0001752724-23-126025.txt : 20230530
0001752724-23-126025.hdr.sgml : 20230530
20230530135607
ACCESSION NUMBER: 0001752724-23-126025
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230530
DATE AS OF CHANGE: 20230530
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GUGGENHEIM FUNDS TRUST
CENTRAL INDEX KEY: 0000088525
IRS NUMBER: 000000000
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01136
FILM NUMBER: 23974860
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000008806
Guggenheim Alpha Opportunity Fund
C000023961
A
SAOAX
C000023963
C
SAOCX
C000071557
Institutional
SAOIX
C000155960
P
SAOSX
NPORT-P
1
primary_doc.xml
NPORT-P
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XXXXXXXX
S000008806
C000023963
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C000155960
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Alpha Opportunity Fund
S000008806
549300FC982FOBER3L60
2023-09-30
2023-03-31
N
33248877.42
61563.93
33187313.49
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
S&P 500 Index
SNP500
PulteGroup Inc
N/A
PulteGroup, Inc.
745867101
2950.00000000
NS
USD
171926.00000000
0.518047355812
Long
EC
CORP
US
N
1
N
N
N
Innoviva Inc
549300ACOX4QTBES6535
Innoviva, Inc.
45781M101
12628.00000000
NS
USD
142065.00000000
0.428070202316
Long
EC
CORP
US
N
1
N
N
N
Viavi Solutions Inc
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550105
6423.00000000
NS
USD
69561.09000000
0.209601449122
Long
EC
CORP
US
N
1
N
N
N
Oxford Industries Inc
IDZ20O0XD3GS4UOI2L88
Oxford Industries, Inc.
691497309
1779.00000000
NS
USD
187844.61000000
0.566013305224
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
1735.00000000
NS
USD
146434.00000000
0.441234871403
Long
EC
CORP
US
N
1
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco, Inc.
384109104
4414.00000000
NS
USD
322266.14000000
0.971052206732
Long
EC
CORP
US
N
1
N
N
N
Fulgent Genetics Inc
549300CL6P01M68QJ404
Fulgent Genetics, Inc.
359664109
3007.00000000
NS
USD
93878.54000000
0.282874779931
Long
EC
CORP
US
N
1
N
N
N
Sturm Ruger & Co Inc
529900DV1BWFJSHFO847
Sturm Ruger & Company, Inc.
864159108
4913.00000000
NS
USD
282202.72000000
0.850333125292
Long
EC
CORP
US
N
1
N
N
N
Marcus & Millichap Inc
549300B2HE8ULXNB1N48
Marcus & Millichap, Inc.
566324109
2613.00000000
NS
USD
83903.43000000
0.252817782389
Long
EC
CORP
US
N
1
N
N
N
Kulicke & Soffa Industries Inc
529900H6BEIRBF429744
Kulicke & Soffa Industries, Inc.
501242101
1715.00000000
NS
USD
90363.35000000
0.272282810801
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676108
4986.00000000
NS
USD
193805.82000000
0.583975620860
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
800.00000000
NS
USD
124000.00000000
0.373636751397
Long
EC
CORP
US
N
1
N
N
N
Hilltop Holdings Inc
54930010TA543US0PM65
Hilltop Holdings, Inc.
432748101
3173.00000000
NS
USD
94142.91000000
0.283671379511
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes Inc
R05X5UQ874RGFF7HHD84
Federated Hermes, Inc.
314211103
2640.00000000
NS
USD
105969.60000000
0.319307557184
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
1673.00000000
NS
USD
225570.59000000
0.679689213373
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
0.50000000
NS
USD
46.64000000
0.000140535629
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
1606.00000000
NS
USD
204893.48000000
0.617384953626
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802104
199.00000000
NS
USD
137073.19000000
0.413028882380
Long
EC
CORP
US
N
1
N
N
N
Mueller Industries Inc
5493005IZFE4VJLLYG84
Mueller Industries, Inc.
624756102
2420.00000000
NS
USD
177821.60000000
0.535811975421
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
3059.00000000
NS
USD
309754.34000000
0.933351655876
Long
EC
CORP
US
N
1
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors, Inc.
297602104
2638.00000000
NS
USD
72439.48000000
0.218274612742
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Company, Inc.
553530106
2360.00000000
NS
USD
198240.00000000
0.597336690298
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Custom Basket
N/A
0.00000000
NC
USD
809940.06000000
2.440511071328
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Short Custom Basket
N/A
TD SYNNEX Corp.
-841.00000000
USD
-81400.39000000
USD
Bank of America Corp.
-6093.00000000
USD
-174259.80000000
USD
Burlington Stores, Inc.
-305.00000000
USD
-61640.50000000
USD
Gap, Inc.
-5685.00000000
USD
-57077.40000000
USD
Take-Two Interactive Software, Inc.
-1297.00000000
USD
-154732.10000000
USD
Liberty Energy, Inc.
-4928.00000000
USD
-63127.68000000
USD
Ryman Hospitality Properties, Inc.
-1907.00000000
USD
-171115.11000000
USD
Kite Realty Group Trust
-11127.00000000
USD
-232776.84000000
USD
Duke Energy Corp.
-2510.00000000
USD
-242139.70000000
USD
Atlassian Corp.
-185.00000000
USD
-31666.45000000
USD
Edison International
-1913.00000000
USD
-135038.67000000
USD
Ventas, Inc.
-3726.00000000
USD
-161522.10000000
USD
CDW Corp.
-867.00000000
USD
-168969.63000000
USD
Spire, Inc.
-1429.00000000
USD
-100230.06000000
USD
Progressive Corp.
-1434.00000000
USD
-205148.04000000
USD
Healthcare Services Group, Inc.
-5342.00000000
USD
-74093.54000000
USD
Ashland, Inc.
-1077.00000000
USD
-110618.67000000
USD
General Electric Co.
-0.50000000
USD
-47.80000000
USD
Valaris Ltd.
-1320.00000000
USD
-85879.20000000
USD
Kirby Corp.
-1374.00000000
USD
-95767.80000000
USD
Hyatt Hotels Corp.
-605.00000000
USD
-67632.95000000
USD
Apollo Global Management, Inc.
-3304.00000000
USD
-208680.64000000
USD
Trade Desk, Inc.
-563.00000000
USD
-34292.33000000
USD
Equinix, Inc.
-256.00000000
USD
-184586.24000000
USD
J.B. Hunt Transport Services, Inc.
-575.00000000
USD
-100889.50000000
USD
MSA Safety, Inc.
-1182.00000000
USD
-157797.00000000
USD
Vulcan Materials Co.
-673.00000000
USD
-115459.88000000
USD
Stanley Black & Decker, Inc.
-1027.00000000
USD
-82755.66000000
USD
Tesla, Inc.
-162.00000000
USD
-33608.52000000
USD
Raymond James Financial, Inc.
-1942.00000000
USD
-181130.34000000
USD
UniFirst Corp.
-1008.00000000
USD
-177639.84000000
USD
Driven Brands Holdings, Inc.
-8118.00000000
USD
-246056.58000000
USD
TFS Financial Corp.
-6446.00000000
USD
-81412.98000000
USD
Rayonier, Inc.
-2330.00000000
USD
-77495.80000000
USD
Apple Hospitality REIT, Inc.
-2862.00000000
USD
-44418.24000000
USD
Floor & Decor Holdings, Inc.
-1390.00000000
USD
-136525.80000000
USD
NOV, Inc.
-5199.00000000
USD
-96233.49000000
USD
Waste Management, Inc.
-1257.00000000
USD
-205104.69000000
USD
Helmerich & Payne, Inc.
-1432.00000000
USD
-51194.00000000
USD
Performance Food Group Co.
-1080.00000000
USD
-65167.20000000
USD
Allstate Corp.
-1656.00000000
USD
-183501.36000000
USD
Viad Corp.
-2563.00000000
USD
-53412.92000000
USD
DTE Energy Co.
-1530.00000000
USD
-167596.20000000
USD
Iron Mountain, Inc.
-4277.00000000
USD
-226296.07000000
USD
Patterson-UTI Energy, Inc.
-6252.00000000
USD
-73148.40000000
USD
Vistra Corp.
-11255.00000000
USD
-270120.00000000
USD
Clarivate plc
-9450.00000000
USD
-88735.50000000
USD
Royal Caribbean Cruises Ltd.
-1204.00000000
USD
-78621.20000000
USD
American Airlines Group, Inc.
-8048.00000000
USD
-118708.00000000
USD
Walt Disney Co.
-2076.00000000
USD
-207869.88000000
USD
Equifax, Inc.
-981.00000000
USD
-198986.04000000
USD
Casella Waste Systems, Inc.
-1871.00000000
USD
-154656.86000000
USD
Rexford Industrial Realty, Inc.
-3399.00000000
USD
-202750.35000000
USD
ManpowerGroup, Inc.
-779.00000000
USD
-64290.87000000
USD
United Airlines Holdings, Inc.
