Trust 5493002MYX22OHYJBD89 Camden Property Trust 133131102 103.00000000 NS USD 10928.30000000 0.073809731842 Long EC CORP US N 1 N N N Murphy USA Inc 549300Y081F8XIKQIO72 Murphy USA, Inc. 626755102 31.00000000 NS USD 3627.00000000 0.024496755889 Long EC CORP US N 1 N N N Urban Edge Properties N/A Urban Edge Properties 91704F104 123.00000000 NS USD 2359.14000000 0.015933630187 Long EC CORP US N 1 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 S&P MidCap 400 Index N/A 232.81100000 NC USD -1003.58000000 -0.00677817873 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 S&P Midcap 400 Index MID Y S&P MidCap 400 Index-Tenor Monthly 2020-01-28 0 USD 0 USD 480293.75 USD -1003.58 N N N LendingTree Inc 549300ISY5YHUJZTON08 LendingTree, Inc. 52603B107 8.00000000 NS USD 2427.52000000 0.016395468667 Long EC CORP US N 1 N N N Texas Capital Bancshares Inc 549300466Q2SXRX0YM48 Texas Capital Bancshares, Inc. 88224Q107 54.00000000 NS USD 3065.58000000 0.020704925536 Long EC CORP US N 1 N N N CommVault Systems Inc 65T5VRP62VXG39YFML83 CommVault Systems, Inc. 204166102 45.00000000 NS USD 2008.80000000 0.013567434031 Long EC CORP US N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 BofA Securities, Inc. N/A 761216.73000000 PA USD 761216.73000000 5.141257351574 Long RA CORP US N 2 Repurchase Y 1.50000000 2020-01-02 765624.72000000 USD 776444.26000000 USD UST N N N Clean Harbors Inc 5493000SJVZVZJKHJF48 Clean Harbors, Inc. 184496107 55.00000000 NS USD 4716.25000000 0.031853549756 Long EC CORP US N 1 N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 Murphy Oil Corp. 626717102 160.00000000 NS USD 4288.00000000 0.028961149505 Long EC CORP US N 1 N N N Worthington Industries Inc 1WRCIANKYOIK6KYE5E82 Worthington Industries, Inc. 981811102 39.00000000 NS USD 1645.02000000 0.011110464122 Long EC CORP US N 1 N N N Antero Midstream Corp N/A Antero Midstream Corp. 03676B102 317.00000000 NS USD 2406.03000000 0.016250325220 Long EC CORP US N 1 N N WWE 549300WZVLSCS3L4L698 World Wrestling Entertainment, Inc. 98156Q108 51.00000000 NS USD 3308.37000000 0.022344729055 Long EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796WR6 109000.00000000 PA USD 108843.62000000 0.735129746159 Long DBT UST US N 2 2020-02-04 None 0.00000000 N N N N N N Prestige Consumer Healthcare I N/A Prestige Consumer Healthcare, Inc. 74112D101 54.00000000 NS USD 2187.00000000 0.014770996727 Long EC CORP US N 1 N N N First Solar Inc 549300NPYMLM4NHTOF27 First Solar, Inc. 336433107 81.00000000 NS USD 4532.76000000 0.030614258403 Long EC CORP US N 1 N N N Sonoco Products Co GKOMIK4RDJGHEF0VNP11 Sonoco Products Co. 835495102 107.00000000 NS USD 6604.04000000 0.044603682318 Long EC CORP US N 1 N N N Jack in the Box Inc 5493002OJW26P0SUUP68 Jack in the Box, Inc. 466367109 25.00000000 NS USD 1950.75000000 0.013175364365 Long EC CORP US N 1 N N N Helen of Troy Ltd N/A Helen of Troy Ltd. N/A 27.00000000 NS USD 4854.33000000 0.032786141995 Long EC CORP US N 1 N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 Arrow Electronics, Inc. 042735100 87.00000000 NS USD 7372.38000000 0.049793050231 Long EC CORP US N 1 N N N Curtiss-Wright Corp TEL51ETZWP7D0ZM4X325 Curtiss-Wright Corp. 231561101 46.00000000 NS USD 6480.94000000 0.043772264989 Long EC CORP US N 1 N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 Steel Dynamics, Inc. 858119100 230.00000000 NS USD 7829.20000000 0.052878412245 Long EC CORP US N 1 N N N PolyOne Corp SM8L9RZYIB34LNTWO040 PolyOne Corp. 73179P106 82.00000000 NS USD 3016.78000000 0.020375330364 Long EC CORP US N 1 N N N RenaissanceRe Holdings Ltd EK6GB9U3U58PDI411C94 RenaissanceRe Holdings Ltd. N/A 47.00000000 NS USD 9212.94000000 0.062224191400 Long EC CORP US N 1 N N N Mattel Inc 549300VELLG24KHTJ564 Mattel, Inc. 577081102 370.00000000 NS USD 5013.50000000 0.033861176083 Long EC CORP US N 1 N N Affiliated Managers Group Inc 2JE75BUE3T1BLCYYGK54 Affiliated Managers Group, Inc. 008252108 53.00000000 NS USD 4491.22000000 0.030333697267 Long EC CORP US N 1 N N N NOW Inc 549300AVH5SOCFVVDW91 NOW, Inc. 67011P100 116.00000000 NS USD 1303.84000000 0.008806134601 Long EC CORP US N 1 N N N Sally Beauty Holdings Inc 529900VXW6E8ONDIQ271 Sally Beauty Holdings, Inc. 79546E104 124.00000000 NS USD 2263.00000000 0.015284300683 Long EC CORP US N 1 N N N Apergy Corp 549300EP2909K6DYYP38 Apergy Corp. 03755L104 83.00000000 NS USD 2803.74000000 0.018936458328 Long EC CORP US N 1 N N N Signature Bank/New York NY VLP5AP0XK2GM6GKD1007 Signature Bank 82669G104 58.00000000 NS USD 7923.38000000 0.053514503910 Long EC CORP US N 1 N N N II-VI Inc 549300O5C25A0MMHHU33 II-VI, Inc. 902104108 93.00000000 NS USD 3131.31000000 0.021148865918 Long EC CORP US N 1 N N N Tempur Sealy International Inc 549300HFEKVR3US71V91 Tempur Sealy International, Inc. 88023U101 49.00000000 NS USD 4265.94000000 0.028812156278 Long EC CORP US N 1 N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 National Fuel Gas Co. 636180101 92.00000000 NS USD 4281.68000000 0.028918464229 Long EC CORP US N 1 N N N Semtech Corp 549300J7WUY317SW6O61 Semtech Corp. 816850101 71.00000000 NS USD 3755.90000000 0.025367346414 Long EC CORP US N 1 N N N Cathay General Bancorp 549300K1SLJ8C97H5L68 Cathay General Bancorp 149150104 81.00000000 NS USD 3082.05000000 0.020816163906 Long EC CORP US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 Service Properties Trust 81761L102 176.00000000 NS USD 4282.08000000 0.028921165828 Long EC CORP US N 1 N N N Ashland Global Holdings Inc 529900E4L9R04SB8HB11 Ashland Global Holdings, Inc. 044186104 64.00000000 NS USD 4897.92000000 0.033080548830 Long EC CORP US N 1 N N N Cousins Properties Inc 5493007XPYD5EJABN062 Cousins