NPORT-P false 0001064046 XXXXXXXX S000003747 C000010416 Rydex Variable Trust 811-08821 0001064046 549300LJH0YR8RY3N305 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Multi-Hedge Strategies Fund S000003747 549300IFURUIAKS87F05 2022-12-31 2022-06-30 N 56794897.47 5456155.17 51338742.30 0.00000000 2073751.58000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 7361388.05000000 USD N Chicago Board of Trade N/A N/A 5.00000000 NC USD -24939.00000000 -0.04857734896 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Soybean Oil 2022-12-14 218259.00000000 USD -24939.00000000 N N N Atotech Ltd N/A N/A 10933.00000000 NS USD 211553.55000000 0.412073885183 Long EC CORP CN N 1 N N N iShares Agency Bond ETF 54930076RN5EDP4FSR30 464288166 -543.00000000 NS USD -59719.14000000 -0.11632373004 Short EC RF US N 1 N N N BlackRock Municipal Income Fun W7IEW9KTXVCYG8ZQQV11 09253X102 515.00000000 NS USD 6133.65000000 0.011947409938 Long EC RF US N 1 N N N General American Investors Co 254900MHIF9G7IS1T951 368802104 2527.00000000 NS USD 89354.72000000 0.174049296879 Long EC RF US N 1 N N N Tri-Continental Corp 6QVMFZKY1QSOOIHD7Y77 895436103 3293.00000000 NS USD 86177.81000000 0.167861163205 Long EC RF US N 1 N N N London Metal Exchange N/A N/A -3.00000000 NC USD 6216.25000000 0.012108302076 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Primary Aluminum 2022-08-15 -187941.25000000 USD 6216.25000000 N N N Apollo Senior Floating Rate Fu 5493005XHGCCBXT5YQ39 037636107 4917.00000000 NS USD 63085.11000000 0.122880123613 Long EC RF US N 1 N N N Franklin Universal Trust 5493009UE75VG0DU8V76 355145103 829.00000000 NS USD 6176.05000000 0.012029998639 Long EC RF US N 1 N N N Borsa Italiana (IDEM) N/A N/A -1.00000000 NC 6900.09000000 0.013440317566 N/A DE IT N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short FTSE MIB Index IT0003465736 2022-09-16 -118928.69000000 EUR 6900.09000000 N N N Herzfeld Caribbean Basin Fund 549300ML0K6PRXPULR11 42804T106 1777.43700000 NS USD 7109.75000000 0.013848703107 Long EC RF US N 1 N N N Commodity Exchange, Inc. N/A N/A 1.00000000 NC USD -5118.05000000 -0.00996917682 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Gold 100 oz. 2022-08-29 185888.05000000 USD -5118.05000000 N N N Montreal Exchange N/A N/A -1.00000000 NC 276.03000000 0.000537664125 N/A DE CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short S&P/TSX 60 Index N/A 2022-09-15 -175518.62000000 CAD 276.03000000 N N N Meritor Inc 5LTG829X630QFHTFBO82 59001K100 16902.00000000 NS USD 614049.66000000 1.196074606603 Long EC CORP US N 1 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 -1.00000000 NS USD -89.41000000 -0.00017415697 Short EC CORP US N 1 N N N iShares Russell 1000 Value ETF 549300KLSYN5NN4YNM90 464287598 -1327.00000000 NS USD -192375.19000000 -0.37471737986 Short EC RF US N 1 N N N Apollo Tactical Income Fund In 549300JOTMM1DVBHF402 037638103 2543.00000000 NS USD 30617.72000000 0.059638624999 Long EC RF US N 1 N N N Gabelli Dividend & Income Trus 549300082N1MHBT8NI60 36242H104 4285.00000000 NS USD 87628.25000000 0.170686397979 Long EC RF US N 1 N N N Eaton Vance California Municip 549300FJGD8HWP11TO17 27828A100 8942.00000000 NS USD 82892.34000000 0.161461571293 Long EC RF US N 1 N N N Osaka Exchange N/A N/A -1.00000000 NC 4612.27000000 0.008983994919 N/A DE JP N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Tokyo Stock Price Index N/A 2022-09-08 -147445.66000000 JPY 4612.27000000 N N N PGIM High Yield Bond Fund Inc P63V0W84H2Z3IOKHSM44 69346H100 1730.00000000 NS USD 21296.30000000 0.041481927772 Long EC RF US N 1 N N N Morgan Stanley Emerging Market 541YGIXZ6JJP4EZDJI96 617477104 1388.00000000 NS USD 6232.12000000 0.012139214403 Long EC RF US N 1 N N N Nuveen Georgia Quality Municip 54930023QNPVRWXW1U13 67072B107 578.00000000 NS USD 6184.60000000 0.012046652728 Long EC RF US N 1 N N N Nuveen Floating Rate Income Fu HJXCPP3KYE3BVU373P27 67072T108 742.00000000 NS USD 6188.28000000 0.012053820804 Long EC RF US N 1 N N N BlackRock Resources & Commodit 8DZAUY8151XS5PISSX42 09257A108 600.00000000 NS USD 5388.00000000 0.010494998043 Long EC RF US N 1 N N N Allspring Global Dividend Oppo 5493000KZPDD7O5F1562 94987C103 1321.00000000 NS USD 5759.56000000 0.011218739965 Long EC RF US N 1 N N N Eaton Vance California Municip 5493000EWT76UUJKIW67 27826F101 2766.00000000 NS USD 29485.56000000 0.057433350875 Long EC RF US N 1 N N N Western Asset High Income Fund 549300LH0LPNF7USIA77 95766J102 1216.00000000 NS USD 5994.88000000 0.011677107251 Long EC RF US N 1 N N N Eaton Vance National Municipal 54930084Z1GHZMB5XL81 27829L105 355.00000000 NS USD 6350.95000000 0.012370677027 Long EC RF US N 1 N N N Meff Renta Variable (Madrid) N/A N/A -1.00000000 NC 403.01000000 0.000785001700 N/A DE ES N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short IBEX 35 Index ES0SI0000005 2022-07-15 -84676.98000000 EUR 403.01000000 N N N AllianceBernstein National Mun MNYPOOOZYY8V01GEIT28 01864U106 2091.00000000 NS USD 24192.87000000 0.047124002100 Long EC RF US N 1 N N N Natus Medical Inc 549300ZW3JLSJGT2D838 639050103 14160.00000000 NS USD 464023.20000000 0.903846060911 Long EC CORP US N 1 N N N MFS Charter Income Trust 1LFFWFMKO22SVR346G33 552727109 975.00000000 NS USD 6142.50000000 0.011964648382 Long EC RF US N 1 N N N Western Asset High Income Oppo 549300S7N70O2ERKYG47 95766K109 1522.00000000 NS USD 6027.12000000 0.011739905829 Long EC RF US N 1 N N N BlackRock MuniYield Fund Inc AVXF9RZVI4EDWXACOH81 09253W104 551.00000000 NS USD 6138.14000000 0.011956155770 Long EC RF US N 1 N N N Invesco California Value Munic 0O4FOPVOK8KA2I2US555 46132H106 592.00000000 NS USD 6251.52000000 0.012177002629 Long EC RF US N 1 N N N Eurex N/A N/A 3.00000000 NC 16965.05000000 0.033045316733 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro 30yr 4% Bond 2022-09-08 498983.69000000 EUR 16965.05000000 N N N ICE Futures Europe Commodities N/A N/A -4.00000000 NC USD 40093.40000000 0.078095797060 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Low Sulphur Gas Oil 2022-08-11 -496493.40000000 USD 40093.40000000 N N N Pioneer Municipal High Income 1SKUXW31ZFWF61CETQ82 723763108 7054.00000000 NS USD 65461.12000000 0.127508226862 Long EC RF US N 1 N N N PIMCO New York Municipal Incom VSODSLIYXJ7C18SCFD63 72200T103 683.00000000 NS USD 6256.28000000 0.012186274380 Long EC RF US N 1 N N N Royce Global Value Trust Inc 254900MA25TE88EMIP63 78081T104 651.00000000 NS USD 5806.92000000 0.011310989985 Long EC RF US N 1 N N N Federated Hermes Premier Munic C0TUI5ZPEIY028NN4Q23 31423P108 539.00000000 NS USD 5961.34000000 0.011611776473 Long EC RF US N 1 N N N Western Asset Inflation - Link 549300BKG7Y2MQAORR48 95766Q106 599.00000000 NS USD 5858.22000000 0.011410914520 Long EC RF US N 1 N N N Osaka Exchange N/A N/A -1.00000000 NC 8226.37000000 0.016023707694 N/A DE JP N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Nikkei 225 JP9010C00002 2022-09-08 -209888.35000000 JPY 8226.37000000 N N N DWS Municipal Income Trust TEL2CK71Z3LE1OCHIB43 233368109 666.00000000 NS USD 6260.40000000 0.012194299508 Long EC RF US N 1 N N N Yamana Gold Inc 54930002VY22NXG01418 98462Y100 56345.00000000 NS USD 262004.25000000 0.510344114916 Long EC CORP US N 1 N N N Sprott Focus Trust Inc 549300ZO564XGNG81814 85208J109 747.00000000 NS USD 5647.32000000 0.011000113651 Long EC RF US N 1 N N N iShares iBoxx $ Investment Gra 549300FYCXFXG8POR355 464287242 -227.00000000 NS USD -24976.81000000 -0.04865099704 Short EC RF US N 1 N N N ManTech International Corp/VA 5299007N03CAU4SWNR02 564563104 3216.00000000 NS USD 306967.20000000 0.597925048896 Long EC CORP US N 1 N N N BlackRock MuniHoldings New Yor YP1D2S6Y4JY0A7W3DV93 09255C106 551.00000000 NS USD 6055.49000000 0.011795166240 Long EC RF US N 1 N N N MFS Investment Grade Municipal TQV30XJRB3S7V50XRW52 59318B108 1214.00000000 NS USD 9202.12000000 0.017924319116 Long EC RF US N 1 N N N II-VI Inc 549300O5C25A0MMHHU33 902104108 -1901.00000000 NS USD -96855.95000000 -0.18866054301 Short EC CORP US N 1 N N N Neuberger Berman Municipal Fun 549300IIZWX8QVUHXO20 64124P101 538.00000000 NS USD 6020.22000000 0.011726465687 Long EC RF US N 1 N N N Virtus Convertible & Income Fu 549300VQWKOKLGOGUQ16 92838U108 25524.00000000 NS USD 80655.84000000 0.157105212139 Long EC RF US N 1 N N New York Community Bancorp Inc 529900HVXOTLY61GL030 649445103 -21955.00000000 NS USD -200449.15000000 -0.39044421623 Short EC CORP US N 1 N N N BlackRock MuniYield Quality Fu TFKEE3VA3GBE5LOK5U77 09254F100 492.00000000 NS USD 6243.48000000 0.012161341942 Long EC RF US N 1 N N N New York Mercantile Exchange N/A N/A 8.00000000 NC USD -50017.20000000 -0.09742583818 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 2022-09-30 1094775.60000000 USD -50017.20000000 N N N American Campus Communities In 529900MR3ZXRO3W6UX26 024835100 12931.00000000 NS USD 833661.57000000 1.623844941756 Long EC CORP US N 1 N N N European Equity Fund Inc/The 5493008XBHSH29XH9329 298768102 700.00000000 NS USD 4998.00000000 0.009735337828 Long EC RF US N 1 N N N Nuveen California Quality Muni 549300ZT6V9X5U9BHR46 67066Y105 772.00000000 NS USD 9518.76000000 0.018541085296 Long EC RF US N 1 N N N Delaware Investments National NIC7ULNUGCUI836YP119 24610T108 540.17920000 NS USD 6109.43000000 0.011900233091 Long EC RF US N 1 N N N Euronext Derivatives Amsterdam N/A N/A -1.00000000 NC 5111.51000000 0.009956437908 N/A DE NL N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short AEX-Index NL0000000107 2022-07-15 -144485.64000000 EUR 5111.51000000 N N N Nuveen Quality Municipal Incom 549300RDIO25ZNWCOA97 67066V101 495.00000000 NS USD 6172.65000000 0.012023375960 Long EC RF US N 1 N N N ICE Futures Europe Financials N/A N/A 12.00000000 NC 8441.09000000 0.016441949338 N/A DE GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long FTSE 100 Index GB0001383545 2022-09-16 1043885.84000000 GBP 8441.09000000 N N N LHC Group Inc 5299009NPLWAMRQYZX73 50187A107 3315.00000000 NS USD 516278.10000000 1.005630595668 Long EC CORP US N 1 N N N Nuveen Short Duration Credit O N0WOEFO1WOMLJYH1PV29 67074X107 2702.00000000 NS USD 32505.06000000 0.063314873999 Long EC RF US N 1 N N N Bluerock Residential Growth RE 549300KWLV0TGICOUU26 09627J102 5787.00000000 NS USD 152140.23000000 0.296345845620 Long EC CORP US N 1 N N N Commodity Exchange, Inc. N/A N/A -2.00000000 NC USD 18113.90000000 0.035283100419 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Copper 2022-09-28 -202363.90000000 USD 18113.90000000 N N N Cornerstone Building Brands In 549300IW41QEWQ6T0H29 21925D109 18715.00000000 NS USD 458330.35000000 0.892757261799 Long EC CORP US N 1 N N N Cboe Futures Exchange N/A N/A 8.00000000 NC USD -3191.37000000 -0.00621629953 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2022-12-21 233591.37000000 USD -3191.37000000 N N N Lantheus Holdings, Inc. N/A N/A 41807.00000000 NS USD 0.04000000 0.000000077913 Long CORP US N 3 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 0.00000000 NC USD -128405.52000000 -0.25011426896 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Equity