-1048.00000000
USD
-46374.00000000
USD
GXO Logistics, Inc.
-2461.00000000
USD
-124182.06000000
USD
Assured Guaranty Ltd.
-2079.00000000
USD
-104511.33000000
USD
MillerKnoll, Inc.
-4010.00000000
USD
-82004.50000000
USD
Lululemon Athletica, Inc.
-207.00000000
USD
-75387.33000000
USD
Stericycle, Inc.
-3000.00000000
USD
-130830.00000000
USD
Republic Services, Inc.
-1617.00000000
USD
-218650.74000000
USD
IAC, Inc.
-2059.00000000
USD
-106244.40000000
USD
Halliburton Co.
-5041.00000000
USD
-159497.24000000
USD
Schlumberger Ltd.
-2417.00000000
USD
-118674.70000000
USD
KKR & Company, Inc.
-4236.00000000
USD
-222474.72000000
USD
Royal Gold, Inc.
-673.00000000
USD
-87294.83000000
USD
Jacobs Solutions, Inc.
-1910.00000000
USD
-224444.10000000
USD
ICU Medical, Inc.
-1287.00000000
USD
-212303.52000000
USD
Howard Hughes Corp.
-2031.00000000
USD
-162480.00000000
USD
Entergy Corp.
-2296.00000000
USD
-247371.04000000
USD
Paramount Global
-3535.00000000
USD
-78865.85000000
USD
Ares Management Corp.
-2809.00000000
USD
-234382.96000000
USD
Southwest Airlines Co.
-3800.00000000
USD
-123652.00000000
USD
DoorDash, Inc.
-564.00000000
USD
-35847.84000000
USD
Uber Technologies, Inc.
-3974.00000000
USD
-125975.80000000
USD
Live Nation Entertainment, Inc.
-666.00000000
USD
-46620.00000000
USD
Equitable Holdings, Inc.
-5990.00000000
USD
-152086.10000000
USD
Delta Air Lines, Inc.
-4757.00000000
USD
-166114.44000000
USD
GE HealthCare Technologies, Inc.
-0.16670000
USD
-13.67000000
USD
Hess Corp.
-1070.00000000
USD
-141603.80000000
USD
Welltower, Inc.
-2540.00000000
USD
-182092.60000000
USD
Brighthouse Financial, Inc.
-2236.00000000
USD
-98629.96000000
USD
Chewy, Inc.
-790.00000000
USD
-29530.20000000
USD
Tetra Tech, Inc.
-496.00000000
USD
-72867.36000000
USD
Alexandria Real Estate Equities, Inc.
-981.00000000
USD
-123203.79000000
USD
ABM Industries, Inc.
-4127.00000000
USD
-185467.38000000
USD
Dominion Energy, Inc.
-4331.00000000
USD
-242146.21000000
USD
Assurant, Inc.
-721.00000000
USD
-86570.47000000
USD
Alaska Air Group, Inc.
-3105.00000000
USD
-130285.80000000
USD
Prudential Financial, Inc.
-2108.00000000
USD
-174415.92000000
USD
Costco Wholesale Corp.
-68.00000000
USD
-33787.16000000
USD
Ryder System, Inc.
-484.00000000
USD
-43192.16000000
USD
ICF International, Inc.
-1516.00000000
USD
-166305.20000000
USD
AES Corp.
-9612.00000000
USD
-231456.96000000
USD
CMS Energy Corp.
-4045.00000000
USD
-248282.10000000
USD
Morgan Stanley
-4276.00000000
USD
-375432.80000000
USD
Public Service Enterprise Group, Inc.
-3986.00000000
USD
-248925.70000000
USD
Healthcare Realty Trust, Inc.
-12169.00000000
USD
-235226.77000000
USD
FTI Consulting, Inc.
-738.00000000
USD
-145644.30000000
USD
SoFi Technologies, Inc.
-4780.00000000
USD
-29014.60000000
USD
Invitation Homes, Inc.
-3673.00000000
USD
-114707.79000000
USD
Americold Realty Trust, Inc.
-6016.00000000
USD
-171155.20000000
USD
Carpenter Technology Corp.
-1732.00000000
USD
-77524.32000000
USD
Citigroup, Inc.
-2997.00000000
USD
-140529.33000000
USD
Teledyne Technologies, Inc.
-260.00000000
USD
-116313.60000000
USD
Dun & Bradstreet Holdings, Inc.
-6484.00000000
USD
-76122.16000000
USD
Independence Realty Trust, Inc.
-5696.00000000
USD
-91306.88000000
USD
Warner Bros Discovery, Inc.
-6618.00000000
USD
-99931.80000000
USD
Baker Hughes Co.
-3222.00000000
USD
-92986.92000000
USD
Kennedy-Wilson Holdings, Inc.
-14321.00000000
USD
-237585.39000000
USD
Outfront Media, Inc.
-6418.00000000
USD
-104164.14000000
USD
Copart, Inc.
-2560.00000000
USD
-192537.60000000
USD
TransUnion
-3419.00000000
USD
-212456.66000000
USD
Sun Communities, Inc.
-1667.00000000
USD
-234846.96000000
USD
American Tower Corp.
-847.00000000
USD
-173075.98000000
USD
Robinhood Markets, Inc.
-3289.00000000
USD
-31936.19000000
USD
Y
GS Equity Custom Basket - Tenor At Maturity
2024-05-06
0.00000000
USD
0.00000000
USD
-15521572.14000000
USD
809940.06000000
N
N
N
A10 Networks Inc
549300UQD4IWUML81Q35
A10 Networks, Inc.
002121101
8436.00000000
NS
USD
130673.64000000
0.393745760829
Long
EC
CORP
US
N
1
N
N
N
Ironwood Pharmaceuticals Inc
549300PC8MR6QHH6P296
Ironwood Pharmaceuticals, Inc.
46333X108
20524.00000000
NS
USD
215912.48000000
0.650587400107
Long
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc.
928298108
11868.00000000
NS
USD
268454.16000000
0.808905969688
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
1094.00000000
NS
USD
270097.66000000
0.813858163244
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
1192.00000000
NS
USD
166403.20000000
0.501406057016
Long
EC
CORP
US
N
1
N
N
N
PGT Innovations Inc
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336V101
3418.00000000
NS
USD
85825.98000000
0.258610809295
Long
EC
CORP
US
N
1
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
Eagle Materials, Inc.
26969P108
1374.00000000
NS
USD
201634.50000000
0.607564996367
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp.
87724P106
3263.00000000
NS
USD
124842.38000000
0.376175010482
Long
EC
CORP
US
N
1
N
N
N
GrafTech International Ltd
549300GY32W00XP57351
GrafTech International Ltd.
384313508
11023.00000000
NS
USD
53571.78000000
0.161422466498
Long
EC
CORP
US
N
1
N
N
N
GMS Inc
52990057RENOQO4U0D72
GMS, Inc.
36251C103
2432.00000000
NS
USD
140788.48000000
0.424223792752
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
1334.00000000
NS
USD
324762.30000000
0.978573635066
Long
EC
CORP
US
N
1
N
N
N
BlueLinx Holdings Inc
549300YSX7GU28F5I540
BlueLinx Holdings, Inc.
09624H208
479.00000000
NS
USD
32552.84000000
0.098088204728
Long
EC
CORP
US
N
1
N
N
N
Triton International Ltd
N/A
Triton International Ltd.
N/A
3549.00000000
NS
USD
224367.78000000
0.676064906753
Long
EC
CORP
US
N
1
N
N
N
REX American Resources Corp
N/A
REX American Resources Corp.
761624105
3282.00000000
NS
USD
93832.38000000
0.282735690637
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp.
371901109
9490.00000000
NS
USD
266004.70000000
0.801525257777
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
1889.00000000
NS
USD
126487.44000000
0.381131904630
Long
EC
CORP
US
N
1
N
N
N
Prestige Consumer Healthcare I
N/A
Prestige Consumer Healthcare, Inc.
74112D101
1267.00000000
NS
USD
79352.21000000
0.239104048069
Long
EC
CORP
US
N
1
N
N
N
Haverty Furniture Cos Inc
529900CVFMMIRXZVPD70
Haverty Furniture Companies, Inc.
419596101
3391.00000000
NS
USD
108206.81000000
0.326048717479
Long
EC
CORP
US
N
1
N
N
N
MGE Energy Inc
N/A
MGE Energy, Inc.
55277P104
4454.00000000
NS
USD
345942.18000000
1.042392841180
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
602.00000000
NS
USD
189672.14000000
0.571520017904
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
19741.00000000
NS
USD
264924.22000000
0.798269555864
Long
EC
CORP
US
N
1
N
N
N
USANA Health Sciences Inc
549300YTURXE814MAH96
USANA Health Sciences, Inc.
90328M107
3978.00000000
NS
USD
250216.20000000
0.753951355765
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
3553.00000000
NS
USD
256775.31000000
0.773715263446
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
1284.00000000
NS
USD
81983.40000000
0.247032348745
Long
EC
CORP
US
N
1
N
N
N
Mr Cooper Group Inc
549300KD8C6DPXYC2M26
Mr Cooper Group, Inc.
