NPORT-P false 0000217087 XXXXXXXX S000010062 C000027861 Guggenheim Variable Funds Trust 811-02753 0000217087 549300QDJHZ1HF5UC735 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Series Z (Alpha Opportunity Series) S000010062 549300G2R2MR8TG2ES80 2022-12-31 2022-03-31 N 4051095.12 24397.82 4026697.30 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Tapestry Inc 549300LJNVY5SW3VTN33 876030107 311.00000000 NS USD 11553.65000000 0.286926211215 Long EC CORP US N 1 N N N Safety Insurance Group Inc 254900LDCFLA3J746840 78648T100 517.00000000 NS USD 46969.45000000 1.166450977082 Long EC CORP US N 1 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 285.00000000 NS USD 12941.85000000 0.321401114506 Long EC CORP US N 1 N N N Shoe Carnival Inc N/A 824889109 299.00000000 NS USD 8718.84000000 0.216525836198 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 159.00000000 NS USD 18819.24000000 0.467361676279 Long EC CORP US N 1 N N N Reliance Steel & Aluminum Co 549300E287ZOFT3C5Z56 759509102 87.00000000 NS USD 15951.45000000 0.396142267758 Long EC CORP US N 1 N N N Hilltop Holdings Inc 54930010TA543US0PM65 432748101 740.00000000 NS USD 21756.00000000 0.540293902896 Long EC CORP US N 1 N N N InterDigital Inc N/A 45867G101 252.00000000 NS USD 16077.60000000 0.399275108163 Long EC CORP US N 1 N N N Otter Tail Corp N/A 689648103 383.00000000 NS USD 23937.50000000 0.594469815250 Long EC CORP US N 1 N N N NetScout Systems Inc 5493005HZXZ3SPNVCV76 64115T104 282.00000000 NS USD 9046.56000000 0.224664516004 Long EC CORP US N 1 N N N Insteel Industries Inc 52990026LKY4MOX3L174 45774W108 268.00000000 NS USD 9913.32000000 0.246189848936 Long EC CORP US N 1 N N N Dorian LPG Ltd 549300WP1W2WGMC7F395 N/A 816.00000000 NS USD 11823.84000000 0.293636176724 Long EC CORP US N 1 N N N Genpact Ltd 529900OSEC6Q0L4L5B35 N/A 203.00000000 NS USD 8832.53000000 0.219349241871 Long EC CORP US N 1 N N N Mueller Industries Inc 5493005IZFE4VJLLYG84 624756102 752.00000000 NS USD 40735.84000000 1.011643959430 Long EC CORP US N 1 N N N Janus Henderson Group PLC 2138009WPYMWJN3RVF44 N/A 484.00000000 NS USD 16949.68000000 0.420932559296 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 0.00000000 NC USD -59307.25000000 -1.47285096398 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Equity Short Custom Basket N/A Wells Fargo & Co. -273.00000000 USD -13229.58000000 USD Kennedy-Wilson Holdings, Inc. -1307.00000000 USD -31877.73000000 USD Guardant Health, Inc. -157.00000000 USD -10399.68000000 USD Leidos Holdings, Inc. -80.00000000 USD -8641.60000000 USD American Airlines Group, Inc. -1268.00000000 USD -23141.00000000 USD Natera, Inc. -52.00000000 USD -2115.36000000 USD Patterson-UTI Energy, Inc. -1403.00000000 USD -21718.44000000 USD Sysco Corp. -186.00000000 USD -15186.90000000 USD Lululemon Athletica, Inc. -20.00000000 USD -7304.60000000 USD Cintas Corp. -80.00000000 USD -34031.20000000 USD NOV, Inc. -683.00000000 USD -13393.63000000 USD Halliburton Co. -929.00000000 USD -35181.23000000 USD Host Hotels & Resorts, Inc. -1511.00000000 USD -29358.73000000 USD Invitation Homes, Inc. -561.00000000 USD -22540.98000000 USD ONE Gas, Inc. -361.00000000 USD -31854.64000000 USD Rollins, Inc. -471.00000000 USD -16508.55000000 USD MongoDB, Inc. -18.00000000 USD -7984.62000000 USD Bunge Ltd. -136.00000000 USD -15070.16000000 USD TransDigm Group, Inc. -16.00000000 USD -10424.64000000 USD CoStar Group, Inc. -278.00000000 USD -18517.58000000 USD IAA, Inc. -193.00000000 USD -7382.25000000 USD Verisk Analytics, Inc. -98.00000000 USD -21033.74000000 USD Howmet Aerospace, Inc. -449.00000000 USD -16137.06000000 USD Freshpet, Inc. -64.00000000 USD -6568.96000000 USD SBA Communications Corp. -46.00000000 USD -15828.60000000 USD Driven Brands Holdings, Inc. -798.00000000 USD -20971.44000000 USD United Airlines Holdings, Inc. -386.00000000 USD -17894.96000000 USD Quanta Services, Inc. -82.00000000 USD -10792.02000000 USD Casella Waste Systems, Inc. -295.00000000 USD -25856.75000000 USD Ryman Hospitality Properties, Inc. -200.00000000 USD -18554.00000000 USD Equifax, Inc. -76.00000000 USD -18019.60000000 USD Bank of America Corp. -193.00000000 USD -7955.46000000 USD Apple Hospitality REIT, Inc. -349.00000000 USD -6271.53000000 USD Booz Allen Hamilton Holding Corp. -127.00000000 USD -11155.68000000 USD Boeing Co. -125.00000000 USD -23937.50000000 USD Crowdstrike Holdings, Inc. -32.00000000 USD -7266.56000000 USD CH Robinson Worldwide, Inc. -115.00000000 USD -12386.65000000 USD Royal Caribbean Cruises Ltd. -76.00000000 USD -6367.28000000 USD Jacobs Engineering Group, Inc. -210.00000000 USD -28940.10000000 USD Welltower, Inc. -243.00000000 USD -23362.02000000 USD Okta, Inc. -19.00000000 USD -2868.24000000 USD MSA Safety, Inc. -75.00000000 USD -9952.50000000 USD Stericycle, Inc. -370.00000000 USD -21800.40000000 USD J.B. Hunt Transport Services, Inc. -54.00000000 USD -10842.66000000 USD Zscaler, Inc. -29.00000000 USD -6997.12000000 USD General Electric Co. -117.00000000 USD -10705.50000000 USD Datadog, Inc. -43.00000000 USD -6513.21000000 USD Crown Castle International Corp. -106.00000000 USD -19567.60000000 USD Sunstone Hotel Investors, Inc. -1396.00000000 USD -16444.88000000 USD RLJ Lodging Trust -1819.00000000 USD -25611.52000000 USD Tetra Tech, Inc. -113.00000000 USD -18638.22000000 USD State Street Corp. -289.00000000 USD -25177.68000000 USD Xenia Hotels & Resorts, Inc. -586.00000000 USD -11303.94000000 USD Zions Bancorp North America -294.00000000 USD -19274.64000000 USD First Republic Bank -57.00000000 USD -9239.70000000 USD Dun & Bradstreet Holdings, Inc. -572.00000000 USD -10021.44000000 USD Equinix, Inc. -30.00000000 USD -22248.60000000 USD Ventas, Inc. -296.00000000 USD -18280.96000000 USD Goldman Sachs Group, Inc. -64.00000000 USD -21126.40000000 USD Signature Bank -44.00000000 USD -12913.56000000 USD Bank of New York Mellon Corp. -122.00000000 USD -6054.86000000 USD Atlassian Corporation plc -15.00000000 USD -4407.45000000 USD Lyft, Inc. -387.00000000 USD -14860.80000000 USD Equitable Holdings, Inc. -787.00000000 USD -24326.17000000 USD Republic Services, Inc. -92.00000000 USD -12190.00000000 USD Intellia Therapeutics, Inc. -35.00000000 USD -2543.45000000 USD Copart, Inc. -208.00000000 USD -26097.76000000 USD Palo Alto Networks, Inc. -6.00000000 USD -3735.06000000 USD TransUnion -134.00000000 USD -13847.56000000 USD Park Hotels & Resorts, Inc. -1206.00000000 USD -23553.18000000 USD Sun Communities, Inc. -129.00000000 USD -22612.41000000 USD Waste Management, Inc. -89.00000000 USD -14106.50000000 USD MGM Resorts International -184.00000000 USD -7716.96000000 USD Americold Realty Trust -381.00000000 USD -10622.28000000 USD Entergy Corp. -171.00000000 USD -19964.25000000 USD Edison International -475.00000000 USD -33297.50000000 USD Howard Hughes Corp. -258.00000000 USD -26731.38000000 USD UDR, Inc. -170.00000000 