NPORT-P
    false
    
      
      
        
          0000088525
          XXXXXXXX
        
      
      
      
      
        S000008806
        C000023963
        C000071557
        C000023961
        C000155960
      
      
    
  
  
    
      Guggenheim Funds Trust
      811-01136
      0000088525
      54930033G24U3UGWK691
      702 King Farm Blvd., Suite 200
      Rockville
      
      20850
      301-296-5100
      Guggenheim Alpha Opportunity Fund
      S000008806
      549300FC982FOBER3L60
      2022-09-30
      2022-03-31
      N
    
    
      33854654.07
      85228.36
      33769425.71
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      295.28000000
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        PulteGroup Inc
        N/A
        PulteGroup, Inc.
        745867101
        
          
        
        2314.00000000
        NS
        USD
        96956.60000000
        0.287113558970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Innoviva Inc
        549300ACOX4QTBES6535
        Innoviva, Inc.
        45781M101
        
          
        
        13636.00000000
        NS
        USD
        263856.60000000
        0.781347607939
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meta Financial Group Inc
        5493004X52BH1NBLW813
        Meta Financial Group, Inc.
        59100U108
        
          
        
        2873.00000000
        NS
        USD
        157785.16000000
        0.467242651252
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Viavi Solutions Inc
        5493006K3E3N1QOBF092
        Viavi Solutions, Inc.
        925550105
        
          
        
        11288.00000000
        NS
        USD
        181511.04000000
        0.537501115828
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fulton Financial Corp
        5493005QLZ6O1BNC0C11
        Fulton Financial Corp.
        360271100
        
          
        
        14633.00000000
        NS
        USD
        243200.46000000
        0.720179437129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toll Brothers Inc
        529900JB6IS9MSZGVR44
        Toll Brothers, Inc.
        889478103
        
          
        
        1789.00000000
        NS
        USD
        84118.78000000
        0.249097454965
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sturm Ruger & Co Inc
        529900DV1BWFJSHFO847
        Sturm Ruger & Company, Inc.
        864159108
        
          
        
        4073.00000000
        NS
        USD
        283562.26000000
        0.839701161740
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Encore Wire Corp
        N/A
        Encore Wire Corp.
        292562105
        
          
        
        1257.00000000
        NS
        USD
        143385.99000000
        0.424602986237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        172967424
        
          
        
        2019.00000000
        NS
        USD
        107814.60000000
        0.319266904109
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WEC Energy Group Inc
        549300IGLYTZUK3PVP70
        WEC Energy Group, Inc.
        92939U106
        
          
        
        1374.00000000
        NS
        USD
        137138.94000000
        0.406103856126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hillenbrand Inc
        U246OE781574J2BUD366
        Hillenbrand, Inc.
        431571108
        
          
        
        4458.00000000
        NS
        USD
        196909.86000000
        0.583101002933
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skyworks Solutions Inc
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions, Inc.
        83088M102
        
          
        
        509.00000000
        NS
        USD
        67839.52000000
        0.200890357397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
        
        2072.00000000
        NS
        USD
        367220.56000000
        1.087435016377
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilltop Holdings Inc
        54930010TA543US0PM65
        Hilltop Holdings, Inc.
        432748101
        
          
        
        5972.00000000
        NS
        USD
        175576.80000000
        0.519928296997
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        Dow, Inc.
        260557103
        
          
        
        4413.00000000
        NS
        USD
        281196.36000000
        0.832695120180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Raymond James Financial Inc
        RGUZHJ05YTITL6D76949
        Raymond James Financial, Inc.
        754730109
        
          
        
        1706.50000000
        NS
        USD
        187561.42000000
        0.555417855224
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Garmin Ltd
        2549001E0HIPIJQ0W046
        Garmin Ltd.
        N/A
        
          
        
        2842.00000000
        NS
        USD
        337089.62000000
        0.998209513228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        Southern Co.
        842587107
        
          
        
        2476.00000000
        NS
        USD
        179534.76000000
        0.531648839816
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Akamai Technologies Inc
        OC1LZNN2LF5WTJ5RIL89
        Akamai Technologies, Inc.
        00971T101
        
          
        
        909.00000000
        NS
        USD
        108525.51000000
        0.321372092412
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yelp Inc
        5299007OU2DOSXPQBO35
        Yelp, Inc.
        985817105
        
          
        
        5530.00000000
        NS
        USD
        188628.30000000
        0.558577162726
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mueller Industries Inc
        5493005IZFE4VJLLYG84
        Mueller Industries, Inc.
        624756102
        
          
        
        6070.00000000
        NS
        USD
        328811.90000000
        0.973697044254
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
        
        1283.00000000
        NS
        USD
        151855.88000000
        0.449684520264
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ethan Allen Interiors Inc
        N/A
        Ethan Allen Interiors, Inc.
        297602104
        
          
        
        6565.00000000
        NS
        USD
        171149.55000000
        0.506818065162
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Progress Software Corp
        549300R65B3JG6972S24
        Progress Software Corp.
        743312100
        
          
        
        2676.00000000
        NS
        USD
        126012.84000000
        0.373156597574
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nexstar Media Group Inc
        52990083ZRR5UT591988
        Nexstar Media Group, Inc.
        65336K103
        
          
        
        868.00000000
        NS
        USD
        163600.64000000
        0.484463791018
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        GS Equity Custom Basket
        N/A
        
          
        
        0.00000000
        NC
        USD
        -450875.75000000
        -1.33515966149
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                GS Equity Short Custom Basket
                N/A
                
                  
                    Ceridian HCM Holding, Inc.
                    
                      
                    
                    -1302.00000000
                    USD
                    -89004.72000000
                    USD
                  
                  
                    Regions Financial Corp.
                    
                      
                    
                    -2985.00000000
                    USD
                    -66446.10000000
                    USD
                  
                  
                    Lyft, Inc.
                    
                      
                    
                    -3215.00000000
                    USD
                    -123456.00000000
                    USD
                  
                  
                    Bank of America Corp.
                    
                      
                    
                    -1602.00000000
                    USD
                    -66034.44000000
                    USD
                  
                  
                    Okta, Inc.
                    
                      
                    
                    -156.00000000
                    USD
                    -23549.76000000
                    USD
                  
                  
                    Western Alliance Bancorporation
                    
                      
                    
                    -1630.00000000
                    USD
                    -134996.60000000
                    USD
                  
                  
                    Ryman Hospitality Properties, Inc.
                    
                      
                    
                    -1661.00000000
                    USD
                    -154090.97000000
                    USD
                  
                  
                    Edison International
                    
                      
                    
                    -3945.00000000
                    USD
                    -276544.50000000
                    USD
                  
                  
                    Bill.com Holdings, Inc.
                    
                      
                    
                    -236.00000000
                    USD
                    -53522.44000000
                    USD
                  
                  
                    Ventas, Inc.
                    
                      
                    
                    -2457.00000000
                    USD
                    -151744.32000000
                    USD
                  
                  
                    MGM Resorts International
                    
                      
                    
                    -1525.00000000
                    USD
                    -63958.50000000
                    USD
                  
                  
                    ASGN, Inc.
                    
                      
                    
                    -1000.00000000
                    USD
                    -116710.00000000
                    USD
                  
                  
                    State Street Corp.
                    
                      
                    
                    -2396.00000000
                    USD
                    -208739.52000000
                    USD
                  
                  
                    Signature Bank
                    
                      
                    
                    -364.00000000
                    USD
                    -106830.36000000
                    USD
                  
                  
                    General Electric Co.
                    
                      
                    
                    -975.50000000
                    USD
                    -89258.25000000
                    USD
                  
                  
                    CH Robinson Worldwide, Inc.
                    
                      
                    
                    -955.00000000
                    USD
                    -102863.05000000
                    USD
                  
                  
                    RLJ Lodging Trust
                    
                      
                    
                    -15107.00000000
                    USD
                    -212706.56000000
                    USD
                  
                  
                    Howmet Aerospace, Inc.
                    
                      
                    
                    -3729.00000000
                    USD
                    -134020.26000000
                    USD
                  
                  
                    Trade Desk, Inc.
                    
                      
                    
                    -519.00000000
                    USD
                    -35940.75000000
                    USD
                  
                  
                    Bank of New York Mellon Corp.
                    
                      
                    
                    -1011.00000000
                    USD
                    -50175.93000000
                    USD
                  
                  
                    Rollins, Inc.
                    
                      
                    
                    -3906.00000000
                    USD
                    -136905.30000000
                    USD
                  
                  
                    Equinix, Inc.
                    
                      
                    
                    -245.00000000
                    USD
                    -181696.90000000
                    USD
                  
                  
                    J.B. Hunt Transport Services, Inc.
                    
                      
                    
                    -442.00000000
                    USD
                    -88749.18000000
                    USD
                  
                  
                    MSA Safety, Inc.
                    
                      
                    
                    -620.00000000
                    USD
                    -82274.00000000
                    USD
                  
                  
                    TransDigm Group, Inc.
                    
                      
                    
                    -134.00000000
                    USD
                    -87306.36000000
                    USD
                  
                  
                    Driven Brands Holdings, Inc.
                    
                      
                    
                    -6627.00000000
                    USD
                    -174157.56000000
                    USD
                  
                  
                    CBRE Group, Inc.
                    
                      
                    
                    -955.00000000
                    USD
                    -87401.60000000
                    USD
                  
                  
                    Apple Hospitality REIT, Inc.
                    
                      
                    
                    -2899.00000000
                    USD
                    -52095.03000000
                    USD
                  
                  
                    NOV, Inc.
                    
                      
                    
                    -5672.00000000
                    USD
                    -111227.92000000
                    USD
                  
                  
                    Natera, Inc.
                    
                      
                    
                    -420.00000000
                    USD
                    -17085.60000000
                    USD
                  
                  
                    Waste Management, Inc.
                    
                      
                    
                    -736.00000000
                    USD
                    -116656.00000000
                    USD
                  
                  
                    MongoDB, Inc.
                    
                      
                    
                    -153.00000000
                    USD
                    -67869.27000000
                    USD
                  
                  
                    CoStar Group, Inc.
                    
                      
                    
                    -2313.00000000
                    USD
                    -154068.93000000
                    USD
                  
                  
                    Park Hotels & Resorts, Inc.
                    
                      
                    
                    -10011.00000000
                    USD
                    -195514.83000000
                    USD
                  
                  
                    Host Hotels & Resorts, Inc.
                    
                      
                    
                    -12551.00000000
                    USD
                    -243865.93000000
                    USD
                  
                  
                    Viad Corp.
                    
