Lazard Global Total Return and Income Fund, Inc.

NPORT-P false 0000899148 XXXXXXXX S000003763 C000010438 C000010440 C000088407 C000010439 Rydex Series Funds 811-07584 0000899148 5493004D62WV1EDNTU07 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Multi-Hedge Strategies Fund S000003763 549300XPBFY7BCNE0409 2022-12-31 2022-06-30 N 126554402.89 306875.37 126247527.52 0.00000000 3320237.11000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 589402.58000000 USD N Lazard Global Total Return and MZRC4RJENF0LPRIWFB85 Lazard Global Total Return and Income Fund, Inc. 52106W103 962.00000000 NS USD 14843.66000000 0.011757584715 Long EC RF US N 1 N N N New York Mercantile Exchange N/A Natural Gas Futures Contracts N/A 6.00000000 NC USD -151545.30000000 -0.12003823201 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Henry Hub Natural Gas Spot Price N/A 2022-07-27 486645.30000000 USD -151545.30000000 N N N Nuveen New Jersey Quality Muni 5493006CFPL75HL16F31 Nuveen New Jersey Quality Municipal Income Fund 67069Y102 1195.00000000 NS USD 15045.05000000 0.011917104671 Long EC RF US N 1 N N N Gabelli Dividend & Income Trus 549300082N1MHBT8NI60 Gabelli Dividend & Income Trust 36242H104 10253.00000000 NS USD 209673.85000000 0.166081549570 Long EC RF US N 1 N N N Tekla Healthcare Opportunities 549300WT8EMZSV1XVW72 Tekla Healthcare Opportunities Fund 879105104 741.00000000 NS USD 14775.54000000 0.011703627223 Long EC RF US N 1 N N N Chicago Board of Trade N/A Soybean Oil Futures Contracts N/A 12.00000000 NC USD -57474.00000000 -0.04552485195 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Soybean Oil 2022-12-14 521442.00000000 USD -57474.00000000 N N N Chicago Mercantile Exchange N/A Euro FX Futures Contracts N/A 1.00000000 NC USD 584.95000000 0.000463335806 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro 2022-09-19 131127.55000000 USD 584.95000000 N N N Nuveen Credit Strategies Incom W4CSTD4RDGQSJ4FOVO30 Nuveen Credit Strategies Income Fund 67073D102 42212.00000000 NS USD 219502.40000000 0.173866692134 Long EC RF US N 1 N N N Nielsen Holdings PLC 549300ZVCBHQE0XHG367 Nielsen Holdings plc N/A 22199.00000000 NS USD 515460.78000000 0.408293762361 Long EC CORP US N 1 N N N BlackRock Resources & Commodit 8DZAUY8151XS5PISSX42 BlackRock Resources & Commodities Strategy Trust 09257A108 1435.00000000 NS USD 12886.30000000 0.010207170194 Long EC RF US N 1 N N N General American Investors Co 254900MHIF9G7IS1T951 General American Investors Company, Inc. 368802104 6046.00000000 NS USD 213786.56000000 0.169339205447 Long EC RF US N 1 N N N John Hancock Tax-Advantaged Gl 549300KILC6GI1G1FO95 John Hancock Tax-Advantaged Global Shareholder Yield Fund 41013P749 2670.00000000 NS USD 14364.60000000 0.011378123819 Long EC RF US N 1 N N N LHC Group Inc 5299009NPLWAMRQYZX73 LHC Group, Inc. 50187A107 8220.00000000 NS USD 1280182.80000000 1.014026036903 Long EC CORP US N 1 N N N Allspring Multi-Sector Income 549300K6JNPNZMSWMF07 Allspring Multi-Sector Income 94987D101 1567.00000000 NS USD 14996.19000000 0.011878402923 Long EC RF US N 1 N N N DWS Municipal Income Trust TEL2CK71Z3LE1OCHIB43 DWS Municipal Income Trust 233368109 1594.00000000 NS USD 14983.60000000 0.011868430451 Long EC RF US N 1 N N N Chicago Board of Trade N/A Soybean Futures Contracts N/A -2.00000000 NC USD 4994.00000000 0.003955721033 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Soybean 2022-11-14 -151044.00000000 USD 4994.00000000 N N N MFS Multimarket Income Trust WJEDYZGROW7MJ1187O21 MFS Multimarket Income Trust 552737108 3205.00000000 NS USD 14614.80000000 0.011576305918 Long EC RF US N 1 N N N Apollo Tactical Income Fund In 549300JOTMM1DVBHF402 Apollo Tactical Income Fund, Inc. 037638103 6084.00000000 NS USD 73251.36000000 0.058022015511 Long EC RF US N 1 N N N Welbilt Inc 549300UR3W71YLZWI068 Welbilt, Inc. 949090104 44538.00000000 NS USD 1060449.78000000 0.839976671885 Long EC CORP US N 1 N N N Chicago Board of Trade N/A U.S. Treasury 10 Year Note Futures Contracts N/A -92.00000000 NC USD 110702.78000000 0.087687087560 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A US 10yr 6% 2022-09-21 -10998327.78000000 USD 110702.78000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund III N/A 79031.25000000 NS USD 1913346.57000000 1.515551716208 Long EC RF US N 1 N N N Nuveen Quality Municipal Incom 549300RDIO25ZNWCOA97 Nuveen Quality Municipal Income Fund 67066V101 1184.00000000 NS USD 14764.48000000 0.011694866656 Long EC RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 269618.08300000 NS USD 6508580.53000000 5.155412274485 Long EC RF US N 1 N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 Activision Blizzard, Inc. 00507V109 18187.00000000 NS USD 1416039.82000000 1.121637665161 Long EC CORP US N 1 N N N New York Mercantile Exchange N/A NY Harbor ULSD Futures Contracts N/A -6.00000000 NC USD 107758.32000000 0.085354796340 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A NY Harbor ULSD 2022-07-29 -1078941.12000000 USD 107758.32000000 N N N ICE Futures US Softs N/A Coffee 'C' Futures Contracts N/A 6.00000000 NC USD -5043.90000000 -0.00399524655 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Coffee 'C' 2022-09-20 523668.90000000 USD -5043.90000000 N N N Nuveen Ohio Quality Municipal 549300YQTF12CXCN9E54 Nuveen Ohio Quality Municipal Income Fund 670980101 6868.00000000 NS USD 87017.56000000 0.068926149849 Long EC RF US N 1 N N N OMX Nordic Exchange Stockholm N/A OMX Stockholm 30 Index Futures Contracts N/A -20.00000000 NC 25903.25000000 0.020517827563 N/A DE SE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short OMX Stockholm 30 Index SE0000337842 2022-07-15 -399135.95000000 SEK 25903.25000000 N N N First Trust Intermediate Durat 549300EOWPOFA6ZHR675 First Trust Intermediate Duration Preferred & Income Fund 33718W103 785.00000000 NS USD 14663.80000000 0.011615118559 Long EC RF US N 1 N N N Nuveen New York Quality Munici 549300B795LQBEIHRS62 Nuveen New York Quality Municipal Income Fund 67066X107 9579.00000000 NS USD 112361.67000000 0.089001085571 Long EC RF US N 1 N N N Western Asset Managed Municipa 549300HVO8EY2T8K4F73 Western Asset Managed Municipals Fund, Inc. 95766M105 1394.00000000 NS USD 14734.58000000 0.011671183023 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Live Cattle Futures Contracts N/A 53.00000000 NC USD 6206.76000000 0.004916341826 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Live Cattle 2022-08-31 2809153.24000000 USD 6206.76000000 N N N New York Mercantile Exchange N/A Gasoline RBOB Futures Contracts N/A -13.00000000 NC USD 102778.65000000 0.081410426024 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Bloomberg 84 Octane RBOB Gasoline Prompt Month Spot Pipeline Px/New York Harbor N/A 2022-07-29 -2036437.65000000 USD 102778.65000000 N N N II-VI Inc 549300O5C25A0MMHHU33 II-VI, Inc. 902104108 -4138.00000000 NS USD -210831.10000000 -0.16699820118 Short EC CORP US N 1 N N N ICE Futures Europe Financials N/A FTSE 100 Index Futures Contracts N/A 30.00000000 NC 20129.53000000 0.015944494435 N/A DE GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long FTSE 100 Index GB0001383545 2022-09-16 2611162.11000000 GBP 20129.53000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 GS Equity Market Neutral Custom Basket N/A 0.00000000 NC USD -839649.58000000 -0.66508199922 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GS Equity Market Neutral Long Custom Basket N/A Empire State Realty Trust, Inc. 37323.00000000 USD 262380.69000000 USD Agree Realty Corp. 6273.00000000 USD 452471.49000000 USD Gaming and Leisure Properties, Inc. 15609.00000000 USD 715828.74000000 USD Realty Income Corp. 0.28200000 USD 19.25000000 USD VICI Properties, Inc. 41178.97600000 USD 1226721.70000000 USD Alexandria Real Estate Equities, Inc. 4650.00000000 USD 674389.50000000 USD Four Corners Property Trust, Inc. 34127.00000000 USD 907436.93000000 USD Brixmor Property Group, Inc. 15569.00000000 USD 314649.49000000 USD Equity Residential 11564.00000000 USD 835152.08000000 USD AvalonBay Communities, Inc. 4166.00000000 USD 809245.50000000 USD Acadia Realty Trust 7596.00000000 USD 118649.52000000 USD NETSTREIT Corp. 30404.00000000 USD 573723.48000000 USD American Campus Communities, Inc. 1165.00000000 USD 75107.55000000 USD American Tower Corp. 947.00000000 USD 242043.73000000 USD CareTrust REIT, Inc. 24070.00000000 USD 443850.80000000 USD Piedmont Office Realty Trust, Inc. 4789.00000000 USD 62831.68000000 USD Xenia Hotels & Resorts, Inc. 40689.00000000 USD 591211.17000000 USD DiamondRock Hospitality Co. 51499.00000000 USD 422806.79000000 USD Cousins Properties, Inc. 20216.00000000 USD 590913.68000000 USD National Storage Affiliates Trust 21266.00000000 USD 1064788.62000000 USD Orion Office REIT, Inc. 0.03000000 USD 0.33000000 USD SBA Communications Corp. 750.00000000 USD 240037.50000000 USD Rexford Industrial Realty, Inc. 10083.00000000 USD 580679.97000000 USD Crown Castle International Corp. 1427.00000000 USD 240278.26000000 USD Ryman Hospitality Properties, Inc. 7455.00000000 USD 566803.65000000 USD American Assets Trust, Inc. 19410.00000000 USD 576477.00000000 USD Invitation Homes, Inc. 20140.00000000 USD 716581.20000000 USD SITE Centers Corp. 50667.00000000 USD 682484.49000000 USD Sun Communities, Inc. 6828.00000000 USD 1088110.08000000 USD Kite Realty Group Trust 18310.00000000 USD 316579.90000000 USD Ventas, Inc. 10141.00000000 USD 521551.63000000 USD Duke Realty Corp. 7274.00000000 USD 399706.30000000 USD Y GS Equity Market Neutral Custom Basket - Tenor At Maturity 2024-05-06 0.00000000 USD 0.00000000 USD 16313512.70000000 USD -839649.58000000 N N N Korea Fund Inc/The 549300M4Y1IG0WPTKC03 Korea Fund, Inc. 500634209 960.00000000 NS USD 23372.74000000 0.018513423953 Long EC RF US N 1 N N N Chicago Board of Trade N/A Soybean Meal Futures Contracts N/A 23.00000000 NC USD 16258.50000000 0.012878272010 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Soybean Meal 2022-12-14 917771.50000000 USD 16258.50000000 N N N Health Care Select Sector SPDR 549300EJNY3KKJHPOY44 Health Care Select Sector SPDR Fund 81369Y209 -696.00000000 NS USD -89255.04000000 -0.07069844594 Short EC RF US N 1 N N N Royce Global Value Trust Inc 254900MA25TE88EMIP63 Royce Global Value Trust, Inc. 78081T104 1558.00000000 NS USD 13897.36000000 0.011008025482 Long EC RF US N 1 N N N ManTech International Corp/VA 5299007N03CAU4SWNR02 ManTech International Corp. 564563104 7539.00000000 NS USD 719597.55000000 0.569989420098 Long EC CORP US N 1 N N N Coherent Inc 549300RYOCKUMWACR010 Coherent, Inc. 192479103 4547.00000000 NS USD 1210502.34000000 0.958832512429 Long EC CORP US N 1 N N N BlackRock California Municipal LE6236HQD6DXEGUHE217 BlackRock California Municipal Income Trust 09248E102 19682.00000000 NS USD 222997.06000000 0.176634793869 Long EC RF US N 1 N N N Nuveen Short Duration Credit O N0WOEFO1WOMLJYH1PV29 Nuveen Short Duration Credit Opportunities Fund 67074X107 6466.00000000 NS USD 77785.98000000 0.061613864071 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Australian Dollar Futures Contracts N/A -47.00000000 NC USD 140875.81000000 0.111586985319 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Australian Dollar 2022-09-19 -3387870.81000000 USD 140875.81000000 N N N Morgan Stanley Emerging Market 541YGIXZ6JJP4EZDJI96 Morgan Stanley Emerging Markets Domestic Debt Fund, Inc. 617477104 3322.00000000 NS USD 14915.78000000 0.011814710587 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A S&P 500 Index Mini Futures Contracts N/A 8.00000000 NC USD 8690.94000000 0.006884047688 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P 500 INDEX US78378X1072 2022-09-16 1507109.06000000 USD 8690.94000000 N N N abrdn Total Dynamic Dividend F 254900D48NKNOGZ95B43 abrdn Total Dynamic Dividend F 00326L100 26583.00000000 NS USD 214790.64000000 0.170134531914 Long EC RF US N 1 N N N iShares Latin America 40 ETF 549300LU9LZBB8WGN795 iShares Latin America 40 ETF 464287390 -78.00000000 NS USD -1758.12000000 -0.00139259756 Short EC RF US N 1 N N N Western Asset Intermediate Mun 5493000MG5MROBD48K57 Western Asset Intermediate Muni Fund, Inc. 958435109 3078.00000000 NS USD 24808.68000000 0.019650824445 Long EC RF US N 1 N N N Energy Select Sector SPDR Fund 54930064FLK0RD4TRU75 Energy Select Sector SPDR Fund 81369Y506 -254.00000000 NS USD -18163.54000000 -0.01438724413 Short EC RF US N 1 N N N Invesco High Income Trust II NWTWTK5C3HWITJJQZG91 Invesco High Income Trust II 46131F101 2611.00000000 NS USD 27284.95000000 0.021612264838 Long EC RF US N 1 N N N BNY Mellon Strategic Municipal 54930044KK4C1VDJ7M52 BNY Mellon Strategic Municipal Bond Fund, Inc. 