USD -9752.90000000 USD Range Resources Corp. -323.00000000 USD -9812.74000000 USD Delta Air Lines, Inc. -455.00000000 USD -18004.35000000 USD Apartment Income REIT Corp. -589.00000000 USD -31487.94000000 USD ASGN, Inc. -121.00000000 USD -14121.91000000 USD Cloudflare, Inc. -55.00000000 USD -6583.50000000 USD Trade Desk, Inc. -62.00000000 USD -4293.50000000 USD JetBlue Airways Corp. -451.00000000 USD -6742.45000000 USD KBR, Inc. -469.00000000 USD -25668.37000000 USD Outfront Media, Inc. -825.00000000 USD -23454.75000000 USD Digital Realty Trust, Inc. -57.00000000 USD -8082.60000000 USD MillerKnoll, Inc. -760.00000000 USD -26265.60000000 USD Ceridian HCM Holding, Inc. -157.00000000 USD -10732.52000000 USD Hilton Worldwide Holdings, Inc. -54.00000000 USD -8193.96000000 USD Southwest Airlines Co. -249.00000000 USD -11404.20000000 USD Western Alliance Bancorporation -197.00000000 USD -16315.54000000 USD Carnival Corp. -281.00000000 USD -5681.82000000 USD Viad Corp. -393.00000000 USD -14006.52000000 USD KKR & Company, Inc. -207.00000000 USD -12103.29000000 USD Comerica, Inc. -257.00000000 USD -23240.51000000 USD Airbnb, Inc. -21.00000000 USD -3606.96000000 USD Safehold, Inc. -142.00000000 USD -7873.90000000 USD UnitedHealth Group, Inc. -17.00000000 USD -8669.49000000 USD CBRE Group, Inc. -115.00000000 USD -10524.80000000 USD Pebblebrook Hotel Trust -840.00000000 USD -20563.20000000 USD Bill.com Holdings, Inc. -29.00000000 USD -6576.91000000 USD Black Hills Corp. -433.00000000 USD -33349.66000000 USD Iron Mountain, Inc. -419.00000000 USD -23216.79000000 USD Regions Financial Corp. -360.00000000 USD -8013.60000000 USD Northern Trust Corp. -163.00000000 USD -18981.35000000 USD Atmos Energy Corp. -273.00000000 USD -32620.77000000 USD SVB Financial Group -21.00000000 USD -11748.45000000 USD CenterPoint Energy, Inc. -1095.00000000 USD -33550.80000000 USD Cooper Companies, Inc. -15.00000000 USD -6263.85000000 USD DoorDash, Inc. -58.00000000 USD -6797.02000000 USD Lincoln National Corp. -109.00000000 USD -7124.24000000 USD Y MS Equity Custom Basket - Tenor At Maturity 2024-02-01 0.00000000 USD 0.00000000 USD -1766790.11000000 USD -59307.25000000 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 477.00000000 NS USD 36643.14000000 0.910004831999 Long EC CORP US N 1 N N N Methode Electronics Inc 529900VM413LGLUS3F07 591520200 322.00000000 NS USD 13926.50000000 0.345854156953 Long EC CORP US N 1 N N N Western Union Co/The 28ID94QU1140NC23S047 959802109 853.00000000 NS USD 15985.22000000 0.396980920318 Long EC CORP US N 1 N N N Eagle Pharmaceuticals Inc/DE 549300TN20OLYTJVP152 269796108 530.00000000 NS USD 26229.70000000 0.651394878875 Long EC CORP US N 1 N N N Westlake Corp GOXNEVUM0LL78B1OS344 960413102 249.00000000 NS USD 30726.60000000 0.763072009410 Long EC CORP US N 1 N N N Ziff Davis Inc 5493008OJYGLHD7MXA18 48123V102 117.00000000 NS USD 11323.26000000 0.281204648782 Long EC CORP US N 1 N N N Old Republic International Cor 549300IV6O2YY2A1KH37 680223104 1391.00000000 NS USD 35985.17000000 0.893664641740 Long EC CORP US N 1 N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 N/A 421.00000000 NS USD 16402.16000000 0.407335311745 Long EC CORP US N 1 N N N Rambus Inc 2549000211GDCQSLV833 750917106 945.00000000 NS USD 30136.05000000 0.748406144161 Long EC CORP US N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 628.00000000 NS USD 28982.20000000 0.719751146926 Long EC CORP US N 1 N N N Equity Commonwealth 549300YPGVU9PR4L0606 294628102 788.00000000 NS USD 22229.48000000 0.552052422713 Long EC CORP US N 1 N N N Easterly Government Properties 549300ERMCEFC6S8HL77 27616P103 653.00000000 NS USD 13804.42000000 0.342822391938 Long EC CORP US N 1 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 175.00000000 NS USD 35959.00000000 0.893014729465 Long EC CORP US N 1 N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 63.00000000 NS USD 8396.64000000 0.208524241442 Long EC CORP US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 200.00000000 NS USD 31222.00000000 0.775374895947 Long EC CORP US N 1 N N N Hillenbrand Inc U246OE781574J2BUD366 431571108 553.00000000 NS USD 24426.01000000 0.606601593817 Long EC CORP US N 1 N N N UFP Industries Inc 5493007KB485C9OV5572 90278Q108 135.00000000 NS USD 10416.60000000 0.258688429348 Long EC CORP US N 1 N N N OSI Systems Inc DDX3MPX1Y8YD30050X33 671044105 262.00000000 NS USD 22301.44000000 0.553839495211 Long EC CORP US N 1 N N N HomeStreet Inc N/A 43785V102 517.00000000 NS USD 24495.46000000 0.608326332351 Long EC CORP US N 1 N N N Vontier Corp 549300VVSQLG4P5K4639 928881101 507.00000000 NS USD 12872.73000000 0.319684571273 Long EC CORP US N 1 N N N Sanmina Corp X5K24XLM8QYRXF00EB42 801056102 871.00000000 NS USD 35205.82000000 0.874310070439 Long EC CORP US N 1 N N N Stewart Information Services C 529900TV1XI0PLKENU10 860372101 551.00000000 NS USD 33396.11000000 0.829367283207 Long EC CORP US N 1 N N N Interpublic Group of Cos Inc/T 5493008IUOJ5VWTRC333 460690100 561.00000000 NS USD 19887.45000000 0.493889868503 Long EC CORP US N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 156.00000000 NS USD 37723.92000000 0.936845190722 Long EC CORP US N 1 N N N Garmin Ltd 2549001E0HIPIJQ0W046 N/A 352.00000000 NS USD 41750.72000000 1.036847741199 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 837.00000000 NS USD 39188.34000000 0.973212960408 Long EC CORP US N 1 N N N California Water Service Group 529900QABDOBU6UVRQ36 130788102 201.00000000 NS USD 11915.28000000 0.295907020376 Long EC CORP US N 1 N N N Perdoceo Education Corp 529900X5PCA184O9LY90 71363P106 2829.00000000 NS USD 32476.92000000 0.806539890644 Long EC CORP US N 1 N N N Buckle Inc/The 5299007IU0461T3GDL34 118440106 201.00000000 NS USD 6641.04000000 0.164925235378 Long EC CORP US N 1 N N N Radian Group Inc 54930005OUP720S5U385 750236101 1421.00000000 NS USD 31560.41000000 0.783779053866 Long EC CORP US N 1 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 N/A 926.00000000 NS USD 44836.92000000 1.113491197860 Long EC CORP US N 1 N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 178.00000000 NS USD 10231.44000000 0.254090119960 Long EC CORP US N 1 N N N Nexstar Media Group Inc 52990083ZRR5UT591988 65336K103 107.00000000 NS USD 20167.36000000 0.500841222904 Long EC CORP US N 1 N N N Columbia Sportswear Co 549300OTMCIEUXAH5Z60 198516106 185.00000000 NS USD 16748.05000000 0.415925229840 Long EC CORP US N 1 N N N Yelp Inc 5299007OU2DOSXPQBO35 985817105 686.00000000 NS USD 23399.46000000 0.581107996372 Long EC CORP US N 1 N N N Fulton Financial Corp 5493005QLZ6O1BNC0C11 360271100 1814.00000000 NS USD 30148.68000000 0.748719800716 Long EC CORP US N 1 N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 22.00000000 NS USD 44980.76000000 1.117063356115 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 0.00000000 NC USD 16263.55000000 0.403893036608 