Market Neutral Long Custom Basket N/A Duke Realty Corp. 2978.00000000 USD 163641.10000000 USD American Campus Communities, Inc. 477.00000000 USD 30752.19000000 USD CareTrust REIT, Inc. 9855.00000000 USD 181726.20000000 USD Ryman Hospitality Properties, Inc. 3052.00000000 USD 232043.56000000 USD Cousins Properties, Inc. 8277.00000000 USD 241936.71000000 USD Equity Residential 4734.00000000 USD 341889.48000000 USD Sun Communities, Inc. 2795.00000000 USD 445411.20000000 USD Rexford Industrial Realty, Inc. 4128.00000000 USD 237731.52000000 USD National Storage Affiliates Trust 8707.00000000 USD 435959.49000000 USD Ventas, Inc. 4152.00000000 USD 213537.36000000 USD DiamondRock Hospitality Co. 21085.00000000 USD 173107.85000000 USD Acadia Realty Trust 3669.00000000 USD 57309.78000000 USD Four Corners Property Trust, Inc. 13972.00000000 USD 371515.48000000 USD NETSTREIT Corp. 12448.00000000 USD 234893.76000000 USD Alexandria Real Estate Equities, Inc. 1904.00000000 USD 276137.12000000 USD Xenia Hotels & Resorts, Inc. 16659.00000000 USD 242055.27000000 USD Invitation Homes, Inc. 8246.00000000 USD 293392.68000000 USD American Tower Corp. 388.00000000 USD 99168.92000000 USD SITE Centers Corp. 20744.00000000 USD 279421.68000000 USD SBA Communications Corp. 307.00000000 USD 98255.35000000 USD Brixmor Property Group, Inc. 6374.00000000 USD 128818.54000000 USD Crown Castle International Corp. 584.00000000 USD 98333.92000000 USD Life Storage, Inc. 0.50000000 USD 55.83000000 USD American Assets Trust, Inc. 7947.00000000 USD 236025.90000000 USD VICI Properties, Inc. 16859.87000000 USD 502255.53000000 USD Kite Realty Group Trust 7496.00000000 USD 129605.84000000 USD Gaming and Leisure Properties, Inc. 6390.00000000 USD 293045.40000000 USD AvalonBay Communities, Inc. 1705.00000000 USD 331196.25000000 USD Empire State Realty Trust, Inc. 15281.00000000 USD 107425.43000000 USD Piedmont Office Realty Trust, Inc. 1960.00000000 USD 25715.20000000 USD Agree Realty Corp. 2568.00000000 USD 185229.84000000 USD Y MS Equity Market Neutral Custom Basket - Tenor At Maturity 2023-08-31 0.00000000 USD 0.00000000 USD 6687594.38000000 USD -128405.52000000 N N N Alexion Pharmaceuticals, Inc. N/A N/A 32749.00000000 NS USD 0.03000000 0.000000058435 Long CORP US N 3 N N N TEGNA Inc 549300YC5EDBGX85AO10 87901J105 28718.00000000 NS USD 602216.46000000 1.173025346980 Long EC CORP US N 1 N N N First Trust/abrdn Emerging Opp 700UQMDEFIFKNKMN0L14 33731K102 693.00000000 NS USD 6098.40000000 0.011878748342 Long EC RF US N 1 N N N BNY Mellon Strategic Municipal 549300FH0LKMOBY7N332 05588W108 921.00000000 NS USD 6060.18000000 0.011804301641 Long EC RF US N 1 N N N First Trust Intermediate Durat 549300EOWPOFA6ZHR675 33718W103 328.00000000 NS USD 6127.04000000 0.011934534672 Long EC RF US N 1 N N N Cohen & Steers Limited Duratio FB4GVFNX9R92BO4AY061 19248C105 309.00000000 NS USD 6115.11000000 0.011911296860 Long EC RF US N 1 N N N Saba Capital Income & Opportun 549300MGSUUJ7E55N746 78518H202 5958.00000000 NS USD 47842.74000000 0.093190323441 Long EC RF US N 1 N N N Biohaven Pharmaceutical Holdin 5299007STZTNN32O9920 N/A 2149.00000000 NS USD 313130.79000000 0.609930777365 Long EC CORP US N 1 N N N Cboe Futures Exchange N/A N/A -67.00000000 NC USD -16774.70000000 -0.03267454411 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Chicago Board Options Exchange SPX Volatility Index US12497K1007 2022-10-19 -1976475.30000000 USD -16774.70000000 N N N Chicago Board of Trade N/A N/A 3.00000000 NC USD 8833.99000000 0.017207258308 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 30yr 6.00% 2022-09-21 450728.51000000 USD 8833.99000000 N N N Allspring Income Opportunities 5493001HF04TYQLWJP49 94987B105 887.00000000 NS USD 5756.63000000 0.011213032774 Long EC RF US N 1 N N N BlackRock California Municipal LE6236HQD6DXEGUHE217 09248E102 8226.00000000 NS USD 93200.58000000 0.181540442606 Long EC RF US N 1 N N N PS Business Parks Inc N/A 69360J107 4054.00000000 NS USD 758706.10000000 1.477843176536 Long EC CORP US N 1 N N N Nuveen Municipal Credit Income 54930078DL3R0VSYW338 67070X101 955.00000000 NS USD 11994.80000000 0.023364031650 Long EC RF US N 1 N N N ICE Futures US Softs N/A N/A -16.00000000 NC USD 21064.26000000 0.041029949422 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cocoa 2022-09-15 -394344.26000000 USD 21064.26000000 N N N Vonage Holdings Corp 529900W7N0N4WLN1JY21 92886T201 28729.00000000 NS USD 541254.36000000 1.054280521398 Long EC CORP US N 1 N N N Nuveen Massachusetts Quality M 549300RK5RSCWBBL2616 67061E104 531.00000000 NS USD 6271.11000000 0.012215160946 Long EC RF US N 1 N N N Ellsworth Growth and Income Fu 549300GYFOXHCDQTI772 289074106 6386.00000000 NS USD 54408.72000000 0.105979845945 Long EC RF US N 1 N N N ICE Futures US Softs N/A N/A 17.00000000 NC USD -815.15000000 -0.00158778724 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Sugar 2022-09-30 352483.95000000 USD -815.15000000 N N N Pioneer Municipal High Income UE8ZNXHQH48NNA19I459 723762100 1739.00000000 NS USD 15181.47000000 0.029571176308 Long EC RF US N 1 N N N VanEck Gold Miners ETF/USA 54930031TORTKAM9TJ98 92189F106 -248.00000000 NS USD -6790.24000000 -0.01322634660 Short EC RF US N 1 N N N Rogers Corp PW0CN80KNFR7RUOOKJ84 775133101 2615.00000000 NS USD 685365.35000000 1.334986638346 Long EC CORP US N 1 N N N SPDR Bloomberg Convertible Sec 549300IXKU3G7R6DMX93 78464A359 -2257.00000000 NS USD -145711.92000000 -0.28382448317 Short EC RF US N 1 N N N MKS Instruments Inc 549300KEQATBHAGVF505 55306N104 -604.00000000 NS USD -61988.52000000 -0.12074413439 Short EC CORP US N 1 N N N LMP Capital and Income Fund In 549300YJH1GYGXCCQ467 50208A102 4427.00000000 NS USD 54540.64000000 0.106236805882 Long EC RF US N 1 N N N Chicago Board of Trade N/A N/A -1.00000000 NC USD 4447.00000000 0.008662074294 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Hard Red Winter Wheat 2022-09-14 -52284.50000000 USD 4447.00000000 N N N Nuveen Credit Strategies Incom W4CSTD4RDGQSJ4FOVO30 67073D102 17643.00000000 NS USD 91743.60000000 0.178702468914 Long EC RF US N 1 N N N Credit Suisse Asset Management 549300O5MFEP1XJ40B46 224916106 2283.00000000 NS USD 6232.59000000 0.012140129891 Long EC RF US N 1 N N N Commodity Exchange, Inc. N/A N/A -2.00000000 NC USD 9837.65000000 0.019162234132 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Silver 2022-09-28 -211937.65000000 USD 9837.65000000 N N N ICE Futures US Softs N/A N/A -13.00000000 NC USD 70031.93000000 0.136411464057 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cotton 2022-12-07 -713271.93000000 USD 70031.93000000 N N N Tekla Life Sciences Investors 5493007BYZPSOVVS0M04 87911K100 445.00000000 NS USD 6332.35000000 0.012334447078 Long EC RF US N 1 N N N Eurex N/A N/A 2.00000000 NC -23403.10000000 -0.04558565120 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Deutsche Boerse AG German Stock Index DAX DE0008469008 2022-09-16 698866.70000000 EUR -23403.10000000 N N N BNY Mellon Municipal Income In 549300BKYDDROJTY1E24 05589T104 904.00000000 NS USD 6102.00000000 0.011885760590 Long EC RF US N 1 N N N Invesco Bond Fund MN4XNOJY2YRWNLRTWX16 46132L107 402.00000000 NS USD 6540.54000000 0.012739969284 Long EC RF US N 1 N N N Chicago Board of Trade N/A N/A 5.00000000 NC USD 11276.82000000 0.021965516673 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 20yr 6% 2022-09-21 679348.18000000 USD 11276.82000000 N N N John Hancock Income Securities 549300RB36J7QSFLWG11 410123103 527.00000000 NS USD 5997.26000000 0.011681743126 Long EC RF US N 1 N N N Invesco Quality Municipal Inco WLEGDSEH0E242WVNUY02 46133G107 601.00000000 NS USD 6136.21000000 0.011952396426 Long EC RF US N 1 N N N SPDR S&P Biotech ETF 549300Y3ODFMPD5XXL58 78464A870 -47.00000000 NS USD -3490.69000000 -0.00679932901 Short EC RF US N 1 N N N BlackRock Floating Rate Income CORWREIZL67PMUN7T798 091941104 565.00000000 NS USD 6226.30000000 0.012127877935 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A N/A -35.00000000 NC USD -15886.24000000 -0.03094396023 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Live Cattle 2022-12-30 -2014113.76000000 USD -15886.24000000 N N N Invesco High Income Trust II NWTWTK5C3HWITJJQZG91 46131F101 1091.00000000 NS USD 11400.95000000 0.022207302885 Long EC RF US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 0.00000000 NC USD 729453.18000000 1.420862972718 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GS Equity Market Neutral Short Custom Basket N/A Necessity Retail REIT, Inc. -25682.00000000 USD -186964.96000000 USD Extra Space Storage, Inc. -1252.00000000 USD -212990.24000000 USD Equity Commonwealth -10199.00000000 USD -280778.47000000 USD Realty Income Corp. -9731.00000000 USD -664238.06000000 USD Camden Property Trust -1801.00000000 USD -242198.48000000 USD Douglas Emmett, Inc. -11387.00000000 USD -254841.06000000 USD Apple Hospitality REIT, Inc. -19384.00000000 USD -284363.28000000 USD Washington Real Estate Investment Trust -14207.00000000 USD -302751.17000000 USD STAG Industrial, Inc. -7065.00000000 USD -218167.20000000 USD Corporate Office Properties Trust -4511.00000000 USD -118143.09000000 USD Broadstone Net Lease, Inc. -18038.00000000 USD -369959.38000000 USD Office Properties Income Trust -12529.00000000 USD -249953.55000000 USD Apartment Income REIT Corp. -3983.00000000 USD -165692.80000000 USD Omega Healthcare Investors, Inc. -10405.00000000 USD -293316.95000000 USD STORE Capital Corp. -9231.00000000 USD -240744.48000000 USD Americold Realty Trust, Inc. -4046.00000000 USD -121541.84000000 USD Vanguard Real Estate ETF -6755.00000000 USD -615448.05000000 USD Public Storage -669.00000000 USD -209176.23000000 USD LTC Properties, Inc. -5670.00000000 USD -217671.30000000 USD Phillips Edison & Company, Inc. -12990.00000000 USD -433995.90000000 USD Host Hotels & Resorts, Inc. -21021.00000000 USD -329609.28000000 USD RLJ Lodging Trust -3938.00000000 USD -43436.14000000 USD Mid-America Apartment Communities, Inc. -2670.00000000 USD -466368.90000000 USD Essex Property Trust, Inc. -1105.00000000 USD -288968.55000000 USD Life Storage, Inc. -0.50000000 USD -55.83000000 USD Orion Office REIT, Inc. -0.20000000 USD -2.19000000 USD Y GS Equity Market Neutral Custom Basket - Tenor At Maturity 2024-05-06 0.00000000 USD 0.00000000 USD -6811377.38000000 USD 729453.18000000 N N N Chicago Board of Trade N/A N/A -37.00000000 NC USD 45959.53000000 0.089522119048 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A US 10yr 6% 2022-09-21 -4424678.28000000 USD 45959.53000000 N N N BlackRock New York Municipal I PJKTUMDJPIZ89SB71052 09248L106 546.00000000 NS USD 6016.92000000 0.011720037792 Long EC RF US N 1 N N N iShares Latin America 40 ETF 549300LU9LZBB8WGN795 464287390 -33.00000000 NS USD -743.82000000 -0.00144884733 Short EC RF US N 1 N N N ICE Futures Europe Commodities N/A N/A 2.00000000 NC USD -8871.72000000 -0.01728075056 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Brent Crude 2022-07-29 227371.72000000 USD -8871.72000000 N N N Eurex N/A N/A 10.00000000 NC 35543.47000000 0.069233230904 