62482R107
4284.00000000
NS
USD
175515.48000000
0.528863175541
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corporation of America
695156109
2169.00000000
NS
USD
301122.27000000
0.907341505936
Long
EC
CORP
US
N
1
N
N
N
Hope Bancorp Inc
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
13089.00000000
NS
USD
128533.98000000
0.387298538155
Long
EC
CORP
US
N
1
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
867.00000000
NS
USD
223729.35000000
0.674141189727
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
1428.00000000
NS
USD
321956.88000000
0.970120344622
Long
EC
CORP
US
N
1
N
N
N
Evercore Inc
529900P6KLPT95DW3W58
Evercore, Inc.
29977A105
2334.00000000
NS
USD
269296.92000000
0.811445373790
Long
EC
CORP
US
N
1
N
N
N
Advanced Energy Industries Inc
549300756XI3QLFT2U27
Advanced Energy Industries, Inc.
007973100
2553.00000000
NS
USD
250194.00000000
0.753884462734
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
3541.00000000
NS
USD
296664.98000000
0.893910801455
Long
EC
CORP
US
N
1
N
N
N
Dorian LPG Ltd
549300WP1W2WGMC7F395
Dorian LPG Ltd.
N/A
6498.00000000
NS
USD
129570.12000000
0.390420634797
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
1205.00000000
NS
USD
76565.70000000
0.230707737229
Long
EC
CORP
US
N
1
N
N
N
BOK Financial Corp
GRI2NT5QHYW751NMR949
BOK Financial Corp.
05561Q201
432.00000000
NS
USD
36465.12000000
0.109876685291
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
1234.00000000
NS
USD
77038.62000000
0.232132739588
Long
EC
CORP
US
N
1
N
N
N
Quanex Building Products Corp
5493000TL30VL5WOAW87
Quanex Building Products Corp.
747619104
5779.00000000
NS
USD
124421.87000000
0.374907929915
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings
529900RP7DJ882LI9T83
Allison Transmission Holdings, Inc.
01973R101
6547.00000000
NS
USD
296186.28000000
0.892468382803
Long
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
1624.00000000
NS
USD
133687.68000000
0.402827664975
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
1693.00000000
NS
USD
333893.46000000
1.006087642799
Long
EC
CORP
US
N
1
N
N
N
FB Financial Corp
5493000B2LD2C2A6C435
FB Financial Corp.
30257X104
5369.00000000
NS
USD
166868.52000000
0.502808159058
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd.
N/A
4192.00000000
NS
USD
167889.60000000
0.505884876914
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
1864.00000000
NS
USD
289218.24000000
0.871472287406
Long
EC
CORP
US
N
1
N
N
N
Lindsay Corp
549300ZFO0QG5H8TPI61
Lindsay Corp.
535555106
485.00000000
NS
USD
73298.05000000
0.220861655530
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
452.00000000
NS
USD
63948.96000000
0.192690981206
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Custom Basket
N/A
0.00000000
NC
USD
172009.31000000
0.518298385471
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GS Equity Long Custom Basket
N/A
Alphabet, Inc.
859.00000000
USD
89336.00000000
USD
Ionis Pharmaceuticals, Inc.
519.00000000
USD
18549.06000000
USD
IDEXX Laboratories, Inc.
57.00000000
USD
28504.56000000
USD
NMI Holdings, Inc.
1931.00000000
USD
43119.23000000
USD
Fulgent Genetics, Inc.
774.00000000
USD
24164.28000000
USD
Evercore, Inc.
601.00000000
USD
69343.38000000
USD
Standex International Corp.
665.00000000
USD
81422.60000000
USD
Premier, Inc.
873.00000000
USD
28259.01000000
USD
S&T Bancorp, Inc.
1277.00000000
USD
40161.65000000
USD
FB Financial Corp.
1365.00000000
USD
42424.20000000
USD
John B Sanfilippo & Son, Inc.
885.00000000
USD
85774.20000000
USD
DR Horton, Inc.
676.00000000
USD
66038.44000000
USD
Microchip Technology, Inc.
912.00000000
USD
76407.36000000
USD
Neurocrine Biosciences, Inc.
256.00000000
USD
25912.32000000
USD
Yum! Brands, Inc.
622.00000000
USD
82153.76000000
USD
Simpson Manufacturing Company, Inc.
409.00000000
USD
44842.76000000
USD
Ameris Bancorp
986.00000000
USD
36067.88000000
USD
Viavi Solutions, Inc.
1654.00000000
USD
17912.82000000
USD
3M Co.
228.00000000
USD
23965.08000000
USD
Merck & Company, Inc.
662.00000000
USD
70430.18000000
USD
Grand Canyon Education, Inc.
156.00000000
USD
17768.40000000
USD
Acadia Healthcare Company, Inc.
282.00000000
USD
20374.50000000
USD
AdvanSix, Inc.
616.00000000
USD
23574.32000000
USD
National Fuel Gas Co.
761.00000000
USD
43940.14000000
USD
Lennox International, Inc.
135.00000000
USD
33922.80000000
USD
Marathon Petroleum Corp.
431.00000000
USD
58111.73000000
USD
Oxford Industries, Inc.
458.00000000
USD
48360.22000000
USD
Acuity Brands, Inc.
274.00000000
USD
50068.02000000
USD
Dropbox, Inc.
2297.00000000
USD
49661.14000000
USD
Louisiana-Pacific Corp.
631.00000000
USD
34206.51000000
USD
O'Reilly Automotive, Inc.
42.00000000
USD
35657.16000000
USD
Amphastar Pharmaceuticals, Inc.
441.00000000
USD
16537.50000000
USD
Bank of New York Mellon Corp.
1134.00000000
USD
51528.96000000
USD
Douglas Elliman, Inc.
0.50000000
USD
1.56000000
USD
Janus Henderson Group plc
1015.00000000
USD
27039.60000000
USD
Eagle Pharmaceuticals, Inc.
1307.00000000
USD
37079.59000000
USD
Marcus & Millichap, Inc.
673.00000000
USD
21610.03000000
USD
Innoviva, Inc.
3253.00000000
USD
36596.25000000
USD
Vishay Intertechnology, Inc.
3057.00000000
USD
69149.34000000
USD
Hope Bancorp, Inc.
3371.00000000
USD
33103.22000000
USD
Mr Cooper Group, Inc.
1104.00000000
USD
45230.88000000
USD
Amgen, Inc.
301.00000000
USD
72766.75000000
USD
Philip Morris International, Inc.
408.00000000
USD
39678.00000000
USD
Renasant Corp.
1301.00000000
USD
39784.58000000
USD
Organon & Co.
1274.00000000
USD
29964.48000000
USD
Ethan Allen Interiors, Inc.
680.00000000
USD
18672.80000000
USD
Royalty Pharma plc
1519.00000000
USD
54729.57000000
USD
Gentex Corp.
2444.00000000
USD
68505.32000000
USD
GrafTech International Ltd.
2839.00000000
USD
13797.54000000
USD
A10 Networks, Inc.
2173.00000000
USD
33659.77000000
USD
MGE Energy, Inc.
1147.00000000
USD
89087.49000000
USD
Silicon Laboratories, Inc.
121.00000000
USD
21185.89000000
USD
Graco, Inc.
1137.00000000
USD
83012.37000000
USD
Perdoceo Education Corp.
5695.00000000
USD
76483.85000000
USD
QUALCOMM, Inc.
414.00000000
USD
52818.12000000
USD
Kinder Morgan, Inc.
3907.00000000
USD
68411.57000000
USD
USANA Health Sciences, Inc.
1025.00000000
USD
64472.50000000
USD
Packaging Corporation of America
559.00000000
USD
77605.97000000
USD
Cirrus Logic, Inc.
650.00000000
USD
71097.00000000
USD
Inter Parfums, Inc.
157.00000000
USD
22331.68000000
USD
Ironwood Pharmaceuticals, Inc.
5286.00000000
USD
55608.72000000
USD
Mastercard, Inc.
156.00000000
USD
56691.96000000
USD
Diodes, Inc.
334.00000000
USD
30981.84000000
USD
Occidental Petroleum Corp.
318.00000000
USD
19852.74000000
USD
ONEOK, Inc.
310.00000000
USD
19697.40000000
USD
BlueLinx Holdings, Inc.
123.00000000
USD
8359.08000000
USD
Kulicke & Soffa Industries, Inc.
442.00000000
USD
23288.98000000
USD
Federated Hermes, Inc.
680.00000000
USD
27295.20000000
USD
Johnson & Johnson
206.00000000
USD
31930.00000000
USD
Prestige Consumer Healthcare, Inc.
326.00000000
USD
20417.38000000
USD
Southside Bancshares, Inc.
1085.00000000
USD
36022.00000000
USD
Masco Corp.
518.00000000
USD
25754.96000000
USD
Sturm Ruger & Company, Inc.