09662E109 2326.00000000 NS USD 14467.72000000 0.011459804626 Long EC RF US N 1 N N N Credit Suisse Asset Management 549300O5MFEP1XJ40B46 Credit Suisse Asset Management Income Fund, Inc. 224916106 5462.00000000 NS USD 14911.26000000 0.011811130319 Long EC RF US N 1 N N N New York Mercantile Exchange N/A Gasoline RBOB Futures Contracts N/A 20.00000000 NC USD -125043.00000000 -0.09904590011 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Bloomberg 84 Octane RBOB Gasoline Prompt Month Spot Pipeline Px/New York Harbor N/A 2022-09-30 2736939.00000000 USD -125043.00000000 N N N MFS Charter Income Trust 1LFFWFMKO22SVR346G33 MFS Charter Income Trust 552727109 2333.00000000 NS USD 14697.90000000 0.011642128989 Long EC RF US N 1 N N N BlackRock Floating Rate Income CORWREIZL67PMUN7T798 BlackRock Floating Rate Income Trust 091941104 1352.00000000 NS USD 14899.04000000 0.011801450921 Long EC RF US N 1 N N N iShares 7-10 Year Treasury Bon 549300XS1PPZG92M8L16 iShares 7-10 Year Treasury Bond ETF 464287440 -129.00000000 NS USD -13196.70000000 -0.01045303639 Short EC RF US N 1 N N N ICE Futures Europe Financials N/A Long Gilt Futures Contracts N/A -33.00000000 NC 109740.44000000 0.086924823127 N/A DIR GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A UK 10yr 4.0 % 2022-09-28 -4856032.51000000 GBP 109740.44000000 N N N Euronext Derivatives Amsterdam N/A Amsterdam Index Futures Contracts N/A -2.00000000 NC 10223.03000000 0.008097608088 N/A DE NL N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short AEX-Index NL0000000107 2022-07-15 -288971.27000000 EUR 10223.03000000 N N N Cornerstone Building Brands In 549300IW41QEWQ6T0H29 Cornerstone Building Brands, Inc. 21925D109 42910.00000000 NS USD 1050865.90000000 0.832385331137 Long EC CORP US N 1 N N N Nuveen AMT-Free Municipal Valu 5493002K5IM2S29FUR04 Nuveen AMT-Free Municipal Value Fund 670695105 1084.00000000 NS USD 15338.60000000 0.012149624076 Long EC RF US N 1 N N N First American Funds N/A First American Government Obligations Fund N/A 21785.25000000 NS USD 21785.25000000 0.017255981505 Long STIV RF US N 1 N N Chicago Board of Trade N/A Wheat Futures Contracts N/A -3.00000000 NC USD 18541.00000000 0.014686228209 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Wheat 2022-09-14 -152041.00000000 USD 18541.00000000 N N N Commodity Exchange, Inc. N/A Silver Futures Contracts N/A -4.00000000 NC USD 24329.74000000 0.019271458600 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Silver 2022-09-28 -428529.74000000 USD 24329.74000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 GS Long/Short Equity Custom Basket N/A 0.00000000 NC USD 996661.35000000 0.789450193265 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GS Long/Short Equity Short Custom Basket N/A Edison International -1859.00000000 USD -117563.16000000 USD NOV, Inc. -3097.00000000 USD -52370.27000000 USD Entergy Corp. -1077.00000000 USD -121313.28000000 USD Uber Technologies, Inc. -1380.00000000 USD -28234.80000000 USD Extra Space Storage, Inc. -305.00000000 USD -51886.60000000 USD Crown Castle International Corp. -562.00000000 USD -94629.56000000 USD Equinix, Inc. -156.00000000 USD -102495.12000000 USD Host Hotels & Resorts, Inc. -5685.00000000 USD -89140.80000000 USD Hilton Worldwide Holdings, Inc. -371.00000000 USD -41344.24000000 USD Iron Mountain, Inc. -2097.00000000 USD -102102.93000000 USD Alexandria Real Estate Equities, Inc. -209.00000000 USD -30311.27000000 USD IAA, Inc. -1073.00000000 USD -35162.21000000 USD Western Alliance Bancorporation -1066.00000000 USD -75259.60000000 USD Xenia Hotels & Resorts, Inc. -2734.00000000 USD -39725.02000000 USD Arthur J Gallagher & Co. -332.00000000 USD -54129.28000000 USD Atmos Energy Corp. -1112.00000000 USD -124655.20000000 USD ZoomInfo Technologies, Inc. -992.00000000 USD -32974.08000000 USD Waste Management, Inc. -817.00000000 USD -124984.66000000 USD Veeva Systems, Inc. -334.00000000 USD -66145.36000000 USD Morgan Stanley -2092.00000000 USD -159117.52000000 USD Invitation Homes, Inc. -2962.00000000 USD -105387.96000000 USD Bank of America Corp. -1184.00000000 USD -36857.92000000 USD RLJ Lodging Trust -6994.00000000 USD -77143.82000000 USD Quanta Services, Inc. -505.00000000 USD -63296.70000000 USD CoStar Group, Inc. -2107.00000000 USD -127283.87000000 USD Outfront Media, Inc. -4103.00000000 USD -69545.85000000 USD Welltower, Inc. -1437.00000000 USD -118336.95000000 USD Lamb Weston Holdings, Inc. -537.00000000 USD -38374.02000000 USD Republic Services, Inc. -518.00000000 USD -67790.66000000 USD Camden Property Trust -243.00000000 USD -32678.64000000 USD Cal-Maine Foods, Inc. -1338.00000000 USD -66110.58000000 USD KKR & Company, Inc. -1583.00000000 USD -73277.07000000 USD Healthcare Services Group, Inc. -3678.00000000 USD -64033.98000000 USD American Tower Corp. -454.00000000 USD -116037.86000000 USD Viad Corp. -1745.00000000 USD -48179.45000000 USD Copart, Inc. -754.00000000 USD -81929.64000000 USD Patterson-UTI Energy, Inc. -4932.00000000 USD -77728.32000000 USD WESCO International, Inc. -382.00000000 USD -40912.20000000 USD Stanley Black & Decker, Inc. -735.00000000 USD -77072.10000000 USD Deere & Co. -93.00000000 USD -27850.71000000 USD State Street Corp. -1788.00000000 USD -110230.20000000 USD Raymond James Financial, Inc. -990.00000000 USD -88515.90000000 USD Assured Guaranty Ltd. -1213.00000000 USD -67673.27000000 USD Wolfspeed, Inc. -574.00000000 USD -36420.30000000 USD Public Service Enterprise Group, Inc. -1894.00000000 USD -119852.32000000 USD TransDigm Group, Inc. -66.00000000 USD -35420.22000000 USD Kite Realty Group Trust -5799.00000000 USD -100264.71000000 USD Equity LifeStyle Properties, Inc. -1350.00000000 USD -95134.50000000 USD Sunstone Hotel Investors, Inc. -3675.00000000 USD -36456.00000000 USD Equifax, Inc. -517.00000000 USD -94497.26000000 USD UMB Financial Corp. -625.00000000 USD -53812.50000000 USD Kennedy-Wilson Holdings, Inc. -5551.00000000 USD -105135.94000000 USD Signature Bank -322.00000000 USD -57705.62000000 USD Clarivate plc -1974.00000000 USD -27359.64000000 USD Driven Brands Holdings, Inc. -3015.00000000 USD -83033.10000000 USD Hess Corp. -393.00000000 USD -41634.42000000 USD Duolingo, Inc. -134.00000000 USD -11731.70000000 USD American Airlines Group, Inc. -3563.00000000 USD -45178.84000000 USD Jacobs Engineering Group, Inc. -948.00000000 USD -120519.24000000 USD Lululemon Athletica, Inc. -86.00000000 USD -23444.46000000 USD Wells Fargo & Co. -1901.00000000 USD -74462.17000000 USD Sun Communities, Inc. -686.00000000 USD -109320.96000000 USD Caesars Entertainment, Inc. -833.00000000 USD -31903.90000000 USD Tetra Tech, Inc. -713.00000000 USD -97360.15000000 USD TransUnion -589.00000000 USD -47114.11000000 USD Equitable Holdings, Inc. -3666.00000000 USD -95572.62000000 USD Howard Hughes Corp. -1239.00000000 USD -84313.95000000 USD Walt Disney Co. -569.00000000 USD -53713.60000000 USD Park Hotels & Resorts, Inc. -6050.00000000 USD -82098.50000000 USD SLM Corp. -2160.00000000 USD -34430.40000000 USD Broadridge Financial Solutions, Inc. -884.00000000 USD -126014.20000000 USD CarMax, Inc. -346.00000000 USD -31306.08000000 USD Popular, Inc. -651.00000000 USD -50081.43000000 USD Las Vegas Sands Corp. -1561.00000000 USD -52433.99000000 USD General Electric Co. -0.75000000 USD -47.75000000 USD MillerKnoll, Inc. -3506.00000000 USD -92102.62000000 USD Baker Hughes Co. -1335.00000000 USD -38541.45000000 USD ASGN, Inc. -887.00000000 USD -80051.75000000 USD Regions Financial Corp. -4083.00000000 USD -76556.25000000 USD Northern Trust Corp. -658.00000000 USD -63483.84000000 USD JPMorgan Chase & Co. -297.00000000 USD -33445.17000000 USD Exponent, Inc. -701.00000000 USD -64120.47000000 USD Ares Management Corp. -1036.00000000 USD -58906.96000000 USD EastGroup Properties, Inc. -358.00000000 USD -55250.14000000 USD Halliburton Co. -3070.00000000 USD -96275.20000000 USD Howmet Aerospace, Inc. -2565.00000000 USD -80669.25000000 USD Cintas Corp. -324.00000000 USD -121023.72000000 USD Stericycle, Inc. -2289.00000000 USD -100372.65000000 USD Safehold, Inc. -1332.00000000 USD -47112.84000000 USD New Jersey Resources Corp. -1722.00000000 USD -76680.66000000 USD SBA Communications Corp. -220.00000000 USD -70411.00000000 USD Casella Waste Systems, Inc. -1073.00000000 USD -77985.64000000 USD Inspire Medical Systems, Inc. -194.00000000 USD -35437.98000000 USD Patterson Companies, Inc. -1843.00000000 USD -55842.90000000 USD Ryman Hospitality Properties, Inc. -1022.00000000 USD -77702.66000000 USD Helmerich & Payne, Inc. -1375.00000000 USD -59207.50000000 USD Mister Car Wash, Inc. -1057.00000000 USD -11500.16000000 USD Verisk Analytics, Inc. -396.00000000 USD -68543.64000000 USD Floor & Decor Holdings, Inc. -506.00000000 USD -31857.76000000 USD Americold Realty Trust, Inc. -2597.00000000 USD -78013.88000000 USD ONE Gas, Inc. -894.00000000 USD -72583.86000000 USD Y GS Long/Short Equity Custom Basket - Tenor At Maturity 2024-05-06 0.00000000 USD 0.00000000 USD -7001247.16000000 USD 996661.35000000 N N N London Metal Exchange N/A LME Zinc Futures Contracts N/A 1.00000000 NC USD -16303.00000000 -0.01291352022 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A LME Zinc 2022-08-15 95571.75000000 USD -16303.00000000 N N N Royce Value Trust Inc 254900NJE1W1YYKNVM16 Royce Value Trust, Inc. 780910105 1010.00000000 NS USD 14109.70000000 0.011176218875 Long EC RF US N 1 N N N PS Business Parks Inc N/A PS Business Parks, Inc. 69360J107 9567.00000000 NS USD 1790464.05000000 1.418217120898 Long EC CORP US N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 BofA Securities, Inc. N/A 9286433.74000000 PA USD 9286433.74000000 7.355735135905 Long RA CORP US N 2 Repurchase Y 1.44000000 2022-07-01 10645940.34000000 USD 9472170.95000000 USD UST N N N BlackRock Core Bond Trust CC8M7XFKTNG56DXMAR33 BlackRock Core Bond Trust 09249E101 1312.00000000 NS USD 14851.84000000 0.011764064050 Long EC RF US N 1 N N N BlackRock Floating Rate Income UZXE8UOGW61VMG5WLP57 BlackRock Floating Rate Income Strategies Fund, Inc. 09255X100 1324.00000000 NS USD 15080.36000000 0.011945073536 Long EC RF US N 1 N N N First Horizon Corp TF3RXI1ZB1TQ30H9JV10 First Horizon Corp. 320517105 70904.00000000 NS USD 1549961.44000000 1.227716273298 Long EC CORP US N 1 N N N Chicago Mercantile Exchange N/A Russell 2000 Index Mini Futures Contracts N/A 13.00000000 NC USD 9926.73000000 0.007862910422 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Russell 2000 Index N/A 2022-09-16 1100598.27000000 USD 9926.73000000 N N N Eurex N/A Euro STOXX 50 Index Futures Contracts N/A 36.00000000 NC -7863.30000000 -0.00622847841 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long EURO STOXX 50 Price EUR EU0009658145 2022-09-16 1319273.81000000 EUR -7863.30000000 N N N Source Capital Inc 549300SKP40828EGYZ60 Source Capital, Inc. 836144105 402.00000000 NS USD 15006.66000000 0.011886696155 Long EC RF US N 1 N N N Nuveen Georgia Quality Municip 54930023QNPVRWXW1U13 Nuveen Georgia Quality Municipal Income Fund 67072B107 1384.00000000 NS USD 14808.80000000 0.011729972294 Long EC RF US N 1 N N N MFS High Income Municipal Trus 0G9TCUWY2FBUXSJY2691 MFS High Income Municipal Trust 59318D104 6533.00000000 NS USD 24564.08000000 0.019457078077 Long EC RF US N 1 N N N Eurex N/A Euro - BTP Italian Government Bond Futures Contracts N/A 111.00000000 NC 22197.05000000 0.017582166111 N/A DIR DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A BTP 10yr 6% (EUX) 2022-09-08 14459921.84000000 EUR 22197.05000000 N N N Sierra Oncology Inc 549300NG7694ZK6OVC92 Sierra Oncology, Inc. 82640U404 12780.00000000 NS USD 702772.20000000 0.556662149196 Long EC CORP US N 1 N N N Eaton Vance Senior Floating-Ra VJXUJZ1EC079NQ236240 Eaton Vance Senior Floating-Rate Trust 27828Q105 1280.00000000 NS USD 15705.60000000 0.012440322839 Long EC RF US N 1 N N N Osaka Exchange N/A Tokyo Stock Price Index Futures Contracts N/A -3.00000000 NC 11284.86000000 0.008938678025 N/A DE JP N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Tokyo Stock Price Index N/A 2022-09-08 -430157.08000000 JPY 11284.86000000 N N N iShares Russell 1000 Value ETF 549300KLSYN5NN4YNM90 iShares Russell 1000 Value ETF 464287598 -3174.00000000 NS USD -460134.78000000 -0.36447032986 Short EC RF US N 1 N N N iShares Floating Rate Bond ETF 549300G2T0MQ0NCEG317 iShares Floating Rate Bond ETF 46429B655 -8227.00000000 NS USD -410691.84000000 -0.32530683813 Short EC RF US N 1 N N N iShares MSCI EAFE ETF 549300O0XO3KDQV68404 iShares MSCI EAFE ETF 464287465 -10161.00000000 NS USD -634960.89000000 -0.50294916856 Short EC RF US N 1 N N N Putnam Master Intermediate Inc