                      
                    
                    -3262.00000000
                    USD
                    -116257.68000000
                    USD
                  
                  
                    Digital Realty Trust, Inc.
                    
                      
                    
                    -472.00000000
                    USD
                    -66929.60000000
                    USD
                  
                  
                    Intellia Therapeutics, Inc.
                    
                      
                    
                    -288.00000000
                    USD
                    -20928.96000000
                    USD
                  
                  
                    Iron Mountain, Inc.
                    
                      
                    
                    -3476.00000000
                    USD
                    -192605.16000000
                    USD
                  
                  
                    Xenia Hotels & Resorts, Inc.
                    
                      
                    
                    -4867.00000000
                    USD
                    -93884.43000000
                    USD
                  
                  
                    Patterson-UTI Energy, Inc.
                    
                      
                    
                    -11648.00000000
                    USD
                    -180311.04000000
                    USD
                  
                  
                    Crown Castle International Corp.
                    
                      
                    
                    -880.00000000
                    USD
                    -162448.00000000
                    USD
                  
                  
                    Boeing Co.
                    
                      
                    
                    -1036.00000000
                    USD
                    -198394.00000000
                    USD
                  
                  
                    SBA Communications Corp.
                    
                      
                    
                    -381.00000000
                    USD
                    -131102.10000000
                    USD
                  
                  
                    Zscaler, Inc.
                    
                      
                    
                    -238.00000000
                    USD
                    -57424.64000000
                    USD
                  
                  
                    Airbnb, Inc.
                    
                      
                    
                    -173.00000000
                    USD
                    -29714.48000000
                    USD
                  
                  
                    Black Hills Corp.
                    
                      
                    
                    -3598.00000000
                    USD
                    -277117.96000000
                    USD
                  
                  
                    Royal Caribbean Cruises Ltd.
                    
                      
                    
                    -628.00000000
                    USD
                    -52613.84000000
                    USD
                  
                  
                    Cloudflare, Inc.
                    
                      
                    
                    -455.00000000
                    USD
                    -54463.50000000
                    USD
                  
                  
                    American Airlines Group, Inc.
                    
                      
                    
                    -10552.00000000
                    USD
                    -192574.00000000
                    USD
                  
                  
                    Equifax, Inc.
                    
                      
                    
                    -633.00000000
                    USD
                    -150084.30000000
                    USD
                  
                  
                    Casella Waste Systems, Inc.
                    
                      
                    
                    -2449.00000000
                    USD
                    -214654.85000000
                    USD
                  
                  
                    United Airlines Holdings, Inc.
                    
                      
                    
                    -3207.00000000
                    USD
                    -148676.52000000
                    USD
                  
                  
                    MillerKnoll, Inc.
                    
                      
                    
                    -6310.00000000
                    USD
                    -218073.60000000
                    USD
                  
                  
                    Lululemon Athletica, Inc.
                    
                      
                    
                    -170.00000000
                    USD
                    -62089.10000000
                    USD
                  
                  
                    Stericycle, Inc.
                    
                      
                    
                    -3068.00000000
                    USD
                    -180766.56000000
                    USD
                  
                  
                    UDR, Inc.
                    
                      
                    
                    -1408.00000000
                    USD
                    -80776.96000000
                    USD
                  
                  
                    Republic Services, Inc.
                    
                      
                    
                    -764.00000000
                    USD
                    -101230.00000000
                    USD
                  
                  
                    Hilton Worldwide Holdings, Inc.
                    
                      
                    
                    -450.00000000
                    USD
                    -68283.00000000
                    USD
                  
                  
                    Jacobs Engineering Group, Inc.
                    
                      
                    
                    -1747.00000000
                    USD
                    -240754.07000000
                    USD
                  
                  
                    KBR, Inc.
                    
                      
                    
                    -3892.00000000
                    USD
                    -213009.16000000
                    USD
                  
                  
                    Halliburton Co.
                    
                      
                    
                    -7715.00000000
                    USD
                    -292167.05000000
                    USD
                  
                  
                    Carnival Corp.
                    
                      
                    
                    -2330.00000000
                    USD
                    -47112.60000000
                    USD
                  
                  
                    Datadog, Inc.
                    
                      
                    
                    -359.00000000
                    USD
                    -54377.73000000
                    USD
                  
                  
                    Apartment Income REIT Corp.
                    
                      
                    
                    -4892.00000000
                    USD
                    -261526.32000000
                    USD
                  
                  
                    KKR & Company, Inc.
                    
                      
                    
                    -1716.00000000
                    USD
                    -100334.52000000
                    USD
                  
                  
                    Sunstone Hotel Investors, Inc.
                    
                      
                    
                    -11590.00000000
                    USD
                    -136530.20000000
                    USD
                  
                  
                    Howard Hughes Corp.
                    
                      
                    
                    -2138.00000000
                    USD
                    -221518.18000000
                    USD
                  
                  
                    Entergy Corp.
                    
                      
                    
                    -1419.00000000
                    USD
                    -165668.25000000
                    USD
                  
                  
                    CenterPoint Energy, Inc.
                    
                      
                    
                    -9089.00000000
                    USD
                    -278486.96000000
                    USD
                  
                  
                    Southwest Airlines Co.
                    
                      
                    
                    -2066.00000000
                    USD
                    -94622.80000000
                    USD
                  
                  
                    DoorDash, Inc.
                    
                      
                    
                    -483.00000000
                    USD
                    -56602.77000000
                    USD
                  
                  
                    Comerica, Inc.
                    
                      
                    
                    -2135.00000000
                    USD
                    -193068.05000000
                    USD
                  
                  
                    Equitable Holdings, Inc.
                    
                      
                    
                    -6535.00000000
                    USD
                    -201996.85000000
                    USD
                  
                  
                    Verisk Analytics, Inc.
                    
                      
                    
                    -811.00000000
                    USD
                    -174064.93000000
                    USD
                  
                  
                    Delta Air Lines, Inc.
                    
                      
                    
                    -3779.00000000
                    USD
                    -149535.03000000
                    USD
                  
                  
                    ONE Gas, Inc.
                    
                      
                    
                    -3001.00000000
                    USD
                    -264808.24000000
                    USD
                  
                  
                    Welltower, Inc.
                    
                      
                    
                    -2016.00000000
                    USD
                    -193818.24000000
                    USD
                  
                  
                    Cooper Companies, Inc.
                    
                      
                    
                    -125.00000000
                    USD
                    -52198.75000000
                    USD
                  
                  
                    Booz Allen Hamilton Holding Corp.
                    
                      
                    
                    -1053.00000000
                    USD
                    -92495.52000000
                    USD
                  
                  
                    Tetra Tech, Inc.
                    
                      
                    
                    -939.00000000
                    USD
                    -154878.66000000
                    USD
                  
                  
                    Palo Alto Networks, Inc.
                    
                      
                    
                    -49.00000000
                    USD
                    -30502.99000000
                    USD
                  
                  
                    UnitedHealth Group, Inc.
                    
                      
                    
                    -142.00000000
                    USD
                    -72415.74000000
                    USD
                  
                  
                    Northern Trust Corp.
                    
                      
                    
                    -1355.00000000
                    USD
                    -157789.75000000
                    USD
                  
                  
                    Sysco Corp.
                    
                      
                    
                    -1544.00000000
                    USD
                    -126067.60000000
                    USD
                  
                  
                    Quanta Services, Inc.
                    
                      
                    
                    -678.00000000
                    USD
                    -89231.58000000
                    USD
                  
                  
                    Cintas Corp.
                    
                      
                    
                    -664.00000000
                    USD
                    -282458.96000000
                    USD
                  
                  
                    Atmos Energy Corp.
                    
                      
                    
                    -2263.00000000
                    USD
                    -270405.87000000
                    USD
                  
                  
                    Range Resources Corp.
                    
                      
                    
                    -2682.00000000
                    USD
                    -81479.16000000
                    USD
                  
                  
                    Bunge Ltd.
                    
                      
                    
                    -1128.00000000
                    USD
                    -124993.68000000
                    USD
                  
                  
                    Safehold, Inc.
                    
                      
                    
                    -1180.00000000
                    USD
                    -65431.00000000
                    USD
                  
                  
                    Crowdstrike Holdings, Inc.
                    
                      
                    
                    -264.00000000
                    USD
                    -59949.12000000
                    USD
                  
                  
                    First Republic Bank
                    
                      
                    
                    -475.00000000
                    USD
                    -76997.50000000
                    USD
                  
                  
                    JetBlue Airways Corp.
                    
                      
                    
                    -3748.00000000
                    USD
                    -56032.60000000
                    USD
                  
                  
                    Invitation Homes, Inc.
                    
                      
                    
                    -4659.00000000
                    USD
                    -187198.62000000
                    USD
                  
                  
                    Guardant Health, Inc.
                    
                      
                    
                    -1297.00000000
                    USD
                    -85913.28000000
                    USD
                  
                  
                    Leidos Holdings, Inc.
                    
                      
                    
                    -664.00000000
                    USD
                    -71725.28000000
                    USD
                  
                  
                    Americold Realty Trust
                    
                      
                    
                    -3162.00000000
                    USD
                    -88156.56000000
                    USD
                  
                  
                    Dun & Bradstreet Holdings, Inc.
                    
                      
                    
                    -4745.00000000
                    USD
                    -83132.40000000
                    USD
                  
                  
                    Pebblebrook Hotel Trust
                    
                      
                    
                    -6976.00000000
                    USD
                    -170772.48000000
                    USD
                  
                  
                    Lincoln National Corp.
                    
                      
                    
                    -903.00000000
                    USD
                    -59020.08000000
                    USD
                  
                  
                    SVB Financial Group
                    
                      
                    
                    -170.00000000
                    USD
                    -95106.50000000
                    USD
                  
                  
                    Kennedy-Wilson Holdings, Inc.
                    
                      
                    
                    -10855.00000000
                    USD
                    -264753.45000000
                    USD
                  
                  
                    Outfront Media, Inc.
                    
                      
                    
                    -6852.00000000
                    USD
                    -194802.36000000
                    USD
                  
                  
                    Wells Fargo & Co.
                    
                      
                    
                    -2263.00000000
                    USD
                    -109664.98000000
                    USD
                  
                  
                    Copart, Inc.
                    
                      
                    
                    -1730.00000000
                    USD
                    -217063.10000000
                    USD
                  
                  
                    TransUnion
                    
                      
                    
                    -1111.00000000
                    USD
                    -114810.74000000
                    USD
                  
                  
                    Zions Bancorp North America
                    
                      
                    
                    -2438.00000000
                    USD
                    -159835.28000000
                    USD
                  
                  
                    IAA, Inc.
                    