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-Bund 10yr 6% 2022-09-08 1533164.67000000 EUR 35543.47000000 N N N BNY Mellon Municipal Bond Infr 5493003OUY2BKGFZ2414 09662W109 546.00000000 NS USD 7103.46000000 0.013836451151 Long EC RF US N 1 N N N Morgan Stanley Emerging Market 879N34XPZOOCKFD26737 61744H105 3859.00000000 NS USD 25507.99000000 0.049685654258 Long EC RF US N 1 N N N DWS Strategic Municipal Income HW9ZECORLBPA6LHYL567 23342Q101 660.00000000 NS USD 6019.20000000 0.011724478883 Long EC RF US N 1 N N N First Trust High Income Long/S JUEVI6DHENZLPUBV7E49 33738E109 1848.00000000 NS USD 21067.20000000 0.041035676092 Long EC RF US N 1 N N N Western Asset Global High Inco 549300JWVV1XIQ66WD13 95766B109 857.00000000 NS USD 6041.85000000 0.011768597611 Long EC RF US N 1 N N N New Germany Fund Inc/The 549300TPS2RTTJ8O3C08 644465106 1325.00000000 NS USD 11176.38000000 0.021769874950 Long EC RF US N 1 N N N New York Mercantile Exchange N/A N/A 5.00000000 NC USD -76213.03000000 -0.14845129932 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A NY Harbor ULSD 2022-09-30 857560.03000000 USD -76213.03000000 N N N Guggenheim Partners Investment Management LLC N/A N/A 99248.87100000 NS USD 2402815.17000000 4.680315610302 Long EC RF US N 1 N N N DraftKings Inc N/A 26142V105 -1.00000000 NS USD -11.67000000 -0.00002273137 Short EC CORP US N 1 N N N Guggenheim Partners Investment Management LLC N/A 40169J523 257936.86600000 NS USD 2489090.76000000 4.848367233959 Long EC RF US N 1 N N N Cboe Futures Exchange N/A N/A -42.00000000 NC USD -14511.24000000 -0.02826567101 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Chicago Board Options Exchange SPX Volatility Index US12497K1007 2022-09-21 -1224488.76000000 USD -14511.24000000 N N N Chicago Mercantile Exchange N/A N/A -19.00000000 NC USD 57958.54000000 0.112894351134 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Australian Dollar 2022-09-19 -1370573.54000000 USD 57958.54000000 N N N BNY Mellon Strategic Municipal 54930044KK4C1VDJ7M52 09662E109 972.00000000 NS USD 6045.84000000 0.011776369519 Long EC RF US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 78462F103 -749.00000000 NS USD -282560.25000000 -0.55038405177 Short EC RF US N 1 N N N Gold Fields Ltd 5299003KXIBJQYCBBD72 38059T106 -33807.00000000 NS USD -308319.84000000 -0.60055978426 Short EC CORP ZA N 1 N N N ICE Futures Europe Commodities N/A N/A 8.00000000 NC USD -70713.20000000 -0.13773847358 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Low Sulphur Gas Oil 2022-10-12 943913.20000000 USD -70713.20000000 N N N Chicago Board of Trade N/A N/A 9.00000000 NC USD 5553.00000000 0.010816392749 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Soybean Meal 2022-12-14 359937.00000000 USD 5553.00000000 N N N Eaton Vance Senior Floating-Ra VJXUJZ1EC079NQ236240 27828Q105 535.00000000 NS USD 6564.45000000 0.012786542299 Long EC RF US N 1 N N N Coherent Inc 549300RYOCKUMWACR010 192479103 2089.00000000 NS USD 556133.58000000 1.083262961040 Long EC CORP US N 1 N N N Western Asset Investment Grade 549300W1ZCJRJ5Y1E041 95766T100 514.00000000 NS USD 6203.98000000 0.012084401997 Long EC RF US N 1 N N N Twitter Inc 549300I8RX485XMK6836 90184L102 5781.00000000 NS USD 216151.59000000 0.421030162244 Long EC CORP US N 1 N N N Mexico Fund Inc/The N/A 592835102 966.00000000 NS USD 13939.38000000 0.027151775395 Long EC RF US N 1 N N N Adams Diversified Equity Fund 5493005W7G81BNPP7M23 006212104 5799.00000000 NS USD 88956.66000000 0.173273937020 Long EC RF US N 1 N N N SPDR Nuveen Bloomberg High Yie 54930036TY0W1EQHEK50 78464A284 -2502.00000000 NS USD -128552.76000000 -0.25040106991 Short EC RF US N 1 N N N London Metal Exchange N/A N/A -5.00000000 NC USD 28411.25000000 0.055340759681 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Lead 2022-08-15 -267598.75000000 USD 28411.25000000 N N N CBRE Global Real Estate Income 549300HYEBBK5ZZO6F11 12504G100 816.00000000 NS USD 5924.16000000 0.011539355532 Long EC RF US N 1 N N N Gabelli Global Small and Mid C 54930027RS7HE8UD3187 36249W104 689.00000000 NS USD 7606.56000000 0.014816412828 Long EC RF US N 1 N N N Pioneer Diversified High Incom F6XC8RH66QIXRMU75G31 723653101 543.00000000 NS USD 5886.12000000 0.011465259444 Long EC RF US N 1 N N N Gabelli Healthcare & WellnessR 549300XULWZNLHFTG832 36246K103 3383.00000000 NS USD 36265.76000000 0.070640141100 Long EC RF US N 1 N N Nuveen New York Quality Munici 549300B795LQBEIHRS62 67066X107 4004.00000000 NS USD 46966.92000000 0.091484360340 Long EC RF US N 1 N N N ASX Trade24 N/A N/A -3.00000000 NC 339.42000000 0.000661138128 N/A DE AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short S&P/ASX 200 N/A 2022-09-15 -343818.63000000 AUD 339.42000000 N N N Western Asset Managed Municipa 549300HVO8EY2T8K4F73 95766M105 583.00000000 NS USD 6162.31000000 0.012003235225 Long EC RF US N 1 N N N Turning Point Therapeutics Inc N/A 90041T108 3104.00000000 NS USD 233576.00000000 0.454970241840 Long EC CORP US N 1 N N N New York Mercantile Exchange N/A N/A 2.00000000 NC USD -61885.10000000 -0.12054268808 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Henry Hub Natural Gas Spot Price N/A 2022-07-27 173585.10000000 USD -61885.10000000 N N N Western Asset Intermediate Mun 5493000MG5MROBD48K57 958435109 1286.00000000 NS USD 10365.16000000 0.020189742747 Long EC RF US N 1 N N N Chicago Board of Trade N/A N/A -1.00000000 NC USD 2497.00000000 0.004863773221 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Soybean 2022-11-14 -75522.00000000 USD 2497.00000000 N N N Korea Fund Inc/The 549300M4Y1IG0WPTKC03 500634209 401.00000000 NS USD 9762.99000000 0.019016807897 Long EC RF US N 1 N N N Nuveen New York AMT-Free Quali 549300V4X2BF3UXSCQ58 670656107 4651.00000000 NS USD 51393.55000000 0.100106756997 Long EC RF US N 1 N N N Chicago Board of Trade N/A N/A 8.00000000 NC USD -35349.00000000 -0.06885443315 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Corn 2022-09-14 288549.00000000 USD -35349.00000000 N N N Tower Semiconductor Ltd 54930086ZSNXZOUX0C54 N/A 9649.00000000 NS USD 445590.82000000 0.867942610273 Long EC CORP US N 1 N N N iShares 7-10 Year Treasury Bon 549300XS1PPZG92M8L16 464287440 -54.00000000 NS USD -5524.20000000 -0.01076029476 Short EC RF US N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A 2390676.14000000 PA USD 2390676.14000000 4.656670640721 Long RA CORP US N 2 Repurchase Y 1.44000000 2022-07-01 2906067.37000000 USD 2438492.03000000 USD UST N N N Eurex N/A N/A 33.00000000 NC -54890.66000000 -0.10691859118 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-OAT 10yr 6% 2022-09-08 4915242.15000000 EUR -54890.66000000 N N N Chicago Mercantile Exchange N/A N/A -11.00000000 NC USD -8860.78000000 -0.01725944112 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cattle Feeder 2022-08-25 -947314.22000000 USD -8860.78000000 N N N Western Asset Premier Bond Fun 5493007UP8PFRNTX0546 957664105 575.00000000 NS USD 6083.50000000 0.011849725426 Long EC RF US N 1 N N N VanEck High Yield Muni ETF 549300UT41BWOPGYSE94 92189H409 -100.00000000 NS USD -5385.00000000 -0.01048915450 Short EC RF US N 1 N N N Invesco Pennsylvania Value Mun 549300S5KHBL3XISY922 46132K109 4948.00000000 NS USD 51756.08000000 0.100812909863 Long EC RF US N 1 N N N Nuveen Municipal Income Fund I 549300B7KLL5KV0GQO76 67062J102 668.00000000 NS USD 6185.68000000 0.012048756402 Long EC RF US N 1 N N N Neuberger Berman California Mu 5493003VDAWQHC3PB533 64123C101 1622.00000000 NS USD 18166.40000000 0.035385362371 Long EC RF US N 1 N N N Nuveen Ohio Quality Municipal 549300YQTF12CXCN9E54 670980101 2870.00000000 NS USD 36362.90000000 0.070829354929 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A N/A 21.00000000 NC USD 2385.32000000 0.004646237701 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Live Cattle 2022-08-31 1113134.68000000 USD 2385.32000000 N N N BlackRock Core Bond Trust CC8M7XFKTNG56DXMAR33 09249E101 549.00000000 NS USD 6214.68000000 0.012105243957 Long EC RF US N 1 N N N Tenneco Inc 549300U0EXXFAQFAD785 880349105 28054.00000000 NS USD 481406.64000000 0.937706337227 Long EC CORP US N 1 N N N Chicago Mercantile Exchange N/A N/A 6.00000000 NC USD 4581.57000000 0.008924196025 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Russell 2000 Index N/A 2022-09-16 507968.43000000 USD 4581.57000000 N N N abrdn Total Dynamic Dividend F 254900D48NKNOGZ95B43 00326L100 11111.00000000 NS USD 89776.88000000 0.174871599844 Long EC RF US N 1 N N N SPDR Nuveen Bloomberg Municipa 54930090LRDSZWQ4P385 78468R721 -6078.00000000 NS USD -278737.08000000 -0.54293710268 Short EC RF US N 1 N N N Nuveen Select Maturities Munic 5493004ODX60CHWL4U41 67061T101 696.00000000 NS USD 6389.28000000 0.012445337991 Long EC RF US N 1 N N N Columbia Banking System Inc N/A 197236102 -5673.00000000 NS USD -162531.45000000 -0.31658634925 Short EC CORP US N 1 N N N John Hancock Tax-Advantaged Gl 549300KILC6GI1G1FO95 41013P749 1116.00000000 NS USD 6004.08000000 0.011695027441 Long EC RF US N 1 N N N iShares Russell 2000 ETF 549300O80OAR5VTWR172 464287655 -867.00000000 NS USD -146835.12000000 -0.28601230459 Short EC RF US N 1 N N N Nuveen Floating Rate Income Op 6TG15UBKG3HMZ9US3I68 6706EN100 749.00000000 NS USD 6119.33000000 0.011919516773 Long EC RF US N 1 N N N Western Asset Municipal Partne 5493001Z97VQ69W5OH84 95766P108 1581.00000000 NS USD 19778.31000000 0.038525115953 Long EC RF US N 1 N N N Welbilt Inc 549300UR3W71YLZWI068 949090104 19426.00000000 NS USD 462533.06000000 0.900943496623 Long EC CORP US N 1 N N N Insight Select Income Fund N/A 45781W109 389.00000000 NS USD 6251.23000000 0.012176437754 Long EC RF US N 1 N N N ICE Futures Europe Financials N/A N/A -14.00000000 NC 45633.98000000 0.088887997554 N/A DIR GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A UK 10yr 4.0 % 2022-09-28 -2059738.74000000 GBP 45633.98000000 N N N ICE Futures US Softs N/A N/A 2.00000000 NC USD -1131.30000000 -0.00220359897 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Coffee 'C' 2022-09-20 174006.30000000 USD -1131.30000000 N N N BlackRock Municipal Income Tru 17UVWS2OK706BUPLKK60 09249N101 552.00000000 NS USD 6099.60000000 0.011881085758 Long EC RF US N 1 N N N DTF Tax-Free Income 2028 Term 549300UTPMUSB8BKGI82 23334J107 1255.00000000 NS USD 14859.20000000 0.028943443750 Long EC RF US N 1 N N N Nuveen Real Asset Income and G RQLXTE3CBG56EZF1BQ60 67074Y105 6736.00000000 NS USD 88039.52000000 0.171487488893 Long EC RF US N 1 N N N Alleghany Corp 549300DCJE6AYX159479 017175100 366.00000000 NS USD 304914.60000000 0.593926898750 Long EC CORP US N 1 N N N Eaton Vance Floating-Rate Inco HQOIMOIFYDO5NKVU2640 278279104 528.00000000 NS USD 6219.84000000 0.012115294846 Long EC RF US N 1 N N N Nuveen New York Select Tax-Fre 549300O6PCT8Y389MD53 67063V104 503.00000000 NS USD 5859.95000000 0.011414284295 Long EC RF US N 1 N N N Barings Global Short Duration 549300WWIZCL845OP089 06760L100 2511.00000000 NS USD 32668.11000000 0.063632470404 Long EC RF US N 1 N N N Credit Suisse High Yield Bond 549300R9HE7C1IL42N58 22544F103 3178.00000000 NS USD 6006.42000000 