1265.00000000
USD
72661.60000000
USD
Allison Transmission Holdings, Inc.
1686.00000000
USD
76274.64000000
USD
Otis Worldwide Corp.
447.00000000
USD
37726.80000000
USD
Clearway Energy, Inc.
2137.00000000
USD
66952.21000000
USD
Hackett Group, Inc.
1948.00000000
USD
35999.04000000
USD
United Therapeutics Corp.
130.00000000
USD
29114.80000000
USD
DT Midstream, Inc.
807.00000000
USD
39841.59000000
USD
Timken Co.
280.00000000
USD
22881.60000000
USD
Murphy USA, Inc.
223.00000000
USD
57545.15000000
USD
MDC Holdings, Inc.
1284.00000000
USD
49909.08000000
USD
Gilead Sciences, Inc.
433.00000000
USD
35926.01000000
USD
ResMed, Inc.
75.00000000
USD
16424.25000000
USD
REX American Resources Corp.
845.00000000
USD
24158.55000000
USD
WW Grainger, Inc.
51.00000000
USD
35129.31000000
USD
General Mills, Inc.
1034.00000000
USD
88365.64000000
USD
Quanex Building Products Corp.
1489.00000000
USD
32058.17000000
USD
Radian Group, Inc.
2175.00000000
USD
48067.50000000
USD
Magnolia Oil & Gas Corp.
825.00000000
USD
18051.00000000
USD
Abbott Laboratories
788.00000000
USD
79792.88000000
USD
Cognizant Technology Solutions Corp.
344.00000000
USD
20959.92000000
USD
Essent Group Ltd.
1079.00000000
USD
43213.95000000
USD
Extreme Networks, Inc.
1532.00000000
USD
29291.84000000
USD
Illinois Tool Works, Inc.
344.00000000
USD
83746.80000000
USD
T-Mobile US, Inc.
115.00000000
USD
16656.60000000
USD
Triton International Ltd.
914.00000000
USD
57783.08000000
USD
ON Semiconductor Corp.
418.00000000
USD
34409.76000000
USD
Valero Energy Corp.
307.00000000
USD
42857.20000000
USD
PulteGroup, Inc.
760.00000000
USD
44292.80000000
USD
Taylor Morrison Home Corp.
840.00000000
USD
32138.40000000
USD
Virtus Investment Partners, Inc.
141.00000000
USD
26844.99000000
USD
Donaldson Company, Inc.
1067.00000000
USD
69717.78000000
USD
Chesapeake Utilities Corp.
332.00000000
USD
42492.68000000
USD
Altria Group, Inc.
1023.00000000
USD
45646.26000000
USD
Visa, Inc.
368.00000000
USD
82969.28000000
USD
NetApp, Inc.
331.00000000
USD
21134.35000000
USD
Waters Corp.
62.00000000
USD
19197.06000000
USD
Quest Diagnostics, Inc.
116.00000000
USD
16411.68000000
USD
ONE Gas, Inc.
998.00000000
USD
79071.54000000
USD
Exelixis, Inc.
2588.00000000
USD
50233.08000000
USD
Haverty Furniture Companies, Inc.
873.00000000
USD
27857.43000000
USD
Bristol-Myers Squibb Co.
1023.00000000
USD
70904.13000000
USD
Sealed Air Corp.
641.00000000
USD
29428.31000000
USD
Hilltop Holdings, Inc.
817.00000000
USD
24240.39000000
USD
Avid Technology, Inc.
972.00000000
USD
31084.56000000
USD
VeriSign, Inc.
409.00000000
USD
86433.97000000
USD
Huntsman Corp.
1481.00000000
USD
40520.16000000
USD
Buckle, Inc.
1081.00000000
USD
38580.89000000
USD
Antero Midstream Corp.
6581.00000000
USD
69034.69000000
USD
Snap-on, Inc.
282.00000000
USD
69622.98000000
USD
Darden Restaurants, Inc.
480.00000000
USD
74476.80000000
USD
KB Home
716.00000000
USD
28768.88000000
USD
Olin Corp.
631.00000000
USD
35020.50000000
USD
International Bancshares Corp.
474.00000000
USD
20296.68000000
USD
Kellogg Co.
486.00000000
USD
32542.56000000
USD
Central Pacific Financial Corp.
334.00000000
USD
5978.60000000
USD
Steven Madden Ltd.
1115.00000000
USD
40140.00000000
USD
Verizon Communications, Inc.
2137.00000000
USD
83107.93000000
USD
PGT Innovations, Inc.
881.00000000
USD
22121.91000000
USD
Analog Devices, Inc.
436.00000000
USD
85987.92000000
USD
Pfizer, Inc.
818.00000000
USD
33374.40000000
USD
A O Smith Corp.
594.00000000
USD
41075.10000000
USD
Veeco Instruments, Inc.
1001.00000000
USD
21151.13000000
USD
Advanced Energy Industries, Inc.
658.00000000
USD
64484.00000000
USD
Seagate Technology Holdings plc
289.00000000
USD
19108.68000000
USD
Dorian LPG Ltd.
1674.00000000
USD
33379.56000000
USD
Hologic, Inc.
936.00000000
USD
75535.20000000
USD
Eagle Materials, Inc.
354.00000000
USD
51949.50000000
USD
Boyd Gaming Corp.
1248.00000000
USD
80021.76000000
USD
NewMarket Corp.
109.00000000
USD
39782.82000000
USD
Exxon Mobil Corp.
727.00000000
USD
79722.82000000
USD
MSC Industrial Direct Company, Inc.
608.00000000
USD
51072.00000000
USD
Lindsay Corp.
125.00000000
USD
18891.25000000
USD
Vertex Pharmaceuticals, Inc.
155.00000000
USD
48835.85000000
USD
Methode Electronics, Inc.
510.00000000
USD
22378.80000000
USD
Kimberly-Clark Corp.
506.00000000
USD
67915.32000000
USD
MGIC Investment Corp.
5085.00000000
USD
68240.70000000
USD
Mueller Industries, Inc.
623.00000000
USD
45778.04000000
USD
Cisco Systems, Inc.
1392.00000000
USD
72766.80000000
USD
Preferred Bank/Los Angeles CA
659.00000000
USD
36119.79000000
USD
EVERTEC, Inc.
2192.00000000
USD
73980.00000000
USD
Albany International Corp.
246.00000000
USD
21982.56000000
USD
McDonald's Corp.
305.00000000
USD
85281.05000000
USD
BOK Financial Corp.
112.00000000
USD
9453.92000000
USD
FNB Corp.
3326.00000000
USD
38581.60000000
USD
Corcept Therapeutics, Inc.
1047.00000000
USD
22678.02000000
USD
Incyte Corp.
915.00000000
USD
66127.05000000
USD
Arista Networks, Inc.
339.00000000
USD
56904.54000000
USD
ITT, Inc.
307.00000000
USD
26494.10000000
USD
Stewart Information Services Corp.
708.00000000
USD
28567.80000000
USD
GMS, Inc.
626.00000000
USD
36239.14000000
USD
OGE Energy Corp.
2291.00000000
USD
86279.06000000
USD
Teradata Corp.
835.00000000
USD
33633.80000000
USD
Brunswick Corp.
849.00000000
USD
69618.00000000
USD
TowneBank
1578.00000000
USD
42053.70000000
USD
Y
GS Equity Custom Basket - Tenor At Maturity
2024-05-06
0.00000000
USD
0.00000000
USD
7413832.17000000
USD
172009.31000000
N
N
N
Virtus Investment Partners Inc
549300HWF93HB8BDM648
Virtus Investment Partners, Inc.
92828Q109
548.00000000
NS
USD
104333.72000000
0.314378324209
Long
EC
CORP
US
N
1
N
N
N
S&T Bancorp Inc
N/A
S&T Bancorp, Inc.
783859101
4963.00000000
NS
USD
156086.35000000
0.470319328640
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc.
172755100
2522.00000000
NS
USD
275856.36000000
0.831210275827
Long
EC
CORP
US
N
1
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy, Inc.
18539C204
8296.00000000
NS
USD
259913.68000000
0.783171798700
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211K100
2488.00000000
NS
USD
114224.08000000
0.344179953084
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PL
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
1121.00000000
NS
USD
74120.52000000
0.223339921811
Long
EC
CORP
US
N
1
N
N
N
Albany International Corp
L73WCPNCZIRSQGZTW097
Albany International Corp.
012348108
954.00000000
NS
USD
85249.44000000
0.256873579193
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
607.00000000
NS
USD
220589.87000000
0.664681309821
Long
EC
CORP
US
N
1
N
N
N
Exelixis Inc
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
10048.00000000
NS
USD
195031.68000000
0.587669381731
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
448.00000000
NS
USD
64888.32000000
0.195521460390
Long
EC
CORP
US
N
1
N
N
N
Standex International Corp
RCX52GR0JW2LRRMH9Z54
Standex International Corp.