Properties, Inc. 222795502 157.00000000 NS USD 6468.40000000 0.043687569836 Long EC CORP US N 1 N N N Etsy Inc 54930089Q7XT501AEA40 Etsy, Inc. 29786A106 127.00000000 NS USD 5626.10000000 0.037998676126 Long EC CORP US N 1 N N N RH 5493008MTS3OGGMHGK69 RH 74967X103 17.00000000 NS USD 3629.50000000 0.024513640888 Long EC CORP US N 1 N N N Werner Enterprises Inc 549300P6XRGOCHHJST37 Werner Enterprises, Inc. 950755108 47.00000000 NS USD 1710.33000000 0.011551567824 Long EC CORP US N 1 N N N AutoNation Inc N/A AutoNation, Inc. 05329W102 63.00000000 NS USD 3063.69000000 0.020692160477 Long EC CORP US N 1 N N N Primerica Inc 254900621R686KJR7022 Primerica, Inc. 74164M108 44.00000000 NS USD 5744.64000000 0.038799295217 Long EC CORP US N 1 N N N CDK Global Inc 5493000L10CYRTHIJ385 CDK Global, Inc. 12508E101 130.00000000 NS USD 7108.40000000 0.048010129464 Long EC CORP US N 1 N N N Carter's Inc 5299003WAQK4R3L3ZU36 Carter's, Inc. 146229109 47.00000000 NS USD 5138.98000000 0.034708667930 Long EC CORP US N 1 N N N Dunkin' Brands Group Inc 549300311IRV47UCTO62 Dunkin' Brands Group, Inc. 265504100 89.00000000 NS USD 6723.06000000 0.045407543328 Long EC CORP US N 1 N N N Amedisys Inc 5299001RBS9GK9STN379 Amedisys, Inc. 023436108 34.00000000 NS USD 5675.28000000 0.038330837818 Long EC CORP US N 1 N N N National Instruments Corp 549300TP4OOPCYWDUP86 National Instruments Corp. 636518102 126.00000000 NS USD 5334.84000000 0.036031506256 Long EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796WN5 995000.00000000 PA USD 994513.28000000 6.716942114552 Long DBT UST US N 2 2020-01-14 None 0.00000000 N N N N N N Mercury General Corp 5493001Q9EXPCEL4W527 Mercury General Corp. 589400100 29.00000000 NS USD 1413.17000000 0.009544549357 Long EC CORP US N 1 N N N Watsco Inc 549300F1Y3LN5BX5WN75 Watsco, Inc. 942622200 35.00000000 NS USD 6305.25000000 0.042585654831 Long EC CORP US N 1 N N N MKS Instruments Inc 549300KEQATBHAGVF505 MKS Instruments, Inc. 55306N104 58.00000000 NS USD 6380.58000000 0.043094433608 Long EC CORP US N 1 N N N Littelfuse Inc 549300MY7HLQFYTPCX75 Littelfuse, Inc. 537008104 26.00000000 NS USD 4973.80000000 0.033593042306 Long EC CORP US N 1 N N N United Therapeutics Corp 5299005C4HZL4UWROC14 United Therapeutics Corp. 91307C102 47.00000000 NS USD 4139.76000000 0.027959936631 Long EC CORP US N 1 N N N Southwest Gas Holdings Inc N/A Southwest Gas Holdings, Inc. 844895102 58.00000000 NS USD 4406.26000000 0.029759877476 Long EC CORP US N 1 N N N Vishay Intertechnology Inc 5493009O8F3QQJTCQR75 Vishay Intertechnology, Inc. 928298108 141.00000000 NS USD 3001.89000000 0.020274763313 Long EC CORP US N 1 N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 Post Holdings, Inc. 737446104 71.00000000 NS USD 7746.10000000 0.052317154893 Long EC CORP US N 1 N N N Rayonier Inc HGV8VDVNL0W6SF2U9C50 Rayonier, Inc. 754907103 138.00000000 NS USD 4520.88000000 0.030534020889 Long EC CORP US N 1 N N N World Fuel Services Corp D3W7PCXCBRQLL17DZ313 World Fuel Services Corp. 981475106 70.00000000 NS USD 3039.40000000 0.020528105831 Long EC CORP US N 1 N N N Reinsurance Group of America I LORM1GNEU1DKEW527V90 Reinsurance Group of America, Inc. 759351604 67.00000000 NS USD 10925.02000000 0.073787578724 Long EC CORP US N 1 N N N Domino's Pizza Inc 5299004V0Y8MI5D9FF45 Domino's Pizza, Inc. 25754A201 44.00000000 NS USD 12926.32000000 0.087304357759 Long EC CORP US N 1 N N N Deluxe Corp KWGNKB8TX9LE5TV29231 Deluxe Corp. 248019101 45.00000000 NS USD 2246.40000000 0.015172184293 Long EC CORP US N 1 N N N Reliance Steel & Aluminum Co 549300E287ZOFT3C5Z56 Reliance Steel & Aluminum Co. 759509102 71.00000000 NS USD 8502.96000000 0.057428986893 Long EC CORP US N 1 N N N Minerals Technologies Inc 549300D3I1QU67GP6403 Minerals Technologies, Inc. 603158106 37.00000000 NS USD 2132.31000000 0.014401620499 Long EC CORP US N 1 N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 Fair Isaac Corp. 303250104 31.00000000 NS USD 11615.08000000 0.078448243562 Long EC CORP US N 1 N N N Edgewell Personal Care Co 549300CY8QZDL4Z3RU59 Edgewell Personal Care Co. 28035Q102 58.00000000 NS USD 1795.68000000 0.012128021675 Long EC CORP US N 1 N N N PRA Health Sciences Inc 549300R1HR1VWWHIAK47 PRA Health Sciences, Inc. 69354M108 68.00000000 NS USD 7558.20000000 0.051048078402 Long EC CORP US N 1 N N N Patterson-UTI Energy Inc 254900XGFBKIXD6G0697 Patterson-UTI Energy, Inc. 703481101 208.00000000 NS USD 2184.00000000 0.014750734729 Long EC CORP US N 1 N N N United States Steel Corp JNLUVFYJT1OZSIQ24U47 United States Steel Corp. 912909108 182.00000000 NS USD 2076.62000000 0.014025490271 Long EC CORP US N 1 N N Silicon Laboratories Inc 4PRDF8Q9TDHRVZKZSZ47 Silicon Laboratories, Inc. 826919102 46.00000000 NS USD 5335.08000000 0.036033127216 Long EC CORP US N 1 N N N Trinity Industries Inc R1JB4KXN77XFCXOQKV49 Trinity Industries, Inc. 896522109 105.00000000 NS USD 2325.75000000 0.015708114146 Long EC CORP US N 1 N N N John Wiley & Sons Inc 5493003XM719UN7E8P64 John Wiley & Sons, Inc. 968223206 47.00000000 NS USD 2280.44000000 0.015402090433 Long EC CORP US N 1 N N N Webster Financial Corp KMRURHT0VWKYS6Z5KU67 Webster Financial Corp. 947890109 98.00000000 NS USD 5229.28000000 0.035318554077 Long EC CORP US N 1 N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 Carlisle Companies, Inc. 142339100 61.00000000 NS USD 9872.24000000 0.066677103216 Long EC CORP US N 1 N N N Eaton Vance Corp 4JJ8ORNW1AFZPSV8GJ79 Eaton Vance Corp. 278265103 121.00000000 NS USD 5649.49000000 0.038156652173 Long EC CORP US N 1 N N N Visteon Corp N/A Visteon Corp. 92839U206 30.00000000 NS USD 2597.70000000 0.017544864288 Long EC CORP US N 1 N N N Cypress