                      
                    
                    -1599.00000000
                    USD
                    -61161.75000000
                    USD
                  
                  
                    Sun Communities, Inc.
                    
                      
                    
                    -1069.00000000
                    USD
                    -187385.01000000
                    USD
                  
                  
                    Atlassian Corporation plc
                    
                      
                    
                    -123.00000000
                    USD
                    -36141.09000000
                    USD
                  
                  
                    Freshpet, Inc.
                    
                      
                    
                    -533.00000000
                    USD
                    -54707.12000000
                    USD
                  
                
              
            
            Y
            
              
                
              
            
            GS Equity Custom Basket - Tenor At Maturity
            2024-05-06
            0.00000000
            USD
            0.00000000
            USD
            -14483552.23000000
            USD
            -450875.75000000
          
        
        
          N
          N
          N
        
      
      
        Western Union Co/The
        28ID94QU1140NC23S047
        Western Union Co.
        959802109
        
          
        
        6886.00000000
        NS
        USD
        129043.64000000
        0.382131579933
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Acushnet Holdings Corp
        529900W5FI106H543E43
        Acushnet Holdings Corp.
        005098108
        
          
        
        3869.00000000
        NS
        USD
        155765.94000000
        0.461263218799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vishay Intertechnology Inc
        5493009O8F3QQJTCQR75
        Vishay Intertechnology, Inc.
        928298108
        
          
        
        18283.00000000
        NS
        USD
        358346.80000000
        1.061157518867
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HomeStreet Inc
        N/A
        HomeStreet, Inc.
        43785V102
        
          
        
        4171.00000000
        NS
        USD
        197621.98000000
        0.585209774359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snap-on Inc
        HHWAT5TDOYZMM26KKQ73
        Snap-on, Inc.
        833034101
        
          
        
        1415.00000000
        NS
        USD
        290754.20000000
        0.860998355426
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp.
        20030N101
        
          
        
        6750.00000000
        NS
        USD
        316035.00000000
        0.935861340118
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Materials Inc
        529900KRXRGXL61SG039
        Eagle Materials, Inc.
        26969P108
        
          
        
        1223.00000000
        NS
        USD
        156984.28000000
        0.464871038519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ziff Davis Inc
        5493008OJYGLHD7MXA18
        Ziff Davis, Inc.
        48123V102
        
          
        
        947.00000000
        NS
        USD
        91650.66000000
        0.271401298876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Portland General Electric Co
        GJOUP9M7C39GLSK9R870
        Portland General Electric Co.
        736508847
        
          
        
        6118.00000000
        NS
        USD
        337407.70000000
        0.999151430342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enstar Group Ltd
        213800AMAL5QFXVUCN04
        Enstar Group Ltd.
        N/A
        
          
        
        1249.00000000
        NS
        USD
        326176.35000000
        0.965892499330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercury General Corp
        5493001Q9EXPCEL4W527
        Mercury General Corp.
        589400100
        
          
        
        6459.00000000
        NS
        USD
        355245.00000000
        1.051972287153
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gentex Corp
        549300S3UD8XV1MN0287
        Gentex Corp.
        371901109
        
          
        
        11899.00000000
        NS
        USD
        347093.83000000
        1.027834565446
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Markel Corp
        549300SCNO12JLWIK605
        Markel Corp.
        570535104
        
          
        
        128.00000000
        NS
        USD
        188830.72000000
        0.559176580678
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prestige Consumer Healthcare I
        N/A
        Prestige Consumer Healthcare, Inc.
        74112D101
        
          
        
        3107.00000000
        NS
        USD
        164484.58000000
        0.487081365885
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERISAFE Inc
        2549002B4EXPBLGMNN22
        AMERISAFE, Inc.
        03071H100
        
          
        
        4964.00000000
        NS
        USD
        246561.88000000
        0.730133470783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Haverty Furniture Cos Inc
        529900CVFMMIRXZVPD70
        Haverty Furniture Companies, Inc.
        419596101
        
          
        
        2404.00000000
        NS
        USD
        65917.68000000
        0.195199292300
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGE Energy Inc
        N/A
        MGE Energy, Inc.
        55277P104
        
          
        
        4734.00000000
        NS
        USD
        377725.86000000
        1.118543925631
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals, Inc.
        92532F100
        
          
        
        709.00000000
        NS
        USD
        185027.73000000
        0.547914944094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NetScout Systems Inc
        5493005HZXZ3SPNVCV76
        NetScout Systems, Inc.
        64115T104
        
          
        
        2276.00000000
        NS
        USD
        73014.08000000
        0.216213567346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGIC Investment Corp
        254900S8483WM4M98R28
        MGIC Investment Corp.
        552848103
        
          
        
        17215.00000000
        NS
        USD
        233263.25000000
        0.690752789233
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        USANA Health Sciences Inc
        549300YTURXE814MAH96
        USANA Health Sciences, Inc.
        90328M107
        
          
        
        2321.00000000
        NS
        USD
        184403.45000000
        0.546066289618
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Juniper Networks Inc
        AUHIXNGG7U2U7JEHM527
        Juniper Networks, Inc.
        48203R104
        
          
        
        2555.00000000
        NS
        USD
        94943.80000000
        0.281153137797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Incyte Corp
        549300Z4WN6JVZ3T4680
        Incyte Corp.
        45337C102
        
          
        
        2680.00000000
        NS
        USD
        212845.60000000
        0.630290848970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NetApp Inc
        QTX3D84DZDD5JYOCYH15
        NetApp, Inc.
        64110D104
        
          
        
        2027.00000000
        NS
        USD
        168241.00000000
        0.498205096659
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Packaging Corp of America
        549300XZP8MFZFY8TJ84
        Packaging Corporation of America
        695156109
        
          
        
        1615.00000000
        NS
        USD
        252117.65000000
        0.746585542096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd
        549300N24XF2VV0B3570
        Everest Re Group Ltd.
        N/A
        
          
        
        698.00000000
        NS
        USD
        210363.24000000
        0.622939939241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OneMain Holdings Inc
        549300E3VEW8SMS5XW09
        OneMain Holdings, Inc.
        68268W103
        
          
        
        3571.00000000
        NS
        USD
        169301.11000000
        0.501344356442
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Otter Tail Corp
        N/A
        Otter Tail Corp.
        689648103
        
          
        
        3095.00000000
        NS
        USD
        193437.50000000
        0.572818447258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WP Carey Inc
        54930042CRNE713E3Q67
        WP Carey, Inc.
        92936U109
        
          
        
        913.00000000
        NS
        USD
        73806.92000000
        0.218561371560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evercore Inc
        529900P6KLPT95DW3W58
        Evercore, Inc.
        29977A105
        
          
        
        1932.00000000
        NS
        USD
        215070.24000000
        0.636878583150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NETGEAR Inc
        54930067KX3UNRHDWA78
        NETGEAR, Inc.
        64111Q104
        
          
        
        2589.00000000
        NS
        USD
        63896.52000000
        0.189214115006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Republic International Cor
        549300IV6O2YY2A1KH37
        Old Republic International Corp.
        680223104
        
          
        
        11223.00000000
        NS
        USD
        290339.01000000
        0.859768870496
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NVR Inc
        529900RWXR4JI3JYTV70
        NVR, Inc.
        62944T105
        
          
        
        60.00000000
        NS
        USD
        268036.20000000
        0.793724484099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Bankshares Inc/WV
        5299005O3BAMJ9Z92V62
        United Bankshares, Inc.
        909907107
        
          
        
        6901.00000000
        NS
        USD
        240706.88000000
        0.712795302079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp.
        26441C204
        
          
        
        3141.00000000
        NS
        USD
        350724.06000000
        1.038584615006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dorian LPG Ltd
        549300WP1W2WGMC7F395
        Dorian LPG Ltd.
        N/A
        
          
        
        6587.00000000
        NS
        USD
        95445.63000000
        0.282639186166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Insteel Industries Inc
        52990026LKY4MOX3L174
        Insteel Industries, Inc.
        45774W108
        
          
        
        2167.00000000
        NS
        USD
        80157.33000000
        0.237366577354
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shenandoah Telecommunications
        549300XH3H4OUKFPHS84
        Shenandoah Telecommunications Co.
        82312B106
        
          
        
        6017.00000000
        NS
        USD
        141880.86000000
        0.420145907183
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Whirlpool Corp
        WHENKOULSSK7WUM60H03
        Whirlpool Corp.
        963320106
        
          
        
        1668.00000000
        NS
        USD
        288197.04000000
        0.853425943558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allison Transmission Holdings
        529900RP7DJ882LI9T83
        Allison Transmission Holdings, Inc.
        01973R101
        
          
        
        5693.00000000
        NS
        USD
        223507.18000000
        0.661862543708
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Minerals Technologies Inc
        549300D3I1QU67GP6403
        Minerals Technologies, Inc.
        603158106
        
          
        
        2295.00000000
        NS
        USD
        151814.25000000
        0.449561243071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Keysight Technologies Inc
        549300GLKVIO8YRCYN02
        Keysight Technologies, Inc.
        49338L103
        
          
        
        449.00000000
        NS
        USD
        70928.53000000
        0.210037714615
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        F5 Inc
        54930015FPK9KT966303
        F5, Inc.
        315616102
        
          
        
        343.00000000
        NS
        USD
        71669.85000000
        0.212232954790
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        PPL Corp.
        69351T106
        
          
        
        6720.00000000
        NS
        USD
        191923.20000000
        0.568334213463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essent Group Ltd
        254900QUO860OUT6ZF83
        Essent Group Ltd.
        N/A
        
          
        
        4496.00000000
        NS
        USD
        185280.16000000
        0.548662454585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Westlake Corp
        GOXNEVUM0LL78B1OS344
        Westlake Corp.
        960413102
        
          
        
        2012.00000000
        NS
        USD
        248280.80000000
        0.735223637298
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SS&C Technologies Holdings Inc
        529900POY8H7NPPNKK71
        SS&C Technologies Holdings, Inc.
        78467J100
        
          
        
        913.00000000
        NS
        USD
        68493.26000000
        0.202826250550
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals, Inc.
        75886F107
        
          
        
        362.00000000
        NS
        USD
        252828.04000000
        0.748689190545
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics, Inc.
        74834L100
        
          
        
        1162.00000000
        NS
        USD
        159031.32000000
        0.470932853184
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        California Water Service Group
        529900QABDOBU6UVRQ36
        California Water Service Group
        130788102
        
          
        
        1619.00000000
        NS
        USD
        95974.32000000
        0.284204773940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        GS Equity Custom Basket
        N/A
        
          
        
        0.00000000
        NC
        USD
        198179.37000000
        0.586860350252
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                GS Equity Long Custom Basket
                N/A
                
                  
                    Alphabet, Inc.
                    