854231107
2582.00000000
NS
USD
316140.08000000
0.952593165142
Long
EC
CORP
US
N
1
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
3831.00000000
NS
USD
140137.98000000
0.422263706407
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp.
192446102
1336.00000000
NS
USD
81402.48000000
0.245281920829
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co.
636180101
2955.00000000
NS
USD
170621.70000000
0.514117239563
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
15170.00000000
NS
USD
265626.70000000
0.800386268325
Long
EC
CORP
US
N
1
N
N
N
Acadia Healthcare Co Inc
5493005CW985Y9D0NC11
Acadia Healthcare Company, Inc.
00404A109
1096.00000000
NS
USD
79186.00000000
0.238603224162
Long
EC
CORP
US
N
1
N
N
N
Southside Bancshares Inc
549300TC83207VQA2K65
Southside Bancshares, Inc.
84470P109
4210.00000000
NS
USD
139772.00000000
0.421160935615
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands, Inc.
00508Y102
1064.00000000
NS
USD
194424.72000000
0.585840490097
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
2569.00000000
NS
USD
273315.91000000
0.823555392883
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed, Inc.
761152107
291.00000000
NS
USD
63726.09000000
0.192019429409
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
163.00000000
NS
USD
138383.74000000
0.416977831127
Long
EC
CORP
US
N
1
N
N
N
Amphastar Pharmaceuticals Inc
54930055TH0ZLSAQMJ38
Amphastar Pharmaceuticals, Inc.
03209R103
1711.00000000
NS
USD
64162.50000000
0.193334419850
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058100
4402.00000000
NS
USD
200026.88000000
0.602720916413
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Utilities Corp
254900WW0FDCKAOCKE74
Chesapeake Utilities Corp.
165303108
1289.00000000
NS
USD
164979.11000000
0.497114989586
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K107
3334.00000000
NS
USD
346736.00000000
1.044784779293
Long
EC
CORP
US
N
1
N
N
N
AdvanSix Inc
5493009TPRODMCAZLF67
AdvanSix, Inc.
00773T101
2391.00000000
NS
USD
91503.57000000
0.275718521258
Long
EC
CORP
US
N
1
N
N
N
Diodes Inc
549300XP2X1ARVH3BX23
Diodes, Inc.
254543101
1295.00000000
NS
USD
120124.20000000
0.361958192356
Long
EC
CORP
US
N
1
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group plc
N/A
3940.00000000
NS
USD
104961.60000000
0.316270251979
Long
EC
CORP
US
N
1
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919102
470.00000000
NS
USD
82292.30000000
0.247963126104
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
2415.00000000
NS
USD
318973.20000000
0.961129921215
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Custom Basket
N/A
0.00000000
NC
USD
801401.75000000
2.414783438983
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Short Custom Basket
N/A
Teledyne Technologies, Inc.
-260.00000000
USD
-116313.60000000
USD
Entergy Corp.
-2296.00000000
USD
-247371.04000000
USD
Gap, Inc.
-5685.00000000
USD
-57077.40000000
USD
Kennedy-Wilson Holdings, Inc.
-14321.00000000
USD
-237585.39000000
USD
Liberty Energy, Inc.
-4928.00000000
USD
-63127.68000000
USD
Floor & Decor Holdings, Inc.
-1390.00000000
USD
-136525.80000000
USD
Trade Desk, Inc.
-563.00000000
USD
-34292.33000000
USD
DTE Energy Co.
-1530.00000000
USD
-167596.20000000
USD
ICF International, Inc.
-1516.00000000
USD
-166305.20000000
USD
United Airlines Holdings, Inc.
-1048.00000000
USD
-46374.00000000
USD
J.B. Hunt Transport Services, Inc.
-575.00000000
USD
-100889.50000000
USD
Public Service Enterprise Group, Inc.
-3986.00000000
USD
-248925.70000000
USD
Hess Corp.
-1070.00000000
USD
-141603.80000000
USD
Stanley Black & Decker, Inc.
-1027.00000000
USD
-82755.66000000
USD
General Electric Co.
-0.50000000
USD
-47.80000000
USD
Clarivate plc
-9450.00000000
USD
-88735.50000000
USD
NOV, Inc.
-5199.00000000
USD
-96233.49000000
USD
Hyatt Hotels Corp.
-605.00000000
USD
-67632.95000000
USD
Ares Management Corp.
-2809.00000000
USD
-234382.96000000
USD
MillerKnoll, Inc.
-4010.00000000
USD
-82004.50000000
USD
Tetra Tech, Inc.
-496.00000000
USD
-72867.36000000
USD
Iron Mountain, Inc.
-4277.00000000
USD
-226296.07000000
USD
Royal Gold, Inc.
-673.00000000
USD
-87294.83000000
USD
Jacobs Solutions, Inc.
-1910.00000000
USD
-224444.10000000
USD
Walt Disney Co.
-2076.00000000
USD
-207869.88000000
USD
Helmerich & Payne, Inc.
-1432.00000000
USD
-51194.00000000
USD
MSA Safety, Inc.
-1182.00000000
USD
-157797.00000000
USD
Performance Food Group Co.
-1080.00000000
USD
-65167.20000000
USD
Stericycle, Inc.
-3000.00000000
USD
-130830.00000000
USD
American Airlines Group, Inc.
-8048.00000000
USD
-118708.00000000
USD
Rexford Industrial Realty, Inc.
-3399.00000000
USD
-202750.35000000
USD
Prudential Financial, Inc.
-2108.00000000
USD
-174415.92000000
USD
UniFirst Corp.
-1008.00000000
USD
-177639.84000000
USD
Apple Hospitality REIT, Inc.
-2862.00000000
USD
-44418.24000000
USD
Dominion Energy, Inc.
-4331.00000000
USD
-242146.21000000
USD
TransUnion
-3419.00000000
USD
-212456.66000000
USD
Duke Energy Corp.
-2510.00000000
USD
-242139.70000000
USD
Schlumberger Ltd.
-2417.00000000
USD
-118674.70000000
USD
Kite Realty Group Trust
-11127.00000000
USD
-232776.84000000
USD
Equinix, Inc.
-256.00000000
USD
-184586.24000000
USD
GE HealthCare Technologies, Inc.
-0.16670000
USD
-13.67000000
USD
ManpowerGroup, Inc.
-779.00000000
USD
-64290.87000000
USD
Edison International
-1913.00000000
USD
-135038.67000000
USD
Kirby Corp.
-1374.00000000
USD
-95767.80000000
USD
Dun & Bradstreet Holdings, Inc.
-6484.00000000
USD
-76122.16000000
USD
CDW Corp.
-867.00000000
USD
-168969.63000000
USD
Welltower, Inc.
-2540.00000000
USD
-182092.60000000
USD
SoFi Technologies, Inc.
-4780.00000000
USD
-29014.60000000
USD
Allstate Corp.
-1656.00000000
USD
-183501.36000000
USD
Ventas, Inc.
-3726.00000000
USD
-161522.10000000
USD
ABM Industries, Inc.
-4127.00000000
USD
-185467.38000000
USD
Alexandria Real Estate Equities, Inc.
-981.00000000
USD
-123203.79000000
USD
Spire, Inc.
-1429.00000000
USD
-100230.06000000
USD
Vulcan Materials Co.
-673.00000000
USD
-115459.88000000
USD
Raymond James Financial, Inc.
-1942.00000000
USD
-181130.34000000
USD
TFS Financial Corp.
-6446.00000000
USD
-81412.98000000
USD
Delta Air Lines, Inc.
-4757.00000000
USD
-166114.44000000
USD
DoorDash, Inc.
-564.00000000
USD
-35847.84000000
USD
Chewy, Inc.
-790.00000000
USD
-29530.20000000
USD
Robinhood Markets, Inc.
-3289.00000000
USD
-31936.19000000
USD
GXO Logistics, Inc.
-2461.00000000
USD
-124182.06000000
USD
Viad Corp.
-2563.00000000
USD
-53412.92000000
USD
Goldman Sachs Group, Inc.
-762.00000000
USD
-249257.82000000
USD
Healthcare Services Group, Inc.
-5342.00000000
USD
-74093.54000000
USD
Howard Hughes Corp.
-2031.00000000
USD
-162480.00000000
USD
Atlassian Corp.
-185.00000000
USD
-31666.45000000
USD
Waste Management, Inc.
-1257.00000000
USD
-205104.69000000
USD
Driven Brands Holdings, Inc.
-8118.00000000
USD
-246056.58000000
USD
Live Nation Entertainment, Inc.
-666.00000000
USD
-46620.00000000
USD
Tesla, Inc.
-162.00000000
USD
-33608.52000000
USD
ICU Medical, Inc.
-1287.00000000
USD
-212303.52000000
USD
CMS Energy Corp.
-4045.00000000
USD
-248282.10000000
USD
Assurant, Inc.
-721.00000000
USD
-86570.47000000
USD
Burlington Stores, Inc.
-305.00000000
USD
-61640.50000000
USD
Copart, Inc.
-2560.00000000
USD
-192537.60000000
USD
Lululemon Athletica, Inc.