0.011699585402 Long EC RF US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 0.00000000 NC USD 427056.88000000 0.831841336323 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Long/Short Equity Short Custom Basket N/A Viad Corp. -721.00000000 USD -19906.81000000 USD Uber Technologies, Inc. -570.00000000 USD -11662.20000000 USD Floor & Decor Holdings, Inc. -209.00000000 USD -13158.64000000 USD Atmos Energy Corp. -460.00000000 USD -51566.00000000 USD WESCO International, Inc. -158.00000000 USD -16921.80000000 USD American Airlines Group, Inc. -1472.00000000 USD -18664.96000000 USD Extra Space Storage, Inc. -126.00000000 USD -21435.12000000 USD JPMorgan Chase & Co. -123.00000000 USD -13851.03000000 USD Stanley Black & Decker, Inc. -304.00000000 USD -31877.44000000 USD Equinix, Inc. -65.00000000 USD -42706.30000000 USD Camden Property Trust -101.00000000 USD -13582.48000000 USD Cintas Corp. -134.00000000 USD -50053.02000000 USD Exponent, Inc. -290.00000000 USD -26526.30000000 USD Baker Hughes Co. -552.00000000 USD -15936.24000000 USD Goldman Sachs Group, Inc. -207.00000000 USD -61483.14000000 USD Host Hotels & Resorts, Inc. -2349.00000000 USD -36832.32000000 USD Howmet Aerospace, Inc. -1060.00000000 USD -33337.00000000 USD Las Vegas Sands Corp. -645.00000000 USD -21665.55000000 USD Tetra Tech, Inc. -295.00000000 USD -40282.25000000 USD Regions Financial Corp. -1687.00000000 USD -31631.25000000 USD Kennedy-Wilson Holdings, Inc. -2294.00000000 USD -43448.36000000 USD Patterson Companies, Inc. -762.00000000 USD -23088.60000000 USD ONE Gas, Inc. -370.00000000 USD -30040.30000000 USD Sun Communities, Inc. -284.00000000 USD -45258.24000000 USD Patterson-UTI Energy, Inc. -2038.00000000 USD -32118.88000000 USD Veeva Systems, Inc. -138.00000000 USD -27329.52000000 USD Hilton Worldwide Holdings, Inc. -154.00000000 USD -17161.76000000 USD Howard Hughes Corp. -512.00000000 USD -34841.60000000 USD Mister Car Wash, Inc. -437.00000000 USD -4754.56000000 USD Invitation Homes, Inc. -1224.00000000 USD -43549.92000000 USD CarMax, Inc. -143.00000000 USD -12938.64000000 USD Iron Mountain, Inc. -867.00000000 USD -42214.23000000 USD Signature Bank -134.00000000 USD -24014.14000000 USD Assured Guaranty Ltd. -501.00000000 USD -27950.79000000 USD Bank of America Corp. -490.00000000 USD -15253.70000000 USD Outfront Media, Inc. -1695.00000000 USD -28730.25000000 USD Alexandria Real Estate Equities, Inc. -87.00000000 USD -12617.61000000 USD ASGN, Inc. -367.00000000 USD -33121.75000000 USD Clarivate plc -816.00000000 USD -11309.76000000 USD Republic Services, Inc. -214.00000000 USD -28006.18000000 USD Copart, Inc. -312.00000000 USD -33901.92000000 USD American Tower Corp. -188.00000000 USD -48050.92000000 USD Broadridge Financial Solutions, Inc. -366.00000000 USD -52173.30000000 USD Welltower, Inc. -594.00000000 USD -48915.90000000 USD TransUnion -243.00000000 USD -19437.57000000 USD SLM Corp. -893.00000000 USD -14234.42000000 USD Driven Brands Holdings, Inc. -1246.00000000 USD -34314.84000000 USD Inspire Medical Systems, Inc. -80.00000000 USD -14613.60000000 USD Americold Realty Trust, Inc. -1073.00000000 USD -32232.92000000 USD Hess Corp. -163.00000000 USD -17268.22000000 USD IAA, Inc. -444.00000000 USD -14549.88000000 USD Helmerich & Payne, Inc. -569.00000000 USD -24501.14000000 USD Northern Trust Corp. -272.00000000 USD -26242.56000000 USD RLJ Lodging Trust -2890.00000000 USD -31876.70000000 USD EastGroup Properties, Inc. -148.00000000 USD -22840.84000000 USD Xenia Hotels & Resorts, Inc. -1130.00000000 USD -16418.90000000 USD ZoomInfo Technologies, Inc. -410.00000000 USD -13628.40000000 USD Waste Management, Inc. -338.00000000 USD -51707.24000000 USD Cal-Maine Foods, Inc. -553.00000000 USD -27323.73000000 USD Public Service Enterprise Group, Inc. -783.00000000 USD -49548.24000000 USD Equity LifeStyle Properties, Inc. -558.00000000 USD -39322.26000000 USD State Street Corp. -739.00000000 USD -45559.35000000 USD Ryman Hospitality Properties, Inc. -422.00000000 USD -32084.66000000 USD Livent Corp. -0.84940000 USD -19.27000000 USD Deere & Co. -39.00000000 USD -11679.33000000 USD General Electric Co. -0.12500000 USD -7.96000000 USD Safehold, Inc. -551.00000000 USD -19488.87000000 USD SBA Communications Corp. -91.00000000 USD -29124.55000000 USD Wolfspeed, Inc. -237.00000000 USD -15037.65000000 USD Kite Realty Group Trust -2396.00000000 USD -41426.84000000 USD New Jersey Resources Corp. -712.00000000 USD -31705.36000000 USD Wells Fargo & Co. -786.00000000 USD -30787.62000000 USD Popular, Inc. -269.00000000 USD -20694.17000000 USD Crown Castle International Corp. -232.00000000 USD -39064.16000000 USD Ares Management Corp. -428.00000000 USD -24336.08000000 USD KKR & Company, Inc. -654.00000000 USD -30273.66000000 USD Duolingo, Inc. -56.00000000 USD -4902.80000000 USD Park Hotels & Resorts, Inc. -2500.00000000 USD -33925.00000000 USD Equitable Holdings, Inc. -1515.00000000 USD -39496.05000000 USD Stericycle, Inc. -946.00000000 USD -41482.10000000 USD Caesars Entertainment, Inc. -344.00000000 USD -13175.20000000 USD Verisk Analytics, Inc. -164.00000000 USD -28386.76000000 USD Quanta Services, Inc. -209.00000000 USD -26196.06000000 USD UMB Financial Corp. -259.00000000 USD -22299.90000000 USD Lululemon Athletica, Inc. -36.00000000 USD -9813.96000000 USD Entergy Corp. -445.00000000 USD -50124.80000000 USD Sunstone Hotel Investors, Inc. -1519.00000000 USD -15068.48000000 USD Equifax, Inc. -214.00000000 USD -39114.92000000 USD Healthcare Services Group, Inc. -1520.00000000 USD -26463.20000000 USD TransDigm Group, Inc. -27.00000000 USD -14490.09000000 USD MillerKnoll, Inc. -1449.00000000 USD -38065.23000000 USD Jacobs Engineering Group, Inc. -392.00000000 USD -49834.96000000 USD Lamb Weston Holdings, Inc. -222.00000000 USD -15864.12000000 USD Edison International -768.00000000 USD -48568.32000000 USD Walt Disney Co. -235.00000000 USD -22184.00000000 USD CoStar Group, Inc. -871.00000000 USD -52617.11000000 USD Raymond James Financial, Inc. -409.00000000 USD -36568.69000000 USD Western Alliance Bancorporation -441.00000000 USD -31134.60000000 USD Arthur J Gallagher & Co. -137.00000000 USD -22336.48000000 USD Halliburton Co. -1269.00000000 USD -39795.84000000 USD NOV, Inc. -1280.00000000 USD -21644.80000000 USD Casella Waste Systems, Inc. -444.00000000 USD -32269.92000000 USD Y MS Long/Short Equity Custom Basket - Tenor At Maturity 2023-08-31 0.00000000 USD 0.00000000 USD -2891045.06000000 USD 427056.88000000 N N N BrandywineGLOBAL Global Income 549300P4CDQCJBGI0833 10537L104 718.00000000 NS USD 6045.56000000 0.011775824122 Long EC RF US N 1 N N N Franklin Ltd Duration Income T P58SM14RY02PYB0IA680 35472T101 8968.00000000 NS USD 60623.68000000 0.118085635300 Long EC RF US N 1 N N N Schwab U.S. Aggregate Bond ETF N/A 808524839 -8656.00000000 NS USD -414362.72000000 -0.80711505860 Short EC RF US N 1 N N N Nuveen New Jersey Quality Muni 5493006CFPL75HL16F31 67069Y102 500.00000000 NS USD 6295.00000000 0.012261695004 Long EC RF US N 1 N N N Mandiant Inc 549300E9D2UJUFLLY524 562662106 34851.00000000 NS USD 760448.82000000 1.481237727944 Long EC CORP US N 1 N N N Delaware Ivy High Income Oppor 549300C130E3EJZ8ZQ39 246107106 3200.00000000 NS USD 32768.00000000 0.063827040811 Long EC RF US N 1 N N N Sierra Oncology Inc 549300NG7694ZK6OVC92 82640U404 5574.00000000 NS USD 306514.26000000 0.597042791209 Long EC CORP US N 1 N N N Royce Value Trust Inc 254900NJE1W1YYKNVM16 780910105 422.00000000 NS USD 5895.34000000 0.011483218590 Long EC RF US N 1 N N N Cboe Futures Exchange N/A N/A 50.00000000 NC USD 8571.40000000 0.016695773242 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2022-07-20 1418928.60000000 USD 8571.40000000 N N N Chicago Mercantile Exchange N/A N/A 2.00000000 NC USD 448.57000000 0.000873745596 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long NASDAQ 100 Stock Index N/A 2022-09-16 461071.43000000 USD 448.57000000 N N N Energy Select Sector SPDR Fund 54930064FLK0RD4TRU75 81369Y506 -106.00000000 NS USD -7580.06000000 -0.01476479489 Short EC RF US N 1 N N N PGIM Global High Yield Fund In F0ATD1Y4J8CHDKHSLD09 69346J106 517.00000000 NS USD 5929.99000000 0.011550711478 Long EC RF US N 1 N N N Eaton Vance Municipal Bond Fun 5493006Q4EBOXVQBQD12 27827X101 582.00000000 NS USD 6227.40000000 0.012130020567 Long EC RF US N 1 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273V100 0.88100000 NS USD 8.79000000 0.000017121572 Long EC CORP US N 1 N N N Tekla Healthcare Opportunities 549300WT8EMZSV1XVW72 879105104 310.00000000 NS USD 6181.40000000 0.012040419618 Long EC RF US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 0.00000000 NC USD -332028.93000000 -0.64674145708 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GS Long/Short Equity Long Custom Basket N/A PotlatchDeltic Corp. 602.00000000 USD 26602.38000000 USD NETGEAR, Inc. 545.00000000 USD 10093.40000000 USD AdvanSix, Inc. 393.00000000 USD 13141.92000000 USD Oshkosh Corp. 110.00000000 USD 9035.40000000 USD Merck & Company, Inc. 441.00000000 USD 40205.97000000 USD Genpact Ltd. 1188.00000000 USD 50323.68000000 USD Walgreens Boots Alliance, Inc. 474.00000000 USD 17964.60000000 USD OSI Systems, Inc. 621.00000000 USD 53058.24000000 USD Keurig Dr Pepper, Inc. 666.00000000 USD 23569.74000000 USD International Paper Co. 1125.00000000 USD 47058.75000000 USD Insteel Industries, Inc. 344.00000000 USD 11582.48000000 USD Atlas Air Worldwide Holdings, Inc. 264.00000000 USD 16291.44000000 USD Bristol-Myers Squibb Co. 704.00000000 USD 54208.00000000 USD Banner Corp. 917.00000000 USD 51544.57000000 USD Interactive Brokers Group, Inc. 370.00000000 USD 20353.70000000 USD Highwoods Properties, Inc. 591.00000000 USD 20206.29000000 USD Chesapeake Utilities Corp. 303.00000000 USD 39253.65000000 USD Verizon Communications, Inc. 1044.00000000 USD 52983.00000000 USD Vontier Corp. 1985.00000000 USD 45635.15000000 USD Kellogg Co. 625.00000000 USD 44587.50000000 USD Sealed Air Corp. 350.00000000 USD 20202.00000000 USD National Bank Holdings Corp. 1310.00000000 USD 50133.70000000 USD UGI Corp. 434.00000000 USD 16756.74000000 USD Laboratory Corporation of America Holdings 43.00000000 USD 10077.48000000 USD Valero Energy Corp. 142.00000000 USD 15091.76000000 USD Getty Realty Corp. 793.00000000 USD 21014.50000000 USD Dorian LPG Ltd. 918.00000000 USD 13953.60000000 USD Minerals Technologies, Inc. 781.00000000 USD 47906.54000000 USD Otter Tail Corp. 458.00000000 USD 30745.54000000 USD Jazz Pharmaceuticals plc 102.00000000 USD 15913.02000000 USD Vertex Pharmaceuticals, Inc. 185.00000000 USD 52131.15000000 USD Xcel Energy, Inc. 336.00000000 USD 23775.36000000 USD Ingevity Corp. 209.00000000 USD 13196.26000000 USD Snap-on, Inc. 102.00000000 USD 20097.06000000 USD Fortune Brands Home & Security, Inc. 206.00000000 USD 12335.28000000 USD AMERISAFE, Inc. 426.00000000 USD 22156.26000000 USD Gilead Sciences, Inc. 455.00000000 USD 28123.55000000 USD Chevron Corp. 176.00000000 USD 25481.28000000 USD Sanmina Corp. 361.00000000 USD 14703.53000000 USD Vishay Intertechnology, Inc. 2586.00000000 USD 