QYQERD8ESA0ALFI8LA12 Putnam Master Intermediate Income Trust 746909100 4536.00000000 NS USD 15467.76000000 0.012251931030 Long EC RF US N 1 N N N Pioneer Diversified High Incom F6XC8RH66QIXRMU75G31 Pioneer Diversified High Income Fund, Inc. 723653101 1298.00000000 NS USD 14070.32000000 0.011145026184 Long EC RF US N 1 N N N Insight Select Income Fund N/A Insight Select Income Fund 45781W109 930.00000000 NS USD 14945.10000000 0.011837934804 Long EC RF US N 1 N N N Sailpoint Technologies Holding 529900809B15HNZH5H79 Sailpoint Technologies Holdings, Inc. 78781P105 28637.00000000 NS USD 1794967.16000000 1.421784010554 Long EC CORP US N 1 N N N ASX Trade24 N/A SPI 200 Index Futures Contracts N/A -7.00000000 NC 791.99000000 0.000627331097 N/A DE AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short S&P/ASX 200 N/A 2022-09-15 -802243.47000000 AUD 791.99000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Equity Market Neutral Custom Basket N/A 0.00000000 NC USD 1633580.51000000 1.293950497162 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Equity Market Neutral Short Custom Basket N/A RLJ Lodging Trust -9617.00000000 USD -106075.51000000 USD Office Properties Income Trust -30601.00000000 USD -610489.95000000 USD Necessity Retail REIT, Inc. -62725.00000000 USD -456638.00000000 USD Equity Commonwealth -24909.00000000 USD -685744.77000000 USD Americold Realty Trust, Inc. -9880.00000000 USD -296795.20000000 USD Extra Space Storage, Inc. -3058.00000000 USD -520226.96000000 USD LTC Properties, Inc. -13848.00000000 USD -531624.72000000 USD Vanguard Real Estate ETF -16498.00000000 USD -1503132.78000000 USD Essex Property Trust, Inc. -2698.00000000 USD -705553.98000000 USD Realty Income Corp. -23766.14100000 USD -1622276.78000000 USD Phillips Edison & Company, Inc. -31726.00000000 USD -1059965.66000000 USD Mid-America Apartment Communities, Inc. -6521.00000000 USD -1139023.07000000 USD Public Storage -1633.00000000 USD -510590.11000000 USD Orion Office REIT, Inc. -0.31410000 USD -3.44000000 USD Broadstone Net Lease, Inc. -44056.00000000 USD -903588.56000000 USD Host Hotels & Resorts, Inc. -51341.00000000 USD -805026.88000000 USD STORE Capital Corp. -22544.00000000 USD -587947.52000000 USD Omega Healthcare Investors, Inc. -25413.00000000 USD -716392.47000000 USD STAG Industrial, Inc. -17254.00000000 USD -532803.52000000 USD Apartment Income REIT Corp. -9728.00000000 USD -404684.80000000 USD Corporate Office Properties Trust -11018.00000000 USD -288561.42000000 USD Douglas Emmett, Inc. -27811.00000000 USD -622410.18000000 USD Washington Real Estate Investment Trust -34698.00000000 USD -739414.38000000 USD Apple Hospitality REIT, Inc. -47344.00000000 USD -694536.48000000 USD Camden Property Trust -4398.00000000 USD -591443.04000000 USD Y MS Equity Market Neutral Custom Basket - Tenor At Maturity 2023-08-31 0.00000000 USD 0.00000000 USD -16634950.18000000 USD 1633580.51000000 N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 Entegris, Inc. 29362U104 -4009.00000000 NS USD -369349.17000000 -0.29255952750 Short EC CORP US N 1 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A 20.00000000 NC USD -11702.66000000 -0.00926961519 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2022-12-21 587702.66000000 USD -11702.66000000 N N N Invesco Pennsylvania Value Mun 549300S5KHBL3XISY922 Invesco Pennsylvania Value Municipal Income Trust 46132K109 11840.00000000 NS USD 123846.40000000 0.098098079568 Long EC RF US N 1 N N N Neuberger Berman New York Muni 549300QBK683OL6H5P21 Neuberger Berman New York Municipal Fund, Inc. 64124K102 2342.00000000 NS USD 23138.96000000 0.018328248049 Long EC RF US N 1 N N N Invesco Senior Income Trust 549300C38VE5Y5R75E56 Invesco Senior Income Trust 46131H107 3917.00000000 NS USD 15237.13000000 0.012069250225 Long EC RF US N 1 N N N abrdn Japan Equity Fund Inc 549300TENE1BGI09O157 abrdn Japan Equity Fund, Inc. 00306J109 6337.00000000 NS USD 35297.09000000 0.027958638631 Long EC RF US N 1 N N N Eaton Vance New York Municipal 5493003LD9U89XVQ7W91 Eaton Vance New York Municipal Bond Fund 27827Y109 10903.00000000 NS USD 101506.93000000 0.080403103327 Long EC RF US N 1 N N N Tenneco Inc 549300U0EXXFAQFAD785 Tenneco, Inc. 880349105 69099.00000000 NS USD 1185738.84000000 0.939217474823 Long EC CORP US N 1 N N N Western Asset Municipal Partne 5493001Z97VQ69W5OH84 Western Asset Municipal Partners Fund, Inc. 95766P108 3782.00000000 NS USD 47312.82000000 0.037476234924 Long EC RF US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 GS Equity Market Neutral Custom Basket N/A 0.00000000 NC USD 1613157.82000000 1.277773792238 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GS Equity Market Neutral Short Custom Basket N/A Broadstone Net Lease, Inc. -44056.00000000 USD -903588.56000000 USD Camden Property Trust -4398.00000000 USD -591443.04000000 USD Washington Real Estate Investment Trust -34698.00000000 USD -739414.38000000 USD Orion Office REIT, Inc. -0.32820000 USD -3.60000000 USD Essex Property Trust, Inc. -2698.00000000 USD -705553.98000000 USD LTC Properties, Inc. -13848.00000000 USD -531624.72000000 USD Host Hotels & Resorts, Inc. -51341.00000000 USD -805026.88000000 USD Realty Income Corp. -23766.28200000 USD -1622286.41000000 USD Vanguard Real Estate ETF -16498.00000000 USD -1503132.78000000 USD Mid-America Apartment Communities, Inc. -6521.00000000 USD -1139023.07000000 USD Phillips Edison & Company, Inc. -31726.00000000 USD -1059965.66000000 USD Corporate Office Properties Trust -11018.00000000 USD -288561.42000000 USD Extra Space Storage, Inc. -3058.00000000 USD -520226.96000000 USD RLJ Lodging Trust -9617.00000000 USD -106075.51000000 USD Apartment Income REIT Corp. -9728.00000000 USD -404684.80000000 USD STORE Capital Corp. -22544.00000000 USD -587947.52000000 USD Necessity Retail REIT, Inc. -62725.00000000 USD -456638.00000000 USD Office Properties Income Trust -30601.00000000 USD -610489.95000000 USD Omega Healthcare Investors, Inc. -25413.00000000 USD -716392.47000000 USD Douglas Emmett, Inc. -27811.00000000 USD -622410.18000000 USD Public Storage -1633.00000000 USD -510590.11000000 USD Apple Hospitality REIT, Inc. -47344.00000000 USD -694536.48000000 USD Americold Realty Trust, Inc. -9880.00000000 USD -296795.20000000 USD STAG Industrial, Inc. -17254.00000000 USD -532803.52000000 USD Equity Commonwealth -24909.00000000 USD -685744.77000000 USD Y GS Equity Market Neutral Custom Basket - Tenor At Maturity 2024-05-06 0.00000000 USD 0.00000000 USD -16634959.97000000 USD 1613157.82000000 N N N First Trust Dynamic Europe Equ 549300YG1NBZKURU8L08 First Trust Dynamic Europe Equity Income Fund 33740D107 10592.00000000 NS USD 117888.96000000 0.093379222798 Long EC RF US N 1 N N N Pioneer Municipal High Income 1SKUXW31ZFWF61CETQ82 Pioneer Municipal High Income Fund Trust 723763108 16876.00000000 NS USD 156609.28000000 0.124049383838 Long EC RF US N 1 N N N John Hancock Income Securities 549300RB36J7QSFLWG11 John Hancock Income Securities Trust 410123103 1260.00000000 NS USD 14338.80000000 0.011357687775 Long EC RF US N 1 N N N Gabelli Healthcare & WellnessR 549300XULWZNLHFTG832 Gabelli Healthcare & WellnessRx Trust 36246K103 8094.00000000 NS USD 86767.68000000 0.068728221221 Long EC RF US N 1 N N N Bancroft Fund Ltd 5493000X4Y1FB4G26P45 Bancroft Fund Ltd. 059695106 4591.00000000 NS USD 82913.46000000 0.065675313908 Long EC RF US N 1 N N N BNY Mellon High Yield Strategi RH2DL1HWBBECVFYQNK56 BNY Mellon High Yield Strategies Fund 09660L105 31846.00000000 NS USD 72290.42000000 0.057260860010 Long EC RF US N 1 N N N PGIM High Yield Bond Fund Inc P63V0W84H2Z3IOKHSM44 PGIM High Yield Bond Fund, Inc. 69346H100 4140.00000000 NS USD 50963.40000000 0.040367840068 Long EC RF US N 1 N N N iShares U.S. Real Estate ETF 549300SJWB2CPZFPT616 iShares U.S. Real Estate ETF 464287739 -268.00000000 NS USD -24650.64000000 -0.01952564179 Short EC RF US N 1 N N N Morgan Stanley Emerging Market 879N34XPZOOCKFD26737 Morgan Stanley Emerging Markets Debt Fund, Inc. 61744H105 9234.00000000 NS USD 61036.74000000 0.048346879498 Long EC RF US N 1 N N N TEGNA Inc 549300YC5EDBGX85AO10 TEGNA, Inc. 87901J105 65842.00000000 NS USD 1380706.74000000 1.093650519041 Long EC CORP US N 1 N N N First Trust/abrdn Emerging Opp 700UQMDEFIFKNKMN0L14 First Trust/abrdn Emerging Opp 33731K102 1659.00000000 NS USD 14599.20000000 0.011563949240 Long EC RF US N 1 N N N Nuveen Municipal Income Fund I 549300B7KLL5KV0GQO76 Nuveen Municipal Income Fund, Inc. 67062J102 1598.00000000 NS USD 14797.48000000 0.011721005781 Long EC RF US N 1 N N N Tower Semiconductor Ltd 54930086ZSNXZOUX0C54 Tower Semiconductor Ltd. N/A 22123.00000000 NS USD 1021640.14000000 0.809235760944 Long EC CORP US N 1 N N N Chicago Mercantile Exchange N/A British Pound Futures Contracts N/A 33.00000000 NC USD -51885.55000000 -0.04109827021 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A British Pound 2022-09-19 2566073.05000000 USD -51885.55000000 N N N Nuveen Global High Income Fund 549300I4IAH7O6ZZEH53 Nuveen Global High Income Fund 67075G103 1228.00000000 NS USD 14220.24000000 0.011263777025 Long EC RF US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Barclays Capital, Inc. N/A 9379298.08000000 PA USD 9379298.08000000 7.429292489323 Long RA CORP US N 2 Repurchase Y 1.42000000 2022-07-01 8425716.51000000 USD 9566894.04000000 USD UST N N N QuidelOrtho Corp 549300YU8CMO9HF53113 QuidelOrtho Corp. 219798105 -1.00000000 NS USD -97.18000000 -0.00007697576 Short EC CORP US N 1 N N N Rogers Corp PW0CN80KNFR7RUOOKJ84 Rogers Corp. 775133101 5111.00000000 NS USD 1339541.99000000 1.061044137904 Long EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796X20 4999000.00000000 PA USD 4996444.26000000 3.957657118638 Long DBT UST US N 2 2022-07-19 None 0.00000000 N N N N N N Columbia Banking System Inc N/A Columbia Banking System, Inc. 197236102 -8710.00000000 NS USD -249541.50000000 -0.19766050464 Short EC CORP US N 1 N N N Eaton Vance Municipal Bond Fun 5493006Q4EBOXVQBQD12 Eaton Vance Municipal Bond Fund 27827X101 1393.00000000 NS USD 14905.10000000 0.011806251015 Long EC RF US N 1 N N N MFS Municipal Income Trust GV4WN51HRTKYT6CV5890 MFS Municipal Income Trust 552738106 8159.00000000 NS USD 44384.96000000 0.035157092476 Long EC RF US N 1 N N N BlackRock MuniYield Quality Fu TFKEE3VA3GBE5LOK5U77 BlackRock MuniYield Quality Fund, Inc. 09254F100 1178.00000000 NS USD 14948.82000000 0.011840881396 Long EC RF US N 1 N N N ASX Trade24 N/A Australian Government 10 Year Bond Futures Contracts N/A 86.00000000 NC 108764.54000000 0.086151817890 N/A DIR AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Aust 10yr 6% 2022-09-15 6994132.92000000 AUD 108764.54000000 N N N BlackRock New York Municipal I PJKTUMDJPIZ89SB71052 BlackRock New York Municipal Income Trust 09248L106 1306.00000000 NS USD 14392.12000000 0.011399922265 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Live Cattle Futures Contracts N/A -87.00000000 NC USD -36862.23000000 -0.02919837776 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Live Cattle 2022-12-30 -5009137.77000000 USD -36862.23000000 N N N Cohen & Steers Limited Duratio FB4GVFNX9R92BO4AY061 Cohen & Steers Limited Duration Preferred and Income Fund, Inc. 19248C105 740.00000000 NS USD 14644.60000000 0.011599910340 Long EC RF US N 1 N N N Twitter Inc 549300I8RX485XMK6836 Twitter, Inc. 90184L102 12676.00000000 NS USD 473955.64000000 0.375417760102 Long EC CORP US N 1 N N N Frontier Group Holdings Inc 549300DT3Y2BHO6G7T02 Frontier Group Holdings, Inc. 35909R108 -113951.00000000 NS USD -1067720.87000000 -0.84573606388 Short EC CORP US N 1 N N N BlackRock MuniHoldings Fund In MZBVMGS24JR92TGE6Z32 BlackRock MuniHoldings Fund, Inc. 09253N104 1166.00000000 NS USD 14796.54000000 0.011720261212 Long EC RF US N 1 N N N Lantheus Holdings, Inc. N/A Lantheus Holdings, Inc. N/A 42000.00000000 NS USD 0.04000000 0.000000031683 Long CORP US N 3 N N N Virtus Convertible & Income Fu 549300WT3ICVH2Z06O49 Virtus Convertible & Income Fund 92838X102 3784.00000000 NS USD 13925.12000000 0.011030014031 Long EC RF US N 1 N N N Nuveen Select Maturities Munic 5493004ODX60CHWL4U41 Nuveen Select Maturities Municipal Fund 67061T101 1666.00000000 NS USD 15293.88000000 0.012114201600 Long EC RF US N 1 N N N BlackRock Limited Duration Inc 4VIZ12RURKQTKPDDB492 BlackRock Limited Duration Income Trust 09249W101 1127.00000000 NS USD 14256.55000000 0.011292537984 Long EC RF US N 1 N N N Eaton Vance Tax-Advantaged Glo 549300P9NBK8GZ8QI277 Eaton Vance Tax-Advantaged Global Dividend Income Fund 27828S101 880.00000000 NS USD 14176.80000000 0.011229368430 Long EC RF US N 1 N N N ICE Futures Europe