Semiconductor Corp 549300T2071OM26ZSE13 Cypress Semiconductor Corp. 232806109 395.00000000 NS USD 9215.35000000 0.062240468538 Long EC CORP US N 1 N N N Tech Data Corp 549300EK847TAWPJWF34 Tech Data Corp. 878237106 38.00000000 NS USD 5456.80000000 0.036855224025 Long EC CORP US N 1 N N N Penumbra Inc 549300RGE06P3ECANU72 Penumbra, Inc. 70975L107 34.00000000 NS USD 5585.18000000 0.037722302470 Long EC CORP US N 1 N N N New York Times Co/The N/A New York Times Co. 650111107 154.00000000 NS USD 4954.18000000 0.033460528837 Long EC CORP US N 1 N N N First Financial Bankshares Inc 549300XN3GTGOENGNV49 First Financial Bankshares, Inc. 32020R109 145.00000000 NS USD 5089.50000000 0.034374480039 Long EC CORP US N 1 N N N Corporate Office Properties Tr YY1J47X6LF9TYY8JY420 Corporate Office Properties Trust 22002T108 120.00000000 NS USD 3525.60000000 0.023811900348 Long EC CORP US N 1 N N N Encompass Health Corp 549300FVRPM9DRQZRG64 Encompass Health Corp. 29261A100 105.00000000 NS USD 7273.35000000 0.049124201668 Long EC CORP US N 1 N N N Brighthouse Financial Inc 5493003T8SZSHOGGAW52 Brighthouse Financial, Inc. 10922N103 117.00000000 NS USD 4589.91000000 0.031000249469 Long EC CORP US N 1 N N N Core Laboratories NV 724500MDYY5VBSAF5W50 Core Laboratories N.V. N/A 47.00000000 NS USD 1770.49000000 0.011957888430 Long EC CORP US N 1 N N N FED HOME LN DISCOUNT NT N/A Federal Home Loan Bank 313384RG6 500000.00000000 PA USD 499977.92000000 3.376850580812 Long DBT USGSE US N 2 2020-01-02 None 0.00000000 N N N N N N Brink's Co/The XFP140TFNOQMIVFTVQ13 Brink's Co. 109696104 53.00000000 NS USD 4806.04000000 0.032459991364 Long EC CORP US N 1 N N N Service Corp International/US 549300RKVM2ME20JHZ15 Service Corporation International 817565104 195.00000000 NS USD 8975.85000000 0.060622885678 Long EC CORP US N 1 N N N Associated Banc-Corp 549300N3CIN473IW5094 Associated Banc-Corp. 045487105 170.00000000 NS USD 3746.80000000 0.025305885020 Long EC CORP US N 1 N N N HealthEquity Inc 529900LRJU1RAFQHM467 HealthEquity, Inc. 42226A107 76.00000000 NS USD 5629.32000000 0.038020424005 Long EC CORP US N 1 N N N OGE Energy Corp CE5OG6JPOZMDSA0LAQ19 OGE Energy Corp. 670837103 214.00000000 NS USD 9516.58000000 0.064274975783 Long EC CORP US N 1 N N N Grand Canyon Education Inc 529900XFER799IYOSW74 Grand Canyon Education, Inc. 38526M106 52.00000000 NS USD 4981.08000000 0.033642211422 Long EC CORP US N 1 N N N GATX Corp 549300IHYHCQP2PIR591 GATX Corp. 361448103 38.00000000 NS USD 3148.30000000 0.021263616368 Long EC CORP US N 1 N N N American Financial Group Inc/O 549300AFOM7IVKIU1G39 American Financial Group, Inc. 025932104 80.00000000 NS USD 8772.00000000 0.059246082896 Long EC CORP US N 1 N N N Cantel Medical Corp 549300ZFW3JXCDHTGW91 Cantel Medical Corp. 138098108 40.00000000 NS USD 2836.00000000 0.019154342350 Long EC CORP US N 1 N N N Green Dot Corp N/A Green Dot Corp. 39304D102 51.00000000 NS USD 1188.30000000 0.008025777508 Long EC CORP US N 1 N N N United Bankshares Inc/WV 5299005O3BAMJ9Z92V62 United Bankshares, Inc. 909907107 108.00000000 NS USD 4175.28000000 0.028199838690 Long EC CORP US N 1 N N N Greif Inc 54930070FVGKR0Z1FI24 Greif, Inc. 397624107 28.00000000 NS USD 1237.60000000 0.008358749680 Long EC CORP US N 1 N N N Columbia Sportswear Co 549300OTMCIEUXAH5Z60 Columbia Sportswear Co. 198516106 31.00000000 NS USD 3105.89000000 0.020977179253 Long EC CORP US N 1 N N N KB Home 549300LGUCWQURMWLG09 KB Home 48666K109 92.00000000 NS USD 3152.84000000 0.021294279525 Long EC CORP US N 1 N N N Chemed Corp 54930020031IDJT2IM79 Chemed Corp. 16359R103 17.00000000 NS USD 7467.42000000 0.050434950335 Long EC CORP US N 1 N N N CACI International Inc SYRPI2D1O9WRTS2WX210 CACI International, Inc. 127190304 27.00000000 NS USD 6749.73000000 0.045587672493 Long EC CORP US N 1 N N N Cable One Inc 549300648QS85T0XSH18 Cable One, Inc. 12685J105 5.00000000 NS USD 7442.35000000 0.050265627570 Long EC CORP US N 1 N N N Adtalem Global Education Inc 549300Z467EZLMODV621 Adtalem Global Education, Inc. 00737L103 58.00000000 NS USD 2028.26000000 0.013698866860 Long EC CORP US N 1 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 Bio-Rad Laboratories, Inc. 090572207 23.00000000 NS USD 8510.69000000 0.057481195308 Long EC CORP US N 1 N N N Toll Brothers Inc 529900JB6IS9MSZGVR44 Toll Brothers, Inc. 889478103 138.00000000 NS USD 5452.38000000 0.036825371348 Long EC CORP US N 1 N N N Coherent Inc 549300RYOCKUMWACR010 Coherent, Inc. 192479103 26.00000000 NS USD 4325.10000000 0.029211722883 Long EC CORP US N 1 N N N Life Storage Inc W9EE01AFDDF9DQCQZC68 Life Storage, Inc. 53223X107 50.00000000 NS USD 5414.00000000 0.036566152850 Long EC CORP US N 1 N N N Cabot Corp K05C0SER542GQ6VLRO68 Cabot Corp. 127055101 61.00000000 NS USD 2898.72000000 0.019577953193 Long EC CORP US N 1 N N N Cheesecake Factory Inc/The 529900872XMLK10SY247 Cheesecake Factory, Inc. 163072101 44.00000000 NS USD 1709.84000000 0.011548258365 Long EC CORP US N 1 N N RPM International Inc 549300TJCKW4BRXPJ474 RPM International, Inc. 749685103 139.00000000 NS USD 10669.64000000 0.072062742352 Long EC CORP US N 1 N N N Telephone & Data Systems Inc N/A Telephone & Data Systems, Inc. 879433829 105.00000000 NS USD 2670.15000000 0.018034191546 Long EC CORP US N 1 N N N CoreCivic Inc 529900JFA3K6PTLT8B15 CoreCivic, Inc. 21871N101 127.00000000 NS USD 2207.26000000 0.014907832755 Long EC CORP US N 1 N N N Cullen/Frost Bankers Inc 529900V2E9G9AY665O34 Cullen/Frost Bankers, Inc. 229899109 61.00000000 NS USD 5964.58000000 0.040284769850 Long EC CORP US N 1 N N N Churchill Downs Inc 529900FODTBQC8MIS994 Churchill Downs, Inc. 171484108 38.00000000 NS USD 5213.60000000 