                      
                    
                    11.00000000
                    USD
                    30722.89000000
                    USD
                  
                  
                    Encore Wire Corp.
                    
                      
                    
                    295.00000000
                    USD
                    33650.65000000
                    USD
                  
                  
                    Fidelity National Financial, Inc.
                    
                      
                    
                    990.00000000
                    USD
                    48351.60000000
                    USD
                  
                  
                    Cummins, Inc.
                    
                      
                    
                    270.00000000
                    USD
                    55379.70000000
                    USD
                  
                  
                    Citigroup, Inc.
                    
                      
                    
                    475.00000000
                    USD
                    25365.00000000
                    USD
                  
                  
                    Tri Pointe Homes, Inc.
                    
                      
                    
                    1540.00000000
                    USD
                    30923.20000000
                    USD
                  
                  
                    Evercore, Inc.
                    
                      
                    
                    454.00000000
                    USD
                    50539.28000000
                    USD
                  
                  
                    AbbVie, Inc.
                    
                      
                    
                    437.00000000
                    USD
                    70842.07000000
                    USD
                  
                  
                    Qorvo, Inc.
                    
                      
                    
                    124.00000000
                    USD
                    15388.40000000
                    USD
                  
                  
                    Premier, Inc.
                    
                      
                    
                    448.00000000
                    USD
                    15944.32000000
                    USD
                  
                  
                    AutoZone, Inc.
                    
                      
                    
                    42.00000000
                    USD
                    85872.36000000
                    USD
                  
                  
                    California Water Service Group
                    
                      
                    
                    381.00000000
                    USD
                    22585.68000000
                    USD
                  
                  
                    John B Sanfilippo & Son, Inc.
                    
                      
                    
                    963.00000000
                    USD
                    80352.72000000
                    USD
                  
                  
                    Insteel Industries, Inc.
                    
                      
                    
                    509.00000000
                    USD
                    18827.91000000
                    USD
                  
                  
                    OSI Systems, Inc.
                    
                      
                    
                    498.00000000
                    USD
                    42389.76000000
                    USD
                  
                  
                    Xperi Holding Corp.
                    
                      
                    
                    1883.00000000
                    USD
                    32613.56000000
                    USD
                  
                  
                    Westlake Corp.
                    
                      
                    
                    473.00000000
                    USD
                    58368.20000000
                    USD
                  
                  
                    Viavi Solutions, Inc.
                    
                      
                    
                    2656.00000000
                    USD
                    42708.48000000
                    USD
                  
                  
                    Dow, Inc.
                    
                      
                    
                    1038.00000000
                    USD
                    66141.36000000
                    USD
                  
                  
                    3M Co.
                    
                      
                    
                    554.00000000
                    USD
                    82479.52000000
                    USD
                  
                  
                    Enstar Group Ltd.
                    
                      
                    
                    294.00000000
                    USD
                    76778.10000000
                    USD
                  
                  
                    Merck & Company, Inc.
                    
                      
                    
                    416.00000000
                    USD
                    34132.80000000
                    USD
                  
                  
                    Skyworks Solutions, Inc.
                    
                      
                    
                    119.00000000
                    USD
                    15860.32000000
                    USD
                  
                  
                    AdvanSix, Inc.
                    
                      
                    
                    608.00000000
                    USD
                    31062.72000000
                    USD
                  
                  
                    Easterly Government Properties, Inc.
                    
                      
                    
                    1240.00000000
                    USD
                    26213.60000000
                    USD
                  
                  
                    BankUnited, Inc.
                    
                      
                    
                    1122.00000000
                    USD
                    49323.12000000
                    USD
                  
                  
                    National Fuel Gas Co.
                    
                      
                    
                    1256.00000000
                    USD
                    86287.20000000
                    USD
                  
                  
                    Comcast Corp.
                    
                      
                    
                    1588.00000000
                    USD
                    74350.16000000
                    USD
                  
                  
                    Markel Corp.
                    
                      
                    
                    30.00000000
                    USD
                    44257.20000000
                    USD
                  
                  
                    Piper Sandler Cos.
                    
                      
                    
                    341.00000000
                    USD
                    44756.25000000
                    USD
                  
                  
                    Old Republic International Corp.
                    
                      
                    
                    2640.00000000
                    USD
                    68296.80000000
                    USD
                  
                  
                    Southern Co.
                    
                      
                    
                    582.00000000
                    USD
                    42200.82000000
                    USD
                  
                  
                    Arch Capital Group Ltd.
                    
                      
                    
                    1757.00000000
                    USD
                    85073.94000000
                    USD
                  
                  
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                    Brunswick Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                
              
            
            Y
            GS Equity Custom Basket - Tenor At Maturity
            
              
                
              
            
            2024-05-06
            0.00000000
            USD
            0.00000000
            USD
            7635293.24000000
            USD
            198179.37000000
          
        
        
          N
          N
          N
        
      
      
        Laboratory Corp of America Hol
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corporation of America Holdings
        50540R409
        
          
        
        411.00000000
        NS
        USD
        108364.26000000
        0.320894589474
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TTM Technologies Inc
        549300SC4BDOIS008048
        TTM Technologies, Inc.
        87305R109
        
          
        
        16773.00000000
        NS
        USD
        248575.86000000
        0.736097386241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        InterDigital Inc
        N/A
        InterDigital, Inc.
        45867G101
        
          
        
        2034.00000000
        NS
        USD
        129769.20000000
        0.384280150673
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos Inc/T
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        Interpublic Group of Companies, Inc.
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        4526.00000000
        NS
        USD
        160446.70000000
        0.475124159284
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Albany International Corp
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        Albany International Corp.
        012348108
        
          
        
        1219.00000000
        NS
        USD
        102786.08000000
        0.304376156357
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exelixis Inc
        254900PJQB59O2O95R37
        Exelixis, Inc.
        30161Q104
        
          
        
        4828.00000000
        NS
        USD
        109450.76000000
        0.324111996869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dolby Laboratories Inc
        549300X04FB2QPCJ5J24
        Dolby Laboratories, Inc.
        25659T107
        
          
        
        2669.00000000
        NS
        USD
        208769.18000000
        0.618219515465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Fuel Gas Co
        8JB38FFW1Y3C1HM8E841
        National Fuel Gas Co.
        636180101
        
          
        
        5342.00000000
        NS
        USD
        366995.40000000
        1.086768259406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        Kinder Morgan, Inc.
        49456B101
        
          
        
        10163.00000000
        NS
        USD
        192182.33000000
        0.569101564386
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vanda Pharmaceuticals Inc
        529900AY8VOOQBKJ0O70
        Vanda Pharmaceuticals, Inc.
        921659108
        
          
        
        11926.00000000
        NS
        USD
        134883.06000000
        0.399423612229
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Company, Inc.
        58933Y105
        
          
        
        1770.00000000
        NS
        USD
        145228.50000000
        0.430059134695
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CommVault Systems Inc
        65T5VRP62VXG39YFML83
        CommVault Systems, Inc.
        204166102
        
          
        
        1075.00000000
        NS
        USD
        71326.25000000
        0.211215466358
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories Inc
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories, Inc.
        090572207
        
          
        
        358.00000000
        NS
        USD
        201636.34000000
        0.597097332159
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OSI Systems Inc
        DDX3MPX1Y8YD30050X33
        OSI Systems, Inc.
        671044105
        
          
        
        2117.00000000
        NS
        USD
        180199.04000000
        0.533615944634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sanmina Corp
        X5K24XLM8QYRXF00EB42
        Sanmina Corp.
        801056102
        
          
        
        7033.00000000
        NS
        USD
        284273.86000000
        0.841808393311
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amphastar Pharmaceuticals Inc
        54930055TH0ZLSAQMJ38
        Amphastar Pharmaceuticals, Inc.
        03209R103
        
          
        
        6731.00000000
        NS
        USD
        241642.90000000
        0.715567099290
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chesapeake Utilities Corp
        254900WW0FDCKAOCKE74
        Chesapeake Utilities Corp.
        165303108
        
          
        
        2291.00000000
        NS
        USD
        315608.16000000
        0.934597356526
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet, Inc.
        02079K107
        
          
        
        49.00000000
        NS
        USD
        136856.51000000
        0.405267507879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AdvanSix Inc
        5493009TPRODMCAZLF67
        AdvanSix, Inc.
        00773T101
        
          
        
        2586.00000000
        NS
        USD
        132118.74000000
        0.391237746044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Janus Henderson Group PLC
        2138009WPYMWJN3RVF44
        Janus Henderson Group plc
        N/A
        
          
        
        3903.00000000
        NS
        USD
        136683.06000000
        0.404753877586
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        Owens Corning
        690742101
        
          
        
        1170.00000000
        NS
        USD
        107055.00000000
        0.317017532129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IDACORP Inc
        N134NUJDWN8UEFA8B673
        IDACORP, Inc.
        451107106
        
          
        
        3007.00000000
        NS
        USD
        346887.52000000
        1.027223628198
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        MS Equity Custom Basket
        N/A
        
          
        
        0.00000000
        NC
        USD
        -449475.64000000
        -1.33101357381
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                MS Equity Short Custom Basket
                N/A
                
                  
                    Entergy Corp.
                    
                      
                    
                    -1419.00000000
                    USD
                    -165668.25000000
                    USD
                  
                  
                    Regions Financial Corp.
                    
                      
                    
                    -2985.00000000
                    USD
                    -66446.10000000
                    USD
                  
                  
                    Guardant Health, Inc.
                    
                      
                    
                    -1297.00000000
                    USD
                    -85913.28000000
                    USD
                  
                  
                    Kennedy-Wilson Holdings, Inc.
                    
                      
                    
                    -10855.00000000
                    USD
                    -264753.45000000
                    USD
                  
                  
                    Comerica, Inc.
                    
                      
                    
                    -2135.00000000
                    USD
                    -193068.05000000
                    USD
                  
                  
                    Leidos Holdings, Inc.
                    
                      
                    
                    -664.00000000
                    USD
                    -71725.28000000
                    USD
                  
                  
                    Trade Desk, Inc.
                    
                      
                    
                    -519.00000000
                    USD
                    -35940.75000000
                    USD
                  
                  
                    Howmet Aerospace, Inc.
                    
                      
                    
                    -3729.00000000
                    USD
                    -134020.26000000
                    USD
                  
                  
                    ONE Gas, Inc.
                    