Commodities N/A Low Sulphur Gas Oil Futures Contracts N/A 20.00000000 NC USD -178733.00000000 -0.14157346564 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Low Sulphur Gas Oil 2022-10-12 2361733.00000000 USD -178733.00000000 N N N Eurex N/A Euro - 30 year Bond Futures Contracts N/A 7.00000000 NC 33797.75000000 0.026771019333 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro 30yr 4% Bond 2022-09-08 1168317.95000000 EUR 33797.75000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796W96 8800000.00000000 PA USD 8797418.70000000 6.968388904571 Long DBT UST US N 2 2022-07-12 None 0.00000000 N N N N N N DTF Tax-Free Income 2028 Term 549300UTPMUSB8BKGI82 DTF Tax-Free Income 2028 Term Fund, Inc. 23334J107 3003.00000000 NS USD 35555.52000000 0.028163339669 Long EC RF US N 1 N N N Sprott Focus Trust Inc 549300ZO564XGNG81814 Sprott Focus Trust, Inc. 85208J109 1787.00000000 NS USD 13509.72000000 0.010700977884 Long EC RF US N 1 N N N iShares National Muni Bond ETF 549300H21FUYFQW9N157 iShares National Muni Bond ETF 464288414 -3526.00000000 NS USD -375025.36000000 -0.29705560763 Short EC RF US N 1 N N N Western Asset High Yield Defin 549300MT3R4UXA0DZF65 Western Asset High Yield Defined Opportunity Fund, Inc. 95768B107 1206.00000000 NS USD 14689.08000000 0.011635142714 Long EC RF US N 1 N N N Credit Suisse High Yield Bond 549300R9HE7C1IL42N58 Credit Suisse High Yield Bond Fund 22544F103 7604.00000000 NS USD 14371.56000000 0.011383636798 Long EC RF US N 1 N N N Eurex N/A Euro - Bund Futures Contracts N/A 24.00000000 NC 84258.84000000 0.066740982302 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-Bund 10yr 6% 2022-09-08 3678557.77000000 EUR 84258.84000000 N N N iShares iBoxx $ Investment Gra 549300FYCXFXG8POR355 iShares iBoxx $ Investment Grade Corporate Bond ETF 464287242 -542.00000000 NS USD -59636.26000000 -0.04723756668 Short EC RF US N 1 N N N BNY Mellon Municipal Bond Infr 5493003OUY2BKGFZ2414 BNY Mellon Municipal Bond Infrastructure Fund, Inc. 09662W109 1306.00000000 NS USD 16991.06000000 0.013458528918 Long EC RF US N 1 N N N Mandiant Inc 549300E9D2UJUFLLY524 Mandiant, Inc. 562662106 79904.00000000 NS USD 1743505.28000000 1.381021327109 Long EC CORP US N 1 N N N Nuveen Municipal Credit Income 54930078DL3R0VSYW338 Nuveen Municipal Credit Income Fund 67070X101 2285.00000000 NS USD 28699.60000000 0.022732801634 Long EC RF US N 1 N N N Eaton Vance California Municip 549300FJGD8HWP11TO17 Eaton Vance California Municipal Bond Fund 27828A100 21394.00000000 NS USD 198322.38000000 0.157090110116 Long EC RF US N 1 N N N London Metal Exchange N/A LME Nickel Futures Contracts N/A 1.00000000 NC USD -19501.25000000 -0.01544683716 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A LME Nickel 2022-08-15 155557.25000000 USD -19501.25000000 N N N BNY Mellon Strategic Municipal 549300FH0LKMOBY7N332 BNY Mellon Strategic Municipals, Inc. 05588W108 2204.00000000 NS USD 14502.32000000 0.011487211104 Long EC RF US N 1 N N N Tortoise Power and Energy Infr 549300O8GKMVVEB04345 Tortoise Power and Energy Infrastructure Fund, Inc. 89147X104 3289.00000000 NS USD 41145.39000000 0.032591046183 Long EC RF US N 1 N N N Pioneer Municipal High Income UE8ZNXHQH48NNA19I459 Pioneer Municipal High Income Advantage Fund, Inc. 723762100 4161.00000000 NS USD 36325.53000000 0.028773260525 Long EC RF US N 1 N N N iShares Core High Dividend ETF 549300M7WVLJWAVPDO86 iShares Core High Dividend ETF 46429B663 -1833.00000000 NS USD -184088.19000000 -0.14581528336 Short EC RF US N 1 N N N Allspring Income Opportunities 5493001HF04TYQLWJP49 Allspring Income Opportunities 94987B105 2122.00000000 NS USD 13771.78000000 0.010908554227 Long EC RF US N 1 N N N Western Asset Premier Bond Fun 5493007UP8PFRNTX0546 Western Asset Premier Bond Fund 957664105 1375.00000000 NS USD 14547.50000000 0.011522997943 Long EC RF US N 1 N N N ICE Futures US Softs N/A Sugar #11 Futures Contracts N/A 41.00000000 NC USD -1965.95000000 -0.00155721861 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Sugar 2022-09-30 850108.35000000 USD -1965.95000000 N N N ICE Futures Europe Commodities N/A Low Sulphur Gas Oil Futures Contracts N/A -11.00000000 NC USD 105256.85000000 0.083373395160 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Low Sulphur Gas Oil 2022-08-11 -1360356.85000000 USD 105256.85000000 N N N Chicago Mercantile Exchange N/A Canadian Dollar Futures Contracts N/A 17.00000000 NC USD 4749.21000000 0.003761824166 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Canadian Dollar 2022-09-20 1315980.79000000 USD 4749.21000000 N N N New Ireland Fund Inc/The 549300HNB2YXNXXJQ174 New Ireland Fund, Inc. 645673104 522.00000000 NS USD 4134.24000000 0.003274709676 Long EC RF US N 1 N N N abrdn Global Dynamic Dividend 2549008871AD4OJQWG76 abrdn Global Dynamic Dividend 00302M106 10063.00000000 NS USD 94290.31000000 0.074686856726 Long EC RF US N 1 N N N iShares Agency Bond ETF 54930076RN5EDP4FSR30 iShares Agency Bond ETF 464288166 -1298.00000000 NS USD -142754.04000000 -0.11307472138 Short EC RF US N 1 N N N DraftKings Inc N/A DraftKings, Inc. 26142V105 -1.00000000 NS USD -11.67000000 -0.00000924374 Short EC CORP US N 1 N N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 iShares TIPS Bond ETF 464287176 -112.00000000 NS USD -12757.92000000 -0.01010548107 Short EC RF US N 1 N N N BlackRock Enhanced Government NL5N0CUZJSJCO40JHD64 BlackRock Enhanced Government Fund, Inc. 09255K108 1153.00000000 NS USD 12110.42000000 0.009592599742 Long EC RF US N 1 N N N PIMCO New York Municipal Incom VSODSLIYXJ7C18SCFD63 PIMCO New York Municipal Income Fund 72200T103 1635.00000000 NS USD 14976.60000000 0.011862885788 Long EC RF US N 1 N N N Chicago Board of Trade N/A Hard Red Winter Wheat Futures Contracts N/A -2.00000000 NC USD 8894.00000000 0.007044890442 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Hard Red Winter Wheat 2022-09-14 -104569.00000000 USD 8894.00000000 N N N Commodity Exchange, Inc. N/A Copper Futures Contracts N/A -5.00000000 NC USD 42058.50000000 0.033314315793 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Copper 2022-09-28 -502683.50000000 USD 42058.50000000 N N N Franklin Universal Trust 5493009UE75VG0DU8V76 Franklin Universal Trust 355145103 1984.00000000 NS USD 14780.80000000 0.011707793641 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Japanese Yen Futures Contracts N/A 46.00000000 NC USD -116299.25000000 -0.09212002190 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Japanese Yen 2022-09-19 4376474.25000000 USD -116299.25000000 N N N SPDR Nuveen Bloomberg Municipa 54930090LRDSZWQ4P385 SPDR Nuveen Bloomberg Municipal Bond ETF 78468R721 -14542.00000000 NS USD -666896.12000000 -0.52824489564 Short EC RF US N 1 N N N BlackRock MuniYield Fund Inc AVXF9RZVI4EDWXACOH81 BlackRock MuniYield Fund, Inc. 09253W104 1318.00000000 NS USD 14682.52000000 0.011629946572 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A NASDAQ-100 Index Mini Futures Contracts N/A 5.00000000 NC USD -3773.24000000 -0.00298876348 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long NASDAQ 100 Stock Index N/A 2022-09-16 1157573.24000000 USD -3773.24000000 N N N GCP Applied Technologies Inc 5493007G654QKQVEKV09 GCP Applied Technologies, Inc. 36164Y101 22374.00000000 NS USD 699858.72000000 0.554354397070 Long EC CORP US N 1 N N N Nuveen New York Select Tax-Fre 549300O6PCT8Y389MD53 Nuveen New York Select Tax-Free Income Portfolio 67063V104 1203.00000000 NS USD 14014.95000000 0.011101167900 Long EC RF US N 1 N N N Eurex N/A DAX Index Futures Contracts N/A 4.00000000 NC -46806.19000000 -0.03707493597 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Deutsche Boerse AG German Stock Index DAX DE0008469008 2022-09-16 1397733.39000000 EUR -46806.19000000 N N N London Metal Exchange N/A LME Primary Aluminum Futures Contracts N/A -7.00000000 NC USD 18016.50000000 0.014270774528 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Primary Aluminum 2022-08-15 -442041.50000000 USD 18016.50000000 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer, LP 29273V100 0.47000000 NS USD 4.69000000 0.000003714924 Long EC CORP US N 1 N N N MFS Intermediate Income Trust WGVMPY7PP3OZCAPKRD65 MFS Intermediate Income Trust 55273C107 5137.00000000 NS USD 15256.89000000 0.012084902017 Long EC RF US N 1 N N N Western Asset High Income Fund 549300LH0LPNF7USIA77 Western Asset High Income Fund II, Inc. 95766J102 2910.00000000 NS USD 14346.30000000 0.011363628485 Long EC RF US N 1 N N N Delaware Investments National NIC7ULNUGCUI836YP119 Delaware Investments National Municipal Income Fund 24610T108 1293.00000000 NS USD 14623.83000000 0.011583458533 Long EC RF US N 1 N N N Herzfeld Caribbean Basin Fund 549300ML0K6PRXPULR11 Herzfeld Caribbean Basin Fund, Inc. 42804T106 4253.00000000 NS USD 17012.00000000 0.013475115381 Long EC RF US N 1 N N N BlackRock Municipal Income Fun W7IEW9KTXVCYG8ZQQV11 BlackRock Municipal Income Fund, Inc. 09253X102 1233.00000000 NS USD 14685.03000000 0.011631934730 Long EC RF US N 1 N N N New York Community Bancorp Inc 529900HVXOTLY61GL030 New York Community Bancorp, Inc. 649445103 -61933.00000000 NS USD -565448.29000000 -0.44788860511 Short EC CORP US N 1 N N N Invesco California Value Munic 0O4FOPVOK8KA2I2US555 Invesco California Value Municipal Income Trust 46132H106 1415.00000000 NS USD 14942.40000000 0.011835796148 Long EC RF US N 1 N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 Invesco Senior Loan ETF 46138G508 -52064.00000000 NS USD -1055337.28000000 -0.83592708762 Short EC RF US N 1 N N N Chicago Board of Trade N/A U.S. Treasury Long Bond Futures Contracts N/A 12.00000000 NC USD 24821.84000000 0.019661248412 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 20yr 6% 2022-09-21 1632678.16000000 USD 24821.84000000 N N N Nuveen California Quality Muni 549300ZT6V9X5U9BHR46 Nuveen California Quality Municipal Income Fund 67066Y105 1847.00000000 NS USD 22773.51000000 0.018038777033 Long EC RF US N 1 N N N Neuberger Berman California Mu 5493003VDAWQHC3PB533 Neuberger Berman California Municipal Fund, Inc. 64123C101 3880.00000000 NS USD 43456.00000000 0.034421268165 Long EC RF US N 1 N N N Sanderson Farms Inc 529900KZGVFTWHUO2759 Sanderson Farms, Inc. 800013104 4546.00000000 NS USD 979799.38000000 0.776093915854 Long EC CORP US N 1 N N N Montreal Exchange N/A Canadian Government 10 Year Bond Futures Contracts N/A -85.00000000 NC 279276.49000000 0.221213433233 N/A DIR CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Can 10yr 6% 2022-09-20 -8515050.08000000 CAD 279276.49000000 N N N Vonage Holdings Corp 529900W7N0N4WLN1JY21 Vonage Holdings Corp. 92886T201 55172.00000000 NS USD 1039440.48000000 0.823335316278 Long EC CORP US N 1 N N N ICE Futures US Softs N/A Cotton #2 Futures Contracts N/A -31.00000000 NC USD 167170.35000000 0.132414751626 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cotton 2022-12-07 -1701050.35000000 USD 167170.35000000 N N N Biohaven Pharmaceutical Holdin 5299007STZTNN32O9920 Biohaven Pharmaceutical Holding Company Ltd. N/A 5037.00000000 NS USD 733941.27000000 0.581351004980 Long EC CORP US N 1 N N N SPDR Bloomberg Convertible Sec 549300IXKU3G7R6DMX93 SPDR Bloomberg Convertible Securities ETF 78464A359 -5401.00000000 NS USD -348688.56000000 -0.27619436740 Short EC RF US N 1 N N N BlackRock MuniYield Quality Fu PRQP520S3DVB025IWS24 BlackRock MuniYield Quality Fund II, Inc. 09254G108 1335.00000000 NS USD 15299.10000000 0.012118336335 Long EC RF US N 1 N N N Nuveen Massachusetts Quality M 549300RK5RSCWBBL2616 Nuveen Massachusetts Quality Municipal Income Fund 67061E104 1272.00000000 NS USD 15022.32000000 0.011899100358 Long EC RF US N 1 N N N Spirit Airlines Inc 549300DCAFIXFNFR3304 Spirit Airlines, Inc. 848577102 59579.00000000 NS USD 1420363.36000000 1.125062318368 Long EC CORP US N 1 N N N Nuveen AMT-Free Quality Munici 549300OTYQOOXS64NI63 Nuveen AMT-Free Quality Municipal Income Fund 670657105 1230.00000000 NS USD 14452.50000000 0.011447748945 Long EC RF US N 1 N N N Miller/Howard High Dividend Fu N/A Miller/Howard High Dividend Fund 600379101 1446.00000000 NS USD 13462.26000000 0.010663385069 Long EC RF US N 1 N N N Western Asset Municipal High I 549300V8S0EC6SV7H926 Western Asset Municipal High Income Fund, Inc. 95766N103 2242.00000000 NS USD 14729.94000000 0.011667507704 Long EC RF US N 1 N N N Atotech Ltd N/A Atotech Ltd. N/A 27966.00000000 NS USD 541142.10000000 0.428635800344 Long EC CORP CN N 1 N N N iShares Russell 2000 ETF 549300O80OAR5VTWR172 iShares Russell 2000 Index ETF 464287655 -2075.00000000 NS USD -351422.00000000 -0.27835951079 Short EC RF US N 1 N N N Natus Medical Inc 549300ZW3JLSJGT2D838 Natus Medical, Inc. 