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Equity Long Custom Basket N/A Exxon Mobil Corp. 38.00000000 USD 3138.42000000 USD NVR, Inc. 2.00000000 USD 8934.54000000 USD Qorvo, Inc. 14.00000000 USD 1737.40000000 USD Hilltop Holdings, Inc. 158.00000000 USD 4645.20000000 USD Easterly Government Properties, Inc. 140.00000000 USD 2959.60000000 USD Vontier Corp. 108.00000000 USD 2742.12000000 USD NewMarket Corp. 7.00000000 USD 2270.66000000 USD Shenandoah Telecommunications Co. 159.00000000 USD 3749.22000000 USD Viavi Solutions, Inc. 299.00000000 USD 4807.92000000 USD NETGEAR, Inc. 68.00000000 USD 1678.24000000 USD Amphastar Pharmaceuticals, Inc. 178.00000000 USD 6390.20000000 USD Nexstar Media Group, Inc. 23.00000000 USD 4335.04000000 USD LyondellBasell Industries N.V. 71.00000000 USD 7300.22000000 USD Garmin Ltd. 75.00000000 USD 8895.75000000 USD WEC Energy Group, Inc. 36.00000000 USD 3593.16000000 USD Dorian LPG Ltd. 174.00000000 USD 2521.26000000 USD EVERTEC, Inc. 102.00000000 USD 4174.86000000 USD Evercore, Inc. 51.00000000 USD 5677.32000000 USD Chesapeake Utilities Corp. 60.00000000 USD 8265.60000000 USD OneMain Holdings, Inc. 94.00000000 USD 4456.54000000 USD Abbott Laboratories 34.00000000 USD 4024.24000000 USD Skyworks Solutions, Inc. 13.00000000 USD 1732.64000000 USD Yelp, Inc. 147.00000000 USD 5014.17000000 USD National Bank Holdings Corp. 215.00000000 USD 8660.20000000 USD Vertex Pharmaceuticals, Inc. 18.00000000 USD 4697.46000000 USD Akamai Technologies, Inc. 24.00000000 USD 2865.36000000 USD InterDigital, Inc. 54.00000000 USD 3445.20000000 USD SS&C Technologies Holdings, Inc. 24.00000000 USD 1800.48000000 USD CSG Systems International, Inc. 148.00000000 USD 9408.36000000 USD BankUnited, Inc. 126.00000000 USD 5538.96000000 USD Acushnet Holdings Corp. 102.00000000 USD 4106.52000000 USD PS Business Parks, Inc. 33.00000000 USD 5546.64000000 USD Ziff Davis, Inc. 25.00000000 USD 2419.50000000 USD Knowles Corp. 430.00000000 USD 9257.90000000 USD Snap-on, Inc. 37.00000000 USD 7602.76000000 USD Cummins, Inc. 30.00000000 USD 6153.30000000 USD Dolby Laboratories, Inc. 70.00000000 USD 5475.40000000 USD Johnson & Johnson 55.00000000 USD 9747.65000000 USD Kinder Morgan, Inc. 269.00000000 USD 5086.79000000 USD Piper Sandler Cos. 38.00000000 USD 4987.50000000 USD Royalty Pharma plc 90.00000000 USD 3506.40000000 USD AutoZone, Inc. 5.00000000 USD 10222.90000000 USD Enstar Group Ltd. 33.00000000 USD 8617.95000000 USD Whirlpool Corp. 44.00000000 USD 7602.32000000 USD Insteel Industries, Inc. 57.00000000 USD 2108.43000000 USD CMS Energy Corp. 142.00000000 USD 9931.48000000 USD John B Sanfilippo & Son, Inc. 108.00000000 USD 9011.52000000 USD PotlatchDeltic Corp. 57.00000000 USD 3005.61000000 USD Zumiez, Inc. 59.00000000 USD 2254.39000000 USD Otter Tail Corp. 82.00000000 USD 5125.00000000 USD Western Union Co. 182.00000000 USD 3410.68000000 USD Dropbox, Inc. 83.00000000 USD 1929.75000000 USD Lumentum Holdings, Inc. 26.00000000 USD 2537.60000000 USD Xperi Holding Corp. 212.00000000 USD 3671.84000000 USD Intel Corp. 71.00000000 USD 3518.76000000 USD Meta Financial Group, Inc. 76.00000000 USD 4173.92000000 USD Essent Group Ltd. 119.00000000 USD 4903.99000000 USD MarineMax, Inc. 44.00000000 USD 1771.44000000 USD USANA Health Sciences, Inc. 61.00000000 USD 4846.45000000 USD Corteva, Inc. 38.00000000 USD 2184.24000000 USD Autoliv, Inc. 29.00000000 USD 2216.76000000 USD Portland General Electric Co. 150.00000000 USD 8272.50000000 USD PulteGroup, Inc. 61.00000000 USD 2555.90000000 USD National Fuel Gas Co. 141.00000000 USD 9686.70000000 USD Interactive Brokers Group, Inc. 78.00000000 USD 5140.98000000 USD AdvanSix, Inc. 68.00000000 USD 3474.12000000 USD Janus Henderson Group plc 103.00000000 USD 3607.06000000 USD Bio-Rad Laboratories, Inc. 9.00000000 USD 5069.07000000 USD Dow, Inc. 117.00000000 USD 7455.24000000 USD Haverty Furniture Companies, Inc. 63.00000000 USD 1727.46000000 USD Pfizer, Inc. 56.00000000 USD 2899.12000000 USD WP Carey, Inc. 24.00000000 USD 1940.16000000 USD Hillenbrand, Inc. 118.00000000 USD 5212.06000000 USD MGE Energy, Inc. 125.00000000 USD 9973.75000000 USD Toll Brothers, Inc. 47.00000000 USD 2209.94000000 USD Westlake Corp. 53.00000000 USD 6540.20000000 USD Gilead Sciences, Inc. 150.00000000 USD 8917.50000000 USD Jack in the Box, Inc. 26.00000000 USD 2428.66000000 USD Owens Corning 31.00000000 USD 2836.50000000 USD Ethan Allen Interiors, Inc. 174.00000000 USD 4536.18000000 USD IDACORP, Inc. 73.00000000 USD 8421.28000000 USD Safety Insurance Group, Inc. 110.00000000 USD 9993.50000000 USD Exelixis, Inc. 128.00000000 USD 2901.76000000 USD Mueller Industries, Inc. 161.00000000 USD 8721.37000000 USD Fulton Financial Corp. 388.00000000 USD 6448.56000000 USD Minerals Technologies, Inc. 60.00000000 USD 3969.00000000 USD Keysight Technologies, Inc. 11.00000000 USD 1737.67000000 USD Vishay Intertechnology, Inc. 485.00000000 USD 9506.00000000 USD United Bankshares, Inc. 183.00000000 USD 6383.04000000 USD Brunswick Corp. 40.00000000 USD 3235.60000000 USD Meta Platforms, Inc. 42.00000000 USD 9339.12000000 USD Eagle Materials, Inc. 32.00000000 USD 4107.52000000 USD Bristol-Myers Squibb Co. 134.00000000 USD 9786.02000000 USD Markel Corp. 3.00000000 USD 4425.72000000 USD Methode Electronics, Inc. 69.00000000 USD 2984.25000000 USD AutoNation, Inc. 25.00000000 USD 2489.50000000 USD OSI Systems, Inc. 56.00000000 USD 4766.72000000 USD International Paper Co. 134.00000000 USD 6184.10000000 USD Quest Diagnostics, Inc. 30.00000000 USD 4105.80000000 USD Louisiana-Pacific Corp. 46.00000000 USD 2857.52000000 USD UFP Industries, Inc. 28.00000000 USD 2160.48000000 USD Gentex Corp. 316.00000000 USD 9217.72000000 USD Packaging Corporation of America 43.00000000 USD 6712.73000000 USD NetScout Systems, Inc. 60.00000000 USD 1924.80000000 USD Molson Coors Beverage Co. 132.00000000 USD 7046.16000000 USD Merck & Company, Inc. 47.00000000 USD 3856.35000000 USD Comcast Corp. 179.00000000 USD 8380.78000000 USD LKQ Corp. 61.00000000 USD 2770.01000000 USD Arrow Electronics, Inc. 15.00000000 USD 1779.45000000 USD Old Republic International Corp. 298.00000000 USD 7709.26000000 USD NetApp, Inc. 53.00000000 USD 4399.00000000 USD Encore Wire Corp. 33.00000000 USD 3764.31000000 USD Sanmina Corp. 186.00000000 USD 7518.12000000 USD HomeStreet, Inc. 110.00000000 USD 5211.80000000 USD Verizon Communications, Inc. 169.00000000 USD 8608.86000000 USD Eagle Pharmaceuticals, Inc. 113.00000000 USD 5592.37000000 USD Allison Transmission Holdings, Inc. 151.00000000 USD 5928.26000000 USD Innoviva, Inc. 362.00000000 USD 7004.70000000 USD TTM Technologies, Inc. 445.00000000 USD 6594.90000000 USD Amgen, Inc. 33.00000000 USD 7980.06000000 USD Arch Capital Group Ltd. 198.00000000 USD 9587.16000000 USD F5, Inc. 9.00000000 USD 1880.55000000 USD California Water Service Group 43.00000000 USD 2549.04000000 USD Sturm Ruger & Company, Inc. 