-207.00000000
USD
-75387.33000000
USD
FTI Consulting, Inc.
-738.00000000
USD
-145644.30000000
USD
Ryman Hospitality Properties, Inc.
-1907.00000000
USD
-171115.11000000
USD
Carpenter Technology Corp.
-1732.00000000
USD
-77524.32000000
USD
Baker Hughes Co.
-3222.00000000
USD
-92986.92000000
USD
Sun Communities, Inc.
-1667.00000000
USD
-234846.96000000
USD
Bank of America Corp.
-6093.00000000
USD
-174259.80000000
USD
Equifax, Inc.
-981.00000000
USD
-198986.04000000
USD
Costco Wholesale Corp.
-68.00000000
USD
-33787.16000000
USD
Healthcare Realty Trust, Inc.
-12169.00000000
USD
-235226.77000000
USD
Halliburton Co.
-5041.00000000
USD
-159497.24000000
USD
AES Corp.
-9612.00000000
USD
-231456.96000000
USD
Brighthouse Financial, Inc.
-2236.00000000
USD
-98629.96000000
USD
Independence Realty Trust, Inc.
-5696.00000000
USD
-91306.88000000
USD
Apollo Global Management, Inc.
-3304.00000000
USD
-208680.64000000
USD
Patterson-UTI Energy, Inc.
-6252.00000000
USD
-73148.40000000
USD
IAC, Inc.
-2059.00000000
USD
-106244.40000000
USD
Vistra Corp.
-11255.00000000
USD
-270120.00000000
USD
Alaska Air Group, Inc.
-3105.00000000
USD
-130285.80000000
USD
Uber Technologies, Inc.
-3974.00000000
USD
-125975.80000000
USD
TD SYNNEX Corp.
-841.00000000
USD
-81400.39000000
USD
Rayonier, Inc.
-2330.00000000
USD
-77495.80000000
USD
Take-Two Interactive Software, Inc.
-1297.00000000
USD
-154732.10000000
USD
KKR & Company, Inc.
-4236.00000000
USD
-222474.72000000
USD
Outfront Media, Inc.
-6418.00000000
USD
-104164.14000000
USD
Royal Caribbean Cruises Ltd.
-1204.00000000
USD
-78621.20000000
USD
Warner Bros Discovery, Inc.
-6618.00000000
USD
-99931.80000000
USD
Valaris Ltd.
-1320.00000000
USD
-85879.20000000
USD
Americold Realty Trust, Inc.
-6016.00000000
USD
-171155.20000000
USD
American Tower Corp.
-847.00000000
USD
-173075.98000000
USD
Invitation Homes, Inc.
-3673.00000000
USD
-114707.79000000
USD
Assured Guaranty Ltd.
-2079.00000000
USD
-104511.33000000
USD
Progressive Corp.
-1434.00000000
USD
-205148.04000000
USD
Equitable Holdings, Inc.
-5990.00000000
USD
-152086.10000000
USD
Paramount Global
-3535.00000000
USD
-78865.85000000
USD
Southwest Airlines Co.
-3800.00000000
USD
-123652.00000000
USD
Ryder System, Inc.
-484.00000000
USD
-43192.16000000
USD
Casella Waste Systems, Inc.
-1871.00000000
USD
-154656.86000000
USD
Citigroup, Inc.
-2997.00000000
USD
-140529.33000000
USD
Ashland, Inc.
-1077.00000000
USD
-110618.67000000
USD
Republic Services, Inc.
-1617.00000000
USD
-218650.74000000
USD
Y
MS Equity Custom Basket - Tenor At Maturity
2024-02-01
0.00000000
USD
0.00000000
USD
-15395397.16000000
USD
801401.75000000
N
N
N
Avid Technology Inc
549300PQGW3DXKJTQ914
Avid Technology, Inc.
05367P100
3772.00000000
NS
USD
120628.56000000
0.363477929710
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
3297.00000000
NS
USD
270354.00000000
0.814630566832
Long
EC
CORP
US
N
1
N
N
N
International Bancshares Corp
549300Y16R531AU8TX77
International Bancshares Corp.
459044103
1839.00000000
NS
USD
78745.98000000
0.237277356070
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
993.00000000
NS
USD
100511.46000000
0.302861091875
Long
EC
CORP
US
N
1
N
N
N
Central Pacific Financial Corp
549300W3YEAOZ4KGG849
Central Pacific Financial Corp.
154760409
1302.00000000
NS
USD
23305.80000000
0.070225027425
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Custom Basket
N/A
0.00000000
NC
USD
170289.04000000
0.513114868581
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Equity Long Custom Basket
N/A
Marcus & Millichap, Inc.
673.00000000
USD
21610.03000000
USD
Illinois Tool Works, Inc.
344.00000000
USD
83746.80000000
USD
Acadia Healthcare Company, Inc.
282.00000000
USD
20374.50000000
USD
REX American Resources Corp.
845.00000000
USD
24158.55000000
USD
Royalty Pharma plc
1519.00000000
USD
54729.57000000
USD
Grand Canyon Education, Inc.
156.00000000
USD
17768.40000000
USD
Olin Corp.
631.00000000
USD
35020.50000000
USD
Graco, Inc.
1137.00000000
USD
83012.37000000
USD
Avid Technology, Inc.
972.00000000
USD
31084.56000000
USD
Silicon Laboratories, Inc.
121.00000000
USD
21185.89000000
USD
Quanex Building Products Corp.
1489.00000000
USD
32058.17000000
USD
PulteGroup, Inc.
760.00000000
USD
44292.80000000
USD
Gilead Sciences, Inc.
433.00000000
USD
35926.01000000
USD
ON Semiconductor Corp.
418.00000000
USD
34409.76000000
USD
Exxon Mobil Corp.
727.00000000
USD
79722.82000000
USD
Valero Energy Corp.
307.00000000
USD
42857.20000000
USD
ONE Gas, Inc.
998.00000000
USD
79071.54000000
USD
Philip Morris International, Inc.
408.00000000
USD
39678.00000000
USD
Albany International Corp.
246.00000000
USD
21982.56000000
USD
Stewart Information Services Corp.
708.00000000
USD
28567.80000000
USD
Ameris Bancorp
986.00000000
USD
36067.88000000
USD
Preferred Bank/Los Angeles CA
676.00000000
USD
37051.56000000
USD
Visa, Inc.
368.00000000
USD
82969.28000000
USD
Federated Hermes, Inc.
680.00000000
USD
27295.20000000
USD
Steven Madden Ltd.
1115.00000000
USD
40140.00000000
USD
Boyd Gaming Corp.
1248.00000000
USD
80021.76000000
USD
Simpson Manufacturing Company, Inc.
409.00000000
USD
44842.76000000
USD
Bristol-Myers Squibb Co.
1023.00000000
USD
70904.13000000
USD
Radian Group, Inc.
2175.00000000
USD
48067.50000000
USD
ITT, Inc.
307.00000000
USD
26494.10000000
USD
Packaging Corporation of America
559.00000000
USD
77605.97000000
USD
Viavi Solutions, Inc.
1654.00000000
USD
17912.82000000
USD
Triton International Ltd.
914.00000000
USD
57783.08000000
USD
Acuity Brands, Inc.
274.00000000
USD
50068.02000000
USD
T-Mobile US, Inc.
115.00000000
USD
16656.60000000
USD
National Fuel Gas Co.
761.00000000
USD
43940.14000000
USD
General Mills, Inc.
1034.00000000
USD
88365.64000000
USD
Eagle Pharmaceuticals, Inc.
1307.00000000
USD
37079.59000000
USD
Dorian LPG Ltd.
1674.00000000
USD
33379.56000000
USD
Johnson & Johnson
206.00000000
USD
31930.00000000
USD
FNB Corp.
3326.00000000
USD
38581.60000000
USD
ResMed, Inc.
75.00000000
USD
16424.25000000
USD
Premier, Inc.
873.00000000
USD
28259.01000000
USD
Gentex Corp.
2444.00000000
USD
68505.32000000
USD
McDonald's Corp.
305.00000000
USD
85281.05000000
USD
Merck & Company, Inc.
662.00000000
USD
70430.18000000
USD
Teradata Corp.
835.00000000
USD
33633.80000000
USD
Arista Networks, Inc.
339.00000000
USD
56904.54000000
USD
Methode Electronics, Inc.
510.00000000
USD
22378.80000000
USD
VeriSign, Inc.
409.00000000
USD
86433.97000000
USD
Virtus Investment Partners, Inc.
141.00000000
USD
26844.99000000
USD
Inter Parfums, Inc.
157.00000000
USD
22331.68000000
USD
Quest Diagnostics, Inc.
116.00000000
USD
16411.68000000
USD
John B Sanfilippo & Son, Inc.
885.00000000
USD
85774.20000000
USD
DT Midstream, Inc.
807.00000000
USD
39841.59000000
USD
Timken Co.
280.00000000
USD
22881.60000000
USD
WW Grainger, Inc.