                      
                    
                    -3001.00000000
                    USD
                    -264808.24000000
                    USD
                  
                  
                    Black Hills Corp.
                    
                      
                    
                    -3598.00000000
                    USD
                    -277117.96000000
                    USD
                  
                  
                    United Airlines Holdings, Inc.
                    
                      
                    
                    -3207.00000000
                    USD
                    -148676.52000000
                    USD
                  
                  
                    J.B. Hunt Transport Services, Inc.
                    
                      
                    
                    -442.00000000
                    USD
                    -88749.18000000
                    USD
                  
                  
                    Park Hotels & Resorts, Inc.
                    
                      
                    
                    -10011.00000000
                    USD
                    -195514.83000000
                    USD
                  
                  
                    Host Hotels & Resorts, Inc.
                    
                      
                    
                    -12551.00000000
                    USD
                    -243865.93000000
                    USD
                  
                  
                    Crowdstrike Holdings, Inc.
                    
                      
                    
                    -264.00000000
                    USD
                    -59949.12000000
                    USD
                  
                  
                    Xenia Hotels & Resorts, Inc.
                    
                      
                    
                    -4867.00000000
                    USD
                    -93884.43000000
                    USD
                  
                  
                    General Electric Co.
                    
                      
                    
                    -975.50000000
                    USD
                    -89258.25000000
                    USD
                  
                  
                    NOV, Inc.
                    
                      
                    
                    -5672.00000000
                    USD
                    -111227.92000000
                    USD
                  
                  
                    MillerKnoll, Inc.
                    
                      
                    
                    -6310.00000000
                    USD
                    -218073.60000000
                    USD
                  
                  
                    Tetra Tech, Inc.
                    
                      
                    
                    -939.00000000
                    USD
                    -154878.66000000
                    USD
                  
                  
                    Iron Mountain, Inc.
                    
                      
                    
                    -3476.00000000
                    USD
                    -192605.16000000
                    USD
                  
                  
                    Sunstone Hotel Investors, Inc.
                    
                      
                    
                    -11590.00000000
                    USD
                    -136530.20000000
                    USD
                  
                  
                    JetBlue Airways Corp.
                    
                      
                    
                    -3748.00000000
                    USD
                    -56032.60000000
                    USD
                  
                  
                    MSA Safety, Inc.
                    
                      
                    
                    -620.00000000
                    USD
                    -82274.00000000
                    USD
                  
                  
                    Stericycle, Inc.
                    
                      
                    
                    -3068.00000000
                    USD
                    -180766.56000000
                    USD
                  
                  
                    ASGN, Inc.
                    
                      
                    
                    -1000.00000000
                    USD
                    -116710.00000000
                    USD
                  
                  
                    Lincoln National Corp.
                    
                      
                    
                    -903.00000000
                    USD
                    -59020.08000000
                    USD
                  
                  
                    American Airlines Group, Inc.
                    
                      
                    
                    -10552.00000000
                    USD
                    -192574.00000000
                    USD
                  
                  
                    Bank of New York Mellon Corp.
                    
                      
                    
                    -1011.00000000
                    USD
                    -50175.93000000
                    USD
                  
                  
                    Zions Bancorp North America
                    
                      
                    
                    -2438.00000000
                    USD
                    -159835.28000000
                    USD
                  
                  
                    MongoDB, Inc.
                    
                      
                    
                    -153.00000000
                    USD
                    -67869.27000000
                    USD
                  
                  
                    Apple Hospitality REIT, Inc.
                    
                      
                    
                    -2899.00000000
                    USD
                    -52095.03000000
                    USD
                  
                  
                    TransUnion
                    
                      
                    
                    -1111.00000000
                    USD
                    -114810.74000000
                    USD
                  
                  
                    Intellia Therapeutics, Inc.
                    
                      
                    
                    -288.00000000
                    USD
                    -20928.96000000
                    USD
                  
                  
                    Bunge Ltd.
                    
                      
                    
                    -1128.00000000
                    USD
                    -124993.68000000
                    USD
                  
                  
                    Equinix, Inc.
                    
                      
                    
                    -245.00000000
                    USD
                    -181696.90000000
                    USD
                  
                  
                    Digital Realty Trust, Inc.
                    
                      
                    
                    -472.00000000
                    USD
                    -66929.60000000
                    USD
                  
                  
                    Edison International
                    
                      
                    
                    -3945.00000000
                    USD
                    -276544.50000000
                    USD
                  
                  
                    Hilton Worldwide Holdings, Inc.
                    
                      
                    
                    -450.00000000
                    USD
                    -68283.00000000
                    USD
                  
                  
                    MGM Resorts International
                    
                      
                    
                    -1525.00000000
                    USD
                    -63958.50000000
                    USD
                  
                  
                    Dun & Bradstreet Holdings, Inc.
                    
                      
                    
                    -4745.00000000
                    USD
                    -83132.40000000
                    USD
                  
                  
                    Welltower, Inc.
                    
                      
                    
                    -2016.00000000
                    USD
                    -193818.24000000
                    USD
                  
                  
                    Datadog, Inc.
                    
                      
                    
                    -359.00000000
                    USD
                    -54377.73000000
                    USD
                  
                  
                    SVB Financial Group
                    
                      
                    
                    -170.00000000
                    USD
                    -95106.50000000
                    USD
                  
                  
                    UDR, Inc.
                    
                      
                    
                    -1408.00000000
                    USD
                    -80776.96000000
                    USD
                  
                  
                    Ventas, Inc.
                    
                      
                    
                    -2457.00000000
                    USD
                    -151744.32000000
                    USD
                  
                  
                    Range Resources Corp.
                    
                      
                    
                    -2682.00000000
                    USD
                    -81479.16000000
                    USD
                  
                  
                    Atlassian Corporation plc
                    
                      
                    
                    -123.00000000
                    USD
                    -36141.09000000
                    USD
                  
                  
                    First Republic Bank
                    
                      
                    
                    -475.00000000
                    USD
                    -76997.50000000
                    USD
                  
                  
                    Wells Fargo & Co.
                    
                      
                    
                    -2263.00000000
                    USD
                    -109664.98000000
                    USD
                  
                  
                    Delta Air Lines, Inc.
                    
                      
                    
                    -3779.00000000
                    USD
                    -149535.03000000
                    USD
                  
                  
                    DoorDash, Inc.
                    
                      
                    
                    -483.00000000
                    USD
                    -56602.77000000
                    USD
                  
                  
                    Safehold, Inc.
                    
                      
                    
                    -1180.00000000
                    USD
                    -65431.00000000
                    USD
                  
                  
                    Atmos Energy Corp.
                    
                      
                    
                    -2263.00000000
                    USD
                    -270405.87000000
                    USD
                  
                  
                    Jacobs Engineering Group, Inc.
                    
                      
                    
                    -1747.00000000
                    USD
                    -240754.07000000
                    USD
                  
                  
                    Sysco Corp.
                    
                      
                    
                    -1544.00000000
                    USD
                    -126067.60000000
                    USD
                  
                  
                    Viad Corp.
                    
                      
                    
                    -3262.00000000
                    USD
                    -116257.68000000
                    USD
                  
                  
                    KBR, Inc.
                    
                      
                    
                    -3892.00000000
                    USD
                    -213009.16000000
                    USD
                  
                  
                    Goldman Sachs Group, Inc.
                    
                      
                    
                    -528.00000000
                    USD
                    -174292.80000000
                    USD
                  
                  
                    CoStar Group, Inc.
                    
                      
                    
                    -2313.00000000
                    USD
                    -154068.93000000
                    USD
                  
                  
                    Cloudflare, Inc.
                    
                      
                    
                    -455.00000000
                    USD
                    -54463.50000000
                    USD
                  
                  
                    Howard Hughes Corp.
                    
                      
                    
                    -2138.00000000
                    USD
                    -221518.18000000
                    USD
                  
                  
                    UnitedHealth Group, Inc.
                    
                      
                    
                    -142.00000000
                    USD
                    -72415.74000000
                    USD
                  
                  
                    Waste Management, Inc.
                    
                      
                    
                    -736.00000000
                    USD
                    -116656.00000000
                    USD
                  
                  
                    Airbnb, Inc.
                    
                      
                    
                    -173.00000000
                    USD
                    -29714.48000000
                    USD
                  
                  
                    Driven Brands Holdings, Inc.
                    
                      
                    
                    -6627.00000000
                    USD
                    -174157.56000000
                    USD
                  
                  
                    Booz Allen Hamilton Holding Corp.
                    
                      
                    
                    -1053.00000000
                    USD
                    -92495.52000000
                    USD
                  
                  
                    Pebblebrook Hotel Trust
                    
                      
                    
                    -6976.00000000
                    USD
                    -170772.48000000
                    USD
                  
                  
                    Verisk Analytics, Inc.
                    
                      
                    
                    -811.00000000
                    USD
                    -174064.93000000
                    USD
                  
                  
                    Natera, Inc.
                    
                      
                    
                    -420.00000000
                    USD
                    -17085.60000000
                    USD
                  
                  
                    Copart, Inc.
                    
                      
                    
                    -1730.00000000
                    USD
                    -217063.10000000
                    USD
                  
                  
                    Carnival Corp.
                    
                      
                    
                    -2330.00000000
                    USD
                    -47112.60000000
                    USD
                  
                  
                    Lululemon Athletica, Inc.
                    
                      
                    
                    -170.00000000
                    USD
                    -62089.10000000
                    USD
                  
                  
                    Boeing Co.
                    
                      
                    
                    -1036.00000000
                    USD
                    -198394.00000000
                    USD
                  
                  
                    Zscaler, Inc.
                    
                      
                    
                    -238.00000000
                    USD
                    -57424.64000000
                    USD
                  
                  
                    Ryman Hospitality Properties, Inc.
                    
                      
                    
                    -1661.00000000
                    USD
                    -154090.97000000
                    USD
                  
                  
                    TransDigm Group, Inc.
                    
                      
                    
                    -134.00000000
                    USD
                    -87306.36000000
                    USD
                  
                  
                    Cintas Corp.
                    
                      
                    
                    -664.00000000
                    USD
                    -282458.96000000
                    USD
                  
                  
                    Sun Communities, Inc.
                    
                      
                    
                    -1069.00000000
                    USD
                    -187385.01000000
                    USD
                  
                  
                    Apartment Income REIT Corp.
                    
                      
                    
                    -4892.00000000
                    USD
                    -261526.32000000
                    USD
                  
                  
                    Bank of America Corp.
                    