108.00000000 USD 7518.96000000 USD Genpact Ltd. 43.00000000 USD 1870.93000000 USD Rambus, Inc. 202.00000000 USD 6441.78000000 USD Columbia Sportswear Co. 46.00000000 USD 4164.38000000 USD Albany International Corp. 32.00000000 USD 2698.24000000 USD Juniper Networks, Inc. 67.00000000 USD 2489.72000000 USD ExlService Holdings, Inc. 19.00000000 USD 2722.13000000 USD Halozyme Therapeutics, Inc. 59.00000000 USD 2352.92000000 USD Cisco Systems, Inc. 90.00000000 USD 5018.40000000 USD AMERISAFE, Inc. 131.00000000 USD 6506.77000000 USD Raymond James Financial, Inc. 45.00000000 USD 4945.95000000 USD Stewart Information Services Corp. 118.00000000 USD 7151.98000000 USD First American Financial Corp. 54.00000000 USD 3500.28000000 USD Perdoceo Education Corp. 606.00000000 USD 6956.88000000 USD Regeneron Pharmaceuticals, Inc. 9.00000000 USD 6285.78000000 USD Everest Re Group Ltd. 18.00000000 USD 5424.84000000 USD AbbVie, Inc. 49.00000000 USD 7943.39000000 USD United Therapeutics Corp. 17.00000000 USD 3049.97000000 USD Radian Group, Inc. 304.00000000 USD 6751.84000000 USD Mercury General Corp. 171.00000000 USD 9405.00000000 USD Vanda Pharmaceuticals, Inc. 316.00000000 USD 3573.96000000 USD Duke Energy Corp. 77.00000000 USD 8597.82000000 USD Tapestry, Inc. 66.00000000 USD 2451.90000000 USD Incyte Corp. 71.00000000 USD 5638.82000000 USD Fidelity National Financial, Inc. 111.00000000 USD 5421.24000000 USD Travelers Companies, Inc. 41.00000000 USD 7491.93000000 USD Shoe Carnival, Inc. 64.00000000 USD 1866.24000000 USD MGIC Investment Corp. 457.00000000 USD 6192.35000000 USD Southern Co. 65.00000000 USD 4713.15000000 USD Buckle, Inc. 81.00000000 USD 2676.24000000 USD Prestige Consumer Healthcare, Inc. 82.00000000 USD 4341.08000000 USD Interpublic Group of Companies, Inc. 120.00000000 USD 4254.00000000 USD Preferred Bank/Los Angeles CA 96.00000000 USD 7112.64000000 USD Citigroup, Inc. 53.00000000 USD 2830.20000000 USD Hologic, Inc. 102.00000000 USD 7835.64000000 USD Premier, Inc. 50.00000000 USD 1779.50000000 USD Tri Pointe Homes, Inc. 173.00000000 USD 3473.84000000 USD Waters Corp. 10.00000000 USD 3103.90000000 USD CommVault Systems, Inc. 28.00000000 USD 1857.80000000 USD Omnicom Group, Inc. 43.00000000 USD 3649.84000000 USD Crane Co. 43.00000000 USD 4656.04000000 USD Laboratory Corporation of America Holdings 10.00000000 USD 2636.60000000 USD Reliance Steel & Aluminum Co. 18.00000000 USD 3300.30000000 USD 3M Co. 62.00000000 USD 9230.56000000 USD Alphabet, Inc. 1.00000000 USD 2792.99000000 USD Progress Software Corp. 71.00000000 USD 3343.39000000 USD PPL Corp. 178.00000000 USD 5083.68000000 USD Equity Commonwealth 168.00000000 USD 4739.28000000 USD Y MS Equity Custom Basket - Tenor At Maturity 2024-02-01 0.00000000 USD 0.00000000 USD 859264.82000000 USD 16263.55000000 N N N First American Financial Corp 549300B6VEZK3N0A1P55 31847R102 252.00000000 NS USD 16334.64000000 0.405658503309 Long EC CORP US N 1 N N N Dropbox Inc 549300JCDF7UAR6TJR51 26210C104 391.00000000 NS USD 9090.75000000 0.225761941430 Long EC CORP US N 1 N N N AMERISAFE Inc 2549002B4EXPBLGMNN22 03071H100 615.00000000 NS USD 30547.05000000 0.758613020154 Long EC CORP US N 1 N N N Piper Sandler Cos QUQDBTUSOAKFEVMRMF78 724078100 180.00000000 NS USD 23625.00000000 0.586709112701 Long EC CORP US N 1 N N N Louisiana-Pacific Corp 549300C7E2UAO5BVRR75 546347105 217.00000000 NS USD 13480.04000000 0.334766658521 Long EC CORP US N 1 N N N NewMarket Corp 54930082CG88ERDREQ47 651587107 34.00000000 NS USD 11028.92000000 0.273894936180 Long EC CORP US N 1 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 230.00000000 NS USD 37285.30000000 0.925952392795 Long EC CORP US N 1 N N N SS&C Technologies Holdings Inc 529900POY8H7NPPNKK71 78467J100 113.00000000 NS USD 8477.26000000 0.210526378528 Long EC CORP US N 1 N N N Progress Software Corp 549300R65B3JG6972S24 743312100 332.00000000 NS USD 15633.88000000 0.388255655571 Long EC CORP US N 1 N N N CommVault Systems Inc 65T5VRP62VXG39YFML83 204166102 133.00000000 NS USD 8824.55000000 0.219151064570 Long EC CORP US N 1 N N N Chesapeake Utilities Corp 254900WW0FDCKAOCKE74 165303108 284.00000000 NS USD 39123.84000000 0.971611151401 Long EC CORP US N 1 N N N Encore Wire Corp N/A 292562105 156.00000000 NS USD 17794.92000000 0.441923459208 Long EC CORP US N 1 N N N Eagle Materials Inc 529900KRXRGXL61SG039 26969P108 152.00000000 NS USD 19510.72000000 0.484534062195 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 264.00000000 NS USD 13667.28000000 0.339416623146 Long EC CORP US N 1 N N N Meta Financial Group Inc 5493004X52BH1NBLW813 59100U108 356.00000000 NS USD 19551.52000000 0.485547299520 Long EC CORP US N 1 N N N Jack in the Box Inc 5493002OJW26P0SUUP68 466367109 121.00000000 NS USD 11302.61000000 0.280691821558 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 250.00000000 NS USD 13350.00000000 0.331537212891 Long EC CORP US N 1 N N N USANA Health Sciences Inc 549300YTURXE814MAH96 90328M107 288.00000000 NS USD 22881.60000000 0.568247332621 Long EC CORP US N 1 N N N Amphastar Pharmaceuticals Inc 54930055TH0ZLSAQMJ38 03209R103 834.00000000 NS USD 29940.60000000 0.743552290359 Long EC CORP US N 1 N N N Shenandoah Telecommunications 549300XH3H4OUKFPHS84 82312B106 745.00000000 NS USD 17567.10000000 0.436265720793 Long EC CORP US N 1 N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 55024U109 123.00000000 NS USD 12004.80000000 0.298130182271 Long EC CORP US N 1 N N N TTM Technologies Inc 549300SC4BDOIS008048 87305R109 2079.00000000 NS USD 30810.78000000 0.765162556420 Long EC CORP US N 1 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 171.00000000 NS USD 38023.56000000 0.944286524840 Long EC CORP US N 1 N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735100 71.00000000 NS USD 8422.73000000 0.209172166976 Long EC CORP US N 1 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 333.00000000 NS USD 16503.48000000 0.409851517768 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 45.00000000 NS USD 31428.90000000 0.780513101891 Long EC CORP US N 1 N N N Markel Corp 549300SCNO12JLWIK605 570535104 16.00000000 NS USD 23603.84000000 0.586183620010 Long EC CORP US N 1 N N N Vishay Intertechnology Inc 5493009O8F3QQJTCQR75 928298108 2266.00000000 NS USD 44413.60000000 1.102978363931 Long EC CORP US N 1 N N N WP Carey Inc 54930042CRNE713E3Q67 92936U109 113.00000000 NS USD 9134.92000000 0.226858870171 Long EC CORP US N 1 N N N Minerals Technologies Inc 549300D3I1QU67GP6403 603158106 284.00000000 NS USD 18786.60000000 0.466551086420 Long EC CORP US N 1 N N N IDACORP Inc N134NUJDWN8UEFA8B673 451107106 369.00000000 NS USD 42567.84000000 1.057140302053 Long EC CORP US N 1 N N N Ethan Allen Interiors Inc N/A 297602104 814.00000000 NS USD 21220.98000000 0.527007083447 Long EC CORP US N 1 N N N Allison Transmission Holdings 529900RP7DJ882LI9T83 01973R101 705.00000000 NS USD 