0.035212651366 Long EC CORP US N 1 N N N Yelp Inc 5299007OU2DOSXPQBO35 Yelp, Inc. 985817105 68.00000000 NS USD 2368.44000000 0.015996442382 Long EC CORP US N 1 N N N Lennox International Inc S7DWAC87RDMPBF77GJ92 Lennox International, Inc. 526107107 37.00000000 NS USD 9026.89000000 0.060967609808 Long EC CORP US N 1 N N N Boyd Gaming Corp 254900787YGRYS2A1Z35 Boyd Gaming Corp. 103304101 86.00000000 NS USD 2574.84000000 0.017390467862 Long EC CORP US N 1 N N N Park Hotels & Resorts Inc 5493005UZ5TQN0H6HS73 Park Hotels & Resorts, Inc. 700517105 256.00000000 NS USD 6622.72000000 0.044729847027 Long EC CORP US N 1 N N N TripAdvisor Inc N/A TripAdvisor, Inc. 896945201 112.00000000 NS USD 3402.56000000 0.022980888260 Long EC CORP US N 1 N N N New York Community Bancorp Inc 529900HVXOTLY61GL030 New York Community Bancorp, Inc. 649445103 499.00000000 NS USD 5997.98000000 0.040510353430 Long EC CORP US N 1 N N N ALLETE Inc 549300NNLSIMY6Z8OT86 ALLETE, Inc. 018522300 55.00000000 NS USD 4464.35000000 0.030152217302 Long EC CORP US N 1 N N N Tyler Technologies Inc N/A Tyler Technologies, Inc. 902252105 42.00000000 NS USD 12600.84000000 0.085106066029 Long EC CORP US N 1 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 Molina Healthcare, Inc. 60855R100 67.00000000 NS USD 9091.23000000 0.061402162131 Long EC CORP US N 1 N N N American Eagle Outfitters Inc 5299001Z9HXK01DHW793 American Eagle Outfitters, Inc. 02553E106 170.00000000 NS USD 2499.00000000 0.016878244546 Long EC CORP US N 1 N N N Urban Outfitters Inc 549300N3DUFR5U6NRN38 Urban Outfitters, Inc. 917047102 75.00000000 NS USD 2082.75000000 0.014066892288 Long EC CORP US N 1 N N N Kennametal Inc 549300GZDSG25XUV0Y08 Kennametal, Inc. 489170100 89.00000000 NS USD 3283.21000000 0.022174798429 Long EC CORP US N 1 N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 S&P MidCap 400 Index N/A 1333.50780000 NC USD 3067.11000000 0.020715259155 N/A DE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 S&P Midcap 400 Index MID Y S&P MidCap 400 Index-Tenor Monthly 2020-01-31 0 USD 0 USD 2751053.26 USD 3067.11 N N N Kemper Corp 549300FNI1JKTRY2PV09 Kemper Corp. 488401100 67.00000000 NS USD 5192.50000000 0.035070141979 Long EC CORP US N 1 N N N Terex Corp YAWJZJYEQ7M1SYMOS462 Terex Corp. 880779103 70.00000000 NS USD 2084.60000000 0.014079387187 Long EC CORP US N 1 N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 Brown & Brown, Inc. 115236101 250.00000000 NS USD 9870.00000000 0.066661974258 Long EC CORP US N 1 N N N First American Funds N/A First American Government Obligations Fund N/A 12346.50000000 NS USD 12346.50000000 0.083388253817 Long STIV RF US N 1 N N Integra LifeSciences Holdings WB7IJCYY8YFTENS4O147 Integra LifeSciences Holdings Corp. 457985208 76.00000000 NS USD 4429.28000000 0.029915354543 Long EC CORP US N 1 N N N XPO Logistics Inc 54930096DB9LCLPN7H13 XPO Logistics, Inc. 983793100 99.00000000 NS USD 7890.30000000 0.053291081609 Long EC CORP US N 1 N N N Sensient Technologies Corp CMMZHMFZQG86EI7WZU92 Sensient Technologies Corp. 81725T100 45.00000000 NS USD 2974.05000000 0.020086731969 Long EC CORP US N 1 N N N Manhattan Associates Inc 529900Q1GJP7KD52SW51 Manhattan Associates, Inc. 562750109 68.00000000 NS USD 5423.00000000 0.036626938845 Long EC CORP US N 1 N N N TRI Pointe Group Inc N/A TRI Pointe Group, Inc. 87265H109 149.00000000 NS USD 2321.42000000 0.015678869329 Long EC CORP US N 1 N N N Meredith Corp 549300YC8BC386CCTS24 Meredith Corp. 589433101 43.00000000 NS USD 1396.21000000 0.009430001527 Long EC CORP US N 1 N N N Jabil Inc 5493000CGCQY2OQU7669 Jabil, Inc. 466313103 148.00000000 NS USD 6116.84000000 0.041313133801 Long EC CORP US N 1 N N N BancorpSouth Bank Q7C315HKI8VX0SSKBS64 BancorpSouth Bank 05971J102 103.00000000 NS USD 3235.23000000 0.021850741537 Long EC CORP US N 1 N N N MAXIMUS Inc 549300DQCDS8HJ7QF202 MAXIMUS, Inc. 577933104 68.00000000 NS USD 5058.52000000 0.034165241137 Long EC CORP US N 1 N N N Weingarten Realty Investors 549300JMKTJNB8GWHU88 Weingarten Realty Investors 948741103 129.00000000 NS USD 4029.96000000 0.027218347495 Long EC CORP US N 1 N N N Oshkosh Corp 549300FEKNPCFSA2B506 Oshkosh Corp. 688239201 73.00000000 NS USD 6909.45000000 0.046666421280 Long EC CORP US N 1 N N N j2 Global Inc 5493008OJYGLHD7MXA18 j2 Global, Inc. 48123V102 49.00000000 NS USD 4591.79000000 0.031012946988 Long EC CORP US N 1 N N N Acadia Healthcare Co Inc 5493005CW985Y9D0NC11 Acadia Healthcare Company, Inc. 00404A109 95.00000000 NS USD 3155.90000000 0.021314946764 Long EC CORP US N 1 N N N Owens Corning JO5M6676RDJIZ2U8X907 Owens Corning 690742101 116.00000000 NS USD 7553.92000000 0.051019171285 Long EC CORP US N 1 N N N Penn National Gaming Inc N/A Penn National Gaming, Inc. 707569109 116.00000000 NS USD 2964.96000000 0.020025338115 Long EC CORP US N 1 N N N KBR Inc 254900OFQDXZRKRCV808 KBR, Inc. 48242W106 151.00000000 NS USD 4605.50000000 0.031105544320 Long EC CORP US N 1 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 167048.39000000 NS USD 4132777.17000000 27.91277460189 Long EC RF US N 1 N N N West Pharmaceutical Services I 5493007NKRGM1RJQ1P16 West Pharmaceutical Services, Inc. 955306105 79.00000000 NS USD 11876.07000000 0.080210969870 Long EC CORP US N 1 N N N Timken Co/The B0I35MLPFXZSE70ASS73 Timken Co. 887389104 72.00000000 NS USD 4054.32000000 0.027382874921 Long EC CORP US N 1 N N N JBG SMITH Properties N/A JBG SMITH Properties 46590V100 126.00000000 NS USD 5026.14000000 0.033946546635 Long EC CORP US N 1 N N N LogMeIn Inc 549300D12V5KRBV00592 LogMeIn, Inc. 54142L109 52.00000000 NS USD 4458.48000000 0.030112571326 Long EC CORP US N 1 N N N Trimble Inc 549300E2MI7NSZFQWS19 