639050103 32465.00000000 NS USD 1063878.05000000 0.842692186452 Long EC CORP US N 1 N N N Federated Hermes Premier Munic C0TUI5ZPEIY028NN4Q23 Federated Hermes Premier Municipal Income Fund 31423P108 1291.00000000 NS USD 14278.46000000 0.011309892780 Long EC RF US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Long/Short Equity Custom Basket N/A 0.00000000 NC USD -817009.63000000 -0.64714901436 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Long/Short Equity Long Custom Basket N/A Laboratory Corporation of America Holdings 106.00000000 USD 24842.16000000 USD Highwoods Properties, Inc. 1430.00000000 USD 48891.70000000 USD California Water Service Group 653.00000000 USD 36274.15000000 USD Lumentum Holdings, Inc. 361.00000000 USD 28670.62000000 USD OGE Energy Corp. 3164.00000000 USD 122003.84000000 USD SunCoke Energy, Inc. 5061.00000000 USD 34465.41000000 USD SpartanNash Co. 966.00000000 USD 29144.22000000 USD Westlake Corp. 582.00000000 USD 57047.64000000 USD Hologic, Inc. 1382.00000000 USD 95772.60000000 USD Tyson Foods, Inc. 1181.00000000 USD 101636.86000000 USD Meta Financial Group, Inc. 1882.00000000 USD 72776.94000000 USD S&T Bancorp, Inc. 4505.00000000 USD 123572.15000000 USD Molson Coors Beverage Co. 796.00000000 USD 43389.96000000 USD Juniper Networks, Inc. 1230.00000000 USD 35055.00000000 USD Huntsman Corp. 1539.00000000 USD 43630.65000000 USD FleetCor Technologies, Inc. 160.00000000 USD 33617.60000000 USD Hawaiian Electric Industries, Inc. 1299.00000000 USD 53129.10000000 USD Horizon Therapeutics plc 301.00000000 USD 24007.76000000 USD HB Fuller Co. 1377.00000000 USD 82909.17000000 USD Equitrans Midstream Corp. 7520.00000000 USD 47827.20000000 USD NorthWestern Corp. 1626.00000000 USD 95820.18000000 USD NetApp, Inc. 1826.00000000 USD 119128.24000000 USD International Paper Co. 2723.00000000 USD 113903.09000000 USD Semtech Corp. 994.00000000 USD 54640.18000000 USD Sanmina Corp. 874.00000000 USD 35598.02000000 USD Tri Pointe Homes, Inc. 1863.00000000 USD 31428.81000000 USD Vertex Pharmaceuticals, Inc. 448.00000000 USD 126241.92000000 USD Gogo, Inc. 2672.00000000 USD 43259.68000000 USD Preferred Bank/Los Angeles CA 1440.00000000 USD 97948.80000000 USD Keurig Dr Pepper, Inc. 1613.00000000 USD 57084.07000000 USD Micron Technology, Inc. 1246.00000000 USD 68878.88000000 USD Essent Group Ltd. 2585.00000000 USD 100556.50000000 USD Central Pacific Financial Corp. 2370.00000000 USD 50836.50000000 USD EVERTEC, Inc. 831.00000000 USD 30647.28000000 USD Piper Sandler Cos. 380.00000000 USD 43076.80000000 USD T-Mobile US, Inc. 627.00000000 USD 84356.58000000 USD Targa Resources Corp. 749.00000000 USD 44692.83000000 USD Packaging Corporation of America 804.00000000 USD 110550.00000000 USD Exxon Mobil Corp. 1262.00000000 USD 108077.68000000 USD Louisiana-Pacific Corp. 675.00000000 USD 35376.75000000 USD Getty Realty Corp. 1920.00000000 USD 50880.00000000 USD HomeStreet, Inc. 1039.00000000 USD 36022.13000000 USD Bread Financial Holdings, Inc. 1014.00000000 USD 37578.84000000 USD Phillips 66 237.00000000 USD 19431.63000000 USD American Vanguard Corp. 1477.00000000 USD 33010.95000000 USD UGI Corp. 1051.00000000 USD 40579.11000000 USD BankUnited, Inc. 1732.00000000 USD 61607.24000000 USD Oshkosh Corp. 268.00000000 USD 22013.52000000 USD Energizer Holdings, Inc. 1263.00000000 USD 35806.05000000 USD Steven Madden Ltd. 0.50000000 USD 16.11000000 USD LyondellBasell Industries N.V. 1162.00000000 USD 101628.52000000 USD NMI Holdings, Inc. 2211.00000000 USD 36813.15000000 USD Abbott Laboratories 1036.00000000 USD 112561.40000000 USD Vontier Corp. 4805.00000000 USD 110466.95000000 USD Banner Corp. 2221.00000000 USD 124842.41000000 USD Minerals Technologies, Inc. 1890.00000000 USD 115932.60000000 USD Fidelity National Financial, Inc. 1924.00000000 USD 71111.04000000 USD NewMarket Corp. 109.00000000 USD 32804.64000000 USD Eagle Pharmaceuticals, Inc. 1724.00000000 USD 76597.32000000 USD Kimberly-Clark Corp. 988.00000000 USD 133528.20000000 USD Columbia Sportswear Co. 345.00000000 USD 24695.10000000 USD Snap-on, Inc. 247.00000000 USD 48666.41000000 USD Portland General Electric Co. 1239.00000000 USD 59880.87000000 USD Eagle Bancorp, Inc. 2430.00000000 USD 115206.30000000 USD Occidental Petroleum Corp. 508.00000000 USD 29911.04000000 USD Meta Platforms, Inc. 366.00000000 USD 59017.50000000 USD Winnebago Industries, Inc. 565.00000000 USD 27436.40000000 USD OSI Systems, Inc. 1505.00000000 USD 128587.20000000 USD SL Green Realty Corp. 1077.00000000 USD 49703.55000000 USD IDACORP, Inc. 1156.00000000 USD 122443.52000000 USD Interactive Brokers Group, Inc. 897.00000000 USD 49343.97000000 USD Baxter International, Inc. 1798.00000000 USD 115485.54000000 USD Radian Group, Inc. 2550.00000000 USD 50107.50000000 USD Innoviva, Inc. 4021.00000000 USD 59349.96000000 USD Valero Energy Corp. 345.00000000 USD 36666.60000000 USD Williams Companies, Inc. 3451.00000000 USD 107705.71000000 USD Constellation Brands, Inc. 498.00000000 USD 116063.88000000 USD Vanda Pharmaceuticals, Inc. 4608.00000000 USD 50227.20000000 USD Centene Corp. 560.00000000 USD 47381.60000000 USD Chevron Corp. 427.00000000 USD 61821.06000000 USD Qorvo, Inc. 500.00000000 USD 47160.00000000 USD Waters Corp. 146.00000000 USD 48323.08000000 USD Enstar Group Ltd. 483.00000000 USD 103352.34000000 USD OneMain Holdings, Inc. 812.00000000 USD 30352.56000000 USD Supernus Pharmaceuticals, Inc. 2204.00000000 USD 63739.68000000 USD Methode Electronics, Inc. 1409.00000000 USD 52189.36000000 USD Encore Capital Group, Inc. 1003.00000000 USD 57943.31000000 USD Chesapeake Utilities Corp. 733.00000000 USD 94960.15000000 USD AMERISAFE, Inc. 1032.00000000 USD 53674.32000000 USD InterDigital, Inc. 1952.00000000 USD 118681.60000000 USD Stewart Information Services Corp. 1229.00000000 USD 61142.75000000 USD Bristol-Myers Squibb Co. 1704.00000000 USD 131208.00000000 USD Northwest Bancshares, Inc. 9948.00000000 USD 127334.40000000 USD Procter & Gamble Co. 888.00000000 USD 127685.52000000 USD Oracle Corp. 577.00000000 USD 40314.99000000 USD Sealed Air Corp. 848.00000000 USD 48946.56000000 USD Weyerhaeuser Co. 2894.00000000 USD 95849.28000000 USD Keysight Technologies, Inc. 175.00000000 USD 24123.75000000 USD Genpact Ltd. 2877.00000000 USD 121869.72000000 USD National Fuel Gas Co. 1730.00000000 USD 114266.50000000 USD Alphabet, Inc. 18.00000000 USD 39374.10000000 USD MGE Energy, Inc. 1484.00000000 USD 115499.72000000 USD Dorian LPG Ltd. 2222.00000000 USD 33774.40000000 USD Xcel Energy, Inc. 815.00000000 USD 57669.40000000 USD Jazz Pharmaceuticals plc 247.00000000 USD 38534.47000000 USD Garmin Ltd. 655.00000000 USD 64353.75000000 USD Rambus, Inc. 1660.00000000 USD 35673.40000000 USD Merck & Company, Inc. 1068.00000000 USD 97369.56000000 USD AbbVie, Inc. 700.00000000 USD 107212.00000000 USD Prestige Consumer Healthcare, Inc. 1800.00000000 USD 105840.00000000 USD Halozyme Therapeutics, Inc. 864.00000000 USD 38016.00000000 USD Pfizer, Inc. 645.00000000 USD 33817.35000000 USD Viavi Solutions, Inc. 1732.00000000 USD 22914.36000000 USD Kellogg Co. 1513.00000000 USD 107937.42000000 USD NETGEAR, Inc. 1321.00000000 USD 24464.92000000 USD John B Sanfilippo & Son, Inc. 1650.00000000 USD 119608.50000000 USD PennyMac Financial Services, Inc. 1042.00000000 USD 45545.82000000 USD Cirrus Logic, Inc. 1577.00000000 USD 114395.58000000 USD Southern Co. 1586.00000000 USD 113097.66000000 USD Encore Wire Corp. 275.00000000 USD 28578.00000000 USD Royalty Pharma plc 1298.00000000 USD 54567.92000000 USD Fortune Brands Home & Security, Inc. 500.00000000 USD 29940.00000000 USD Antero Midstream Corp. 5855.00000000 USD 52987.75000000 USD PPL Corp. 3854.00000000 USD 104559.02000000 USD Verizon Communications, Inc. 2527.00000000 USD 128245.25000000 USD Knowles Corp. 6237.00000000 USD 108087.21000000 USD Southern Copper Corp. 989.00000000 USD 49262.09000000 USD Olin Corp. 587.00000000 USD 27166.36000000 USD Amphastar Pharmaceuticals, Inc. 1096.00000000 USD 38129.84000000 USD Standex International Corp. 1187.00000000 USD 100633.86000000 USD Perdoceo Education Corp. 9269.00000000 USD 109188.82000000 USD Atlas Air Worldwide Holdings, Inc. 639.00000000 USD 39432.69000000 USD Ingredion, Inc. 548.00000000 USD 48311.68000000 USD Church & Dwight Company, Inc. 972.00000000 USD 90065.52000000 USD Insteel Industries, Inc. 834.00000000 USD 28080.78000000 USD Thor Industries, Inc. 412.00000000 USD 30788.76000000 USD Xperi Holding Corp. 3260.00000000 USD 47041.80000000 USD USANA Health Sciences, Inc. 923.00000000 USD 66788.28000000 USD Gilead Sciences, Inc. 1102.00000000 USD 68114.62000000 USD PotlatchDeltic Corp. 1459.00000000 USD 64473.21000000 USD Walgreens Boots Alliance, Inc. 1147.00000000 USD 43471.30000000 USD Kinder Morgan, Inc. 3456.00000000 USD 57922.56000000 USD National Bank Holdings Corp. 3173.00000000 USD 121430.71000000 USD Whirlpool Corp. 603.00000000 USD 93386.61000000 USD TreeHouse Foods, Inc. 826.00000000 USD 34543.32000000 USD CSG Systems International, Inc. 2142.00000000 USD 127834.56000000 USD Office Properties Income Trust 3953.00000000 USD 78862.35000000 USD Global Net Lease, Inc. 8996.00000000 USD 127383.36000000 USD Livent Corp. 0.90160000 USD 20.46000000 USD Sturm Ruger & Company, Inc. 1706.00000000 USD 108586.90000000 USD Regeneron Pharmaceuticals, Inc. 162.00000000 USD 95763.06000000 USD Dow, Inc. 1937.00000000 USD 99968.57000000 USD Raymond James Financial, Inc. 0.50000000 USD 44.71000000 USD Ingevity Corp. 507.00000000 USD 32011.98000000 USD MGIC Investment Corp. 6083.00000000 USD 76645.80000000 USD Vishay Intertechnology, Inc. 6259.00000000 USD 111535.38000000 USD Amcor plc 3655.00000000 USD 45431.65000000 USD Eagle Materials, Inc. 747.00000000 USD 82125.18000000 USD DT Midstream, Inc. 973.00000000 USD 47696.46000000 USD AdvanSix, Inc. 953.00000000 USD 31868.32000000 USD Otter Tail Corp. 1109.00000000 USD 74447.17000000 USD Mueller Industries, Inc. 562.00000000 USD 29948.98000000 USD AmerisourceBergen Corp. 565.00000000 USD 79936.20000000 USD Danaher Corp. 260.00000000 USD 65915.20000000 USD Allison Transmission Holdings, Inc. 1879.00000000 USD 72247.55000000 USD Alaska Air Group, Inc. 888.00000000 USD 35564.40000000 USD Conagra Brands, Inc. 4004.00000000 USD 137096.96000000 USD Y MS Long/Short Equity Custom Basket - Tenor At Maturity 2023-08-31 0.00000000 USD 0.00000000 USD 11308049.68000000 USD -817009.63000000 N N N Turning Point Therapeutics Inc N/A Turning Point Therapeutics, Inc. 90041T108 7567.00000000 NS USD 569416.75000000 0.451032001327 Long EC CORP US N 1 N N N AllianceBernstein National Mun MNYPOOOZYY8V01GEIT28 AllianceBernstein National Municipal Income Fund, Inc. 01864U106 5003.00000000 NS USD 57884.71000000 0.045850173177 Long EC RF US N 1 N N N Commodity Exchange, Inc. N/A Gold 100 oz. Futures Contracts N/A 2.00000000 NC USD -10451.10000000 -0.00827826113 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Gold 100 oz. 2022-08-29 371991.10000000 USD -10451.10000000 N N N PGIM Global High Yield Fund In F0ATD1Y4J8CHDKHSLD09 PGIM Global High Yield Fund, Inc. 69346J106 1236.00000000 NS USD 14176.92000000 0.011229463482 Long EC RF US N 1 N N N Yamana Gold Inc 54930002VY22NXG01418 Yamana Gold, Inc. 98462Y100 134978.00000000 NS USD 627647.70000000 0.497156429380 Long EC CORP US N 1 N N N Tekla Life Sciences Investors 5493007BYZPSOVVS0M04 Tekla Life Sciences Investors 87911K100 1065.00000000 NS USD 15154.95000000 0.012004155881 Long EC RF US N 1 N N N Apollo Senior Floating Rate Fu 5493005XHGCCBXT5YQ39 Apollo Senior Floating Rate Fund, Inc. 037636107 11763.00000000 NS USD 150919.29000000 0.119542372800 Long EC RF US N 1 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A -103.00000000 NC USD -35290.13000000 -0.02795312565 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Chicago Board Options Exchange SPX Volatility Index US12497K1007 2022-09-21 -3003209.87000000 USD -35290.13000000 N N N SPDR S&P Biotech ETF 549300Y3ODFMPD5XXL58 SPDR S&P Biotech ETF 78464A870 -113.00000000 NS USD -8392.51000000 -0.00664766286 Short EC RF US N 1 N N N Gabelli Global Utility & Incom 549300Y9IKVB1DQ6Z097 Gabelli Global Utility & Income Trust 36242L105 1313.00000000 NS USD 21168.05000000 0.016767100644 Long EC RF US N 1 N N Delaware Ivy High Income Oppor 549300C130E3EJZ8ZQ39 Delaware Ivy High Income Opportunities Fund 246107106 7655.00000000 NS USD 78387.20000000 0.062090087259 Long EC RF US N 1 N N N Schwab U.S. Aggregate Bond ETF N/A Schwab U.S. Aggregate Bond ETF 808524839 -20711.00000000 NS USD -991435.57000000 -0.78531088051 Short EC RF US N 1 N N N MKS Instruments Inc 549300KEQATBHAGVF505 MKS Instruments, Inc. 