27678.30000000 0.687369770754 Long EC CORP US N 1 N N N Autoliv Inc A23RUXWKASG834LTMK28 052800109 136.00000000 NS USD 10395.84000000 0.258172870357 Long EC CORP US N 1 N N N Interactive Brokers Group Inc 5493004DT6DCDUZNDM53 45841N107 367.00000000 NS USD 24188.97000000 0.600714883634 Long EC CORP US N 1 N N N Laboratory Corp of America Hol OZ7UA8IXAIFILY2VZH07 50540R409 51.00000000 NS USD 13446.66000000 0.333937691318 Long EC CORP US N 1 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 170.00000000 NS USD 16967.70000000 0.421380072447 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 219.00000000 NS USD 17968.95000000 0.446245363414 Long EC CORP US N 1 N N N PS Business Parks Inc N/A 69360J107 155.00000000 NS USD 26052.40000000 0.646991766676 Long EC CORP US N 1 N N N Exelixis Inc 254900PJQB59O2O95R37 30161Q104 598.00000000 NS USD 13556.66000000 0.336669458615 Long EC CORP US N 1 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 193.00000000 NS USD 35266.89000000 0.875826697974 Long EC CORP US N 1 N N N Gentex Corp 549300S3UD8XV1MN0287 371901109 1475.00000000 NS USD 43025.75000000 1.068512152626 Long EC CORP US N 1 N N N ExlService Holdings Inc 81E3DTNF6OSH489ZOV15 302081104 90.00000000 NS USD 12894.30000000 0.320220246006 Long EC CORP US N 1 N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203R104 316.00000000 NS USD 11742.56000000 0.291617649034 Long EC CORP US N 1 N N N MarineMax Inc 254900TIXTN8WY3FNN63 567908108 208.00000000 NS USD 8374.08000000 0.207963980803 Long EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 204.00000000 NS USD 17315.52000000 0.430017920641 Long EC CORP US N 1 N N N AutoNation Inc N/A 05329W102 118.00000000 NS USD 11750.44000000 0.291813342910 Long EC CORP US N 1 N N N PulteGroup Inc N/A 745867101 287.00000000 NS USD 12025.30000000 0.298639284358 Long EC CORP US N 1 N N N NETGEAR Inc 54930067KX3UNRHDWA78 64111Q104 321.00000000 NS USD 7922.28000000 0.196743867486 Long EC CORP US N 1 N N N Enstar Group Ltd 213800AMAL5QFXVUCN04 N/A 155.00000000 NS USD 40478.25000000 1.005246905447 Long EC CORP US N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 702.00000000 NS USD 41733.90000000 1.036430029145 Long EC CORP US N 1 N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338L103 55.00000000 NS USD 8688.35000000 0.215768639972 Long EC CORP US N 1 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 65.00000000 NS USD 8066.50000000 0.200325462755 Long EC CORP US N 1 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 142.00000000 NS USD 29125.62000000 0.723312874796 Long EC CORP US N 1 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 178.00000000 NS USD 14701.02000000 0.365088778836 Long EC CORP US N 1 N N N Owens Corning JO5M6676RDJIZ2U8X907 690742101 145.00000000 NS USD 13267.50000000 0.329488387418 Long EC CORP US N 1 N N N Preferred Bank/Los Angeles CA 5493007K6HGI9G0ECX16 740367404 450.00000000 NS USD 33340.50000000 0.827986250667 Long EC CORP US N 1 N N N Essent Group Ltd 254900QUO860OUT6ZF83 N/A 557.00000000 NS USD 22953.97000000 0.570044587160 Long EC CORP US N 1 N N N Dolby Laboratories Inc 549300X04FB2QPCJ5J24 25659T107 331.00000000 NS USD 25890.82000000 0.642979048859 Long EC CORP US N 1 N N N Sturm Ruger & Co Inc 529900DV1BWFJSHFO847 864159108 505.00000000 NS USD 35158.10000000 0.873124980117 Long EC CORP US N 1 N N N Everest Re Group Ltd 549300N24XF2VV0B3570 N/A 86.00000000 NS USD 25918.68000000 0.643670931013 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 0.00000000 NC USD 15930.37000000 0.395618761807 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GS Equity Long Custom Basket N/A Viavi Solutions, Inc. 299.00000000 USD 4807.92000000 USD CMS Energy Corp. 142.00000000 USD 9931.48000000 USD Halozyme Therapeutics, Inc. 59.00000000 USD 2352.92000000 USD National Fuel Gas Co. 141.00000000 USD 9686.70000000 USD Meta Financial Group, Inc. 76.00000000 USD 4173.92000000 USD ExlService Holdings, Inc. 19.00000000 USD 2722.13000000 USD Comcast Corp. 179.00000000 USD 8380.78000000 USD Lumentum Holdings, Inc. 26.00000000 USD 2537.60000000 USD Stewart Information Services Corp. 118.00000000 USD 7151.98000000 USD Dorian LPG Ltd. 174.00000000 USD 2521.26000000 USD PPL Corp. 178.00000000 USD 5083.68000000 USD Janus Henderson Group plc 103.00000000 USD 3607.06000000 USD Raymond James Financial, Inc. 45.00000000 USD 4945.95000000 USD Progress Software Corp. 71.00000000 USD 3343.39000000 USD CSG Systems International, Inc. 148.00000000 USD 9408.36000000 USD Cisco Systems, Inc. 90.00000000 USD 5018.40000000 USD PulteGroup, Inc. 61.00000000 USD 2555.90000000 USD Quest Diagnostics, Inc. 30.00000000 USD 4105.80000000 USD Essent Group Ltd. 119.00000000 USD 4903.99000000 USD Johnson & Johnson 55.00000000 USD 9747.65000000 USD Akamai Technologies, Inc. 24.00000000 USD 2865.36000000 USD Toll Brothers, Inc. 47.00000000 USD 2209.94000000 USD Merck & Company, Inc. 47.00000000 USD 3856.35000000 USD NewMarket Corp. 7.00000000 USD 2270.66000000 USD Insteel Industries, Inc. 57.00000000 USD 2108.43000000 USD Amphastar Pharmaceuticals, Inc. 178.00000000 USD 6390.20000000 USD Everest Re Group Ltd. 18.00000000 USD 5424.84000000 USD Knowles Corp. 430.00000000 USD 9257.90000000 USD Hillenbrand, Inc. 118.00000000 USD 5212.06000000 USD Brunswick Corp. 40.00000000 USD 3235.60000000 USD Qorvo, Inc. 14.00000000 USD 1737.40000000 USD Southern Co. 65.00000000 USD 4713.15000000 USD Nexstar Media Group, Inc. 23.00000000 USD 4335.04000000 USD Rambus, Inc. 202.00000000 USD 6441.78000000 USD BankUnited, Inc. 126.00000000 USD 5538.96000000 USD LKQ Corp. 61.00000000 USD 2770.01000000 USD Ethan Allen Interiors, Inc. 174.00000000 USD 4536.18000000 USD MarineMax, Inc. 44.00000000 USD 1771.44000000 USD WP Carey, Inc. 24.00000000 USD 1940.16000000 USD Columbia Sportswear Co. 46.00000000 USD 4164.38000000 USD Vishay Intertechnology, Inc. 485.00000000 USD 9506.00000000 USD Reliance Steel & Aluminum Co. 18.00000000 USD 3300.30000000 USD Tapestry, Inc. 66.00000000 USD 2451.90000000 USD Jack in the Box, Inc. 26.00000000 USD 2428.66000000 USD International Paper Co. 134.00000000 USD 6184.10000000 USD Vanda Pharmaceuticals, Inc. 316.00000000 USD 3573.96000000 USD Old Republic International Corp. 298.00000000 USD 7709.26000000 USD Innoviva, Inc. 362.00000000 USD 7004.70000000 USD United Bankshares, Inc. 183.00000000 USD 6383.04000000 USD Incyte Corp. 71.00000000 USD 5638.82000000 USD Dolby Laboratories, Inc. 70.00000000 USD 5475.40000000 USD NETGEAR, Inc. 68.00000000 USD 1678.24000000 USD Regeneron Pharmaceuticals, Inc. 9.00000000 USD 6285.78000000 USD Equity Commonwealth 168.00000000 USD 4739.28000000 USD AdvanSix, Inc. 68.00000000 USD 3474.12000000 USD Alphabet, Inc. 1.00000000 USD 2792.99000000 USD Westlake Corp. 53.00000000 USD 6540.20000000 USD Enstar Group Ltd. 33.00000000 USD 8617.95000000 USD Prestige Consumer Healthcare, Inc. 82.00000000 USD 