                      
                    
                    -1602.00000000
                    USD
                    -66034.44000000
                    USD
                  
                  
                    Equifax, Inc.
                    
                      
                    
                    -633.00000000
                    USD
                    -150084.30000000
                    USD
                  
                  
                    Quanta Services, Inc.
                    
                      
                    
                    -678.00000000
                    USD
                    -89231.58000000
                    USD
                  
                  
                    IAA, Inc.
                    
                      
                    
                    -1599.00000000
                    USD
                    -61161.75000000
                    USD
                  
                  
                    State Street Corp.
                    
                      
                    
                    -2396.00000000
                    USD
                    -208739.52000000
                    USD
                  
                  
                    CenterPoint Energy, Inc.
                    
                      
                    
                    -9089.00000000
                    USD
                    -278486.96000000
                    USD
                  
                  
                    Rollins, Inc.
                    
                      
                    
                    -3906.00000000
                    USD
                    -136905.30000000
                    USD
                  
                  
                    Cooper Companies, Inc.
                    
                      
                    
                    -125.00000000
                    USD
                    -52198.75000000
                    USD
                  
                  
                    Halliburton Co.
                    
                      
                    
                    -7715.00000000
                    USD
                    -292167.05000000
                    USD
                  
                  
                    Patterson-UTI Energy, Inc.
                    
                      
                    
                    -11648.00000000
                    USD
                    -180311.04000000
                    USD
                  
                  
                    Northern Trust Corp.
                    
                      
                    
                    -1355.00000000
                    USD
                    -157789.75000000
                    USD
                  
                  
                    RLJ Lodging Trust
                    
                      
                    
                    -15107.00000000
                    USD
                    -212706.56000000
                    USD
                  
                  
                    Freshpet, Inc.
                    
                      
                    
                    -533.00000000
                    USD
                    -54707.12000000
                    USD
                  
                  
                    Signature Bank
                    
                      
                    
                    -364.00000000
                    USD
                    -106830.36000000
                    USD
                  
                  
                    KKR & Company, Inc.
                    
                      
                    
                    -1716.00000000
                    USD
                    -100334.52000000
                    USD
                  
                  
                    Outfront Media, Inc.
                    
                      
                    
                    -6852.00000000
                    USD
                    -194802.36000000
                    USD
                  
                  
                    Royal Caribbean Cruises Ltd.
                    
                      
                    
                    -628.00000000
                    USD
                    -52613.84000000
                    USD
                  
                  
                    Americold Realty Trust
                    
                      
                    
                    -3162.00000000
                    USD
                    -88156.56000000
                    USD
                  
                  
                    Invitation Homes, Inc.
                    
                      
                    
                    -4659.00000000
                    USD
                    -187198.62000000
                    USD
                  
                  
                    Crown Castle International Corp.
                    
                      
                    
                    -880.00000000
                    USD
                    -162448.00000000
                    USD
                  
                  
                    Western Alliance Bancorporation
                    
                      
                    
                    -1630.00000000
                    USD
                    -134996.60000000
                    USD
                  
                  
                    Bill.com Holdings, Inc.
                    
                      
                    
                    -236.00000000
                    USD
                    -53522.44000000
                    USD
                  
                  
                    CH Robinson Worldwide, Inc.
                    
                      
                    
                    -955.00000000
                    USD
                    -102863.05000000
                    USD
                  
                  
                    SBA Communications Corp.
                    
                      
                    
                    -381.00000000
                    USD
                    -131102.10000000
                    USD
                  
                  
                    Equitable Holdings, Inc.
                    
                      
                    
                    -6535.00000000
                    USD
                    -201996.85000000
                    USD
                  
                  
                    Lyft, Inc.
                    
                      
                    
                    -3215.00000000
                    USD
                    -123456.00000000
                    USD
                  
                  
                    Palo Alto Networks, Inc.
                    
                      
                    
                    -49.00000000
                    USD
                    -30502.99000000
                    USD
                  
                  
                    Ceridian HCM Holding, Inc.
                    
                      
                    
                    -1302.00000000
                    USD
                    -89004.72000000
                    USD
                  
                  
                    Southwest Airlines Co.
                    
                      
                    
                    -2066.00000000
                    USD
                    -94622.80000000
                    USD
                  
                  
                    Okta, Inc.
                    
                      
                    
                    -156.00000000
                    USD
                    -23549.76000000
                    USD
                  
                  
                    CBRE Group, Inc.
                    
                      
                    
                    -955.00000000
                    USD
                    -87401.60000000
                    USD
                  
                  
                    Casella Waste Systems, Inc.
                    
                      
                    
                    -2449.00000000
                    USD
                    -214654.85000000
                    USD
                  
                  
                    Republic Services, Inc.
                    
                      
                    
                    -764.00000000
                    USD
                    -101230.00000000
                    USD
                  
                
              
            
            Y
            
              
                
              
            
            MS Equity Custom Basket - Tenor At Maturity
            2024-02-01
            0.00000000
            USD
            0.00000000
            USD
            -14657845.03000000
            USD
            -449475.64000000
          
        
        
          N
          N
          N
        
      
      
        Brunswick Corp/DE
        YM4O38W15AX4YLLQKU27
        Brunswick Corp.
        117043109
        
          
        
        1536.00000000
        NS
        USD
        124247.04000000
        0.367927607259
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equity Commonwealth
        549300YPGVU9PR4L0606
        Equity Commonwealth
        294628102
        
          
        
        6361.00000000
        NS
        USD
        179443.81000000
        0.531379513353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fidelity National Financial In
        549300CAZYIH39SYQ287
        Fidelity National Financial, Inc.
        31620R303
        
          
        
        4209.00000000
        NS
        USD
        205567.56000000
        0.608738690925
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halozyme Therapeutics Inc
        529900242I3SV9AGM753
        Halozyme Therapeutics, Inc.
        40637H109
        
          
        
        2227.00000000
        NS
        USD
        88812.76000000
        0.262997543288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corteva Inc
        549300WZN9I2QKLS0O94
        Corteva, Inc.
        22052L104
        
          
        
        1438.00000000
        NS
        USD
        82656.24000000
        0.244766495912
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tapestry Inc
        549300LJNVY5SW3VTN33
        Tapestry, Inc.
        876030107
        
          
        
        2510.00000000
        NS
        USD
        93246.50000000
        0.276126993691
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        MS Equity Custom Basket
        N/A
        
          
        
        0.00000000
        NC
        USD
        200765.84000000
        0.594519556607
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                MS Equity Long Custom Basket
                N/A
                
                  
                    IDACORP, Inc.
                    
                      
                    
                    647.00000000
                    USD
                    74637.92000000
                    USD
                  
                  
                    Interpublic Group of Companies, Inc.
                    
                      
                    
                    1065.00000000
                    USD
                    37754.25000000
                    USD
                  
                  
                    Royalty Pharma plc
                    
                      
                    
                    798.00000000
                    USD
                    31090.08000000
                    USD
                  
                  
                    Arch Capital Group Ltd.
                    
                      
                    
                    1757.00000000
                    USD
                    85073.94000000
                    USD
                  
                  
                    Progress Software Corp.
                    
                      
                    
                    629.00000000
                    USD
                    29619.61000000
                    USD
                  
                  
                    ExlService Holdings, Inc.
                    
                      
                    
                    170.00000000
                    USD
                    24355.90000000
                    USD
                  
                  
                    Cummins, Inc.
                    
                      
                    
                    270.00000000
                    USD
                    55379.70000000
                    USD
                  
                  
                    Zumiez, Inc.
                    
                      
                    
                    526.00000000
                    USD
                    20098.46000000
                    USD
                  
                  
                    Omnicom Group, Inc.
                    
                      
                    
                    388.00000000
                    USD
                    32933.44000000
                    USD
                  
                  
                    PulteGroup, Inc.
                    
                      
                    
                    544.00000000
                    USD
                    22793.60000000
                    USD
                  
                  
                    Gilead Sciences, Inc.
                    
                      
                    
                    1333.00000000
                    USD
                    79246.85000000
                    USD
                  
                  
                    Minerals Technologies, Inc.
                    
                      
                    
                    540.00000000
                    USD
                    35721.00000000
                    USD
                  
                  
                    AMERISAFE, Inc.
                    
                      
                    
                    1168.00000000
                    USD
                    58014.56000000
                    USD
                  
                  
                    MarineMax, Inc.
                    
                      
                    
                    394.00000000
                    USD
                    15862.44000000
                    USD
                  
                  
                    Exxon Mobil Corp.
                    
                      
                    
                    338.00000000
                    USD
                    27915.42000000
                    USD
                  
                  
                    National Bank Holdings Corp.
                    
                      
                    
                    1910.00000000
                    USD
                    76934.80000000
                    USD
                  
                  
                    Columbia Sportswear Co.
                    
                      
                    
                    368.00000000
                    USD
                    33315.04000000
                    USD
                  
                  
                    Raymond James Financial, Inc.
                    
                      
                    
                    401.00000000
                    USD
                    44073.91000000
                    USD
                  
                  
                    Lumentum Holdings, Inc.
                    
                      
                    
                    234.00000000
                    USD
                    22838.40000000
                    USD
                  
                  
                    Intel Corp.
                    
                      
                    
                    632.00000000
                    USD
                    31321.92000000
                    USD
                  
                  
                    AutoZone, Inc.
                    
                      
                    
                    42.00000000
                    USD
                    85872.36000000
                    USD
                  
                  
                    Albany International Corp.
                    
                      
                    
                    286.00000000
                    USD
                    24115.52000000
                    USD
                  
                  
                    Shoe Carnival, Inc.
                    
                      
                    
                    567.00000000
                    USD
                    16533.72000000
                    USD
                  
                  
                    Stewart Information Services Corp.
                    
                      
                    
                    1046.00000000
                    USD
                    63398.06000000
                    USD
                  
                  
                    Bio-Rad Laboratories, Inc.
                    
                      
                    
                    84.00000000
                    USD
                    47311.32000000
                    USD
                  
                  
                    Hillenbrand, Inc.
                    
                      
                    
                    1049.00000000
                    USD
                    46334.33000000
                    USD
                  
                  
                    Preferred Bank/Los Angeles CA
                    
                      
                    
                    854.00000000
                    USD
                    63272.86000000
                    USD
                  
                  
                    Otter Tail Corp.
                    
                      
                    
                    728.00000000
                    USD
                    45500.00000000
                    USD
                  
                  
                    InterDigital, Inc.
                    
                      
                    
                    478.00000000
                    USD
                    30496.40000000
                    USD
                  
                  
                    Comcast Corp.
                    