Trimble, Inc. 896239100 266.00000000 NS USD 11089.54000000 0.074898746708 Long EC CORP US N 1 N N N Sanderson Farms Inc 529900KZGVFTWHUO2759 Sanderson Farms, Inc. 800013104 21.00000000 NS USD 3700.62000000 0.024993985327 Long EC CORP US N 1 N N N Stericycle Inc B8PTJH2P0AXSWSMP2136 Stericycle, Inc. 858912108 97.00000000 NS USD 6189.57000000 0.041804352179 Long EC CORP US N 1 N N N Black Hills Corp 3MGELCRSTNSAMJ962671 Black Hills Corp. 092113109 66.00000000 NS USD 5183.64000000 0.035010301544 Long EC CORP US N 1 N N N Wendy's Co/The 529900M0JIUCMWVKHG76 Wendy's Co. 95058W100 197.00000000 NS USD 4375.37000000 0.029551246434 Long EC CORP US N 1 N N N Legg Mason Inc OWUNCC6U1ZJXMZKFBJ36 Legg Mason, Inc. 524901105 87.00000000 NS USD 3124.17000000 0.021100642362 Long EC CORP US N 1 N N N Resideo Technologies Inc 5493006TKFPYISY2DS54 Resideo Technologies, Inc. 76118Y104 131.00000000 NS USD 1562.83000000 0.010555352910 Long EC CORP US N 1 N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp. 165167107 1253.00000000 NS USD 1034.48000000 0.006986877318 Long EC CORP US N 1 N N TEGNA Inc 549300YC5EDBGX85AO10 TEGNA, Inc. 87901J105 232.00000000 NS USD 3872.08000000 0.026152026067 Long EC CORP US N 1 N N N Federated Investors Inc R05X5UQ874RGFF7HHD84 Federated Investors, Inc. 314211103 103.00000000 NS USD 3356.77000000 0.022671622627 Long EC CORP US N 1 N N N Cirrus Logic Inc 549300NKSJEM5ZZSSV18 Cirrus Logic, Inc. 172755100 62.00000000 NS USD 5109.42000000 0.034509019707 Long EC CORP US N 1 N N N Deckers Outdoor Corp 5493008LG4W3I6K8J118 Deckers Outdoor Corp. 243537107 30.00000000 NS USD 5065.80000000 0.034214410252 Long EC CORP US N 1 N N N Taubman Centers Inc N/A Taubman Centers, Inc. 876664103 65.00000000 NS USD 2020.85000000 0.013648819724 Long EC CORP US N 1 N N N BJ's Wholesale Club Holdings I 549300UCIWH1C93V0J03 BJ's Wholesale Club Holdings, Inc. 05550J101 131.00000000 NS USD 2978.94000000 0.020119759026 Long EC CORP US N 1 N N N East West Bancorp Inc N/A East West Bancorp, Inc. 27579R104 156.00000000 NS USD 7597.20000000 0.051311484380 Long EC CORP US N 1 N N N CoreSite Realty Corp 549300H0YYORITFM2B74 CoreSite Realty Corp. 21870Q105 40.00000000 NS USD 4484.80000000 0.030290336590 Long EC CORP US N 1 N N N Cognex Corp 549300JQTYZCLC43S226 Cognex Corp. 192422103 183.00000000 NS USD 10255.32000000 0.069264425313 Long EC CORP US N 1 N N N NuVasive Inc 549300C5ZB4NZ6TWM881 NuVasive, Inc. 670704105 56.00000000 NS USD 4331.04000000 0.029251841640 Long EC CORP US N 1 N N N AMC Networks Inc 549300VGG9K75226LR46 AMC Networks, Inc. 00164V103 47.00000000 NS USD 1856.50000000 0.012538799919 Long EC CORP US N 1 N N N Home BancShares Inc/AR N/A Home BancShares, Inc. 436893200 166.00000000 NS USD 3263.56000000 0.022042082341 Long EC CORP US N 1 N N N ManpowerGroup Inc ERO1WSFOSR0JJ6CRQ987 ManpowerGroup, Inc. 56418H100 63.00000000 NS USD 6117.30000000 0.041316240641 Long EC CORP US N 1 N N N Nektar Therapeutics 5299005I24806IOIYE03 Nektar Therapeutics 640268108 188.00000000 NS USD 4057.98000000 0.027407594559 Long EC CORP US N 1 N N N Bio-Techne Corp 54930073RLKQ51TILZ35 Bio-Techne Corp. 09073M104 41.00000000 NS USD 8999.91000000 0.060785386904 Long EC CORP US N 1 N N N EMCOR Group Inc 529900X0SQJB2J7YDU43 EMCOR Group, Inc. 29084Q100 60.00000000 NS USD 5178.00000000 0.034972208987 Long EC CORP US N 1 N N N Valmont Industries Inc 5493009ZGZJJ8F77JN08 Valmont Industries, Inc. 920253101 23.00000000 NS USD 3444.94000000 0.023267122755 Long EC CORP US N 1 N N N Ingevity Corp 5493009UTFC4B5IMGF87 Ingevity Corp. 45688C107 45.00000000 NS USD 3932.10000000 0.026557401112 Long EC CORP US N 1 N N N Ingredion Inc PKSTQ48QDN0XSVS7YK88 Ingredion, Inc. 457187102 71.00000000 NS USD 6599.45000000 0.044572681460 Long EC CORP US N 1 N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 Omega Healthcare Investors, Inc. 681936100 233.00000000 NS USD 9867.55000000 0.066645426959 Long EC CORP US N 1 N N N Healthcare Services Group Inc 529900GVZ1D2FBYMS719 Healthcare Services Group, Inc. 421906108 79.00000000 NS USD 1921.28000000 0.012976324002 Long EC CORP US N 1 N N N Wyndham Hotels & Resorts Inc 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts, Inc. 98311A105 102.00000000 NS USD 6406.62000000 0.043270307752 Long EC CORP US N 1 N N N Knight-Swift Transportation Ho N/A Knight-Swift Transportation Holdings, Inc. 499049104 131.00000000 NS USD 4695.04000000 0.031710297428 Long EC CORP US N 1 N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp. 63938C108 208.00000000 NS USD 2845.44000000 0.019218100104 Long EC CORP US N 1 N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 Teledyne Technologies, Inc. 879360105 39.00000000 NS USD 13515.06000000 0.091280707377 Long EC CORP US N 1 N N N WEX Inc T9M5IGROL1TL1G5OV478 WEX, Inc. 96208T104 46.00000000 NS USD 9635.16000000 0.065075865034 Long EC CORP US N 1 N N N FTI Consulting Inc 549300K17GM8EQD0FQ48 FTI Consulting, Inc. 302941109 40.00000000 NS USD 4426.40000000 0.029895903024 Long EC CORP US N 1 N N N ViaSat Inc UFC8NYMNFSYIHNSM2I38 ViaSat, Inc. 92552V100 62.00000000 NS USD 4538.09000000 0.030650257219 Long EC CORP US N 1 N N N Commerce Bancshares Inc/MO N/A Commerce Bancshares, Inc. 200525103 111.00000000 NS USD 7541.34000000 0.050934205972 Long EC CORP US N 1 N N N Liberty Property Trust N/A Liberty Property Trust 531172104 169.00000000 NS USD 10148.45000000 0.068542625396 Long EC CORP US N 1 N N N NewMarket Corp 54930082CG88ERDREQ47 NewMarket Corp. 651587107 8.00000000 NS USD 3892.16000000 0.026287646375 Long EC CORP US N 1 N N N Lamar Advertising Co 529900Y8WW4MKVPTB543 Lamar Advertising Co. 512816109 92.00000000 NS USD 8211.92000000 0.055463302902 