4341.08000000 USD Douglas Elliman, Inc. 0.50000000 USD 3.65000000 USD Intel Corp. 71.00000000 USD 3518.76000000 USD Otter Tail Corp. 82.00000000 USD 5125.00000000 USD United Therapeutics Corp. 17.00000000 USD 3049.97000000 USD Allison Transmission Holdings, Inc. 151.00000000 USD 5928.26000000 USD Xperi Holding Corp. 212.00000000 USD 3671.84000000 USD Premier, Inc. 50.00000000 USD 1779.50000000 USD NVR, Inc. 2.00000000 USD 8934.54000000 USD Interactive Brokers Group, Inc. 78.00000000 USD 5140.98000000 USD LyondellBasell Industries N.V. 71.00000000 USD 7300.22000000 USD Owens Corning 31.00000000 USD 2836.50000000 USD Abbott Laboratories 34.00000000 USD 4024.24000000 USD OneMain Holdings, Inc. 94.00000000 USD 4456.54000000 USD Buckle, Inc. 81.00000000 USD 2676.24000000 USD Encore Wire Corp. 33.00000000 USD 3764.31000000 USD Packaging Corporation of America 43.00000000 USD 6712.73000000 USD Chesapeake Utilities Corp. 60.00000000 USD 8265.60000000 USD Arch Capital Group Ltd. 198.00000000 USD 9587.16000000 USD SS&C Technologies Holdings, Inc. 24.00000000 USD 1800.48000000 USD InterDigital, Inc. 54.00000000 USD 3445.20000000 USD Sturm Ruger & Company, Inc. 108.00000000 USD 7518.96000000 USD Duke Energy Corp. 77.00000000 USD 8597.82000000 USD Shenandoah Telecommunications Co. 159.00000000 USD 3749.22000000 USD AMERISAFE, Inc. 131.00000000 USD 6506.77000000 USD Easterly Government Properties, Inc. 140.00000000 USD 2959.60000000 USD Waters Corp. 10.00000000 USD 3103.90000000 USD Fulton Financial Corp. 388.00000000 USD 6448.56000000 USD Eagle Pharmaceuticals, Inc. 113.00000000 USD 5592.37000000 USD Snap-on, Inc. 37.00000000 USD 7602.76000000 USD NetApp, Inc. 53.00000000 USD 4399.00000000 USD Gilead Sciences, Inc. 150.00000000 USD 8917.50000000 USD Verizon Communications, Inc. 169.00000000 USD 8608.86000000 USD Kinder Morgan, Inc. 269.00000000 USD 5086.79000000 USD Exxon Mobil Corp. 38.00000000 USD 3138.42000000 USD Laboratory Corporation of America Holdings 10.00000000 USD 2636.60000000 USD Eagle Materials, Inc. 32.00000000 USD 4107.52000000 USD Acushnet Holdings Corp. 102.00000000 USD 4106.52000000 USD Yelp, Inc. 147.00000000 USD 5014.17000000 USD Gentex Corp. 316.00000000 USD 9217.72000000 USD Cummins, Inc. 30.00000000 USD 6153.30000000 USD Omnicom Group, Inc. 43.00000000 USD 3649.84000000 USD Radian Group, Inc. 304.00000000 USD 6751.84000000 USD John B Sanfilippo & Son, Inc. 108.00000000 USD 9011.52000000 USD Zumiez, Inc. 59.00000000 USD 2254.39000000 USD MGIC Investment Corp. 457.00000000 USD 6192.35000000 USD Mueller Industries, Inc. 161.00000000 USD 8721.37000000 USD OSI Systems, Inc. 56.00000000 USD 4766.72000000 USD Methode Electronics, Inc. 69.00000000 USD 2984.25000000 USD UFP Industries, Inc. 28.00000000 USD 2160.48000000 USD Fidelity National Financial, Inc. 111.00000000 USD 5421.24000000 USD Hilltop Holdings, Inc. 158.00000000 USD 4645.20000000 USD Western Union Co. 182.00000000 USD 3410.68000000 USD Genpact Ltd. 43.00000000 USD 1870.93000000 USD Vertex Pharmaceuticals, Inc. 18.00000000 USD 4697.46000000 USD Markel Corp. 3.00000000 USD 4425.72000000 USD MGE Energy, Inc. 125.00000000 USD 9973.75000000 USD AutoZone, Inc. 5.00000000 USD 10222.90000000 USD Ziff Davis, Inc. 25.00000000 USD 2419.50000000 USD Garmin Ltd. 75.00000000 USD 8895.75000000 USD First American Financial Corp. 54.00000000 USD 3500.28000000 USD Molson Coors Beverage Co. 132.00000000 USD 7046.16000000 USD National Bank Holdings Corp. 215.00000000 USD 8660.20000000 USD Keysight Technologies, Inc. 11.00000000 USD 1737.67000000 USD AutoNation, Inc. 25.00000000 USD 2489.50000000 USD Citigroup, Inc. 53.00000000 USD 2830.20000000 USD F5, Inc. 9.00000000 USD 1880.55000000 USD Mercury General Corp. 171.00000000 USD 9405.00000000 USD Pfizer, Inc. 56.00000000 USD 2899.12000000 USD Bio-Rad Laboratories, Inc. 9.00000000 USD 5069.07000000 USD Meta Platforms, Inc. 42.00000000 USD 9339.12000000 USD PotlatchDeltic Corp. 57.00000000 USD 3005.61000000 USD NetScout Systems, Inc. 60.00000000 USD 1924.80000000 USD Crane Co. 43.00000000 USD 4656.04000000 USD Minerals Technologies, Inc. 60.00000000 USD 3969.00000000 USD Royalty Pharma plc 90.00000000 USD 3506.40000000 USD AbbVie, Inc. 49.00000000 USD 7943.39000000 USD Piper Sandler Cos. 38.00000000 USD 4987.50000000 USD Evercore, Inc. 51.00000000 USD 5677.32000000 USD HomeStreet, Inc. 110.00000000 USD 5211.80000000 USD CommVault Systems, Inc. 28.00000000 USD 1857.80000000 USD Tri Pointe Homes, Inc. 173.00000000 USD 3473.84000000 USD Preferred Bank/Los Angeles CA 96.00000000 USD 7112.64000000 USD Albany International Corp. 32.00000000 USD 2698.24000000 USD Hologic, Inc. 102.00000000 USD 7835.64000000 USD Vontier Corp. 108.00000000 USD 2742.12000000 USD Arrow Electronics, Inc. 15.00000000 USD 1779.45000000 USD Exelixis, Inc. 128.00000000 USD 2901.76000000 USD TTM Technologies, Inc. 445.00000000 USD 6594.90000000 USD Interpublic Group of Companies, Inc. 120.00000000 USD 4254.00000000 USD Safety Insurance Group, Inc. 110.00000000 USD 9993.50000000 USD USANA Health Sciences, Inc. 61.00000000 USD 4846.45000000 USD Perdoceo Education Corp. 606.00000000 USD 6956.88000000 USD Louisiana-Pacific Corp. 46.00000000 USD 2857.52000000 USD Amgen, Inc. 33.00000000 USD 7980.06000000 USD California Water Service Group 43.00000000 USD 2549.04000000 USD Portland General Electric Co. 150.00000000 USD 8272.50000000 USD WEC Energy Group, Inc. 36.00000000 USD 3593.16000000 USD Bristol-Myers Squibb Co. 134.00000000 USD 9786.02000000 USD PS Business Parks, Inc. 33.00000000 USD 5546.64000000 USD Juniper Networks, Inc. 67.00000000 USD 2489.72000000 USD EVERTEC, Inc. 102.00000000 USD 4174.86000000 USD Travelers Companies, Inc. 41.00000000 USD 7491.93000000 USD Autoliv, Inc. 29.00000000 USD 2216.76000000 USD Skyworks Solutions, Inc. 13.00000000 USD 1732.64000000 USD Dropbox, Inc. 83.00000000 USD 1929.75000000 USD Whirlpool Corp. 44.00000000 USD 7602.32000000 USD Corteva, Inc. 38.00000000 USD 2184.24000000 USD IDACORP, Inc. 73.00000000 USD 8421.28000000 USD 3M Co. 62.00000000 USD 9230.56000000 USD Shoe Carnival, Inc. 64.00000000 USD 1866.24000000 USD Haverty Furniture Companies, Inc. 63.00000000 USD 1727.46000000 USD Sanmina Corp. 186.00000000 USD 7518.12000000 USD Dow, Inc. 117.00000000 USD 7455.24000000 USD Y GS Equity Custom Basket - Tenor At Maturity 2024-05-06 0.00000000 USD 0.00000000 USD 859268.47000000 USD 15930.37000000 N N N Prestige Consumer Healthcare I N/A 74112D101 385.00000000 NS USD 20381.90000000 0.506169162504 Long EC CORP US N 1 N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 833.00000000 NS USD 23790.48000000 0.590818684086 Long EC CORP US N 1 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 664.00000000 NS USD 46440.16000000 1.153306457875 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N/A 332.00000000 NS USD 34136.24000000 0.847747855295 Long EC CORP US N 1 N N N