55306N104 -1544.00000000 NS USD -158460.72000000 -0.12551589968 Short EC CORP US N 1 N N N MFS Investment Grade Municipal TQV30XJRB3S7V50XRW52 MFS Investment Grade Municipal Trust 59318B108 2905.00000000 NS USD 22019.90000000 0.017441846531 Long EC RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 674462.34490000 NS USD 6508561.62000000 5.155397295973 Long EC RF US N 1 N N N Meritor Inc 5LTG829X630QFHTFBO82 Meritor, Inc. 59001K100 38752.00000000 NS USD 1407860.16000000 1.115158599662 Long EC CORP US N 1 N N N Nuveen Real Asset Income and G RQLXTE3CBG56EZF1BQ60 Nuveen Real Asset Income and Growth Fund 67074Y105 16117.00000000 NS USD 210649.19000000 0.166854111235 Long EC RF US N 1 N N N DWS Strategic Municipal Income HW9ZECORLBPA6LHYL567 DWS Strategic Municipal Income Trust 23342Q101 1580.00000000 NS USD 14409.60000000 0.011413768081 Long EC RF US N 1 N N N BlackRock Municipal Income Tru 17UVWS2OK706BUPLKK60 BlackRock Municipal Income Trust II 09249N101 1321.00000000 NS USD 14597.05000000 0.011562246237 Long EC RF US N 1 N N N iShares Preferred & Income Sec 549300YX74JNY54XCY80 iShares Preferred & Income Securities ETF 464288687 -2774.00000000 NS USD -91209.12000000 -0.07224626239 Short EC RF US N 1 N N N Bluerock Residential Growth RE 549300KWLV0TGICOUU26 Bluerock Residential Growth REIT, Inc. 09627J102 13268.00000000 NS USD 348815.72000000 0.276295090170 Long EC CORP US N 1 N N N BlackRock Multi-Sector Income 549300BOVTR6GS7HLC41 BlackRock Multi-Sector Income Trust 09258A107 1038.00000000 NS USD 14749.98000000 0.011683381282 Long EC RF US N 1 N N N American Campus Communities In 529900MR3ZXRO3W6UX26 American Campus Communities, Inc. 024835100 30514.00000000 NS USD 1967237.58000000 1.558238500701 Long EC CORP US N 1 N N N Tri-Continental Corp 6QVMFZKY1QSOOIHD7Y77 Tri-Continental Corp. 895436103 7880.00000000 NS USD 206219.60000000 0.163345456383 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A New Zealand Dollar Futures Contracts N/A 91.00000000 NC USD -182214.85000000 -0.14433142064 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A New Zealand Dollar 2022-09-19 5861069.85000000 USD -182214.85000000 N N N BlackRock MuniHoldings New Yor YP1D2S6Y4JY0A7W3DV93 BlackRock MuniHoldings New York Quality Fund, Inc. 09255C106 1318.00000000 NS USD 14484.82000000 0.011473349446 Long EC RF US N 1 N N N Covetrus Inc 5493009S30DUFCF75V87 Covetrus, Inc. 22304C100 54818.00000000 NS USD 1137473.50000000 0.900986753835 Long EC CORP US N 1 N N N NeoPhotonics Corp 5493001EHDO3GEGZ6930 NeoPhotonics Corp. 64051T100 70521.00000000 NS USD 1109295.33000000 0.878666974150 Long EC CORP US N 1 N N N SPDR Nuveen Bloomberg High Yie 54930036TY0W1EQHEK50 SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 78464A284 -5987.00000000 NS USD -307612.06000000 -0.24365788862 Short EC RF US N 1 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 Raymond James Financial, Inc. 754730109 -1.00000000 NS USD -89.41000000 -0.00007082118 Short EC CORP US N 1 N N N LMP Capital and Income Fund In 549300YJH1GYGXCCQ467 LMP Capital and Income Fund, Inc. 50208A102 10591.00000000 NS USD 130481.12000000 0.103353406251 Long EC RF US N 1 N N N BlackRock MuniYield Quality Fu UB5J2GS6Q51M6A2L8886 BlackRock MuniYield Quality Fund III, Inc. 09254E103 1286.00000000 NS USD 14994.76000000 0.011877270228 Long EC RF US N 1 N N N Allspring Global Dividend Oppo 5493000KZPDD7O5F1562 Allspring Global Dividend Oppo 94987C103 3159.00000000 NS USD 13773.24000000 0.010909710685 Long EC RF US N 1 N N N Chicago Board of Trade N/A Corn Futures Contracts N/A 20.00000000 NC USD -85485.00000000 -0.06771221716 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Corn 2022-09-14 718485.00000000 USD -85485.00000000 N N N Eaton Vance California Municip 5493000EWT76UUJKIW67 Eaton Vance California Municipal Income Trust 27826F101 6618.00000000 NS USD 70547.88000000 0.055880603276 Long EC RF US N 1 N N N Nuveen Preferred & Income Secu 1V4KW82TOLZ6S7J7N128 Nuveen Preferred & Income Securities Fund 67072C105 1991.00000000 NS USD 14454.66000000 0.011449459869 Long EC RF US N 1 N N N BrandywineGLOBAL Global Income 549300P4CDQCJBGI0833 BrandywineGLOBAL Global Income Opportunities Fund, Inc. 10537L104 1718.00000000 NS USD 14465.56000000 0.011458093702 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Lean Hogs Futures Contracts N/A 6.00000000 NC USD -9438.48000000 -0.00747617017 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long CME LEAN HOG INDEX IHX 2022-08-12 254478.48000000 USD -9438.48000000 N N N iShares iBoxx High Yield Corpo N/A iShares iBoxx High Yield Corporate Bond ETF 464288513 -18956.00000000 NS USD -1395351.16000000 -1.10525028680 Short EC RF US N 1 N N N iShares Russell 1000 Growth ET 549300H1KWQVEKI25E14 iShares Russell 1000 Growth ETF 464287614 -405.00000000 NS USD -88573.50000000 -0.07015860170 Short EC RF US N 1 N N N Umpqua Holdings Corp 5299002ENJ7CY215BW86 Umpqua Holdings Corp. 904214103 14485.00000000 NS USD 242913.45000000 0.192410461235 Long EC CORP US N 1 N N N Montreal Exchange N/A S&P/TSX 60 IX Index Futures Contracts N/A -3.00000000 NC 6346.51000000 0.005027037063 N/A DE CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short S&P/TSX 60 Index N/A 2022-09-15 -533054.00000000 CAD 6346.51000000 N N N Nuveen Floating Rate Income Op 6TG15UBKG3HMZ9US3I68 Nuveen Floating Rate Income Opportunity Fund 6706EN100 1791.00000000 NS USD 14632.47000000 0.011590302232 Long EC RF US N 1 N N N ICE Futures US Softs N/A Cotton #2 Futures Contracts N/A 49.00000000 NC USD -175519.35000000 -0.13902795044 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Cotton 2023-05-08 2437849.35000000 USD -175519.35000000 N N N Chicago Mercantile Exchange N/A Swiss Franc Futures Contracts N/A -159.00000000 NC USD -178567.64000000 -0.14144248486 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Swiss Franc 2022-09-19 -20757757.36000000 USD -178567.64000000 N N N CMC Materials Inc 31F6V1MN00ZW3XWB4J69 CMC Materials, Inc. 12571T100 8896.00000000 NS USD 1552263.04000000 1.229539358506 Long EC CORP US N 1 N N N MoneyGram International Inc 5299002DLX0Q04KC4156 MoneyGram International, Inc. 60935Y208 128543.00000000 NS USD 1285430.00000000 1.018182316320 Long EC CORP US N 1 N N N Western Asset Investment Grade 549300W1ZCJRJ5Y1E041 Western Asset Investment Grade Income Fund, Inc. 95766T100 1229.00000000 NS USD 14834.03000000 0.011749956843 Long EC RF US N 1 N N N Virtus Convertible & Income Fu 549300VQWKOKLGOGUQ16 Virtus Convertible & Income Fund II 92838U108 61069.00000000 NS USD 192978.04000000 0.152856886618 Long EC RF US N 1 N N N Royce Micro-Cap Trust Inc 254900D3WFIV4SD8EF19 Royce Micro-Capital Trust, Inc. 780915104 24493.00000000 NS USD 204761.48000000 0.162190487229 Long EC RF US N 1 N N N Western Asset Emerging Markets 549300F68574RU1BKP84 Western Asset Emerging Markets Debt Fund, Inc. 95766A101 1596.00000000 NS USD 14092.68000000 0.011162737422 Long EC RF US N 1 N N N BlackRock Municipal Income Qua ZQ1Z8W71OQGQTC6ZJ410 BlackRock Municipal Income Quality Trust 092479104 1221.00000000 NS USD 15128.19000000 0.011982959426 Long EC RF US N 1 N N Neuberger Berman Municipal Fun 549300IIZWX8QVUHXO20 Neuberger Berman Municipal Fund, Inc. 64124P101 1287.00000000 NS USD 14401.53000000 0.011407375877 Long EC RF US N 1 N N N VanEck High Yield Muni ETF 549300UT41BWOPGYSE94 VanEck High Yield Muni ETF 92189H409 -239.00000000 NS USD -12870.15000000 -0.01019437786 Short EC RF US N 1 N N N BlackRock MuniYield New York Q 158AYFGDRFUGVL3TD012 BlackRock MuniYield New York Quality Fund, Inc. 09255E102 1364.00000000 NS USD 14553.88000000 0.011528051507 Long EC RF US N 1 N N N CBRE Global Real Estate Income 549300HYEBBK5ZZO6F11 CBRE Global Real Estate Income Fund 12504G100 1951.00000000 NS USD 14164.26000000 0.011219435563 Long EC RF US N 1 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A -166.00000000 NC USD -41532.68000000 -0.03289781654 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Chicago Board Options Exchange SPX Volatility Index US12497K1007 2022-10-19 -4896967.32000000 USD -41532.68000000 N N N Nuveen Floating Rate Income Fu HJXCPP3KYE3BVU373P27 Nuveen Floating Rate Income Fund 67072T108 1775.00000000 NS USD 14803.50000000 0.011725774192 Long EC RF US N 1 N N N Utilities Select Sector SPDR F 549300ERQDM80PRYUH21 Utilities Select Sector SPDR Fund 81369Y886 -149.00000000 NS USD -10449.37000000 -0.00827689080 Short EC RF US N 1 N N N London Metal Exchange N/A LME Lead Futures Contracts N/A -11.00000000 NC USD 68260.75000000 0.054068979678 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Lead 2022-08-15 -594473.25000000 USD 68260.75000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 GS Long/Short Equity Custom Basket N/A 0.00000000 NC USD -827257.40000000 -0.65526621887 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GS Long/Short Equity Long Custom Basket N/A Dorian LPG Ltd. 2222.00000000 USD 33774.40000000 USD Micron Technology, Inc. 1246.00000000 USD 68878.88000000 USD Mueller Industries, Inc. 562.00000000 USD 29948.98000000 USD AMERISAFE, Inc. 1032.00000000 USD 53674.32000000 USD John B Sanfilippo & Son, Inc. 1650.00000000 USD 119608.50000000 USD Innoviva, Inc. 4021.00000000 USD 59349.96000000 USD National Bank Holdings Corp. 3173.00000000 USD 121430.71000000 USD Raymond James Financial, Inc. 0.50000000 USD 44.71000000 USD InterDigital, Inc. 1952.00000000 USD 118681.60000000 USD Vertex Pharmaceuticals, Inc. 448.00000000 USD 126241.92000000 USD Kellogg Co. 1513.00000000 USD 107937.42000000 USD Supernus Pharmaceuticals, Inc. 2204.00000000 USD 63739.68000000 USD OSI Systems, Inc. 1505.00000000 USD 128587.20000000 USD Keurig Dr Pepper, Inc. 1613.00000000 USD 57084.07000000 USD Southern Co. 1586.00000000 USD 113097.66000000 USD Getty Realty Corp. 1920.00000000 USD 50880.00000000 USD Essent Group Ltd. 2585.00000000 USD 100556.50000000 USD Semtech Corp. 994.00000000 USD 54640.18000000 USD Winnebago Industries, Inc. 565.00000000 USD 27436.40000000 USD Allison Transmission Holdings, Inc. 1879.00000000 USD 72247.55000000 USD Xcel Energy, Inc. 815.00000000 USD 57669.40000000 USD Targa Resources Corp. 749.00000000 USD 44692.83000000 USD Keysight Technologies, Inc. 175.00000000 USD 24123.75000000 USD MGIC Investment Corp. 6083.00000000 USD 76645.80000000 USD Oshkosh Corp. 268.00000000 USD 22013.52000000 USD Royalty Pharma plc 1298.00000000 USD 54567.92000000 USD Centene Corp. 560.00000000 USD 47381.60000000 USD TreeHouse Foods, Inc. 826.00000000 USD 34543.32000000 USD Molson Coors Beverage Co. 796.00000000 USD 43389.96000000 USD Atlas Air Worldwide Holdings, Inc. 639.00000000 USD 39432.69000000 USD Antero Midstream Corp. 5855.00000000 USD 52987.75000000 USD Church & Dwight Company, Inc. 972.00000000 USD 90065.52000000 USD Banner Corp. 2221.00000000 USD 124842.41000000 USD Sealed Air Corp. 848.00000000 USD 48946.56000000 USD Portland General Electric Co. 1239.00000000 USD 59880.87000000 USD Westlake Corp. 582.00000000 USD 57047.64000000 USD Hologic, Inc. 1382.00000000 USD 95772.60000000 USD National Fuel Gas Co. 1730.00000000 USD 114266.50000000 USD Ingredion, Inc. 548.00000000 USD 48311.68000000 USD MGE Energy, Inc. 1484.00000000 USD 115499.72000000 USD Williams Companies, Inc. 3451.00000000 USD 107705.71000000 USD Amcor plc 3655.00000000 USD 45431.65000000 USD OGE Energy Corp. 3164.00000000 USD 122003.84000000 USD Chevron Corp. 427.00000000 USD 61821.06000000 USD AdvanSix, Inc. 953.00000000 USD 31868.32000000 USD Walgreens Boots Alliance, Inc. 1147.00000000 USD 43471.30000000 USD Highwoods Properties, Inc. 1430.00000000 USD 48891.70000000 USD Chesapeake Utilities Corp. 733.00000000 USD 94960.15000000 USD Kimberly-Clark Corp. 988.00000000 USD 133528.20000000 USD Huntsman Corp. 1539.00000000 USD 43630.65000000 USD Methode Electronics, Inc. 1409.00000000 USD 52189.36000000 USD S&T Bancorp, Inc. 4505.00000000 USD 123572.15000000 USD IDACORP, Inc. 1156.00000000 USD 122443.52000000 USD Fortune Brands Home & Security, Inc. 500.00000000 USD 29940.00000000 USD Garmin Ltd. 655.00000000 USD 64353.75000000 USD Conagra Brands, Inc. 4004.00000000 USD 137096.96000000 USD Exxon Mobil Corp. 1262.00000000 USD 108077.68000000 USD NETGEAR, Inc. 1321.00000000 USD 24464.92000000 USD Viavi Solutions, Inc. 1732.00000000 USD 22914.36000000 USD OneMain Holdings, Inc. 812.00000000 USD 30352.56000000 USD Bread Financial Holdings, Inc. 1014.00000000 USD 37578.84000000 USD LyondellBasell Industries N.V. 1162.00000000 USD 101628.52000000 USD Standex International Corp. 1187.00000000 USD 100633.86000000 USD Juniper Networks, Inc. 1230.00000000 USD 35055.00000000 USD AmerisourceBergen Corp. 