Long EC CORP US N 1 N N N Tanger Factory Outlet Centers UKEW8YSXE4Y581KYOL30 Tanger Factory Outlet Centers, Inc. 875465106 99.00000000 NS USD 1458.27000000 0.009849154731 Long EC CORP US N 1 N N Gentex Corp 549300S3UD8XV1MN0287 Gentex Corp. 371901109 270.00000000 NS USD 7824.60000000 0.052847343847 Long EC CORP US N 1 N N N Old Republic International Cor N/A Old Republic International Corp. 680223104 305.00000000 NS USD 6822.85000000 0.046081524930 Long EC CORP US N 1 N N N Texas Roadhouse Inc 5299002Y1CNRPDGXTQ75 Texas Roadhouse, Inc. 882681109 70.00000000 NS USD 3942.40000000 0.026626967306 Long EC CORP US N 1 N N N Lincoln Electric Holdings Inc BIMGBY40SIN95O01BN93 Lincoln Electric Holdings, Inc. 533900106 65.00000000 NS USD 6287.45000000 0.042465433642 Long EC CORP US N 1 N N N nVent Electric PLC N/A nVent Electric plc N/A 166.00000000 NS USD 4246.28000000 0.028679372649 Long EC CORP US N 1 N N N Graco Inc 4T5VJ4S81BRT6Q7GGT78 Graco, Inc. 384109104 178.00000000 NS USD 9256.00000000 0.062515018615 Long EC CORP US N 1 N N N Spirit Realty Capital Inc 549300LTU6LVPZSHMJ25 Spirit Realty Capital, Inc. 84860W300 107.00000000 NS USD 5262.26000000 0.035541300978 Long EC CORP US N 1 N N N O-I Glass Inc N/A O-I Glass, Inc. 67098H104 166.00000000 NS USD 1980.38000000 0.013375485367 Long EC CORP US N 1 N N N Alleghany Corp 549300DCJE6AYX159479 Alleghany Corp. 017175100 15.00000000 NS USD 11993.55000000 0.081004429722 Long EC CORP US N 1 N N N Alexander & Baldwin Inc N/A Alexander & Baldwin, Inc. 014491104 73.00000000 NS USD 1530.08000000 0.010334159429 Long EC CORP US N 1 N N N Charles River Laboratories Int 549300BSQ0R4UZ5KX287 Charles River Laboratories International, Inc. 159864107 52.00000000 NS USD 7943.52000000 0.053650529458 Long EC CORP US N 1 N N N Hawaiian Electric Industries I JJ8FWOCWCV22X7GUPJ23 Hawaiian Electric Industries, Inc. 419870100 116.00000000 NS USD 5435.76000000 0.036713119877 Long EC CORP US N 1 N N N Globus Medical Inc 5299003M2P4CIK0RF205 Globus Medical, Inc. 379577208 82.00000000 NS USD 4828.16000000 0.032609389831 Long EC CORP US N 1 N N N Domtar Corp XYSIJOU3HNVROZWNA008 Domtar Corp. 257559203 61.00000000 NS USD 2332.64000000 0.015754649202 Long EC CORP US N 1 N N N Five Below Inc 529900AAXP5Z6BGI7418 Five Below, Inc. 33829M101 59.00000000 NS USD 7543.74000000 0.050950415571 Long EC CORP US N 1 N N N Diversified Healthcare Trust N/A Diversified Healthcare Trust 81721M109 254.00000000 NS USD 2143.76000000 0.014478953792 Long EC CORP US N 1 N N N Bed Bath & Beyond Inc 529900ZBUWWUV7BKGX39 Bed Bath & Beyond, Inc. 075896100 135.00000000 NS USD 2335.50000000 0.015773965641 Long EC CORP US N 1 N N N EnerSys 7ZS3DE5PN30BYUJFWP05 EnerSys 29275Y102 45.00000000 NS USD 3367.35000000 0.022743079941 Long EC CORP US N 1 N N N Skechers U.S.A. Inc 529900D2R54KZPA4XR56 Skechers U.S.A., Inc. 830566105 143.00000000 NS USD 6176.17000000 0.041713848586 Long EC CORP US N 1 N N N Crane Co 549300X1RO9ID7AUCA83 Crane Co. 224399105 54.00000000 NS USD 4664.52000000 0.031504165366 Long EC CORP US N 1 N N N Teradyne Inc C3X4YJ278QNZHRJULN75 Teradyne, Inc. 880770102 179.00000000 NS USD 12206.01000000 0.082439384439 Long EC CORP US N 1 N N N CNX Resources Corp 549300JK3KH8PWM3B226 CNX Resources Corp. 12653C108 199.00000000 NS USD 1761.15000000 0.011894806075 Long EC CORP US N 1 N N N Hill-Rom Holdings Inc JLZ01A0E2071OH26RE45 Hill-Rom Holdings, Inc. 431475102 71.00000000 NS USD 8060.63000000 0.054441490330 Long EC CORP US N 1 N N N New Jersey Resources Corp 549300QKBSQBIX4DQ583 New Jersey Resources Corp. 646025106 102.00000000 NS USD 4546.14000000 0.030704626915 Long EC CORP US N 1 N N N Carpenter Technology Corp DX6I6ZD3X5WNNCDJKP85 Carpenter Technology Corp. 144285103 51.00000000 NS USD 2538.78000000 0.017146918643 Long EC CORP US N 1 N N N Eagle Materials Inc 529900KRXRGXL61SG039 Eagle Materials, Inc. 26969P108 44.00000000 NS USD 3989.04000000 0.026941973839 Long EC CORP US N 1 N N N ACI Worldwide Inc 5493003BPVMZUJ6F5C02 ACI Worldwide, Inc. 004498101 124.00000000 NS USD 4697.74000000 0.031728533227 Long EC CORP US N 1 N N N Evercore Inc 529900P6KLPT95DW3W58 Evercore, Inc. 29977A105 42.00000000 NS USD 3139.92000000 0.021207017853 Long EC CORP US N 1 N N N Regal Beloit Corp QH78R09VCJGQKPBPYU33 Regal Beloit Corp. 758750103 44.00000000 NS USD 3766.84000000 0.025441235168 Long EC CORP US N 1 N N N Science Applications Internati 549300LZPNZIXQGZPZ48 Science Applications International Corp. 808625107 52.00000000 NS USD 4525.04000000 0.030562117527 Long EC CORP US N 1 N N N Healthcare Realty Trust Inc 549300CB86LH2IOKHH22 Healthcare Realty Trust, Inc. 421946104 143.00000000 NS USD 4771.91000000 0.032229477363 Long EC CORP US N 1 N N N Bank OZK 549300VYK2WBD7SST478 Bank OZK 06417N103 129.00000000 NS USD 3935.15000000 0.026578000810 Long EC CORP US N 1 N N N PBF Energy Inc 2549003PBEDCSZMZIY02 PBF Energy, Inc. 69318G106 109.00000000 NS USD 3419.33000000 0.023094152830 Long EC CORP US N 1 N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 Lumentum Holdings, Inc. 55024U109 82.00000000 NS USD 6502.60000000 0.043918556617 Long EC CORP US N 1 N N N Mack-Cali Realty Corp N/A Mack-Cali Realty Corp. 554489104 97.00000000 NS USD 2243.61000000 0.015153340634 Long EC CORP US N 1 N N N Cabot Microelectronics Corp 31F6V1MN00ZW3XWB4J69 Cabot Microelectronics Corp. 12709P103 31.00000000 NS USD 4473.92000000 0.030216853077 Long EC CORP US N 1 N N N Herman Miller Inc U98HXD3PNK7HYU2MU887 Herman Miller, Inc. 600544100 63.00000000 NS USD 2623.95000000 0.017722156773 Long EC CORP US N 1 N N N ONE Gas Inc 549300HXDWI0LATTX840 ONE Gas, Inc. 68235P108 56.00000000 NS USD 5239.92000000 