MGIC Investment Corp 254900S8483WM4M98R28 552848103 2133.00000000 NS USD 28902.15000000 0.717763165361 Long EC CORP US N 1 N N N Viavi Solutions Inc 5493006K3E3N1QOBF092 925550105 1399.00000000 NS USD 22495.92000000 0.558669259792 Long EC CORP US N 1 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 090572207 44.00000000 NS USD 24782.12000000 0.615445317928 Long EC CORP US N 1 N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871R209 340.00000000 NS USD 18149.20000000 0.450721736645 Long EC CORP US N 1 N N N PotlatchDeltic Corp 54930084YA8UJOTXDM59 737630103 268.00000000 NS USD 14131.64000000 0.350948654620 Long EC CORP US N 1 N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 50.00000000 NS USD 15519.50000000 0.385415114267 Long EC CORP US N 1 N N N F5 Inc 54930015FPK9KT966303 315616102 43.00000000 NS USD 8984.85000000 0.223131994550 Long EC CORP US N 1 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 112.00000000 NS USD 13371.68000000 0.332075619391 Long EC CORP US N 1 N N N Acushnet Holdings Corp 529900W5FI106H543E43 005098108 480.00000000 NS USD 19324.80000000 0.479916878778 Long EC CORP US N 1 N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320106 207.00000000 NS USD 35765.46000000 0.888208309077 Long EC CORP US N 1 N N N Crane Co 549300X1RO9ID7AUCA83 224399105 202.00000000 NS USD 21872.56000000 0.543188582861 Long EC CORP US N 1 N N N Premier Inc N/A 74051N102 236.00000000 NS USD 8399.24000000 0.208588810487 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 292.00000000 NS USD 43472.96000000 1.079618276745 Long EC CORP US N 1 N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 88.00000000 NS USD 22965.36000000 0.570327449247 Long EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 420.00000000 NS USD 23419.20000000 0.581598224430 Long EC CORP US N 1 N N N Fidelity National Financial In 549300CAZYIH39SYQ287 31620R303 522.00000000 NS USD 25494.48000000 0.633136242945 Long EC CORP US N 1 N N N United Bankshares Inc/WV 5299005O3BAMJ9Z92V62 909907107 855.00000000 NS USD 29822.40000000 0.740616882227 Long EC CORP US N 1 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 1259.00000000 NS USD 23807.69000000 0.591246081497 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 0.00000000 NC USD -59445.58000000 -1.47628628553 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GS Equity Short Custom Basket N/A Ryman Hospitality Properties, Inc. -200.00000000 USD -18554.00000000 USD UDR, Inc. -170.00000000 USD -9752.90000000 USD Crown Castle International Corp. -106.00000000 USD -19567.60000000 USD J.B. Hunt Transport Services, Inc. -54.00000000 USD -10842.66000000 USD Boeing Co. -125.00000000 USD -23937.50000000 USD Cloudflare, Inc. -55.00000000 USD -6583.50000000 USD First Republic Bank -57.00000000 USD -9239.70000000 USD Airbnb, Inc. -21.00000000 USD -3606.96000000 USD KBR, Inc. -469.00000000 USD -25668.37000000 USD Okta, Inc. -19.00000000 USD -2868.24000000 USD State Street Corp. -289.00000000 USD -25177.68000000 USD Natera, Inc. -52.00000000 USD -2115.36000000 USD Western Alliance Bancorporation -197.00000000 USD -16315.54000000 USD TransDigm Group, Inc. -16.00000000 USD -10424.64000000 USD Quanta Services, Inc. -82.00000000 USD -10792.02000000 USD MGM Resorts International -184.00000000 USD -7716.96000000 USD Equifax, Inc. -76.00000000 USD -18019.60000000 USD Black Hills Corp. -433.00000000 USD -33349.66000000 USD Bank of America Corp. -193.00000000 USD -7955.46000000 USD Bill.com Holdings, Inc. -29.00000000 USD -6576.91000000 USD CenterPoint Energy, Inc. -1095.00000000 USD -33550.80000000 USD Tetra Tech, Inc. -113.00000000 USD -18638.22000000 USD CBRE Group, Inc. -115.00000000 USD -10524.80000000 USD SBA Communications Corp. -46.00000000 USD -15828.60000000 USD Host Hotels & Resorts, Inc. -1511.00000000 USD -29358.73000000 USD United Airlines Holdings, Inc. -386.00000000 USD -17894.96000000 USD Atlassian Corporation plc -15.00000000 USD -4407.45000000 USD General Electric Co. -117.12500000 USD -10716.94000000 USD Sysco Corp. -186.00000000 USD -15186.90000000 USD Southwest Airlines Co. -249.00000000 USD -11404.20000000 USD Apartment Income REIT Corp. -589.00000000 USD -31487.94000000 USD Apple Hospitality REIT, Inc. -349.00000000 USD -6271.53000000 USD Northern Trust Corp. -163.00000000 USD -18981.35000000 USD Crowdstrike Holdings, Inc. -32.00000000 USD -7266.56000000 USD Delta Air Lines, Inc. -455.00000000 USD -18004.35000000 USD Waste Management, Inc. -89.00000000 USD -14106.50000000 USD Americold Realty Trust -381.00000000 USD -10622.28000000 USD Trade Desk, Inc. -62.00000000 USD -4293.50000000 USD Bank of New York Mellon Corp. -122.00000000 USD -6054.86000000 USD NOV, Inc. -683.00000000 USD -13393.63000000 USD Lululemon Athletica, Inc. -20.00000000 USD -7304.60000000 USD CH Robinson Worldwide, Inc. -115.00000000 USD -12386.65000000 USD American Airlines Group, Inc. -1268.00000000 USD -23141.00000000 USD Kennedy-Wilson Holdings, Inc. -1307.00000000 USD -31877.73000000 USD Lyft, Inc. -387.00000000 USD -14860.80000000 USD Ceridian HCM Holding, Inc. -157.00000000 USD -10732.52000000 USD Guardant Health, Inc. -157.00000000 USD -10399.68000000 USD Park Hotels & Resorts, Inc. -1206.00000000 USD -23553.18000000 USD RLJ Lodging Trust -1819.00000000 USD -25611.52000000 USD ONE Gas, Inc. -361.00000000 USD -31854.64000000 USD Equinix, Inc. -30.00000000 USD -22248.60000000 USD MongoDB, Inc. -18.00000000 USD -7984.62000000 USD Cintas Corp. -80.00000000 USD -34031.20000000 USD Patterson-UTI Energy, Inc. -1403.00000000 USD -21718.44000000 USD UnitedHealth Group, Inc. -17.00000000 USD -8669.49000000 USD Howard Hughes Corp. -258.00000000 USD -26731.38000000 USD Booz Allen Hamilton Holding Corp. -127.00000000 USD -11155.68000000 USD Palo Alto Networks, Inc. -6.00000000 USD -3735.06000000 USD Halliburton Co. -929.00000000 USD -35181.23000000 USD Leidos Holdings, Inc. -80.00000000 USD -8641.60000000 USD Sun Communities, Inc. -129.00000000 USD -22612.41000000 USD TransUnion -134.00000000 USD -13847.56000000 USD IAA, Inc. -193.00000000 USD -7382.25000000 USD JetBlue Airways Corp. -451.00000000 USD -6742.45000000 USD Rollins, Inc. -471.00000000 USD -16508.55000000 USD Hilton Worldwide Holdings, Inc. -54.00000000 USD -8193.96000000 USD Viad Corp. -393.00000000 USD -14006.52000000 USD Xenia Hotels & Resorts, Inc. -586.00000000 USD -11303.94000000 USD Zscaler, Inc. -29.00000000 USD -6997.12000000 USD Edison International -475.00000000 USD -33297.50000000 USD Copart, Inc. -208.00000000 USD -26097.76000000 USD Signature Bank -44.00000000 USD -12913.56000000 USD Regions Financial Corp. -360.00000000 USD -8013.60000000 USD Pebblebrook Hotel Trust -840.00000000 USD -20563.20000000 USD Safehold, Inc. -142.00000000 USD -7873.90000000 USD Welltower, Inc. -243.00000000 USD -23362.02000000 USD Atmos Energy Corp. -273.00000000 USD -32620.77000000 USD Driven Brands