51.00000000
USD
35129.31000000
USD
Cirrus Logic, Inc.
650.00000000
USD
71097.00000000
USD
Exelixis, Inc.
2588.00000000
USD
50233.08000000
USD
Corcept Therapeutics, Inc.
1047.00000000
USD
22678.02000000
USD
Mueller Industries, Inc.
623.00000000
USD
45778.04000000
USD
A10 Networks, Inc.
2173.00000000
USD
33659.77000000
USD
Cognizant Technology Solutions Corp.
344.00000000
USD
20959.92000000
USD
DR Horton, Inc.
676.00000000
USD
66038.44000000
USD
Amgen, Inc.
301.00000000
USD
72766.75000000
USD
Ionis Pharmaceuticals, Inc.
519.00000000
USD
18549.06000000
USD
Abbott Laboratories
788.00000000
USD
79792.88000000
USD
EVERTEC, Inc.
2192.00000000
USD
73980.00000000
USD
Kinder Morgan, Inc.
3907.00000000
USD
68411.57000000
USD
Vishay Intertechnology, Inc.
3057.00000000
USD
69149.34000000
USD
Ethan Allen Interiors, Inc.
680.00000000
USD
18672.80000000
USD
Perdoceo Education Corp.
5695.00000000
USD
76483.85000000
USD
Microchip Technology, Inc.
912.00000000
USD
76407.36000000
USD
Neurocrine Biosciences, Inc.
256.00000000
USD
25912.32000000
USD
Kimberly-Clark Corp.
506.00000000
USD
67915.32000000
USD
Clearway Energy, Inc.
2137.00000000
USD
66952.21000000
USD
Vertex Pharmaceuticals, Inc.
155.00000000
USD
48835.85000000
USD
Altria Group, Inc.
1023.00000000
USD
45646.26000000
USD
IDEXX Laboratories, Inc.
57.00000000
USD
28504.56000000
USD
Hope Bancorp, Inc.
3371.00000000
USD
33103.22000000
USD
Murphy USA, Inc.
223.00000000
USD
57545.15000000
USD
Kulicke & Soffa Industries, Inc.
442.00000000
USD
23288.98000000
USD
Lindsay Corp.
125.00000000
USD
18891.25000000
USD
BOK Financial Corp.
112.00000000
USD
9453.92000000
USD
Lennox International, Inc.
135.00000000
USD
33922.80000000
USD
Otis Worldwide Corp.
447.00000000
USD
37726.80000000
USD
Dropbox, Inc.
2297.00000000
USD
49661.14000000
USD
KB Home
716.00000000
USD
28768.88000000
USD
BlueLinx Holdings, Inc.
123.00000000
USD
8359.08000000
USD
Yum! Brands, Inc.
622.00000000
USD
82153.76000000
USD
GrafTech International Ltd.
2839.00000000
USD
13797.54000000
USD
Sealed Air Corp.
641.00000000
USD
29428.31000000
USD
Organon & Co.
1274.00000000
USD
29964.48000000
USD
Ironwood Pharmaceuticals, Inc.
5286.00000000
USD
55608.72000000
USD
Cisco Systems, Inc.
1392.00000000
USD
72766.80000000
USD
FB Financial Corp.
1365.00000000
USD
42424.20000000
USD
Allison Transmission Holdings, Inc.
1686.00000000
USD
76274.64000000
USD
United Therapeutics Corp.
130.00000000
USD
29114.80000000
USD
Prestige Consumer Healthcare, Inc.
326.00000000
USD
20417.38000000
USD
Buckle, Inc.
1081.00000000
USD
38580.89000000
USD
Hackett Group, Inc.
1948.00000000
USD
35999.04000000
USD
MDC Holdings, Inc.
1284.00000000
USD
49909.08000000
USD
Louisiana-Pacific Corp.
631.00000000
USD
34206.51000000
USD
USANA Health Sciences, Inc.
1025.00000000
USD
64472.50000000
USD
Fulgent Genetics, Inc.
774.00000000
USD
24164.28000000
USD
Verizon Communications, Inc.
2137.00000000
USD
83107.93000000
USD
Analog Devices, Inc.
436.00000000
USD
85987.92000000
USD
Darden Restaurants, Inc.
480.00000000
USD
74476.80000000
USD
Huntsman Corp.
1481.00000000
USD
40520.16000000
USD
Sturm Ruger & Company, Inc.
1265.00000000
USD
72661.60000000
USD
Central Pacific Financial Corp.
334.00000000
USD
5978.60000000
USD
ONEOK, Inc.
310.00000000
USD
19697.40000000
USD
Kellogg Co.
486.00000000
USD
32542.56000000
USD
Oxford Industries, Inc.
458.00000000
USD
48360.22000000
USD
Masco Corp.
518.00000000
USD
25754.96000000
USD
Hologic, Inc.
936.00000000
USD
75535.20000000
USD
Advanced Energy Industries, Inc.
658.00000000
USD
64484.00000000
USD
Renasant Corp.
1301.00000000
USD
39784.58000000
USD
OGE Energy Corp.
2291.00000000
USD
86279.06000000
USD
NMI Holdings, Inc.
1931.00000000
USD
43119.23000000
USD
Marathon Petroleum Corp.
431.00000000
USD
58111.73000000
USD
MGE Energy, Inc.
1147.00000000
USD
89087.49000000
USD
Standex International Corp.
665.00000000
USD
81422.60000000
USD
O'Reilly Automotive, Inc.
42.00000000
USD
35657.16000000
USD
AdvanSix, Inc.
616.00000000
USD
23574.32000000
USD
QUALCOMM, Inc.
414.00000000
USD
52818.12000000
USD
Antero Midstream Corp.
6581.00000000
USD
69034.69000000
USD
Evercore, Inc.
601.00000000
USD
69343.38000000
USD
PGT Innovations, Inc.
881.00000000
USD
22121.91000000
USD
Brunswick Corp.
849.00000000
USD
69618.00000000
USD
Eagle Materials, Inc.
354.00000000
USD
51949.50000000
USD
3M Co.
228.00000000
USD
23965.08000000
USD
Hilltop Holdings, Inc.
817.00000000
USD
24240.39000000
USD
NewMarket Corp.
109.00000000
USD
39782.82000000
USD
Magnolia Oil & Gas Corp.
825.00000000
USD
18051.00000000
USD
Occidental Petroleum Corp.
318.00000000
USD
19852.74000000
USD
A O Smith Corp.
594.00000000
USD
41075.10000000
USD
Innoviva, Inc.
3253.00000000
USD
36596.25000000
USD
Diodes, Inc.
334.00000000
USD
30981.84000000
USD
Amphastar Pharmaceuticals, Inc.
441.00000000
USD
16537.50000000
USD
Bank of New York Mellon Corp.
1134.00000000
USD
51528.96000000
USD
Mastercard, Inc.
156.00000000
USD
56691.96000000
USD
International Bancshares Corp.
474.00000000
USD
20296.68000000
USD
Chesapeake Utilities Corp.
332.00000000
USD
42492.68000000
USD
S&T Bancorp, Inc.
1277.00000000
USD
40161.65000000
USD
Mr Cooper Group, Inc.
1104.00000000
USD
45230.88000000
USD
Taylor Morrison Home Corp.
840.00000000
USD
32138.40000000
USD
Veeco Instruments, Inc.
1001.00000000
USD
21151.13000000
USD
Pfizer, Inc.
818.00000000
USD
33374.40000000
USD
Extreme Networks, Inc.
1532.00000000
USD
29291.84000000
USD
TowneBank
1578.00000000
USD
42053.70000000
USD
Janus Henderson Group plc
1015.00000000
USD
27039.60000000
USD
Seagate Technology Holdings plc
289.00000000
USD
19108.68000000
USD
Haverty Furniture Companies, Inc.
873.00000000
USD
27857.43000000
USD
MSC Industrial Direct Company, Inc.
608.00000000
USD
51072.00000000
USD
Alphabet, Inc.
859.00000000
USD
89336.00000000
USD
Southside Bancshares, Inc.
1085.00000000
USD
36022.00000000
USD
Donaldson Company, Inc.
1067.00000000
USD
69717.78000000
USD
MGIC Investment Corp.
5085.00000000
USD
68240.70000000
USD
GMS, Inc.
626.00000000
USD
36239.14000000
USD
Incyte Corp.
915.00000000
USD
66127.05000000
USD
Douglas Elliman, Inc.
0.50000000
USD
1.56000000
USD
Snap-on, Inc.
282.00000000
USD
69622.98000000
USD
Essent Group Ltd.
1079.00000000
USD
43213.95000000
USD
NetApp, Inc.
331.00000000
USD
21134.35000000
USD
Waters Corp.