0.035390416631 Long EC CORP US N 1 N N N LiveRamp Holdings Inc 254900GXS75LG1X7RF88 LiveRamp Holdings, Inc. 53815P108 72.00000000 NS USD 3461.04000000 0.023375862146 Long EC CORP US N 1 N N N Janus Henderson Group PLC 2138009WPYMWJN3RVF44 Janus Henderson Group plc N/A 166.00000000 NS USD 4058.70000000 0.027412457438 Long EC CORP US N 1 N N N AptarGroup Inc VNPEQDQFAA7IY1T2PX43 AptarGroup, Inc. 038336103 68.00000000 NS USD 7862.16000000 0.053101024066 Long EC CORP US N 1 N N N Lancaster Colony Corp 529900X4O13HED1ZAS58 Lancaster Colony Corp. 513847103 21.00000000 NS USD 3362.10000000 0.022707621444 Long EC CORP US N 1 N N N Dana Inc KVWHW7YLZPFJM8QYNJ51 Dana, Inc. 235825205 154.00000000 NS USD 2802.80000000 0.018930109569 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC N/A 2360756.87000000 PA USD 2360756.87000000 15.94455052658 Long RA CORP US N 2 Repurchase Y 1.53000000 2020-01-02 2263859.51000000 USD 2407972.04000000 USD UST N N N Spire Inc 549300NXSY15DRY2R511 Spire, Inc. 84857L101 54.00000000 NS USD 4498.74000000 0.030384487342 Long EC CORP US N 1 N N N First Industrial Realty Trust N/A First Industrial Realty Trust, Inc. 32054K103 136.00000000 NS USD 5645.36000000 0.038128758155 Long EC CORP US N 1 N N N Scientific Games Corp 529900JXALYBOHXKFM62 Scientific Games Corp. 80874P109 58.00000000 NS USD 1553.24000000 0.010490582056 Long EC CORP US N 1 N N N Arrowhead Pharmaceuticals Inc 549300O3CSB8T7OZ3D66 Arrowhead Pharmaceuticals, Inc. 04280A100 107.00000000 NS USD 6787.01000000 0.045839461591 Long EC CORP US N 1 N N N Interactive Brokers Group Inc 5493004DT6DCDUZNDM53 Interactive Brokers Group, Inc. 45841N107 82.00000000 NS USD 3822.84000000 0.025819459136 Long EC CORP US N 1 N N N Equitrans Midstream Corp 549300RH0NLJNZ5SXU64 Equitrans Midstream Corp. 294600101 218.00000000 NS USD 2912.48000000 0.019670888225 Long EC CORP US N 1 N N N Pinnacle Financial Partners In 54930098EZ8JMSAZGS24 Pinnacle Financial Partners, Inc. 72346Q104 77.00000000 NS USD 4928.00000000 0.033283709133 Long EC CORP US N 1 N N N Woodward Inc YPYKXXTR8TFDH54ZMB45 Woodward, Inc. 980745103 60.00000000 NS USD 7106.40000000 0.047996621465 Long EC CORP US N 1 N N N Allegheny Technologies Inc ZW1LRE7C3H17O2ZN9B45 Allegheny Technologies, Inc. 01741R102 135.00000000 NS USD 2789.10000000 0.018837579777 Long EC CORP US N 1 N N N Silgan Holdings Inc KAF673KJXD92C8KSLU49 Silgan Holdings, Inc. 827048109 83.00000000 NS USD 2579.64000000 0.017422887059 Long EC CORP US N 1 N N N Jones Lang LaSalle Inc 6SYKCME112RT8TQUO411 Jones Lang LaSalle, Inc. 48020Q107 55.00000000 NS USD 9574.95000000 0.064669206729 Long EC CORP US N 1 N N N TreeHouse Foods Inc 5493007M7EVHE470Q576 TreeHouse Foods, Inc. 89469A104 60.00000000 NS USD 2910.00000000 0.019654138307 Long EC CORP US N 1 N N N FactSet Research Systems Inc 549300ZSJE7NBK6K9P30 FactSet Research Systems, Inc. 303075105 41.00000000 NS USD 11000.30000000 0.074296019800 Long EC CORP US N 1 N N N Transocean Ltd 529900QO4W5DQGBGEF32 Transocean Ltd. N/A 615.00000000 NS USD 4231.20000000 0.028577522338 Long EC CORP US N 1 N N N UMB Financial Corp 549300MGEH3N3CUCV828 UMB Financial Corp. 902788108 46.00000000 NS USD 3157.44000000 0.021325347923 Long EC CORP US N 1 N N N Boston Beer Co Inc/The 529900Q02MQ0DCQNRM58 Boston Beer Company, Inc. 100557107 10.00000000 NS USD 3778.50000000 0.025519986801 Long EC CORP US N 1 N N N Adient PLC 5493002QLDY8O75RTR78 Adient plc N/A 93.00000000 NS USD 1976.25000000 0.013347591350 Long EC CORP US N 1 N N N Chemours Co/The 549300M1BOLNXL8DOV14 Chemours Co. 163851108 175.00000000 NS USD 3165.75000000 0.021381473658 Long EC CORP US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 AECOM 00766T100 168.00000000 NS USD 7245.84000000 0.048938399144 Long EC CORP US N 1 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 377458.08200000 NS USD 3755707.92000000 25.36604910676 Long EC RF US N 1 N N N Acuity Brands Inc N/A Acuity Brands, Inc. 00508Y102 42.00000000 NS USD 5796.00000000 0.039146180628 Long EC CORP US N 1 N N N IDACORP Inc N134NUJDWN8UEFA8B673 IDACORP, Inc. 451107106 54.00000000 NS USD 5767.20000000 0.038951665444 Long EC CORP US N 1 N N N Ollie's Bargain Outlet Holding 529900YO5DSQCPEFDZ05 Ollie's Bargain Outlet Holdings, Inc. 681116109 58.00000000 NS USD 3787.98000000 0.025584014716 Long EC CORP US N 1 N N N Highwoods Properties Inc ZIIGTYKL9T0X3HLTDX53 Highwoods Properties, Inc. 431284108 111.00000000 NS USD 5429.01000000 0.036667530381 Long EC CORP US N 1 N N N CoreLogic Inc/United States 54930086CD8K2UIL0516 CoreLogic, Inc. 21871D103 85.00000000 NS USD 3715.35000000 0.025093471738 Long EC CORP US N 1 N N N Chicago Mercantile Exchange N/A S&P MidCap 400 Index Mini Futures Contracts N/A 12.00000000 NC USD 54602.06000000 0.368782281474 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P Midcap 400 Index MID 2020-03-20 2422557.94 USD 54602.06 N N N Brinker International Inc 52990067JY6PBGJNTG76 Brinker International, Inc. 109641100 40.00000000 NS USD 1680.00000000 0.011346719022 Long EC CORP US N 1 N N N Choice Hotels International In 5493003CYRY5RFGTIR97 Choice Hotels International, Inc. 169905106 34.00000000 NS USD 3516.62000000 0.023751249434 Long EC CORP US N 1 N N N TCF Financial Corp 549300UK6KFVK4A0D603 TCF Financial Corp. 872307103 164.00000000 NS USD 7675.20000000 0.051838296334 Long EC CORP US N 1 N N N Belden Inc 68BKYO1JC791TTJHUE82 Belden, Inc. 077454106 41.00000000 NS USD 2255.00000000 0.015230268688 Long EC CORP US N 1 N N N Hanover Insurance Group Inc/Th JJYR6MFKFF6CF8DBZ078 Hanover Insurance Group, Inc. 410867105 42.00000000 NS USD 5740.14000000 0.038768902220 Long EC CORP US N 1 N N N ITT Inc 549300KDSERHTJOXUS80 