Holdings, Inc. -798.00000000 USD -20971.44000000 USD Zions Bancorp North America -294.00000000 USD -19274.64000000 USD Outfront Media, Inc. -825.00000000 USD -23454.75000000 USD SVB Financial Group -21.00000000 USD -11748.45000000 USD Lincoln National Corp. -109.00000000 USD -7124.24000000 USD Range Resources Corp. -323.00000000 USD -9812.74000000 USD Cooper Companies, Inc. -15.00000000 USD -6263.85000000 USD CoStar Group, Inc. -278.00000000 USD -18517.58000000 USD Equitable Holdings, Inc. -787.00000000 USD -24326.17000000 USD Ventas, Inc. -296.00000000 USD -18280.96000000 USD Jacobs Engineering Group, Inc. -210.00000000 USD -28940.10000000 USD Howmet Aerospace, Inc. -449.00000000 USD -16137.06000000 USD Intellia Therapeutics, Inc. -35.00000000 USD -2543.45000000 USD Invitation Homes, Inc. -561.00000000 USD -22540.98000000 USD Dun & Bradstreet Holdings, Inc. -572.00000000 USD -10021.44000000 USD Sunstone Hotel Investors, Inc. -1396.00000000 USD -16444.88000000 USD Freshpet, Inc. -64.00000000 USD -6568.96000000 USD Wells Fargo & Co. -273.00000000 USD -13229.58000000 USD Comerica, Inc. -257.00000000 USD -23240.51000000 USD Carnival Corp. -280.00000000 USD -5661.60000000 USD MSA Safety, Inc. -75.00000000 USD -9952.50000000 USD Casella Waste Systems, Inc. -295.00000000 USD -25856.75000000 USD Entergy Corp. -171.00000000 USD -19964.25000000 USD Stericycle, Inc. -370.00000000 USD -21800.40000000 USD Verisk Analytics, Inc. -98.00000000 USD -21033.74000000 USD Iron Mountain, Inc. -419.00000000 USD -23216.79000000 USD KKR & Company, Inc. -207.00000000 USD -12103.29000000 USD Digital Realty Trust, Inc. -57.00000000 USD -8082.60000000 USD DoorDash, Inc. -58.00000000 USD -6797.02000000 USD MillerKnoll, Inc. -760.00000000 USD -26265.60000000 USD Bunge Ltd. -136.00000000 USD -15070.16000000 USD Royal Caribbean Cruises Ltd. -76.00000000 USD -6367.28000000 USD ASGN, Inc. -121.00000000 USD -14121.91000000 USD Datadog, Inc. -43.00000000 USD -6513.21000000 USD Republic Services, Inc. -92.00000000 USD -12190.00000000 USD Y GS Equity Custom Basket - Tenor At Maturity 2024-05-06 0.00000000 USD 0.00000000 USD -1745654.93000000 USD -59445.58000000 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 627.00000000 NS USD 45789.81000000 1.137155504586 Long EC CORP US N 1 N N N Brunswick Corp/DE YM4O38W15AX4YLLQKU27 117043109 190.00000000 NS USD 15369.10000000 0.381680043344 Long EC CORP US N 1 N N N Evercore Inc 529900P6KLPT95DW3W58 29977A105 240.00000000 NS USD 26716.80000000 0.663491641152 Long EC CORP US N 1 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 211.50000000 NS USD 23245.97000000 0.577296187622 Long EC CORP US N 1 N N N United Therapeutics Corp 5299005C4HZL4UWROC14 91307C102 82.00000000 NS USD 14711.62000000 0.365352021866 Long EC CORP US N 1 N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180101 662.00000000 NS USD 45479.40000000 1.129446705616 Long EC CORP US N 1 N N N Halozyme Therapeutics Inc 529900242I3SV9AGM753 40637H109 276.00000000 NS USD 11006.88000000 0.273347589350 Long EC CORP US N 1 N N N Haverty Furniture Cos Inc 529900CVFMMIRXZVPD70 419596101 298.00000000 NS USD 8171.16000000 0.202924615167 Long EC CORP US N 1 N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 332.00000000 NS USD 26367.44000000 0.654815548216 Long EC CORP US N 1 N N N Xperi Holding Corp N/A 98390M103 992.00000000 NS USD 17181.44000000 0.426688144648 Long EC CORP US N 1 N N N John B Sanfilippo & Son Inc 5299007IBEYVXKYDUX28 800422107 508.00000000 NS USD 42387.52000000 1.052662190425 Long EC CORP US N 1 N N N MGE Energy Inc N/A 55277P104 587.00000000 NS USD 46836.73000000 1.163154975667 Long EC CORP US N 1 N N N Innoviva Inc 549300ACOX4QTBES6535 45781M101 1690.00000000 NS USD 32701.50000000 0.812117166095 Long EC CORP US N 1 N N N American States Water Co 529900L26LIS2V8PWM23 029899101 204.00000000 NS USD 18160.08000000 0.450991933265 Long EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 385.00000000 NS USD 42989.10000000 1.067601977431 Long EC CORP US N 1 N N N Toll Brothers Inc 529900JB6IS9MSZGVR44 889478103 222.00000000 NS USD 10438.44000000 0.259230809328 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 7.00000000 NS USD 19550.93000000 0.485532647313 Long EC CORP US N 1 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 307.00000000 NS USD 22260.57000000 0.552824519488 Long EC CORP US N 1 N N N Vanda Pharmaceuticals Inc 529900AY8VOOQBKJ0O70 921659108 1478.00000000 NS USD 16716.18000000 0.415133762351 Long EC CORP US N 1 N N N BankUnited Inc 96OVUWEW5D4YX6PFXD91 06652K103 591.00000000 NS USD 25980.36000000 0.645202707439 Long EC CORP US N 1 N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 251.00000000 NS USD 20833.00000000 0.517371891847 Long EC CORP US N 1 N N N Dow Inc 5493003S21INSLK2IP73 260557103 547.00000000 NS USD 34854.84000000 0.865593746021 Long EC CORP US N 1 N N N Albany International Corp L73WCPNCZIRSQGZTW097 012348108 151.00000000 NS USD 12732.32000000 0.316197594490 Long EC CORP US N 1 N N N CSG Systems International Inc 549300D7FJZUOHHXUA81 126349109 693.00000000 NS USD 44054.01000000 1.094048216636 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 257.00000000 NS USD 45548.11000000 1.131153066807 Long EC CORP US N 1 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 7.00000000 NS USD 31270.89000000 0.776589042339 Long EC CORP US N 1 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 144.00000000 NS USD 19707.84000000 0.489429389191 Long EC CORP US N 1 N N N AdvanSix Inc 5493009TPRODMCAZLF67 00773T101 320.00000000 NS USD 16348.80000000 0.406010156263 Long EC CORP US N 1 N N N Mercury General Corp 5493001Q9EXPCEL4W527 589400100 800.00000000 NS USD 44000.00000000 1.092706918893 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 793.00000000 NS USD 40395.42000000 1.003189884672 Long EC CORP US N 1 N N N OneMain Holdings Inc 549300E3VEW8SMS5XW09 68268W103 443.00000000 NS USD 21002.63000000 0.521584525362 Long EC CORP US N 1 N N N Goldman Sachs Financial Square 549300DAH6N80PM31E83 N/A 72577.03000000 NS USD 72577.03000000 1.802395973494 Long STIV RF US N 1 N N N National Bank Holdings Corp N/A 633707104 1006.00000000 NS USD 40521.68000000 1.006325456845 Long EC CORP US N 1 N N N Portland General Electric Co GJOUP9M7C39GLSK9R870 736508847 751.00000000 NS USD 41417.65000000 1.028576198166 Long EC CORP US N 1 N N N Zumiez Inc 549300J0PDF58P6HZD25 989817101 277.00000000 NS USD 10584.17000000 0.262849904312 Long EC CORP US N 1 N N N EVERTEC Inc N/A 30040P103 479.00000000 NS USD 19605.47000000 0.486887107208 Long EC CORP US N 1 N N N Tri Pointe Homes Inc N/A 87265H109 811.00000000 NS USD 16284.88000000 0.404422751121 Long EC CORP US N 1 N N N Knowles Corp 5493003EO323TDZQU148 49926D109 2007.00000000 NS USD 43210.71000000 1.073105495165 Long EC CORP US N 1 N N N 2022-05-02 Guggenheim Variable Funds Trust John Sullivan John Sullivan CFO XXXX