565.00000000 USD 79936.20000000 USD Phillips 66 237.00000000 USD 19431.63000000 USD Meta Platforms, Inc. 366.00000000 USD 59017.50000000 USD Piper Sandler Cos. 380.00000000 USD 43076.80000000 USD Preferred Bank/Los Angeles CA 1440.00000000 USD 97948.80000000 USD Tyson Foods, Inc. 1181.00000000 USD 101636.86000000 USD Halozyme Therapeutics, Inc. 864.00000000 USD 38016.00000000 USD Occidental Petroleum Corp. 508.00000000 USD 29911.04000000 USD Alaska Air Group, Inc. 888.00000000 USD 35564.40000000 USD USANA Health Sciences, Inc. 923.00000000 USD 66788.28000000 USD Constellation Brands, Inc. 498.00000000 USD 116063.88000000 USD Waters Corp. 146.00000000 USD 48323.08000000 USD Eagle Materials, Inc. 747.00000000 USD 82125.18000000 USD Vontier Corp. 4805.00000000 USD 110466.95000000 USD NMI Holdings, Inc. 2211.00000000 USD 36813.15000000 USD SunCoke Energy, Inc. 5061.00000000 USD 34465.41000000 USD Xperi Holding Corp. 3260.00000000 USD 47041.80000000 USD Energizer Holdings, Inc. 1263.00000000 USD 35806.05000000 USD Qorvo, Inc. 500.00000000 USD 47160.00000000 USD Columbia Sportswear Co. 345.00000000 USD 24695.10000000 USD Vanda Pharmaceuticals, Inc. 4608.00000000 USD 50227.20000000 USD Perdoceo Education Corp. 9269.00000000 USD 109188.82000000 USD American Vanguard Corp. 1477.00000000 USD 33010.95000000 USD Eagle Pharmaceuticals, Inc. 1724.00000000 USD 76597.32000000 USD Enstar Group Ltd. 483.00000000 USD 103352.34000000 USD Rambus, Inc. 1660.00000000 USD 35673.40000000 USD Office Properties Income Trust 3953.00000000 USD 78862.35000000 USD Prestige Consumer Healthcare, Inc. 1800.00000000 USD 105840.00000000 USD Otter Tail Corp. 1109.00000000 USD 74447.17000000 USD Minerals Technologies, Inc. 1890.00000000 USD 115932.60000000 USD Gogo, Inc. 2672.00000000 USD 43259.68000000 USD Genpact Ltd. 2877.00000000 USD 121869.72000000 USD Pfizer, Inc. 645.00000000 USD 33817.35000000 USD Sanmina Corp. 874.00000000 USD 35598.02000000 USD Procter & Gamble Co. 888.00000000 USD 127685.52000000 USD Valero Energy Corp. 345.00000000 USD 36666.60000000 USD Olin Corp. 587.00000000 USD 27166.36000000 USD Baxter International, Inc. 1798.00000000 USD 115485.54000000 USD Northwest Bancshares, Inc. 9948.00000000 USD 127334.40000000 USD Central Pacific Financial Corp. 2370.00000000 USD 50836.50000000 USD Ingevity Corp. 507.00000000 USD 32011.98000000 USD SL Green Realty Corp. 1077.00000000 USD 49703.55000000 USD Equitrans Midstream Corp. 7520.00000000 USD 47827.20000000 USD Cirrus Logic, Inc. 1577.00000000 USD 114395.58000000 USD Dow, Inc. 1937.00000000 USD 99968.57000000 USD Hawaiian Electric Industries, Inc. 1299.00000000 USD 53129.10000000 USD NewMarket Corp. 109.00000000 USD 32804.64000000 USD HB Fuller Co. 1377.00000000 USD 82909.17000000 USD Southern Copper Corp. 989.00000000 USD 49262.09000000 USD HomeStreet, Inc. 1039.00000000 USD 36022.13000000 USD Lumentum Holdings, Inc. 361.00000000 USD 28670.62000000 USD Abbott Laboratories 1036.00000000 USD 112561.40000000 USD Stewart Information Services Corp. 1229.00000000 USD 61142.75000000 USD PennyMac Financial Services, Inc. 1042.00000000 USD 45545.82000000 USD Horizon Therapeutics plc 301.00000000 USD 24007.76000000 USD Insteel Industries, Inc. 834.00000000 USD 28080.78000000 USD Oracle Corp. 577.00000000 USD 40314.99000000 USD Kinder Morgan, Inc. 3456.00000000 USD 57922.56000000 USD T-Mobile US, Inc. 627.00000000 USD 84356.58000000 USD Regeneron Pharmaceuticals, Inc. 162.00000000 USD 95763.06000000 USD Laboratory Corporation of America Holdings 106.00000000 USD 24842.16000000 USD Weyerhaeuser Co. 2894.00000000 USD 95849.28000000 USD Verizon Communications, Inc. 2527.00000000 USD 128245.25000000 USD Tri Pointe Homes, Inc. 1863.00000000 USD 31428.81000000 USD SpartanNash Co. 966.00000000 USD 29144.22000000 USD CSG Systems International, Inc. 2142.00000000 USD 127834.56000000 USD Whirlpool Corp. 603.00000000 USD 93386.61000000 USD Alphabet, Inc. 18.00000000 USD 39374.10000000 USD UGI Corp. 1051.00000000 USD 40579.11000000 USD Encore Capital Group, Inc. 1003.00000000 USD 57943.31000000 USD Encore Wire Corp. 275.00000000 USD 28578.00000000 USD EVERTEC, Inc. 831.00000000 USD 30647.28000000 USD Eagle Bancorp, Inc. 2430.00000000 USD 115206.30000000 USD Amphastar Pharmaceuticals, Inc. 1096.00000000 USD 38129.84000000 USD Vishay Intertechnology, Inc. 6259.00000000 USD 111535.38000000 USD Sturm Ruger & Company, Inc. 1706.00000000 USD 108586.90000000 USD Merck & Company, Inc. 1068.00000000 USD 97369.56000000 USD NetApp, Inc. 1826.00000000 USD 119128.24000000 USD Meta Financial Group, Inc. 1882.00000000 USD 72776.94000000 USD NorthWestern Corp. 1626.00000000 USD 95820.18000000 USD Snap-on, Inc. 247.00000000 USD 48666.41000000 USD PPL Corp. 3854.00000000 USD 104559.02000000 USD Radian Group, Inc. 2550.00000000 USD 50107.50000000 USD California Water Service Group 653.00000000 USD 36274.15000000 USD Fidelity National Financial, Inc. 1924.00000000 USD 71111.04000000 USD Global Net Lease, Inc. 8996.00000000 USD 127383.36000000 USD Danaher Corp. 260.00000000 USD 65915.20000000 USD Gilead Sciences, Inc. 1102.00000000 USD 68114.62000000 USD FleetCor Technologies, Inc. 160.00000000 USD 33617.60000000 USD PotlatchDeltic Corp. 1459.00000000 USD 64473.21000000 USD Knowles Corp. 6237.00000000 USD 108087.21000000 USD Jazz Pharmaceuticals plc 247.00000000 USD 38534.47000000 USD Interactive Brokers Group, Inc. 897.00000000 USD 49343.97000000 USD Louisiana-Pacific Corp. 675.00000000 USD 35376.75000000 USD DT Midstream, Inc. 973.00000000 USD 47696.46000000 USD BankUnited, Inc. 1732.00000000 USD 61607.24000000 USD Packaging Corporation of America 804.00000000 USD 110550.00000000 USD Bristol-Myers Squibb Co. 1704.00000000 USD 131208.00000000 USD AbbVie, Inc. 700.00000000 USD 107212.00000000 USD Thor Industries, Inc. 412.00000000 USD 30788.76000000 USD International Paper Co. 2723.00000000 USD 113903.09000000 USD Y GS Long/Short Equity Custom Basket - Tenor At Maturity 2024-05-06 0.00000000 USD 0.00000000 USD 11308013.11000000 USD -827257.40000000 N N N ICE Futures Europe Commodities N/A Brent Crude Futures Contracts N/A 4.00000000 NC USD -20461.86000000 -0.01620773127 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Brent Crude 2022-07-29 457461.86000000 USD -20461.86000000 N N N Nuveen Pennsylvania Quality Mu 5493000C1CS4Q000GF67 Nuveen Pennsylvania Quality Municipal Income Fund 670972108 7688.00000000 NS USD 93716.72000000 0.074232519116 Long EC RF US N 1 N N N Chicago Board of Trade N/A U.S. Treasury Ultra Long Bond Futures Contracts N/A 8.00000000 NC USD 19929.97000000 0.015786424012 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 30yr 6.00% 2022-09-21 1205570.03000000 USD 19929.97000000 N N N Meff Renta Variable (Madrid) N/A IBEX 35 Index Futures Contracts N/A -2.00000000 NC 806.03000000 0.000638452107 N/A DE ES N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short IBEX 35 Index ES0SI0000005 2022-07-15 -169353.96000000 EUR 806.03000000 N N N Gold Fields Ltd 5299003KXIBJQYCBBD72 Gold Fields Ltd. 38059T106 -80987.00000000 NS USD -738601.44000000 -0.58504230103 Short EC CORP ZA N 1 N N N Switch Inc 549300EZ98N5Y55J4X37 Switch, Inc. 87105L104 20823.00000000 NS USD 697570.50000000 0.552541910089 Long EC CORP US N 1 N N N Euronext Derivatives Paris N/A CAC 40 10 Euro Index Futures Contracts N/A -5.00000000 NC 11686.40000000 0.009256735739 N/A DE FR N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short CAC 40 Index FR0003500008 2022-07-15 -324327.22000000 EUR 11686.40000000 N N N Swiss Helvetia Fund Inc/The 549300HQZ0XPGTS5Q724 Swiss Helvetia Fund, Inc. 870875101 3794.00000000 NS USD 29820.84000000 0.023620929919 Long EC RF US N 1 N N N Franklin Ltd Duration Income T P58SM14RY02PYB0IA680 Franklin Limited Duration Income Trust 35472T101 21457.00000000 NS USD 145049.32000000 0.114892800555 Long EC RF US N 1 N N N Osaka Exchange N/A Nikkei 225 (OSE) Index Futures Contracts N/A -1.00000000 NC 8226.85000000 0.006516444449 N/A DE JP N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Nikkei 225 JP9010C00002 2022-09-08 -209888.35000000 JPY 8226.85000000 N N N Invesco Bond Fund MN4XNOJY2YRWNLRTWX16 Invesco Bond Fund 46132L107 963.00000000 NS USD 15668.01000000 0.012410547998 Long EC RF US N 1 N N N Saba Capital Income & Opportun 549300MGSUUJ7E55N746 Saba Capital Income & Opportunities Fund 78518H202 14254.00000000 NS USD 114459.62000000 0.090662860689 Long EC RF US N 1 N N N Eurex N/A Euro - OATS Futures Contracts N/A 83.00000000 NC -131256.97000000 -0.10396795294 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-OAT 10yr 6% 2022-09-08 12354414.82000000 EUR -131256.97000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Long/Short Equity Custom Basket N/A 0.00000000 NC USD 987084.84000000 0.781864690255 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Long/Short Equity Short Custom Basket N/A Helmerich & Payne, Inc. -1375.00000000 USD -59207.50000000 USD Copart, Inc. -754.00000000 USD -81929.64000000 USD EastGroup Properties, Inc. -358.00000000 USD -55250.14000000 USD Floor & Decor Holdings, Inc. -506.00000000 USD -31857.76000000 USD Entergy Corp. -1077.00000000 USD -121313.28000000 USD Halliburton Co. -3070.00000000 USD -96275.20000000 USD Stanley Black & Decker, Inc. -735.00000000 USD -77072.10000000 USD SLM Corp. -2160.00000000 USD -34430.40000000 USD Outfront Media, Inc. -4103.00000000 USD -69545.85000000 USD Lamb Weston Holdings, Inc. -537.00000000 USD -38374.02000000 USD Wells Fargo & Co. -1901.00000000 USD -74462.17000000 USD General Electric Co. -0.75000000 USD -47.75000000 USD Deere & Co. -93.00000000 USD -27850.71000000 USD MillerKnoll, Inc. -3506.00000000 USD -92102.62000000 USD Host Hotels & Resorts, Inc. -5685.00000000 USD -89140.80000000 USD Republic Services, Inc. -518.00000000 USD -67790.66000000 USD Assured Guaranty Ltd. -1213.00000000 USD -67673.27000000 USD Americold Realty Trust, Inc. -2597.00000000 USD -78013.88000000 USD Howard Hughes Corp. -1239.00000000 USD -84313.95000000 USD RLJ Lodging Trust -6994.00000000 USD -77143.82000000 USD Hilton Worldwide Holdings, Inc. -371.00000000 USD -41344.24000000 USD Invitation Homes, Inc. -2962.00000000 USD -105387.96000000 USD Kite Realty Group Trust -5799.00000000 USD -100264.71000000 USD Madison Square Garden Sports Corp. -0.19000000 USD -28.69000000 USD CarMax, Inc. -346.00000000 USD -31306.08000000 USD Mister Car Wash, Inc. -1057.00000000 USD -11500.16000000 USD Exponent, Inc. -701.00000000 USD -64120.47000000 USD Northern Trust Corp. -658.00000000 USD -63483.84000000 USD Park Hotels & Resorts, Inc. -6050.00000000 USD -82098.50000000 USD TransDigm Group, Inc. -66.00000000 USD -35420.22000000 USD ZoomInfo Technologies, Inc. -992.00000000 USD -32974.08000000 USD TransUnion -589.00000000 USD -47114.11000000 USD UMB Financial Corp. -625.00000000 USD -53812.50000000 USD Alexandria Real Estate Equities, Inc. -209.00000000 USD -30311.27000000 USD IAA, Inc. -1073.00000000 USD -35162.21000000 USD Veeva Systems, Inc. -334.00000000 USD -66145.36000000 USD WESCO International, Inc. -382.00000000 USD -40912.20000000 USD Casella Waste Systems, Inc. -1073.00000000 USD -77985.64000000 USD Safehold, Inc. -1332.00000000 USD -47112.84000000 USD Jacobs Engineering Group, Inc. -948.00000000 USD -120519.24000000 USD Edison International -1859.00000000 USD -117563.16000000 USD Welltower, Inc. -1437.00000000 USD -118336.95000000 USD Extra Space Storage, Inc. -305.00000000 USD -51886.60000000 USD ONE Gas, Inc. -894.00000000 USD -72583.86000000 USD Kennedy-Wilson Holdings, Inc. -5551.00000000 USD -105135.94000000 USD Sun Communities, Inc. -686.00000000 USD -109320.96000000 USD Crown Castle International Corp. -562.00000000 USD -94629.56000000 USD Equitable Holdings, Inc. -3666.00000000 USD -95572.62000000 USD SBA Communications Corp. -220.00000000 USD -70411.00000000 USD Stericycle, Inc. -2289.00000000 USD -100372.65000000 USD Regions Financial Corp. -4083.00000000 USD -76556.25000000 USD Livent Corp. -0.90160000 USD -20.46000000 USD Las Vegas Sands Corp. -1561.00000000 USD -52433.99000000 USD Ares Management Corp. -1036.00000000 USD -58906.96000000 USD Western Alliance Bancorporation -1066.00000000 USD -75259.60000000 USD Clarivate plc -1974.00000000 USD -27359.64000000 USD Public Service Enterprise Group, Inc. -1894.00000000 USD -119852.32000000 USD Duolingo, Inc. -134.00000000 USD -11731.70000000 USD Tetra Tech, Inc. -713.00000000 USD -97360.15000000 USD Wolfspeed, Inc. -574.00000000 USD -36420.30000000 USD Viad Corp. -1745.00000000 USD -48179.45000000 USD CoStar Group, Inc. -2107.00000000 USD -127283.87000000 USD Signature Bank -322.00000000 USD -57705.62000000 