                      
                    
                    1588.00000000
                    USD
                    74350.16000000
                    USD
                  
                  
                    Old Republic International Corp.
                    
                      
                    
                    2640.00000000
                    USD
                    68296.80000000
                    USD
                  
                  
                    LKQ Corp.
                    
                      
                    
                    541.00000000
                    USD
                    24566.81000000
                    USD
                  
                  
                    Reliance Steel & Aluminum Co.
                    
                      
                    
                    166.00000000
                    USD
                    30436.10000000
                    USD
                  
                  
                    Acushnet Holdings Corp.
                    
                      
                    
                    910.00000000
                    USD
                    36636.60000000
                    USD
                  
                  
                    Owens Corning
                    
                      
                    
                    275.00000000
                    USD
                    25162.50000000
                    USD
                  
                  
                    Skyworks Solutions, Inc.
                    
                      
                    
                    119.00000000
                    USD
                    15860.32000000
                    USD
                  
                  
                    Bristol-Myers Squibb Co.
                    
                      
                    
                    1190.00000000
                    USD
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                    USD
                  
                  
                    Genpact Ltd.
                    
                      
                    
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                    Radian Group, Inc.
                    
                      
                    
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                    Knowles Corp.
                    
                      
                    
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                    California Water Service Group
                    
                      
                    
                    381.00000000
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                    Packaging Corporation of America
                    
                      
                    
                    380.00000000
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                    PS Business Parks, Inc.
                    
                      
                    
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                    Viavi Solutions, Inc.
                    
                      
                    
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                    National Fuel Gas Co.
                    
                      
                    
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                    Eagle Pharmaceuticals, Inc.
                    
                      
                    
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                    Dorian LPG Ltd.
                    
                      
                    
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                    Citigroup, Inc.
                    
                      
                    
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                    Johnson & Johnson
                    
                      
                    
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                    Mercury General Corp.
                    
                      
                    
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                    International Paper Co.
                    
                      
                    
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                    Duke Energy Corp.
                    
                      
                    
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                    Jack in the Box, Inc.
                    
                      
                    
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                    Nexstar Media Group, Inc.
                    
                      
                    
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                    Piper Sandler Cos.
                    
                      
                    
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                    Gentex Corp.
                    
                      
                    
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                    Merck & Company, Inc.
                    
                      
                    
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                    Fidelity National Financial, Inc.
                    
                      
                    
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                    Interactive Brokers Group, Inc.
                    
                      
                    
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                    Methode Electronics, Inc.
                    
                      
                    
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                    Molson Coors Beverage Co.
                    
                      
                    
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                    Quest Diagnostics, Inc.
                    
                      
                    
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                    John B Sanfilippo & Son, Inc.
                    
                      
                    
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                    NVR, Inc.
                    
                      
                    
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                    F5, Inc.
                    
                      
                    
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                    Exelixis, Inc.
                    
                      
                    
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                    Vanda Pharmaceuticals, Inc.
                    
                      
                    
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                    Crane Co.
                    
                      
                    
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                    CMS Energy Corp.
                    
                      
                    
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                    USD
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                    Akamai Technologies, Inc.
                    
                      
                    
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                    Mueller Industries, Inc.
                    
                      
                    
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                    Sanmina Corp.
                    
                      
                    
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                    Meta Platforms, Inc.
                    
                      
                    
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                    NETGEAR, Inc.
                    
                      
                    
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                    Amgen, Inc.
                    
                      
                    
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                    Abbott Laboratories
                    
                      
                    
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                    EVERTEC, Inc.
                    
                      
                    
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                    USD
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                    Kinder Morgan, Inc.
                    
                      
                    
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                    Vishay Intertechnology, Inc.
                    
                      
                    
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                    Encore Wire Corp.
                    
                      
                    
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                    OSI Systems, Inc.
                    
                      
                    
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                    Ethan Allen Interiors, Inc.
                    
                      
                    
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                    USD
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                    First American Financial Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Perdoceo Education Corp.
                    
                      
                    
                    5371.00000000
                    USD
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                    USD
                  
                  
                    Laboratory Corporation of America Holdings
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Tapestry, Inc.
                    
                      
                    
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                    USD
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                    Vertex Pharmaceuticals, Inc.
                    
                      
                    
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                    Travelers Companies, Inc.
                    
                      
                    
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                    Rambus, Inc.
                    
                      
                    
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                    USD
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                    Shenandoah Telecommunications Co.
                    
                      
                    
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                    USD
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                    Tri Pointe Homes, Inc.
                    
                      
                    
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                    USD
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                    Dropbox, Inc.
                    
                      
                    
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                    USD
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                    UFP Industries, Inc.
                    
                      
                    
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                    USD
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                    CommVault Systems, Inc.
                    
                      
                    
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                    USD
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                    Dow, Inc.
                    
                      
                    
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                    USD
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                    Cisco Systems, Inc.
                    
                      
                    
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                    USD
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                    Everest Re Group Ltd.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Allison Transmission Holdings, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    United Therapeutics Corp.
                    
                      
                    
                    156.00000000
                    USD
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                    USD
                  
                  
                    Prestige Consumer Healthcare, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Buckle, Inc.
                    
                      
                    
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                    USD
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                    Louisiana-Pacific Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    USANA Health Sciences, Inc.
                    
                      
                    
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                    USD
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                    Verizon Communications, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Vontier Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Autoliv, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Keysight Technologies, Inc.
                    
                      
                    
                    105.00000000
                    USD
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                    USD
                  
                  
                    CSG Systems International, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Sturm Ruger & Company, Inc.
                    
                      
                    
                    958.00000000
                    USD
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                    USD
                  
                  
                    Whirlpool Corp.
                    
                      
                    
                    392.00000000
                    USD
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                    USD
                  
                  
                    PPL Corp.
                    
                      
                    
                    1581.00000000
                    USD
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                    USD
                  
                  
                    HomeStreet, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    AutoNation, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Hologic, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    TTM Technologies, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Equity Commonwealth
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Fulton Financial Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    AbbVie, Inc.
                    
                      
                    
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                    USD
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                    MGE Energy, Inc.
                    
                      
                    
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                    USD
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                    Insteel Industries, Inc.
                    
                      
                    
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                    USD
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                    WP Carey, Inc.
                    
                      
                    
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                    USD
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                    AdvanSix, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Easterly Government Properties, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Evercore, Inc.
                    
                      
                    
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                    USD
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                    Brunswick Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Qorvo, Inc.
                    
                      
                    
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                    USD
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                    Halozyme Therapeutics, Inc.
                    
                      
                    
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                    USD
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                    WEC Energy Group, Inc.
                    
                      
                    
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                    USD
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                    Eagle Materials, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Yelp, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    3M Co.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Hilltop Holdings, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    NewMarket Corp.
                    
                      
                    
                    65.00000000
                    USD
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                    USD
                  
                  
                    Innoviva, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    PotlatchDeltic Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Amphastar Pharmaceuticals, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Portland General Electric Co.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Xperi Holding Corp.
                    
                      
                    
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                    USD
                    32613.56000000
                    USD
                  
                  
                    Dolby Laboratories, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Safety Insurance Group, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Chesapeake Utilities Corp.
                    
                      
                    
                    539.00000000
                    USD
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                    USD
                  
                  
                    Westlake Corp.
                    
                      
                    
                    473.00000000
                    USD
                    58368.20000000
                    USD
                  
                  
                    Markel Corp.
                    
                      
                    
                    30.00000000
                    USD
                    44257.20000000
                    USD
                  
                  
                    Western Union Co.
                    
                      
                    
                    1620.00000000
                    USD
                    30358.80000000
                    USD
                  
                  
                    OneMain Holdings, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Pfizer, Inc.
                    
                      
                    
                    501.00000000
                    USD
                    25936.77000000
                    USD
                  
                  
                    Janus Henderson Group plc
                    
                      
                    
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                    USD
                    32148.36000000
                    USD
                  
                  
                    Enstar Group Ltd.
                    
                      
                    
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                    USD
                    76778.10000000
                    USD
                  
                  
                    Haverty Furniture Companies, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Arrow Electronics, Inc.
                    
                      
                    
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                    USD
                    16015.05000000
                    USD
                  
                  
                    Alphabet, Inc.
                    
                      
                    
                    11.00000000
                    USD
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                    USD
                  
                  
                    Juniper Networks, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    MGIC Investment Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    American States Water Co.
                    
                      
                    
                    23.00000000
                    USD
                    2047.46000000
                    USD
                  
                  
                    Meta Financial Group, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Southern Co.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    NetScout Systems, Inc.
                    
                      
                    
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                    USD
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                    BankUnited, Inc.
                    
                      
                    
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                    USD
                    49323.12000000
                    USD
                  
                  
                    Incyte Corp.
                    
                      
                    
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                    USD
                    50034.60000000
                    USD
                  
                  
                    Regeneron Pharmaceuticals, Inc.
                    
                      
                    
                    85.00000000
                    USD
                    59365.70000000
                    USD
                  
                  
                    Douglas Elliman, Inc.
                    
                      
                    
                    0.50000000
                    USD
                    3.65000000
                    USD
                  
                  
                    Snap-on, Inc.
                    
                      
                    
                    333.00000000
                    USD
                    68424.84000000
                    USD
                  
                  
                    Ziff Davis, Inc.
                    
                      
                    
                    222.00000000
                    USD
                    21485.16000000
                    USD
                  
                  
                    LyondellBasell Industries N.V.
                    
                      
                    
                    630.00000000
                    USD
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                    USD
                  
                  
                    Essent Group Ltd.
                    
                      
                    
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                    USD
                    43558.97000000
                    USD
                  
                  
                    NetApp, Inc.
                    
                      
                    
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                    USD
                    39591.00000000
                    USD
                  
                  
                    United Bankshares, Inc.
                    
                      
                    
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                    USD
                    56610.24000000
                    USD
                  
                  
                    Waters Corp.
                    
                      
                    
                    95.00000000
                    USD
                    29487.05000000
                    USD
                  
                  
                    Garmin Ltd.
                    