ITT, Inc. 45073V108 94.00000000 NS USD 6947.54000000 0.046923681118 Long EC CORP US N 1 N N N Royal Gold Inc 5493001NGRU6SFL04184 Royal Gold, Inc. 780287108 70.00000000 NS USD 8557.50000000 0.057797350021 Long EC CORP US N 1 N N N PS Business Parks Inc N/A PS Business Parks, Inc. 69360J107 21.00000000 NS USD 3462.27000000 0.023384169565 Long EC CORP US N 1 N N N JetBlue Airways Corp 54930070J9H97ZO93T57 JetBlue Airways Corp. 477143101 308.00000000 NS USD 5765.76000000 0.038941939685 Long EC CORP US N 1 N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corp. 72147K108 56.00000000 NS USD 1832.04000000 0.012373597094 Long EC CORP US N 1 N N N Aaron's Inc 529900IVEJ72I7MQ3Z14 Aaron's, Inc. 002535300 72.00000000 NS USD 4111.92000000 0.027771905287 Long EC CORP US N 1 N N N Kilroy Realty Corp 549300CXXI18B214UN80 Kilroy Realty Corp. 49427F108 104.00000000 NS USD 8725.60000000 0.058932697323 Long EC CORP US N 1 N N N Louisiana-Pacific Corp 549300C7E2UAO5BVRR75 Louisiana-Pacific Corp. 546347105 126.00000000 NS USD 3738.42000000 0.025249286505 Long EC CORP US N 1 N N N Brixmor Property Group Inc 5299007UXW6Y0W2EGZ95 Brixmor Property Group, Inc. 11120U105 318.00000000 NS USD 6871.98000000 0.046413348922 Long EC CORP US N 1 N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 CNO Financial Group, Inc. 12621E103 162.00000000 NS USD 2937.06000000 0.019836901531 Long EC CORP US N 1 N N N Medical Properties Trust Inc 254900U6E39J1MQCCY14 Medical Properties Trust, Inc. 58463J304 553.00000000 NS USD 11673.83000000 0.078845041028 Long EC CORP US N 1 N N N HNI Corp 549300SKRADLC4O5HV93 HNI Corp. 404251100 46.00000000 NS USD 1723.16000000 0.011638221637 Long EC CORP US N 1 N N N Dycom Industries Inc 549300F56EKTHQI3WT60 Dycom Industries, Inc. 267475101 34.00000000 NS USD 1603.10000000 0.010827336467 Long EC CORP US N 1 N N N PNM Resources Inc 5493003JOBJGLZSDDQ28 PNM Resources, Inc. 69349H107 85.00000000 NS USD 4310.35000000 0.029112101392 Long EC CORP US N 1 N N N Foot Locker Inc 549300X383CBNP6MTV94 Foot Locker, Inc. 344849104 114.00000000 NS USD 4444.86000000 0.030020581854 Long EC CORP US N 1 N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 Ceridian HCM Holding, Inc. 15677J108 108.00000000 NS USD 7331.04000000 0.049513839895 Long EC CORP US N 1 N N N Energizer Holdings Inc 5493000D6NN0V57UME20 Energizer Holdings, Inc. 29272W109 69.00000000 NS USD 3465.18000000 0.023403823704 Long EC CORP US N 1 N N N First Horizon National Corp TF3RXI1ZB1TQ30H9JV10 First Horizon National Corp. 320517105 333.00000000 NS USD 5514.48000000 0.037244794711 Long EC CORP US N 1 N N N Valvoline Inc 549300CMHPBEY6VPOT75 Valvoline, Inc. 92047W101 201.00000000 NS USD 4303.41000000 0.029065228636 Long EC CORP US N 1 N N N RLI Corp 529900AMTJE5ECN9PS55 RLI Corp. 749607107 43.00000000 NS USD 3870.86000000 0.026143786188 Long EC CORP US N 1 N N N Allscripts Healthcare Solution Y68YJHVB1GU4TAU3C223 Allscripts Healthcare Solutions, Inc. 01988P108 174.00000000 NS USD 1707.81000000 0.011534547746 Long EC CORP US N 1 N N N ASGN Inc LZBNYYCBUKY537072438 ASGN, Inc. 00191U102 56.00000000 NS USD 3974.32000000 0.026842554967 Long EC CORP US N 1 N N N Cree Inc 549300OGU88P3AW3TO93 Cree, Inc. 225447101 115.00000000 NS USD 5307.25000000 0.035845163412 Long EC CORP US N 1 N N N FNB Corp/PA PCYSKIGYNYFDTBLVZU83 FNB Corp. 302520101 347.00000000 NS USD 4406.90000000 0.029764200036 Long EC CORP US N 1 N N N Insperity Inc 5299000Q0KW7HY5DB751 Insperity, Inc. 45778Q107 40.00000000 NS USD 3441.60000000 0.023244564397 Long EC CORP US N 1 N N N First American Financial Corp 549300B6VEZK3N0A1P55 First American Financial Corp. 31847R102 120.00000000 NS USD 6998.40000000 0.047267189528 Long EC CORP US N 1 N N N FirstCash Inc 549300V2X3UU7K0DG350 FirstCash, Inc. 33767D105 46.00000000 NS USD 3708.98000000 0.025050448762 Long EC CORP US N 1 N N N Sabre Corp 529900VKCYZW8GZ4WW58 Sabre Corp. 78573M104 293.00000000 NS USD 6574.92000000 0.044407005854 Long EC CORP US N 1 N N N Umpqua Holdings Corp 5299002ENJ7CY215BW86 Umpqua Holdings Corp. 904214103 235.00000000 NS USD 4159.50000000 0.028093260580 Long EC CORP US N 1 N N N Teradata Corp 549300JU9SOUHV4U4R71 Teradata Corp. 88076W103 120.00000000 NS USD 3212.40000000 0.021696547731 Long EC CORP US N 1 N N N Kirby Corp I7NO6FZO5GUCG585T325 Kirby Corp. 497266106 64.00000000 NS USD 5729.92000000 0.038699876346 Long EC CORP US N 1 N N N Caesars Entertainment Corp 529900CJT4VQO26ONP04 Caesars Entertainment Corp. 127686103 596.00000000 NS USD 8105.60000000 0.054745217684 Long EC CORP US N 1 N N N Goodyear Tire & Rubber Co/The 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Co. 382550101 249.00000000 NS USD 3873.20000000 0.026159590546 Long EC CORP US N 1 N N N Hain Celestial Group Inc/The 5493000S8QXWHLIXDP75 Hain Celestial Group, Inc. 405217100 86.00000000 NS USD 2232.13000000 0.015075804721 Long EC CORP US N 1 N N N Nordson Corp 14OS6Q5N55N95WM84M53 Nordson Corp. 655663102 55.00000000 NS USD 8956.20000000 0.060490169589 Long EC CORP US N 1 N N N MDU Resources Group Inc 0T6SBMK3JTBI1JR36794 MDU Resources Group, Inc. 552690109 214.00000000 NS USD 6357.94000000 0.042941523061 Long EC CORP US N 1 N N N Trustmark Corp 5493000HPQ4D2RZ79739 Trustmark Corp. 898402102 69.00000000 NS USD 2381.19000000 0.016082555874 Long EC CORP US N 1 N N N Dick's Sporting Goods Inc 529900SSBV5I4LWSK313 Dick's Sporting Goods, Inc. 253393102 68.00000000 NS USD 3365.32000000 0.022729369322 Long EC CORP US N 1 N N N InterDigital Inc N/A InterDigital, Inc. 45867G101 33.00000000 NS USD 1798.17000000 0.012144839133 Long EC CORP US N 1 N N N 2020-01-30 Rydex Variable Trust John Sullivan John Sullivan CFO