USD KKR & Company, Inc. -1583.00000000 USD -73277.07000000 USD Bank of America Corp. -1184.00000000 USD -36857.92000000 USD Popular, Inc. -651.00000000 USD -50081.43000000 USD Camden Property Trust -243.00000000 USD -32678.64000000 USD Sunstone Hotel Investors, Inc. -3675.00000000 USD -36456.00000000 USD Baker Hughes Co. -1335.00000000 USD -38541.45000000 USD Patterson Companies, Inc. -1843.00000000 USD -55842.90000000 USD Ryman Hospitality Properties, Inc. -1022.00000000 USD -77702.66000000 USD Verisk Analytics, Inc. -396.00000000 USD -68543.64000000 USD Arthur J Gallagher & Co. -332.00000000 USD -54129.28000000 USD Cal-Maine Foods, Inc. -1338.00000000 USD -66110.58000000 USD State Street Corp. -1788.00000000 USD -110230.20000000 USD Hess Corp. -393.00000000 USD -41634.42000000 USD Driven Brands Holdings, Inc. -3015.00000000 USD -83033.10000000 USD Waste Management, Inc. -817.00000000 USD -124984.66000000 USD Uber Technologies, Inc. -1380.00000000 USD -28234.80000000 USD Broadridge Financial Solutions, Inc. -884.00000000 USD -126014.20000000 USD Lululemon Athletica, Inc. -86.00000000 USD -23444.46000000 USD Patterson-UTI Energy, Inc. -4932.00000000 USD -77728.32000000 USD Steven Madden Ltd. -0.50000000 USD -16.11000000 USD Equinix, Inc. -156.00000000 USD -102495.12000000 USD Walt Disney Co. -569.00000000 USD -53713.60000000 USD American Airlines Group, Inc. -3563.00000000 USD -45178.84000000 USD Raymond James Financial, Inc. -990.00000000 USD -88515.90000000 USD JPMorgan Chase & Co. -297.00000000 USD -33445.17000000 USD Rollins, Inc. -0.75000000 USD -26.19000000 USD Quanta Services, Inc. -505.00000000 USD -63296.70000000 USD Inspire Medical Systems, Inc. -194.00000000 USD -35437.98000000 USD Cintas Corp. -324.00000000 USD -121023.72000000 USD American Tower Corp. -454.00000000 USD -116037.86000000 USD Equifax, Inc. -517.00000000 USD -94497.26000000 USD Equity LifeStyle Properties, Inc. -1350.00000000 USD -95134.50000000 USD Healthcare Services Group, Inc. -3678.00000000 USD -64033.98000000 USD Iron Mountain, Inc. -2097.00000000 USD -102102.93000000 USD Xenia Hotels & Resorts, Inc. -2734.00000000 USD -39725.02000000 USD New Jersey Resources Corp. -1722.00000000 USD -76680.66000000 USD Goldman Sachs Group, Inc. -501.00000000 USD -148807.02000000 USD ASGN, Inc. -887.00000000 USD -80051.75000000 USD Howmet Aerospace, Inc. -2565.00000000 USD -80669.25000000 USD NOV, Inc. -3097.00000000 USD -52370.27000000 USD Caesars Entertainment, Inc. -833.00000000 USD -31903.90000000 USD Atmos Energy Corp. -1112.00000000 USD -124655.20000000 USD Y MS Long/Short Equity Custom Basket - Tenor At Maturity 2023-08-31 0.00000000 USD 0.00000000 USD -6991028.11000000 USD 987084.84000000 N N N Voya Infrastructure Industrial CDDOXZNDBE7I8PJXIJ33 Voya Infrastructure Industrials and Materials Fund 92912X101 9536.00000000 NS USD 93166.72000000 0.073796867020 Long EC RF US N 1 N N N Pioneer High Income Fund Inc GRH7C46DLKO4V5KVBT29 Pioneer High Income Fund, Inc. 72369H106 2082.00000000 NS USD 14698.92000000 0.011642936926 Long EC RF US N 1 N N N MFS High Yield Municipal Trust A8WLLLHJKX1MW5QPZU93 MFS High Yield Municipal Trust 59318E102 13550.00000000 NS USD 45528.00000000 0.036062488425 Long EC RF US N 1 N N N South Jersey Industries Inc 549300DJYWYT5VXLFA46 South Jersey Industries, Inc. 838518108 41926.00000000 NS USD 1431353.64000000 1.133767661131 Long EC CORP US N 1 N N N New Germany Fund Inc/The 549300TPS2RTTJ8O3C08 New Germany Fund, Inc. 644465106 3171.00000000 NS USD 26747.39000000 0.021186466400 Long EC RF US N 1 N N N Gabelli Global Small and Mid C 54930027RS7HE8UD3187 Gabelli Global Small and Mid Capital Value Trust 36249W104 1649.00000000 NS USD 18204.96000000 0.014420052699 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Cattle Feeder Futures Contracts N/A -26.00000000 NC USD -21513.41000000 -0.01704065847 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cattle Feeder 2022-08-25 -2238536.59000000 USD -21513.41000000 N N N Ellsworth Growth and Income Fu 549300GYFOXHCDQTI772 Ellsworth Growth and Income Fund Ltd. 289074106 15279.00000000 NS USD 130177.08000000 0.103112577772 Long EC RF US N 1 N N N Alexion Pharmaceuticals, Inc. N/A Alexion Pharmaceuticals, Inc. N/A 34843.00000000 NS USD 0.03000000 0.000000023762 Long CORP US N 3 N N N VanEck Gold Miners ETF/USA 54930031TORTKAM9TJ98 VanEck Gold Miners ETF 92189F106 -594.00000000 NS USD -16263.72000000 -0.01288240674 Short EC RF US N 1 N N N BlackRock MuniHoldings Quality V04K6JK5YHD4O5SHSC34 BlackRock MuniHoldings Quality Fund II, Inc. 09254C107 1369.00000000 NS USD 15086.38000000 0.011949841946 Long EC RF US N 1 N N N Barings Global Short Duration 549300WWIZCL845OP089 Barings Global Short Duration High Yield Fund 06760L100 6008.00000000 NS USD 78164.08000000 0.061913355085 Long EC RF US N 1 N N N Mexico Fund Inc/The N/A Mexico Fund, Inc. 592835102 2311.00000000 NS USD 33347.73000000 0.026414560867 Long EC RF US N 1 N N N Tufin Software Technologies Lt 213800TA91NSSCXPWB89 Tufin Software Technologies Ltd. N/A 86103.00000000 NS USD 1081453.68000000 0.856613750181 Long EC CORP IL N 1 N N N Eaton Vance National Municipal 54930084Z1GHZMB5XL81 Eaton Vance National Municipal Opportunities Trust 27829L105 849.00000000 NS USD 15188.61000000 0.012030817789 Long EC RF US N 1 N N N Flagstar Bancorp Inc 549300Q22V2Y3J4R2715 Flagstar Bancorp, Inc. 337930705 15425.00000000 NS USD 546816.25000000 0.433130264601 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC N/A 24084263.52000000 PA USD 24084263.52000000 19.07701797659 Long RA CORP US N 2 Repurchase Y 1.48000000 2022-07-01 28840631.91000000 USD 24565952.76000000 USD UST N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Equity Market Neutral Custom Basket N/A 0.00000000 NC USD -822255.70000000 -0.65130439870 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Equity Market Neutral Long Custom Basket N/A Empire State Realty Trust, Inc. 37323.00000000 USD 262380.69000000 USD Acadia Realty Trust 8962.00000000 USD 139986.44000000 USD Cousins Properties, Inc. 20216.00000000 USD 590913.68000000 USD Alexandria Real Estate Equities, Inc. 4650.00000000 USD 674389.50000000 USD Orion Office REIT, Inc. 0.01000000 USD 0.11000000 USD Crown Castle International Corp. 1427.00000000 USD 240278.26000000 USD Xenia Hotels & Resorts, Inc. 40689.00000000 USD 591211.17000000 USD American Tower Corp. 947.00000000 USD 242043.73000000 USD CareTrust REIT, Inc. 24070.00000000 USD 443850.80000000 USD Invitation Homes, Inc. 20140.00000000 USD 716581.20000000 USD Piedmont Office Realty Trust, Inc. 4789.00000000 USD 62831.68000000 USD Ventas, Inc. 10141.00000000 USD 521551.63000000 USD SBA Communications Corp. 750.00000000 USD 240037.50000000 USD AvalonBay Communities, Inc. 4166.00000000 USD 809245.50000000 USD Brixmor Property Group, Inc. 15569.00000000 USD 314649.49000000 USD SITE Centers Corp. 50667.00000000 USD 682484.49000000 USD Gaming and Leisure Properties, Inc. 15609.00000000 USD 715828.74000000 USD National Storage Affiliates Trust 21266.00000000 USD 1064788.62000000 USD American Campus Communities, Inc. 1165.00000000 USD 75107.55000000 USD Sun Communities, Inc. 6828.00000000 USD 1088110.08000000 USD DiamondRock Hospitality Co. 51499.00000000 USD 422806.79000000 USD VICI Properties, Inc. 41178.97600000 USD 1226721.70000000 USD Equity Residential 11564.00000000 USD 835152.08000000 USD Ryman Hospitality Properties, Inc. 7455.00000000 USD 566803.65000000 USD Agree Realty Corp. 6273.00000000 USD 452471.49000000 USD Kite Realty Group Trust 18310.00000000 USD 316579.90000000 USD Rexford Industrial Realty, Inc. 10083.00000000 USD 580679.97000000 USD NETSTREIT Corp. 30404.00000000 USD 573723.48000000 USD Duke Realty Corp. 7274.00000000 USD 399706.30000000 USD Realty Income Corp. 0.14100000 USD 9.62000000 USD American Assets Trust, Inc. 19410.00000000 USD 576477.00000000 USD Four Corners Property Trust, Inc. 34127.00000000 USD 907436.93000000 USD Y MS Equity Market Neutral Custom Basket - Tenor At Maturity 2023-08-31 0.00000000 USD 0.00000000 USD 16334839.77000000 USD -822255.70000000 N N N Western Asset High Income Oppo 549300S7N70O2ERKYG47 Western Asset High Income Opportunity Fund, Inc. 95766K109 3642.00000000 NS USD 14422.32000000 0.011423843526 Long EC RF US N 1 N N N Invesco Quality Municipal Inco WLEGDSEH0E242WVNUY02 Invesco Quality Municipal Income Trust 46133G107 1439.00000000 NS USD 14692.19000000 0.011637606128 Long EC RF US N 1 N N N Invesco Trust for Investment G FNS6N81D3V131ZZWNT79 Invesco Trust for Investment Grade New York Municipals 46131T101 12016.00000000 NS USD 129412.32000000 0.102506815414 Long EC RF US N 1 N N N ICE Futures US Softs N/A Cocoa Futures Contracts N/A -41.00000000 NC USD 51473.15000000 0.040771610352 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cocoa 2022-09-15 -1008003.15000000 USD 51473.15000000 N N N First Trust High Income Long/S JUEVI6DHENZLPUBV7E49 First Trust High Income Long/Short Fund 33738E109 4422.00000000 NS USD 50410.80000000 0.039930128526 Long EC RF US N 1 N N N Adams Diversified Equity Fund 5493005W7G81BNPP7M23 Adams Diversified Equity Fund, Inc. 006212104 13876.00000000 NS USD 212857.84000000 0.168603571239 Long EC RF US N 1 N N N Borsa Italiana (IDEM) N/A FTSE MIB Index Futures Contracts N/A -3.00000000 NC 20700.32000000 0.016396614180 N/A DE IT N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short FTSE MIB Index IT0003465736 2022-09-16 -356786.06000000 EUR 20700.32000000 N N N New York Mercantile Exchange N/A WTI Crude Futures Contracts N/A 16.00000000 NC USD -21800.80000000 -0.01726829857 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A WTI Crude 2022-09-20 1629320.80000000 USD -21800.80000000 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 -1793.00000000 NS USD -676409.25000000 -0.53578019568 Short EC RF US N 1 N N N BlackRock MuniVest Fund Inc 68LQJ5NLUNQI2T9OLL41 BlackRock MuniVest Fund, Inc. 09253R105 1994.00000000 NS USD 14855.30000000 0.011766804698 Long EC RF US N 1 N N N Putnam Premier Income Trust G5048SOHSFOQHNEL1E85 Putnam Premier Income Trust 746853100 4040.00000000 NS USD 15352.00000000 0.012160238146 Long EC RF US N 1 N N N Alleghany Corp 549300DCJE6AYX159479 Alleghany Corp. 017175100 782.00000000 NS USD 651484.20000000 0.516037195181 Long EC CORP US N 1 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A 124.00000000 NC USD 21369.40000000 0.016926588916 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2022-07-20 3518830.60000000 USD 21369.40000000 N N N New York Mercantile Exchange N/A NY Harbor ULSD Futures Contracts N/A 13.00000000 NC USD -187310.50000000 -0.14836765810 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A NY Harbor ULSD 2022-09-30 2218812.70000000 USD -187310.50000000 N N N CDK Global Inc 5493000L10CYRTHIJ385 CDK Global, Inc. 12508E101 19803.00000000 NS USD 1084610.31000000 0.859114100138 Long EC CORP US N 1 N N N Nuveen New York AMT-Free Quali 549300V4X2BF3UXSCQ58 Nuveen New York AMT-Free Quality Municipal Income Fund 670656107 11128.00000000 NS USD 122964.40000000 0.097399452025 Long EC RF US N 1 N N N Cohen & Steers REIT and Prefer Y2PROTN9284X1BRB7064 Cohen & Steers REIT and Preferred and Income Fund, Inc. 19247X100 666.00000000 NS USD 14212.44000000 0.011257598686 Long EC RF US N 1 N N N Eaton Vance Floating-Rate Inco HQOIMOIFYDO5NKVU2640 Eaton Vance Floating-Rate Income Trust 278279104 1263.00000000 NS USD 14878.14000000 0.011784896141 Long EC RF US N 1 N N N Western Asset Inflation - Link 549300BKG7Y2MQAORR48 Western Asset Inflation - Linked Securities & Income Fund 95766Q106 1434.00000000 NS USD 14024.52000000 0.011108748246 Long EC RF US N 1 N N N Take-Two Interactive Software BOMSTHHJK882EWYX3334 Take-Two Interactive Software, Inc. 874054109 81.00000000 NS USD 9924.93000000 0.007861484652 Long EC CORP US N 1 N N N Western Asset Global High Inco 549300JWVV1XIQ66WD13 Western Asset Global High Income Fund, Inc. 95766B109 2049.00000000 NS USD 14445.45000000 0.011442164677 Long EC RF US N 1 N N N BNY Mellon Municipal Income In 549300BKYDDROJTY1E24 BNY Mellon Municipal Income, Inc. 05589T104 2164.00000000 NS USD 14607.00000000 0.011570127579 Long EC RF US N 1 N N N New York Mercantile Exchange N/A WTI Crude Futures Contracts N/A -10.00000000 NC USD 2774.50000000 0.002197666801 N/A DCO HU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A WTI Crude 2022-07-20 -1061874.50000000 USD 2774.50000000 N N N European Equity Fund Inc/The 5493008XBHSH29XH9329 European Equity Fund, Inc. 298768102 1675.00000000 NS USD 11959.50000000 0.009473056807 Long EC RF US N 1 N N N 2022-08-01 Rydex Series Funds John Sullivan John Sullivan CFO