62.00000000
USD
19197.06000000
USD
Y
MS Equity Custom Basket - Tenor At Maturity
2024-02-01
0.00000000
USD
0.00000000
USD
7414763.94000000
USD
170289.04000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
8298.00000000
NS
USD
322709.22000000
0.972387295215
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
2012.00000000
NS
USD
100036.64000000
0.301430364437
Long
EC
CORP
US
N
1
N
N
N
NMI Holdings Inc
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209305
7498.00000000
NS
USD
167430.34000000
0.504501034862
Long
EC
CORP
US
N
1
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304101
4845.00000000
NS
USD
310661.40000000
0.936084808713
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
885.00000000
NS
USD
93022.35000000
0.280294908559
Long
EC
CORP
US
N
1
N
N
N
EVERTEC Inc
N/A
EVERTEC, Inc.
30040P103
8509.00000000
NS
USD
287178.75000000
0.865326896937
Long
EC
CORP
US
N
1
N
N
N
DT Midstream Inc
N/A
DT Midstream, Inc.
23345M107
3133.00000000
NS
USD
154676.21000000
0.466070295345
Long
EC
CORP
US
N
1
N
N
N
Steven Madden Ltd
549300Z9GZ7GYJWSGF43
Steven Madden Ltd.
556269108
4330.00000000
NS
USD
155880.00000000
0.469697554901
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
241.00000000
NS
USD
74620.83000000
0.224847455707
Long
EC
CORP
US
N
1
N
N
N
Corcept Therapeutics Inc
529900EO9LUTFMZ7FF90
Corcept Therapeutics, Inc.
218352102
4066.00000000
NS
USD
88069.56000000
0.265371163672
Long
EC
CORP
US
N
1
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp.
546347105
2450.00000000
NS
USD
132814.50000000
0.400196599342
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
2824.00000000
NS
USD
309679.84000000
0.933127172506
Long
EC
CORP
US
N
1
N
N
N
Methode Electronics Inc
529900VM413LGLUS3F07
Methode Electronics, Inc.
591520200
1981.00000000
NS
USD
86926.28000000
0.261926232824
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
1315.00000000
NS
USD
220735.90000000
0.665121327360
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
2626.00000000
NS
USD
256533.94000000
0.772987967457
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
606.00000000
NS
USD
69023.40000000
0.207981281825
Long
EC
CORP
US
N
1
N
N
N
Inter Parfums Inc
N/A
Inter Parfums, Inc.
458334109
611.00000000
NS
USD
86908.64000000
0.261873079983
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Financial Square
549300DAH6N80PM31E83
Goldman Sachs Financial Square Treasury Instruments Fund - Institutional Shares
N/A
2225230.73000000
NS
USD
2225230.73000000
6.705064363436
Long
STIV
RF
US
N
1
N
N
N
Stewart Information Services C
529900TV1XI0PLKENU10
Stewart Information Services Corp.
860372101
2750.00000000
NS
USD
110962.50000000
0.334352161507
Long
EC
CORP
US
N
1
N
N
N
Renasant Corp
549300OVE6OZHW2UUH81
Renasant Corp.
75970E107
5053.00000000
NS
USD
154520.74000000
0.465601833202
Long
EC
CORP
US
N
1
N
N
N
Perdoceo Education Corp
529900X5PCA184O9LY90
Perdoceo Education Corp.
71363P106
22110.00000000
NS
USD
296937.30000000
0.894731355972
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
3176.00000000
NS
USD
129580.80000000
0.390452815769
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
503.00000000
NS
USD
112651.88000000
0.339442600661
Long
EC
CORP
US
N
1
N
N
N
Premier Inc
N/A
Premier, Inc.
74051N102
3390.00000000
NS
USD
109734.30000000
0.330651349748
Long
EC
CORP
US
N
1
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210C104
8916.00000000
NS
USD
192763.92000000
0.580836168188
Long
EC
CORP
US
N
1
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp.
88076W103
3240.00000000
NS
USD
130507.20000000
0.393244243886
Long
EC
CORP
US
N
1
N
N
N
Hackett Group Inc/The
5K016KLIRB6156644289
Hackett Group, Inc.
404609109
7561.00000000
NS
USD
139727.28000000
0.421026185328
Long
EC
CORP
US
N
1
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co.
68622V106
4945.00000000
NS
USD
116306.40000000
0.350454398892
Long
EC
CORP
US
N
1
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co.
887389104
1086.00000000
NS
USD
88747.92000000
0.267415197758
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp.
651587107
423.00000000
NS
USD
154386.54000000
0.465197461814
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
1590.00000000
NS
USD
336014.70000000
1.012479362335
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
3970.00000000
NS
USD
275160.70000000
0.829114113388
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp.
831865209
2306.00000000
NS
USD
159459.90000000
0.480484508178
Long
EC
CORP
US
N
1
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
N/A
5898.00000000
NS
USD
212504.94000000
0.640319801914
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
1586.00000000
NS
USD
154238.50000000
0.464751387744
Long
EC
CORP
US
N
1
N
N
N
Veeco Instruments Inc
5493004201F72ADDZW04
Veeco Instruments, Inc.
922417100
3886.00000000
NS
USD
82111.18000000
0.247417375391
Long
EC
CORP
US
N
1
N
N
N
Eagle Pharmaceuticals Inc/DE
549300TN20OLYTJVP152
Eagle Pharmaceuticals, Inc.
269796108
5076.00000000
NS
USD
144006.12000000
0.433919184339
Long
EC
CORP
US
N
1
N
N
N
Preferred Bank/Los Angeles CA
5493007K6HGI9G0ECX16
Preferred Bank/Los Angeles CA
740367404
2752.00000000
NS
USD
150837.12000000
0.454502350862
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
1680.00000000
NS
USD
139389.60000000
0.420008688084
Long
EC
CORP
US
N
1
N
N
N
FNB Corp/PA
PCYSKIGYNYFDTBLVZU83
FNB Corp.
302520101
12914.00000000
NS
USD
149802.40000000
0.451384532963
Long
EC
CORP
US
N
1
N
N
N
ITT Inc
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
1190.00000000
NS
USD
102697.00000000
0.309446560146
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corp
5299000V56320A7RIQ67
Huntsman Corp.
447011107
5750.00000000
NS
USD
157320.00000000
0.474036562337
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corp
N/A
Magnolia Oil & Gas Corp.
559663109
3205.00000000
NS
USD
70125.40000000
0.211301827793
Long
EC
CORP
US
N
1
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas, Inc.
68235P108
3875.00000000
NS
USD
307016.25000000
0.925101244162
Long
EC
CORP
US
N
1
N
N
N
Simpson Manufacturing Co Inc
529900EJUNNL15LZ8056
Simpson Manufacturing Company, Inc.
829073105
1588.00000000
NS
USD
174108.32000000
0.524623121580
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp.
03676B102
25549.00000000
NS
USD
268009.01000000
0.807564643883
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group, Inc.
750236101
8446.00000000
NS
USD
186656.60000000
0.562433593958
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
5406.00000000
NS
USD
282598.65000000
0.851526141412
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
4015.00000000
NS
USD
343121.90000000
1.033894774590
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
1168.00000000
NS
USD
282364.00000000
0.850819094124
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
222.00000000
NS
USD
111017.76000000
0.334518670917
Long
EC
CORP
US
N
1
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222100
2014.00000000
NS
USD
71980.36000000
0.216891192538
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
3632.00000000
NS
USD
293102.40000000
0.883176036795
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837103
8895.00000000
NS
USD
334985.70000000
1.009378779939
Long
EC
CORP
US
N
1
N
N
N
Buckle Inc/The
5299007IU0461T3GDL34
Buckle, Inc.
118440106
4198.00000000
NS
USD
149826.62000000
0.451457512658
Long
EC
CORP
US
N
1
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp.
680665205
2449.00000000
NS
USD
135919.50000000
0.409552584125
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
1183.00000000
NS
USD
330778.63000000
0.996702038264
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
1963.00000000
NS
USD
263473.86000000
0.793899331681
Long
EC
CORP
US
N
1
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Company, Inc.
257651109
4144.00000000
NS
USD
270768.96000000
0.815880924141
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
2779.00000000
NS
USD
111660.22000000
0.336454531137
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
3972.00000000
NS
USD
177230.64000000
0.534031294980
Long
EC
CORP
US
N
1
N
N
N
Extreme Networks Inc
549300WRECW11X94UB57
Extreme Networks, Inc.
30226D106
5949.00000000
NS
USD
113744.88000000
0.342736027832
Long
EC
CORP
US
N
1
N
N
N
John B Sanfilippo & Son Inc
5299007IBEYVXKYDUX28
John B Sanfilippo & Son, Inc.
800422107
3437.00000000
NS
USD
333114.04000000
1.003739094760
Long
EC
CORP
US
N
1
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
524.00000000
NS
USD
131670.72000000
0.396750161894
Long
EC
CORP
US
N
1
N
N
N
Towne Bank/Portsmouth VA
54930039UO39UJGI7078
TowneBank
89214P109
6129.00000000
NS
USD
163337.85000000
0.492169545598
Long
EC
CORP
US
N
1
N
N
N
2023-05-01
Guggenheim Funds Trust
Jim Howley
Jim Howley
CFO