46082.52000000 USD Hawaiian Electric Industries, Inc. 536.00000000 USD 21922.40000000 USD Occidental Petroleum Corp. 210.00000000 USD 12364.80000000 USD Halozyme Therapeutics, Inc. 357.00000000 USD 15708.00000000 USD SunCoke Energy, Inc. 2091.00000000 USD 14239.71000000 USD Eagle Pharmaceuticals, Inc. 712.00000000 USD 31634.16000000 USD Oracle Corp. 238.00000000 USD 16629.06000000 USD Targa Resources Corp. 309.00000000 USD 18438.03000000 USD Vanda Pharmaceuticals, Inc. 1903.00000000 USD 20742.70000000 USD Allison Transmission Holdings, Inc. 776.00000000 USD 29837.20000000 USD Knowles Corp. 2577.00000000 USD 44659.41000000 USD Royalty Pharma plc 536.00000000 USD 22533.44000000 USD HB Fuller Co. 568.00000000 USD 34199.28000000 USD Supernus Pharmaceuticals, Inc. 910.00000000 USD 26317.20000000 USD Winnebago Industries, Inc. 233.00000000 USD 11314.48000000 USD Stewart Information Services Corp. 508.00000000 USD 25273.00000000 USD SL Green Realty Corp. 445.00000000 USD 20536.75000000 USD Weyerhaeuser Co. 1195.00000000 USD 39578.40000000 USD BankUnited, Inc. 715.00000000 USD 25432.55000000 USD Alaska Air Group, Inc. 367.00000000 USD 14698.35000000 USD Office Properties Income Trust 1633.00000000 USD 32578.35000000 USD Alphabet, Inc. 7.00000000 USD 15312.15000000 USD PennyMac Financial Services, Inc. 430.00000000 USD 18795.30000000 USD Meta Platforms, Inc. 151.00000000 USD 24348.75000000 USD Cirrus Logic, Inc. 651.00000000 USD 47223.54000000 USD Danaher Corp. 107.00000000 USD 27126.64000000 USD Lumentum Holdings, Inc. 149.00000000 USD 11833.58000000 USD California Water Service Group 269.00000000 USD 14942.95000000 USD Preferred Bank/Los Angeles CA 595.00000000 USD 40471.90000000 USD Juniper Networks, Inc. 508.00000000 USD 14478.00000000 USD Waters Corp. 60.00000000 USD 19858.80000000 USD Olin Corp. 242.00000000 USD 11199.76000000 USD Xperi Holding Corp. 1347.00000000 USD 19437.21000000 USD Fidelity National Financial, Inc. 795.00000000 USD 29383.20000000 USD Raymond James Financial, Inc. 0.50000000 USD 44.71000000 USD Energizer Holdings, Inc. 521.00000000 USD 14770.35000000 USD Eagle Bancorp, Inc. 1004.00000000 USD 47599.64000000 USD DT Midstream, Inc. 401.00000000 USD 19657.02000000 USD Amcor plc 1510.00000000 USD 18769.30000000 USD Constellation Brands, Inc. 206.00000000 USD 48010.36000000 USD InterDigital, Inc. 806.00000000 USD 49004.80000000 USD CSG Systems International, Inc. 884.00000000 USD 52757.12000000 USD Tyson Foods, Inc. 488.00000000 USD 41997.28000000 USD NorthWestern Corp. 671.00000000 USD 39542.03000000 USD Louisiana-Pacific Corp. 279.00000000 USD 14622.39000000 USD Meta Financial Group, Inc. 777.00000000 USD 30046.59000000 USD Innoviva, Inc. 1661.00000000 USD 24516.36000000 USD Dow, Inc. 800.00000000 USD 41288.00000000 USD Kimberly-Clark Corp. 408.00000000 USD 55141.20000000 USD AbbVie, Inc. 289.00000000 USD 44263.24000000 USD Eagle Materials, Inc. 308.00000000 USD 33861.52000000 USD NMI Holdings, Inc. 913.00000000 USD 15201.45000000 USD HomeStreet, Inc. 429.00000000 USD 14873.43000000 USD AmerisourceBergen Corp. 233.00000000 USD 32964.84000000 USD PPL Corp. 1592.00000000 USD 43190.96000000 USD Essent Group Ltd. 1068.00000000 USD 41545.20000000 USD Mueller Industries, Inc. 232.00000000 USD 12363.28000000 USD Westlake Corp. 240.00000000 USD 23524.80000000 USD Standex International Corp. 490.00000000 USD 41542.20000000 USD Methode Electronics, Inc. 582.00000000 USD 21557.28000000 USD Encore Capital Group, Inc. 414.00000000 USD 23916.78000000 USD Perdoceo Education Corp. 3829.00000000 USD 45105.62000000 USD Centene Corp. 231.00000000 USD 19544.91000000 USD T-Mobile US, Inc. 259.00000000 USD 34845.86000000 USD MGIC Investment Corp. 2513.00000000 USD 31663.80000000 USD Gogo, Inc. 1104.00000000 USD 17873.76000000 USD Antero Midstream Corp. 2419.00000000 USD 21891.95000000 USD Packaging Corporation of America 332.00000000 USD 45650.00000000 USD LyondellBasell Industries N.V. 480.00000000 USD 41980.80000000 USD Tri Pointe Homes, Inc. 769.00000000 USD 12973.03000000 USD EVERTEC, Inc. 343.00000000 USD 12649.84000000 USD FleetCor Technologies, Inc. 66.00000000 USD 13867.26000000 USD Procter & Gamble Co. 367.00000000 USD 52770.93000000 USD Semtech Corp. 410.00000000 USD 22537.70000000 USD Global Net Lease, Inc. 3716.00000000 USD 52618.56000000 USD Huntsman Corp. 636.00000000 USD 18030.60000000 USD Columbia Sportswear Co. 142.00000000 USD 10164.36000000 USD SpartanNash Co. 399.00000000 USD 12037.83000000 USD Hologic, Inc. 571.00000000 USD 39570.30000000 USD Rambus, Inc. 685.00000000 USD 14720.65000000 USD Amphastar Pharmaceuticals, Inc. 453.00000000 USD 15759.87000000 USD Central Pacific Financial Corp. 979.00000000 USD 20999.55000000 USD Garmin Ltd. 270.00000000 USD 26527.50000000 USD Douglas Elliman, Inc. 0.50000000 USD 2.40000000 USD Keysight Technologies, Inc. 72.00000000 USD 9925.20000000 USD Encore Wire Corp. 114.00000000 USD 11846.88000000 USD Qorvo, Inc. 206.00000000 USD 19429.92000000 USD TreeHouse Foods, Inc. 341.00000000 USD 14260.62000000 USD S&T Bancorp, Inc. 1861.00000000 USD 51047.23000000 USD Phillips 66 98.00000000 USD 8035.02000000 USD Southern Co. 655.00000000 USD 46708.05000000 USD Whirlpool Corp. 249.00000000 USD 38562.63000000 USD Southern Copper Corp. 408.00000000 USD 20322.48000000 USD Regeneron Pharmaceuticals, Inc. 67.00000000 USD 39605.71000000 USD OGE Energy Corp. 1307.00000000 USD 50397.92000000 USD Piper Sandler Cos. 157.00000000 USD 17797.52000000 USD Enstar Group Ltd. 199.00000000 USD 42582.02000000 USD MGE Energy, Inc. 613.00000000 USD 47709.79000000 USD National Fuel Gas Co. 714.00000000 USD 47159.70000000 USD Prestige Consumer Healthcare, Inc. 743.00000000 USD 43688.40000000 USD Radian Group, Inc. 1053.00000000 USD 20691.45000000 USD Thor Industries, Inc. 170.00000000 USD 12704.10000000 USD Equitrans Midstream Corp. 3106.00000000 USD 19754.16000000 USD USANA Health Sciences, Inc. 381.00000000 USD 27569.16000000 USD Exxon Mobil Corp. 521.00000000 USD 44618.44000000 USD OneMain Holdings, Inc. 335.00000000 USD 12522.30000000 USD Kinder Morgan, Inc. 1428.00000000 USD 23933.28000000 USD Sturm Ruger & Company, Inc. 705.00000000 USD 44873.25000000 USD NetApp, Inc. 754.00000000 USD 49190.96000000 USD Portland General Electric Co. 511.00000000 USD 24696.63000000 USD Bread Financial Holdings, Inc. 419.00000000 USD 15528.14000000 USD IDACORP, Inc. 477.00000000 USD 50523.84000000 USD Micron Technology, Inc. 514.00000000 USD 28413.92000000 USD Abbott Laboratories 428.00000000 USD 46502.20000000 USD Church & Dwight Company, Inc. 401.00000000 USD 37156.66000000 USD NewMarket Corp. 45.00000000 USD 13543.20000000 USD Molson Coors Beverage Co. 328.00000000 USD 17879.28000000 USD Viavi Solutions, Inc. 715.00000000 USD 9459.45000000 USD Northwest Bancshares, Inc. 4109.00000000 USD 52595.20000000 USD Pfizer, Inc. 266.00000000 USD 13946.38000000 USD Baxter International, Inc. 743.00000000 USD 47722.89000000 USD John B Sanfilippo & Son, Inc. 681.00000000 USD 49365.69000000 USD Ingredion, Inc. 226.00000000 USD 19924.16000000 USD Williams Companies, Inc. 1425.00000000 USD 44474.25000000 USD Horizon Therapeutics plc 124.00000000 USD 9890.24000000 USD Conagra Brands, Inc. 1654.00000000 USD 56632.96000000 USD American Vanguard Corp. 610.00000000 USD 13633.50000000 USD Y GS Long/Short Equity Custom Basket - Tenor At Maturity 2024-05-06 0.00000000 USD 0.00000000 USD 4667810.03000000 USD -332028.93000000 N N N BNY Mellon High Yield Strategi RH2DL1HWBBECVFYQNK56 09660L105 13310.00000000 NS USD 30213.70000000 0.058851655974 Long EC RF US N 1 N N N MFS Intermediate Income Trust WGVMPY7PP3OZCAPKRD65 55273C107 2147.00000000 NS USD 6376.59000000 0.012420619817 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A N/A 3.00000000 NC USD 3259.10000000 0.006348227194 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P 500 INDEX US78378X1072 2022-09-16 565165.90000000 USD 3259.10000000 N N N abrdn Japan Equity Fund Inc 549300TENE1BGI09O157 00306J109 2649.00000000 NS USD 14754.93000000 0.028740341774 Long EC RF US N 1 N N N Source Capital Inc 549300SKP40828EGYZ60 836144105 168.00000000 NS USD 6271.44000000 0.012215803736 Long EC RF US N 1 N N N New Ireland Fund Inc/The 549300HNB2YXNXXJQ174 645673104 218.00000000 NS USD 1726.56000000 0.003363074206 Long EC RF US N 1 N N N iShares U.S. Real Estate ETF 549300SJWB2CPZFPT616 464287739 -112.00000000 NS USD -10301.76000000 -0.02006624926 Short EC RF US N 1 N N N Sanderson Farms Inc 529900KZGVFTWHUO2759 800013104 2446.00000000 NS USD 527186.38000000 1.026878252917 Long EC CORP US N 1 N N N BlackRock MuniVest Fund Inc 68LQJ5NLUNQI2T9OLL41 09253R105 833.00000000 NS USD 6205.85000000 0.012088044470 Long EC RF US N 1 N N N Nuveen AMT-Free Quality Munici 549300OTYQOOXS64NI63 670657105 514.00000000 NS USD 6039.50000000 0.011764020171 Long EC RF US N 1 N N N First Trust Dynamic Europe Equ 549300YG1NBZKURU8L08 33740D107 4427.00000000 NS USD 49272.51000000 0.095975296223 Long EC RF US N 1 N N N Royce Micro-Cap Trust Inc 254900D3WFIV4SD8EF19 780915104 10237.00000000 NS USD 85581.32000000 0.166699292125 Long EC RF US N 1 N N N New York Mercantile Exchange N/A N/A -3.00000000 NC USD 53879.16000000 0.104948344244 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A NY Harbor ULSD 2022-07-29 -539470.56000000 USD 53879.16000000 N N N Chicago Board of Trade N/A N/A -1.00000000 NC USD 4934.50000000 0.009611649563 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Wheat 2022-09-14 -49434.50000000 USD 4934.50000000 N N N BlackRock Floating Rate Income UZXE8UOGW61VMG5WLP57 09255X100 553.00000000 NS USD 6298.67000000 0.012268843601 Long EC RF US N 1 N N N Tortoise Power and Energy Infr 549300O8GKMVVEB04345 89147X104 1375.00000000 NS USD 17201.25000000 0.033505398125 Long EC RF US N 1 N N N Nuveen Preferred & Income Secu 1V4KW82TOLZ6S7J7N128 67072C105 832.00000000 NS USD 6040.32000000 0.011765617405 Long EC RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A N/A 86555.05600000 NS USD 2093766.80000000 4.078336761280 Long EC RF US N 1 N N N Nuveen Pennsylvania Quality Mu 5493000C1CS4Q000GF67 670972108 3213.00000000 NS USD 39166.47000000 0.076290279514 Long EC RF US N 1 N N N Invesco Trust for Investment G FNS6N81D3V131ZZWNT79 46131T101 5022.00000000 NS USD 54086.94000000 0.105353067833 Long EC RF US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 0.00000000 NC USD -327579.80000000 -0.63807523387 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Long/Short Equity Long Custom Basket N/A Minerals Technologies, Inc. 781.00000000 USD 47906.54000000 USD Walgreens Boots Alliance, Inc. 474.00000000 USD 17964.60000000 USD Radian Group, Inc. 1053.00000000 USD 20691.45000000 USD IDACORP, Inc. 477.00000000 USD 50523.84000000 USD Methode Electronics, Inc. 582.00000000 USD 21557.28000000 USD Oracle Corp. 238.00000000 USD 16629.06000000 USD Central Pacific Financial Corp. 979.00000000 USD 20999.55000000 USD Hawaiian Electric Industries, Inc. 536.00000000 USD 21922.40000000 USD Conagra Brands, Inc. 1654.00000000 USD 56632.96000000 USD MGE Energy, Inc. 613.00000000 USD 47709.79000000 USD T-Mobile US, Inc. 259.00000000 USD 34845.86000000 USD Columbia Sportswear Co. 142.00000000 USD 10164.36000000 USD Bread Financial Holdings, Inc. 419.00000000 USD 15528.14000000 USD Williams Companies, Inc. 1425.00000000 USD 44474.25000000 USD Mueller Industries, Inc. 232.00000000 USD 12363.28000000 USD Lumentum Holdings, Inc. 149.00000000 USD 11833.58000000 USD Gilead Sciences, Inc. 455.00000000 USD 28123.55000000 USD Constellation Brands, Inc. 206.00000000 USD 48010.36000000 USD Northwest Bancshares, Inc. 4109.00000000 USD 52595.20000000 USD Preferred Bank/Los Angeles CA 595.00000000 USD 40471.90000000 USD Alaska Air Group, Inc. 367.00000000 USD 14698.35000000 USD Eagle Bancorp, Inc. 1004.00000000 USD 47599.64000000 USD Ingevity Corp. 209.00000000 USD 13196.26000000 USD John B Sanfilippo & Son, Inc. 681.00000000 USD 49365.69000000 USD Dorian LPG Ltd. 918.00000000 USD 13953.60000000 USD OGE Energy Corp. 1307.00000000 USD 50397.92000000 USD PPL Corp. 1592.00000000 USD 43190.96000000 USD Huntsman Corp. 636.00000000 USD 18030.60000000 USD Juniper Networks, Inc. 508.00000000 USD 14478.00000000 USD Ingredion, Inc. 226.00000000 USD 19924.16000000 USD Phillips 66 98.00000000 USD 8035.02000000 USD AmerisourceBergen Corp. 233.00000000 USD 32964.84000000 USD Westlake Corp. 240.00000000 USD 23524.80000000 USD Perdoceo Education Corp. 3829.00000000 USD 45105.62000000 USD Halozyme Therapeutics, Inc. 357.00000000 USD 15708.00000000 USD PotlatchDeltic Corp. 602.00000000 USD 26602.38000000 USD OneMain Holdings, Inc. 335.00000000 USD 12522.30000000 USD Rambus, Inc. 685.00000000 USD 14720.65000000 USD Keysight Technologies, Inc. 72.00000000 USD 9925.20000000 USD Xperi Holding Corp. 1347.00000000 USD 19437.21000000 USD Targa Resources Corp. 309.00000000 USD 18438.03000000 USD Baxter International, Inc. 743.00000000 USD 47722.89000000 USD Tri Pointe Homes, Inc. 769.00000000 USD 12973.03000000 USD Fortune Brands Home & Security, Inc. 206.00000000 USD 12335.28000000 USD AdvanSix, Inc. 393.00000000 USD 13141.92000000 USD Sealed Air Corp. 350.00000000 USD 20202.00000000 USD Supernus Pharmaceuticals, Inc. 910.00000000 USD 26317.20000000 USD Livent Corp. 0.84940000 USD 19.27000000 USD Global Net Lease, Inc. 3716.00000000 USD 52618.56000000 USD Whirlpool Corp. 249.00000000 USD 38562.63000000 USD Qorvo, Inc. 206.00000000 USD 19429.92000000 USD NewMarket Corp. 45.00000000 USD 13543.20000000 USD Vanda Pharmaceuticals, Inc. 1903.00000000 USD 20742.70000000 USD Eagle Materials, Inc. 308.00000000 USD 33861.52000000 USD Energizer Holdings, Inc. 521.00000000 USD 14770.35000000 USD Viavi Solutions, Inc. 715.00000000 USD 9459.45000000 USD Chevron Corp. 176.00000000 USD 25481.28000000 USD Garmin Ltd. 270.00000000 USD 26527.50000000 USD DT Midstream, Inc. 401.00000000 USD 19657.02000000 USD Enstar Group Ltd. 199.00000000 USD 42582.02000000 USD Encore Capital Group, Inc. 414.00000000 USD 23916.78000000 USD OSI Systems, Inc. 621.00000000 USD 53058.24000000 USD Alphabet, Inc. 7.00000000 USD 15312.15000000 USD Kellogg Co. 625.00000000 USD 44587.50000000 USD Thor Industries, Inc. 170.00000000 USD 12704.10000000 USD Regeneron Pharmaceuticals, Inc. 67.00000000 USD 39605.71000000 USD EVERTEC, Inc. 343.00000000 USD 12649.84000000 USD Getty Realty Corp. 793.00000000 USD 21014.50000000 USD S&T Bancorp, Inc. 1861.00000000 USD 51047.23000000 USD CSG Systems International, Inc. 884.00000000 USD 52757.12000000 USD NetApp, Inc. 754.00000000 USD 49190.96000000 USD Eagle Pharmaceuticals, Inc. 712.00000000 USD 31634.16000000 USD MGIC Investment Corp. 2513.00000000 USD 31663.80000000 USD Dow, Inc. 800.00000000 USD 41288.00000000 USD Otter Tail Corp. 458.00000000 USD 30745.54000000 USD Vertex Pharmaceuticals, Inc. 185.00000000 USD 52131.15000000 USD Horizon Therapeutics plc 124.00000000 USD 9890.24000000 USD LyondellBasell Industries N.V. 480.00000000 USD 41980.80000000 USD HomeStreet, Inc. 429.00000000 USD 14873.43000000 USD InterDigital, Inc. 806.00000000 USD 49004.80000000 USD Amphastar Pharmaceuticals, Inc. 453.00000000 USD 15759.87000000 USD Stewart Information Services Corp. 508.00000000 USD 25273.00000000 USD Gogo, Inc. 1104.00000000 USD 17873.76000000 USD Standex International Corp. 490.00000000 USD 41542.20000000 USD Winnebago Industries, Inc. 233.00000000 USD 11314.48000000 USD Valero Energy Corp. 142.00000000 USD 15091.76000000 USD Olin Corp. 242.00000000 USD 11199.76000000 USD Molson Coors Beverage Co. 328.00000000 USD 17879.28000000 USD Meta Financial Group, Inc. 777.00000000 USD 30046.59000000 USD Raymond James Financial, Inc. 0.50000000 USD 44.71000000 USD Sturm Ruger & Company, Inc. 705.00000000 USD 44873.25000000 USD Banner Corp. 917.00000000 USD 51544.57000000 USD Semtech Corp. 410.00000000 USD 22537.70000000 USD USANA Health Sciences, Inc. 381.00000000 USD 27569.16000000 USD Vishay Intertechnology, Inc. 2586.00000000 USD 46082.52000000 USD Amcor plc 1510.00000000 USD 18769.30000000 USD Kimberly-Clark Corp. 408.00000000 USD 55141.20000000 USD Oshkosh Corp. 110.00000000 USD 9035.40000000 USD Office Properties Income Trust 1633.00000000 USD 32578.35000000 USD Procter & Gamble Co. 367.00000000 USD 52770.93000000 USD Knowles Corp. 2577.00000000 USD 44659.41000000 USD Exxon Mobil Corp. 521.00000000 USD 44618.44000000 USD Genpact Ltd. 1188.00000000 USD 50323.68000000 USD UGI Corp. 434.00000000 USD 16756.74000000 USD Royalty Pharma plc 536.00000000 USD 22533.44000000 USD Occidental Petroleum Corp. 210.00000000 USD 12364.80000000 USD Fidelity National Financial, Inc. 795.00000000 USD 29383.20000000 USD Weyerhaeuser Co. 1195.00000000 USD 39578.40000000 USD Portland General Electric Co. 511.00000000 USD 24696.63000000 USD BankUnited, Inc. 715.00000000 USD 25432.55000000 USD Snap-on, Inc. 102.00000000 USD 20097.06000000 USD TreeHouse Foods, Inc. 341.00000000 USD 14260.62000000 USD Encore Wire Corp. 114.00000000 USD 11846.88000000 USD National Fuel Gas Co. 714.00000000 USD 47159.70000000 USD SL Green Realty Corp. 445.00000000 USD 20536.75000000 USD California Water Service Group 269.00000000 USD 14942.95000000 USD Waters Corp. 60.00000000 USD 19858.80000000 USD Southern Co. 655.00000000 USD 46708.05000000 USD Laboratory Corporation of America Holdings 43.00000000 USD 10077.48000000 USD Piper Sandler Cos. 157.00000000 USD 17797.52000000 USD AbbVie, Inc. 289.00000000 USD 44263.24000000 USD Bristol-Myers Squibb Co. 704.00000000 USD 54208.00000000 USD Vontier Corp. 1985.00000000 USD 45635.15000000 USD Equitrans Midstream Corp. 3106.00000000 USD 19754.16000000 USD NETGEAR, Inc. 545.00000000 USD 10093.40000000 USD Meta Platforms, Inc. 151.00000000 USD 24348.75000000 USD AMERISAFE, Inc. 426.00000000 USD 22156.26000000 USD Jazz Pharmaceuticals plc 102.00000000 USD 15913.02000000 USD Merck & Company, Inc. 441.00000000 USD 40205.97000000 USD Interactive Brokers Group, Inc. 370.00000000 USD 20353.70000000 USD Douglas Elliman, Inc. 0.50000000 USD 2.40000000 USD Prestige Consumer Healthcare, Inc. 743.00000000 USD 43688.40000000 USD Southern Copper Corp. 408.00000000 USD 20322.48000000 USD HB Fuller Co. 568.00000000 USD 34199.28000000 USD Danaher Corp. 107.00000000 USD 27126.64000000 USD Innoviva, Inc. 1661.00000000 USD 24516.36000000 USD SpartanNash Co. 399.00000000 USD 12037.83000000 USD National Bank Holdings Corp. 1310.00000000 USD 50133.70000000 USD Sanmina Corp. 361.00000000 USD 14703.53000000 USD NMI Holdings, Inc. 913.00000000 USD 15201.45000000 USD Insteel Industries, Inc. 344.00000000 USD 11582.48000000 USD Xcel Energy, Inc. 336.00000000 USD 23775.36000000 USD Verizon Communications, Inc. 1044.00000000 USD 52983.00000000 USD Keurig Dr Pepper, Inc. 666.00000000 USD 23569.74000000 USD Allison Transmission Holdings, Inc. 776.00000000 USD 29837.20000000 USD Louisiana-Pacific Corp. 279.00000000 USD 14622.39000000 USD Kinder Morgan, Inc. 1428.00000000 USD 23933.28000000 USD Essent Group Ltd. 1068.00000000 USD 41545.20000000 USD Church & Dwight Company, Inc. 401.00000000 USD 37156.66000000 USD NorthWestern Corp. 671.00000000 USD 39542.03000000 USD Centene Corp. 231.00000000 USD 19544.91000000 USD Chesapeake Utilities Corp. 303.00000000 USD 39253.65000000 USD Cirrus Logic, Inc. 651.00000000 USD 47223.54000000 USD International Paper Co. 1125.00000000 USD 47058.75000000 USD Abbott Laboratories 428.00000000 USD 46502.20000000 USD Highwoods Properties, Inc. 591.00000000 USD 20206.29000000 USD American Vanguard Corp. 610.00000000 USD 13633.50000000 USD Micron Technology, Inc. 514.00000000 USD 28413.92000000 USD Hologic, Inc. 571.00000000 USD 39570.30000000 USD Tyson Foods, Inc. 488.00000000 USD 41997.28000000 USD Packaging Corporation of America 332.00000000 USD 45650.00000000 USD Pfizer, Inc. 266.00000000 USD 13946.38000000 USD Atlas Air Worldwide Holdings, Inc. 264.00000000 USD 16291.44000000 USD Antero Midstream Corp. 2419.00000000 USD 21891.95000000 USD PennyMac Financial Services, Inc. 430.00000000 USD 18795.30000000 USD FleetCor Technologies, Inc. 66.00000000 USD 13867.26000000 USD SunCoke Energy, Inc. 2091.00000000 USD 14239.71000000 USD Y MS Long/Short Equity Custom Basket - Tenor At Maturity 2023-08-31 0.00000000 USD 0.00000000 USD 4667829.30000000 USD -327579.80000000 N N N CDK Global Inc 5493000L10CYRTHIJ385 12508E101 8452.00000000 NS USD 462916.04000000 0.901689482954 Long EC CORP US N 1 N N N abrdn Global Dynamic Dividend 2549008871AD4OJQWG76 00302M106 4206.00000000 NS USD 39410.22000000 0.076765067148 Long EC RF US N 1 N N N iShares iBoxx High Yield Corpo N/A 464288513 -7923.00000000 NS USD -583212.03000000 -1.13600763063 Short EC RF US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 6200192.21000000 PA USD 6200192.21000000 12.07702396324 Long RA CORP US N 2 Repurchase Y 1.48000000 2022-07-01 7424660.19000000 USD 6324196.05000000 USD UST N N N Take-Two Interactive Software BOMSTHHJK882EWYX3334 874054109 -2624.00000000 NS USD -321518.72000000 -0.62626917917 Short EC CORP US N 1 N N N BlackRock Municipal Income Qua ZQ1Z8W71OQGQTC6ZJ410 092479104 511.00000000 NS USD 6331.29000000 0.012332382361 Long EC RF US N 1 N N Take-Two Interactive Software BOMSTHHJK882EWYX3334 874054109 2663.00000000 NS USD 326297.39000000 0.635577295784 Long EC CORP US N 1 N N N BlackRock Limited Duration Inc 4VIZ12RURKQTKPDDB492 09249W101 471.00000000 NS USD 5958.15000000 0.011605562842 Long EC RF US N 1 N N N MoneyGram International Inc 5299002DLX0Q04KC4156 60935Y208 56066.00000000 NS USD 560660.00000000 1.092079733320 Long EC CORP US N 1 N N N Eaton Vance Tax-Advantaged Glo 549300P9NBK8GZ8QI277 27828S101 368.00000000 NS USD 5928.48000000 0.011547770230 Long EC RF US N 1 N N N First American Funds N/A N/A 18601.25000000 NS USD 18601.25000000 0.036232383511 Long STIV RF US N 1 N N BlackRock MuniHoldings Quality V04K6JK5YHD4O5SHSC34 09254C107 572.00000000 NS USD 6303.44000000 0.012278134830 Long EC RF US N 1 N N N Lazard Global Total Return and MZRC4RJENF0LPRIWFB85 52106W103 402.00000000 NS USD 6202.86000000 0.012082220409 Long EC RF US N 1 N N N QuidelOrtho Corp 549300YU8CMO9HF53113 219798105 -1.00000000 NS USD -97.18000000 -0.00018929174 Short EC CORP US N 1 N N N Voya Infrastructure Industrial CDDOXZNDBE7I8PJXIJ33 92912X101 3986.00000000 NS USD 38943.22000000 0.075855422737 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A N/A 2.00000000 NC USD -3096.16000000 -0.00603084505 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long CME LEAN HOG INDEX IHX 2022-08-12 84776.16000000 USD -3096.16000000 N N N Covetrus Inc 5493009S30DUFCF75V87 22304C100 22421.00000000 NS USD 465235.75000000 0.906207922432 Long EC CORP US N 1 N N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 464287176 -47.00000000 NS USD -5353.77000000 -0.01042832325 Short EC RF US N 1 N N N Frontier Group Holdings Inc 549300DT3Y2BHO6G7T02 35909R108 -49701.00000000 NS USD -465698.37000000 -0.90710903527 Short EC CORP US N 1 N N N ICE Futures US Softs N/A N/A 20.00000000 NC USD -72994.25000000 -0.14218160930 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Cotton 2023-05-08 996394.25000000 USD -72994.25000000 N N N First Horizon Corp TF3RXI1ZB1TQ30H9JV10 320517105 30926.00000000 NS USD 676042.36000000 1.316826882999 Long EC CORP US N 1 N N N Euronext Derivatives Paris N/A N/A -2.00000000 NC 4674.54000000 0.009105287333 N/A DE FR N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short CAC 40 Index FR0003500008 2022-07-15 -129730.89000000 EUR 4674.54000000 N N N iShares Core High Dividend ETF 549300M7WVLJWAVPDO86 46429B663 -766.00000000 NS USD -76929.38000000 -0.14984663930 Short EC RF US N 1 N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 7932.00000000 NS USD 617585.52000000 1.202961919852 Long EC CORP US N 1 N N N Flagstar Bancorp Inc 549300Q22V2Y3J4R2715 337930705 5468.00000000 NS USD 193840.60000000 0.377571773899 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 0.00000000 NC USD -149899.75000000 -0.29198173403 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GS Equity Market Neutral Long Custom Basket N/A Crown Castle International Corp. 584.00000000 USD 98333.92000000 USD Duke Realty Corp. 2978.00000000 USD 163641.10000000 USD Alexandria Real Estate Equities, Inc. 1904.00000000 USD 276137.12000000 USD Ventas, Inc. 4152.00000000 USD 213537.36000000 USD VICI Properties, Inc. 16859.87000000 USD 502255.53000000 USD American Tower Corp. 388.00000000 USD 99168.92000000 USD Equity Residential 4734.00000000 USD 341889.48000000 USD Cousins Properties, Inc. 8277.00000000 USD 241936.71000000 USD Rexford Industrial Realty, Inc. 4128.00000000 USD 237731.52000000 USD Ryman Hospitality Properties, Inc. 3052.00000000 USD 232043.56000000 USD Kite Realty Group Trust 7496.00000000 USD 129605.84000000 USD NETSTREIT Corp. 12448.00000000 USD 234893.76000000 USD AvalonBay Communities, Inc. 1705.00000000 USD 331196.25000000 USD Four Corners Property Trust, Inc. 13972.00000000 USD 371515.48000000 USD Invitation Homes, Inc. 8246.00000000 USD 293392.68000000 USD Gaming and Leisure Properties, Inc. 6390.00000000 USD 293045.40000000 USD SITE Centers Corp. 20744.00000000 USD 279421.68000000 USD National Storage Affiliates Trust 8707.00000000 USD 435959.49000000 USD DiamondRock Hospitality Co. 21085.00000000 USD 173107.85000000 USD SBA Communications Corp. 307.00000000 USD 98255.35000000 USD Sun Communities, Inc. 2795.00000000 USD 445411.20000000 USD Xenia Hotels & Resorts, Inc. 16659.00000000 USD 242055.27000000 USD Brixmor Property Group, Inc. 6374.00000000 USD 128818.54000000 USD American Assets Trust, Inc. 7947.00000000 USD 236025.90000000 USD Life Storage, Inc. 0.50000000 USD 55.83000000 USD American Campus Communities, Inc. 477.00000000 USD 30752.19000000 USD CareTrust REIT, Inc. 9855.00000000 USD 181726.20000000 USD Empire State Realty Trust, Inc. 15281.00000000 USD 107425.43000000 USD Acadia Realty Trust 3110.00000000 USD 48578.20000000 USD Piedmont Office Realty Trust, Inc. 1960.00000000 USD 25715.20000000 USD Agree Realty Corp. 2568.00000000 USD 185229.84000000 USD Y GS Equity Market Neutral Custom Basket - Tenor At Maturity 2024-05-06 0.00000000 USD 0.00000000 USD 6678862.80000000 USD -149899.75000000 N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 46138G508 -21760.00000000 NS USD -441075.20000000 -0.85914687473 Short EC RF US N 1 N N N ASX Trade24 N/A N/A 35.00000000 NC 44438.47000000 0.086559327340 N/A DIR AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Aust 10yr 6% 2022-09-15 2846785.95000000 AUD 44438.47000000 N N N Invesco Senior Income Trust 549300C38VE5Y5R75E56 46131H107 1637.00000000 NS USD 6367.93000000 0.012403751464 Long EC RF US N 1 N N N Virtus Convertible & Income Fu 549300WT3ICVH2Z06O49 92838X102 1581.00000000 NS USD 5818.08000000 0.011332727954 Long EC RF US N 1 N N N Health Care Select Sector SPDR 549300EJNY3KKJHPOY44 81369Y209 -291.00000000 NS USD -37317.84000000 -0.07268943166 Short EC RF US N 1 N N N Eurex N/A N/A 45.00000000 NC 11875.77000000 0.023132179457 N/A DIR DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A BTP 10yr 6% (EUX) 2022-09-08 5859222.09000000 EUR 11875.77000000 N N N Montreal Exchange N/A N/A -35.00000000 NC 115514.58000000 0.225004693969 N/A DIR CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Can 10yr 6% 2022-09-20 -3506037.05000000 CAD 115514.58000000 N N N Guggenheim Partners Investment Management LLC N/A N/A 108001.16300000 NS USD 2607148.07000000 5.078324776179 Long EC RF US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796W96 3500000.00000000 PA USD 3498973.35000000 6.815463708778 Long DBT UST US N 2 2022-07-12 None 0.00000000 N N N N N N South Jersey Industries Inc 549300DJYWYT5VXLFA46 838518108 18108.00000000 NS USD 618207.12000000 1.204172701363 Long EC CORP US N 1 N N N Putnam Master Intermediate Inc QYQERD8ESA0ALFI8LA12 746909100 1896.00000000 NS USD 6465.36000000 0.012593530169 Long EC RF US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A 2414582.91000000 PA USD 2414582.91000000 4.703237363880 Long RA CORP US N 2 Repurchase Y 1.42000000 2022-07-01 1943467.56000000 USD 2462877.31000000 USD UST N N N Western Asset Emerging Markets 549300F68574RU1BKP84 95766A101 667.00000000 NS USD 5889.61000000 0.011472057429 Long EC RF US N 1 N N N CMC Materials Inc 31F6V1MN00ZW3XWB4J69 12571T100 4208.00000000 NS USD 734253.92000000 1.430214078306 Long EC CORP US N 1 N N N BlackRock MuniHoldings Fund In MZBVMGS24JR92TGE6Z32 09253N104 487.00000000 NS USD 6180.03000000 0.012037751068 Long EC RF US N 1 N N N Pioneer High Income Fund Inc GRH7C46DLKO4V5KVBT29 72369H106 870.00000000 NS USD 6142.20000000 0.011964064028 Long EC RF US N 1 N N N BlackRock Enhanced Government NL5N0CUZJSJCO40JHD64 09255K108 482.00000000 NS USD 5062.64000000 0.009861246639 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A N/A 7.00000000 NC USD -328.63000000 -0.00064012086 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Canadian Dollar 2022-09-20 544158.63000000 USD -328.63000000 N N N iShares Preferred & Income Sec 549300YX74JNY54XCY80 464288687 -1159.00000000 NS USD -38107.92000000 -0.07422838638 Short EC RF US N 1 N N N Chicago Mercantile Exchange N/A N/A 19.00000000 NC USD -49997.31000000 -0.09738709551 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Japanese Yen 2022-09-19 1809634.81000000 USD -49997.31000000 N N N MFS High Income Municipal Trus 0G9TCUWY2FBUXSJY2691 59318D104 2731.00000000 NS USD 10268.56000000 0.020001580755 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A N/A 37.00000000 NC USD -76850.09000000 -0.14969219454 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A New Zealand Dollar 2022-09-19 2385835.09000000 USD -76850.09000000 N N N MFS Multimarket Income Trust WJEDYZGROW7MJ1187O21 552737108 1340.00000000 NS USD 6110.40000000 0.011902122502 Long EC RF US N 1 N N N Miller/Howard High Dividend Fu N/A 600379101 604.00000000 NS USD 5623.24000000 0.010953209502 Long EC RF US N 1 N N N GCP Applied Technologies Inc 5493007G654QKQVEKV09 36164Y101 9759.00000000 NS USD 305261.52000000 0.594602645729 Long EC CORP US N 1 N N N Swiss Helvetia Fund Inc/The 549300HQZ0XPGTS5Q724 870875101 1586.00000000 NS USD 12465.96000000 0.024281779103 Long EC RF US N 1 N N N Gabelli Global Utility & Incom 549300Y9IKVB1DQ6Z097 36242L105 549.00000000 NS USD 8850.92000000 0.017240235353 Long EC RF US N 1 N N Neuberger Berman New York Muni 549300QBK683OL6H5P21 64124K102 979.00000000 NS USD 9672.52000000 0.018840586205 Long EC RF US N 1 N N N Nielsen Holdings PLC 549300ZVCBHQE0XHG367 N/A 10658.00000000 NS USD 247478.76000000 0.482050687088 Long EC CORP US N 1 N N N Chicago Mercantile Exchange N/A N/A 13.00000000 NC USD -21761.55000000 -0.04238816345 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A British Pound 2022-09-19 1012199.05000000 USD -21761.55000000 N N N Chicago Mercantile Exchange N/A N/A -65.00000000 NC USD -73705.26000000 -0.14356654779 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Swiss Franc 2022-09-19 -8485169.74000000 USD -73705.26000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 0.00000000 NC USD 741747.17000000 1.444809780624 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Equity Market Neutral Short Custom Basket N/A Life Storage, Inc. -0.50000000 USD -55.83000000 USD STORE Capital Corp. -9231.00000000 USD -240744.48000000 USD Apartment Income REIT Corp. -3983.00000000 USD -165692.80000000 USD RLJ Lodging Trust -3938.00000000 USD -43436.14000000 USD Corporate Office Properties Trust -4511.00000000 USD -118143.09000000 USD Camden Property Trust -1801.00000000 USD -242198.48000000 USD Host Hotels & Resorts, Inc. -21021.00000000 USD -329609.28000000 USD Omega Healthcare Investors, Inc. -10405.00000000 USD -293316.95000000 USD Apple Hospitality REIT, Inc. -19384.00000000 USD -284363.28000000 USD Washington Real Estate Investment Trust -14207.00000000 USD -302751.17000000 USD LTC Properties, Inc. -5670.00000000 USD -217671.30000000 USD Essex Property Trust, Inc. -1105.00000000 USD -288968.55000000 USD Mid-America Apartment Communities, Inc. -2670.00000000 USD -466368.90000000 USD Phillips Edison & Company, Inc. -12990.00000000 USD -433995.90000000 USD STAG Industrial, Inc. -7065.00000000 USD -218167.20000000 USD Vanguard Real Estate ETF -6755.00000000 USD -615448.05000000 USD Equity Commonwealth -10199.00000000 USD -280778.47000000 USD Broadstone Net Lease, Inc. -18038.00000000 USD -369959.38000000 USD Public Storage -669.00000000 USD -209176.23000000 USD Office Properties Income Trust -12529.00000000 USD -249953.55000000 USD Necessity Retail REIT, Inc. -25682.00000000 USD -186964.96000000 USD Americold Realty Trust, Inc. -4046.00000000 USD -121541.84000000 USD Orion Office REIT, Inc. -0.20000000 USD -2.19000000 USD Extra Space Storage, Inc. -1252.00000000 USD -212990.24000000 USD Douglas Emmett, Inc. -11387.00000000 USD -254841.06000000 USD Realty Income Corp. -9731.00000000 USD -664238.06000000 USD Y MS Equity Market Neutral Custom Basket - Tenor At Maturity 2023-08-31 0.00000000 USD 0.00000000 USD -6811377.38000000 USD 741747.17000000 N N N NeoPhotonics Corp 5493001EHDO3GEGZ6930 64051T100 30759.00000000 NS USD 483839.07000000 0.942444337986 Long EC CORP US N 1 N N N New York Mercantile Exchange N/A N/A -4.00000000 NC USD 1109.80000000 0.002161720272 N/A DCO HU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A WTI Crude 2022-07-20 -424749.80000000 USD 1109.80000000 N N N Tufin Software Technologies Lt 213800TA91NSSCXPWB89 N/A 36131.00000000 NS USD 453805.36000000 0.883943274940 Long EC CORP IL N 1 N N N BlackRock MuniYield New York Q 158AYFGDRFUGVL3TD012 09255E102 570.00000000 NS USD 6081.90000000 0.011846608871 Long EC RF US N 1 N N N Allspring Multi-Sector Income 549300K6JNPNZMSWMF07 94987D101 655.00000000 NS USD 6268.35000000 0.012209784889 Long EC RF US N 1 N N N Utilities Select Sector SPDR F 549300ERQDM80PRYUH21 81369Y886 -62.00000000 NS USD -4348.06000000 -0.00846935434 Short EC RF US N 1 N N N iShares Russell 1000 Growth ET 549300H1KWQVEKI25E14 464287614 -169.00000000 NS USD -36960.30000000 -0.07199299855 Short EC RF US N 1 N N N MFS Municipal Income Trust GV4WN51HRTKYT6CV5890 552738106 3410.00000000 NS USD 18550.40000000 0.036133335506 Long EC RF US N 1 N N N BlackRock MuniYield Quality Fu PRQP520S3DVB025IWS24 09254G108 558.00000000 NS USD 6394.68000000 0.012455856364 Long EC RF US N 1 N N Putnam Premier Income Trust G5048SOHSFOQHNEL1E85 746853100 1688.00000000 NS USD 6414.40000000 0.012494267901 Long EC RF US N 1 N N N Nuveen Global High Income Fund 549300I4IAH7O6ZZEH53 67075G103 513.00000000 NS USD 5940.54000000 0.011571261261 Long EC RF US N 1 N N N OMX Nordic Exchange Stockholm N/A N/A -8.00000000 NC 10759.27000000 0.020957408611 N/A DE SE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short OMX Stockholm 30 Index SE0000337842 2022-07-15 -160212.85000000 SEK 10759.27000000 N N N BlackRock MuniYield Quality Fu UB5J2GS6Q51M6A2L8886 09254E103 538.00000000 NS USD 6273.08000000 0.012218998204 Long EC RF US N 1 N N N Bancroft Fund Ltd 5493000X4Y1FB4G26P45 059695106 1919.00000000 NS USD 34657.14000000 0.067506795934 Long EC RF US N 1 N N N iShares MSCI EAFE ETF 549300O0XO3KDQV68404 464287465 -4247.00000000 NS USD -265395.03000000 -0.51694883456 Short EC RF US N 1 N N N Eurex N/A N/A 15.00000000 NC -3276.37000000 -0.00638186650 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long EURO STOXX 50 Price EUR EU0009658145 2022-09-16 549697.42000000 EUR -3276.37000000 N N N Eaton Vance New York Municipal 5493003LD9U89XVQ7W91 27827Y109 4557.00000000 NS USD 42425.67000000 0.082638701493 Long EC RF US N 1 N N N Nuveen AMT-Free Municipal Valu 5493002K5IM2S29FUR04 670695105 453.00000000 NS USD 6409.95000000 0.012485599983 Long EC RF US N 1 N N N Sailpoint Technologies Holding 529900809B15HNZH5H79 78781P105 11713.00000000 NS USD 734170.84000000 1.430052251202 Long EC CORP US N 1 N N N MFS High Yield Municipal Trust A8WLLLHJKX1MW5QPZU93 59318E102 5663.00000000 NS USD 19027.68000000 0.037063003781 Long EC RF US N 1 N N N Spirit Airlines Inc 549300DCAFIXFNFR3304 848577102 25986.00000000 NS USD 619506.24000000 1.206703187974 Long EC CORP US N 1 N N N Western Asset High Yield Defin 549300MT3R4UXA0DZF65 95768B107 504.00000000 NS USD 6138.72000000 0.011957285521 Long EC RF US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 0.00000000 NC USD 430637.99000000 0.838816789635 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GS Long/Short Equity Short Custom Basket N/A Duolingo, Inc. -56.00000000 USD -4902.80000000 USD ASGN, Inc. -367.00000000 USD -33121.75000000 USD Verisk Analytics, Inc. -164.00000000 USD -28386.76000000 USD Welltower, Inc. -594.00000000 USD -48915.90000000 USD Lamb Weston Holdings, Inc. -222.00000000 USD -15864.12000000 USD Regions Financial Corp. -1687.00000000 USD -31631.25000000 USD Extra Space Storage, Inc. -126.00000000 USD -21435.12000000 USD Popular, Inc. -269.00000000 USD -20694.17000000 USD Jacobs Engineering Group, Inc. -392.00000000 USD -49834.96000000 USD Ryman Hospitality Properties, Inc. -422.00000000 USD -32084.66000000 USD Veeva Systems, Inc. -138.00000000 USD -27329.52000000 USD Casella Waste Systems, Inc. -444.00000000 USD -32269.92000000 USD Raymond James Financial, Inc. -409.00000000 USD -36568.69000000 USD Tetra Tech, Inc. -295.00000000 USD -40282.25000000 USD Caesars Entertainment, Inc. -344.00000000 USD -13175.20000000 USD Safehold, Inc. -551.00000000 USD -19488.87000000 USD State Street Corp. -739.00000000 USD -45559.35000000 USD Viad Corp. -721.00000000 USD -19906.81000000 USD Sun Communities, Inc. -284.00000000 USD -45258.24000000 USD RLJ Lodging Trust -2890.00000000 USD -31876.70000000 USD Howard Hughes Corp. -512.00000000 USD -34841.60000000 USD KKR & Company, Inc. -654.00000000 USD -30273.66000000 USD Morgan Stanley -864.00000000 USD -65715.84000000 USD Las Vegas Sands Corp. -645.00000000 USD -21665.55000000 USD Howmet Aerospace, Inc. -1060.00000000 USD -33337.00000000 USD Cintas Corp. -134.00000000 USD -50053.02000000 USD Copart, Inc. -312.00000000 USD -33901.92000000 USD Deere & Co. -39.00000000 USD -11679.33000000 USD Equifax, Inc. -214.00000000 USD -39114.92000000 USD Equinix, Inc. -65.00000000 USD -42706.30000000 USD Edison International -768.00000000 USD -48568.32000000 USD Park Hotels & Resorts, Inc. -2500.00000000 USD -33925.00000000 USD CarMax, Inc. -143.00000000 USD -12938.64000000 USD Western Alliance Bancorporation -441.00000000 USD -31134.60000000 USD Outfront Media, Inc. -1695.00000000 USD -28730.25000000 USD Host Hotels & Resorts, Inc. -2349.00000000 USD -36832.32000000 USD Stericycle, Inc. -946.00000000 USD -41482.10000000 USD Public Service Enterprise Group, Inc. -783.00000000 USD -49548.24000000 USD Equity LifeStyle Properties, Inc. -558.00000000 USD -39322.26000000 USD ZoomInfo Technologies, Inc. -410.00000000 USD -13628.40000000 USD Baker Hughes Co. -552.00000000 USD -15936.24000000 USD SLM Corp. -893.00000000 USD -14234.42000000 USD Kennedy-Wilson Holdings, Inc. -2294.00000000 USD -43448.36000000 USD Camden Property Trust -101.00000000 USD -13582.48000000 USD Uber Technologies, Inc. -570.00000000 USD -11662.20000000 USD Bank of America Corp. -490.00000000 USD -15253.70000000 USD Patterson Companies, Inc. -762.00000000 USD -23088.60000000 USD Quanta Services, Inc. -209.00000000 USD -26196.06000000 USD Invitation Homes, Inc. -1224.00000000 USD -43549.92000000 USD Alexandria Real Estate Equities, Inc. -87.00000000 USD -12617.61000000 USD American Airlines Group, Inc. -1472.00000000 USD -18664.96000000 USD Sunstone Hotel Investors, Inc. -1519.00000000 USD -15068.48000000 USD Iron Mountain, Inc. -867.00000000 USD -42214.23000000 USD Ares Management Corp. -428.00000000 USD -24336.08000000 USD Assured Guaranty Ltd. -501.00000000 USD -27950.79000000 USD EastGroup Properties, Inc. -148.00000000 USD -22840.84000000 USD Hilton Worldwide Holdings, Inc. -154.00000000 USD -17161.76000000 USD Atmos Energy Corp. -460.00000000 USD -51566.00000000 USD Cal-Maine Foods, Inc. -553.00000000 USD -27323.73000000 USD Signature Bank -134.00000000 USD -24014.14000000 USD Driven Brands Holdings, Inc. -1246.00000000 USD -34314.84000000 USD Clarivate plc -816.00000000 USD -11309.76000000 USD SBA Communications Corp. -91.00000000 USD -29124.55000000 USD Hess Corp. -163.00000000 USD -17268.22000000 USD TransDigm Group, Inc. -27.00000000 USD -14490.09000000 USD Walt Disney Co. -235.00000000 USD -22184.00000000 USD Stanley Black & Decker, Inc. -304.00000000 USD -31877.44000000 USD Helmerich & Payne, Inc. -569.00000000 USD -24501.14000000 USD Wolfspeed, Inc. -237.00000000 USD -15037.65000000 USD UMB Financial Corp. -259.00000000 USD -22299.90000000 USD Equitable Holdings, Inc. -1515.00000000 USD -39496.05000000 USD ONE Gas, Inc. -370.00000000 USD -30040.30000000 USD WESCO International, Inc. -158.00000000 USD -16921.80000000 USD Halliburton Co. -1269.00000000 USD -39795.84000000 USD Exponent, Inc. -290.00000000 USD -26526.30000000 USD Americold Realty Trust, Inc. -1073.00000000 USD -32232.92000000 USD Waste Management, Inc. -338.00000000 USD -51707.24000000 USD Republic Services, Inc. -214.00000000 USD -28006.18000000 USD JPMorgan Chase & Co. -123.00000000 USD -13851.03000000 USD Lululemon Athletica, Inc. -36.00000000 USD -9813.96000000 USD TransUnion -243.00000000 USD -19437.57000000 USD MillerKnoll, Inc. -1449.00000000 USD -38065.23000000 USD Arthur J Gallagher & Co. -137.00000000 USD -22336.48000000 USD Northern Trust Corp. -272.00000000 USD -26242.56000000 USD Patterson-UTI Energy, Inc. -2038.00000000 USD -32118.88000000 USD General Electric Co. -0.12500000 USD -7.96000000 USD New Jersey Resources Corp. -712.00000000 USD -31705.36000000 USD Crown Castle International Corp. -232.00000000 USD -39064.16000000 USD Xenia Hotels & Resorts, Inc. -1130.00000000 USD -16418.90000000 USD IAA, Inc. -444.00000000 USD -14549.88000000 USD Kite Realty Group Trust -2396.00000000 USD -41426.84000000 USD Broadridge Financial Solutions, Inc. -366.00000000 USD -52173.30000000 USD NOV, Inc. -1280.00000000 USD -21644.80000000 USD Wells Fargo & Co. -786.00000000 USD -30787.62000000 USD Floor & Decor Holdings, Inc. -209.00000000 USD -13158.64000000 USD Inspire Medical Systems, Inc. -80.00000000 USD -14613.60000000 USD Mister Car Wash, Inc. -437.00000000 USD -4754.56000000 USD CoStar Group, Inc. -871.00000000 USD -52617.11000000 USD American Tower Corp. -188.00000000 USD -48050.92000000 USD Entergy Corp. -445.00000000 USD -50124.80000000 USD Healthcare Services Group, Inc. -1520.00000000 USD -26463.20000000 USD Y GS Long/Short Equity Custom Basket - Tenor At Maturity 2024-05-06 0.00000000 USD 0.00000000 USD -2895258.49000000 USD 430637.99000000 N N N iShares Floating Rate Bond ETF 549300G2T0MQ0NCEG317 46429B655 -3439.00000000 NS USD -171674.88000000 -0.33439634924 Short EC RF US N 1 N N N Switch Inc 549300EZ98N5Y55J4X37 87105L104 9025.00000000 NS USD 302337.50000000 0.588907103008 Long EC CORP US N 1 N N N Umpqua Holdings Corp 5299002ENJ7CY215BW86 904214103 9435.00000000 NS USD 158224.95000000 0.308197947420 Long EC CORP US N 1 N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 29362U104 -1896.00000000 NS USD -174678.48000000 -0.34024690160 Short EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796X20 2010000.00000000 PA USD 2008972.39000000 3.913170249205 Long DBT UST US N 2 2022-07-19 None 0.00000000 N N N N N N New York Mercantile Exchange N/A N/A -5.00000000 NC USD 39530.25000000 0.076998867188 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 2022-07-29 -783245.25000000 USD 39530.25000000 N N N BlackRock Multi-Sector Income 549300BOVTR6GS7HLC41 09258A107 434.00000000 NS USD 6167.14000000 0.012012643324 Long EC RF US N 1 N N N iShares National Muni Bond ETF 549300H21FUYFQW9N157 464288414 -1474.00000000 NS USD -156774.64000000 -0.30537296586 Short EC RF US N 1 N N N New York Mercantile Exchange N/A N/A 7.00000000 NC USD -9537.85000000 -0.01857826969 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A WTI Crude 2022-09-20 712827.85000000 USD -9537.85000000 N N N Cohen & Steers REIT and Prefer Y2PROTN9284X1BRB7064 19247X100 278.00000000 NS USD 5932.52000000 0.011555639531 Long EC RF US N 1 N N N Western Asset Municipal High I 549300V8S0EC6SV7H926 95766N103 937.00000000 NS USD 6156.09000000 0.011991119618 Long EC RF US N 1 N N N 2022-08-01 Rydex Variable Trust John Sullivan John Sullivan CFO