                      
                    
                    668.00000000
                    USD
                    79231.48000000
                    USD
                  
                
              
            
            Y
            MS Equity Custom Basket - Tenor At Maturity
            
              
                
              
            
            2024-02-01
            0.00000000
            USD
            0.00000000
            USD
            7635349.75000000
            USD
            200765.84000000
          
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343V104
        
          
        
        6395.00000000
        NS
        USD
        325761.30000000
        0.964663428977
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie, Inc.
        00287Y109
        
          
        
        1857.00000000
        NS
        USD
        301038.27000000
        0.891452145456
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        3M Co.
        88579Y101
        
          
        
        2355.00000000
        NS
        USD
        350612.40000000
        1.038253960878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EVERTEC Inc
        N/A
        EVERTEC, Inc.
        30040P103
        
          
        
        3865.00000000
        NS
        USD
        158194.45000000
        0.468454664756
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        National Bank Holdings Corp
        N/A
        National Bank Holdings Corp.
        633707104
        
          
        
        8120.00000000
        NS
        USD
        327073.60000000
        0.968549488548
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        Arrow Electronics, Inc.
        042735100
        
          
        
        573.00000000
        NS
        USD
        67974.99000000
        0.201291519091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ExlService Holdings Inc
        81E3DTNF6OSH489ZOV15
        ExlService Holdings, Inc.
        302081104
        
          
        
        724.00000000
        NS
        USD
        103727.48000000
        0.307163885139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Waters Corp
        5T547R1474YC9HOD8Q74
        Waters Corp.
        941848103
        
          
        
        403.00000000
        NS
        USD
        125087.17000000
        0.370415449389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PotlatchDeltic Corp
        54930084YA8UJOTXDM59
        PotlatchDeltic Corp.
        737630103
        
          
        
        2167.00000000
        NS
        USD
        114265.91000000
        0.338370900889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CMS Energy Corp
        549300IA9XFBAGNIBW29
        CMS Energy Corp.
        125896100
        
          
        
        5357.00000000
        NS
        USD
        374668.58000000
        1.109490529147
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First American Financial Corp
        549300B6VEZK3N0A1P55
        First American Financial Corp.
        31847R102
        
          
        
        2034.00000000
        NS
        USD
        131843.88000000
        0.390423814524
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Louisiana-Pacific Corp
        549300C7E2UAO5BVRR75
        Louisiana-Pacific Corp.
        546347105
        
          
        
        1751.00000000
        NS
        USD
        108772.12000000
        0.322102368379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp.
        30231G102
        
          
        
        1438.00000000
        NS
        USD
        118764.42000000
        0.351692152007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Methode Electronics Inc
        529900VM413LGLUS3F07
        Methode Electronics, Inc.
        591520200
        
          
        
        2597.00000000
        NS
        USD
        112320.25000000
        0.332609298613
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arch Capital Group Ltd
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd.
        N/A
        
          
        
        7471.00000000
        NS
        USD
        361745.82000000
        1.071222895842
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xperi Holding Corp
        N/A
        Xperi Holding Corp.
        98390M103
        
          
        
        8003.00000000
        NS
        USD
        138611.96000000
        0.410465849168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSG Systems International Inc
        549300D7FJZUOHHXUA81
        CSG Systems International, Inc.
        126349109
        
          
        
        5587.00000000
        NS
        USD
        355165.59000000
        1.051737133613
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Safety Insurance Group Inc
        254900LDCFLA3J746840
        Safety Insurance Group, Inc.
        78648T100
        
          
        
        4171.00000000
        NS
        USD
        378935.35000000
        1.122125538213
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American States Water Co
        529900L26LIS2V8PWM23
        American States Water Co.
        029899101
        
          
        
        1662.00000000
        NS
        USD
        147951.24000000
        0.438121871750
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genpact Ltd
        529900OSEC6Q0L4L5B35
        Genpact Ltd.
        N/A
        
          
        
        1638.00000000
        NS
        USD
        71269.38000000
        0.211047059585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square
        549300DAH6N80PM31E83
        Goldman Sachs Financial Square Treasury Instruments Fund - Institutional Shares
        N/A
        
          
        
        1469926.97000000
        NS
        USD
        1469926.97000000
        4.352833781134
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stewart Information Services C
        529900TV1XI0PLKENU10
        Stewart Information Services Corp.
        860372101
        
          
        
        4447.00000000
        NS
        USD
        269532.67000000
        0.798155918654
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Perdoceo Education Corp
        529900X5PCA184O9LY90
        Perdoceo Education Corp.
        71363P106
        
          
        
        22829.00000000
        NS
        USD
        262076.92000000
        0.776077515355
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BankUnited Inc
        96OVUWEW5D4YX6PFXD91
        BankUnited, Inc.
        06652K103
        
          
        
        4771.00000000
        NS
        USD
        209733.16000000
        0.621074109465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer, Inc.
        717081103
        
          
        
        2133.00000000
        NS
        USD
        110425.41000000
        0.326998187497
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Therapeutics Corp
        5299005C4HZL4UWROC14
        United Therapeutics Corp.
        91307C102
        
          
        
        664.00000000
        NS
        USD
        119128.24000000
        0.352769517086
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AutoNation Inc
        N/A
        AutoNation, Inc.
        05329W102
        
          
        
        947.00000000
        NS
        USD
        94302.26000000
        0.279253371999
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Premier Inc
        N/A
        Premier, Inc.
        74051N102
        
          
        
        1906.00000000
        NS
        USD
        67834.54000000
        0.200875610330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dropbox Inc
        549300JCDF7UAR6TJR51
        Dropbox, Inc.
        26210C104
        
          
        
        3152.00000000
        NS
        USD
        73284.00000000
        0.217012870249
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        Omnicom Group, Inc.
        681919106
        
          
        
        1649.00000000
        NS
        USD
        139967.12000000
        0.414478828280
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reliance Steel & Aluminum Co
        549300E287ZOFT3C5Z56
        Reliance Steel & Aluminum Co.
        759509102
        
          
        
        705.00000000
        NS
        USD
        129261.75000000
        0.382777460031
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NewMarket Corp
        54930082CG88ERDREQ47
        NewMarket Corp.
        651587107
        
          
        
        279.00000000
        NS
        USD
        90502.02000000
        0.267999878876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shoe Carnival Inc
        N/A
        Shoe Carnival, Inc.
        824889109
        
          
        
        2412.00000000
        NS
        USD
        70333.92000000
        0.208276920679
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co.
        110122108
        
          
        
        5058.00000000
        NS
        USD
        369385.74000000
        1.093846674125
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Autoliv Inc
        A23RUXWKASG834LTMK28
        Autoliv, Inc.
        052800109
        
          
        
        1094.00000000
        NS
        USD
        83625.36000000
        0.247636310780
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Columbia Sportswear Co
        549300OTMCIEUXAH5Z60
        Columbia Sportswear Co.
        198516106
        
          
        
        1566.00000000
        NS
        USD
        141769.98000000
        0.419817562837
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Royalty Pharma PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma plc
        N/A
        
          
        
        3393.00000000
        NS
        USD
        132191.28000000
        0.391452555738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        Qorvo, Inc.
        74736K101
        
          
        
        528.00000000
        NS
        USD
        65524.80000000
        0.194035873048
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tri Pointe Homes Inc
        N/A
        Tri Pointe Homes, Inc.
        87265H109
        
          
        
        6546.00000000
        NS
        USD
        131443.68000000
        0.389238718860
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jack in the Box Inc
        5493002OJW26P0SUUP68
        Jack in the Box, Inc.
        466367109
        
          
        
        974.00000000
        NS
        USD
        90981.34000000
        0.269419269315
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Easterly Government Properties
        549300ERMCEFC6S8HL77
        Easterly Government Properties, Inc.
        27616P103
        
          
        
        5274.00000000
        NS
        USD
        111492.36000000
        0.330157702288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Knowles Corp
        5493003EO323TDZQU148
        Knowles Corp.
        49926D109
        
          
        
        16192.00000000
        NS
        USD
        348613.76000000
        1.032335471126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LKQ Corp
        DS830JTTZQN6GK0I2E41
        LKQ Corp.
        501889208
        
          
        
        2302.00000000
        NS
        USD
        104533.82000000
        0.309551666343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Pharmaceuticals Inc/DE
        549300TN20OLYTJVP152
        Eagle Pharmaceuticals, Inc.
        269796108
        
          
        
        4281.00000000
        NS
        USD
        211866.69000000
        0.627392043381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crane Co
        549300X1RO9ID7AUCA83
        Crane Co.
        224399105
        
          
        
        1634.00000000
        NS
        USD
        176929.52000000
        0.523934050639
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lumentum Holdings Inc
        549300JLWRRC38DWEF52
        Lumentum Holdings, Inc.
        55024U109
        
          
        
        996.00000000
        NS
        USD
        97209.60000000
        0.287862757379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Preferred Bank/Los Angeles CA
        5493007K6HGI9G0ECX16
        Preferred Bank/Los Angeles CA
        740367404
        
          
        
        3631.00000000
        NS
        USD
        269020.79000000
        0.796640109637
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences, Inc.
        375558103
        
          
        
        5666.00000000
        NS
        USD
        336843.70000000
        0.997481280530
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms, Inc.
        30303M102
        
          
        
        1455.00000000
        NS
        USD
        323533.80000000
        0.958067225597
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Interactive Brokers Group Inc
        5493004DT6DCDUZNDM53
        Interactive Brokers Group, Inc.
        45841N107
        
          
        
        2959.00000000
        NS
        USD
        195027.69000000
        0.577527410962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        Cummins, Inc.
        231021106
        
          
        
        1147.00000000
        NS
        USD
        235261.17000000
        0.696669146879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Radian Group Inc
        54930005OUP720S5U385
        Radian Group, Inc.
        750236101
        
          
        
        11465.00000000
        NS
        USD
        254637.65000000
        0.754047913597
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        International Paper Co.
        460146103
        
          
        
        5066.00000000
        NS
        USD
        233795.90000000
        0.692330103590
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vontier Corp
        549300VVSQLG4P5K4639
        Vontier Corp.
        928881101
        
          
        
        4092.00000000
        NS
        USD
        103895.88000000
        0.307662561075
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cisco Systems Inc
        549300LKFJ962MZ46593
        Cisco Systems, Inc.
        17275R102
        
          
        
        3386.00000000
        NS
        USD
        188803.36000000
        0.559095560645
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rambus Inc
        2549000211GDCQSLV833
        Rambus, Inc.
        750917106
        
          
        
        7622.00000000
        NS
        USD
        243065.58000000
        0.719780022578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MarineMax Inc
        254900TIXTN8WY3FNN63
        MarineMax, Inc.
        567908108
        
          
        
        1676.00000000
        NS
        USD
        67475.76000000
        0.199813169994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UFP Industries Inc
        5493007KB485C9OV5572
        UFP Industries, Inc.
        90278Q108
        
          
        
        1091.00000000
        NS
        USD
        84181.56000000
        0.249283362775
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        Amgen, Inc.
        031162100
        
          
        
        1264.00000000
        NS
        USD
        305660.48000000
        0.905139704254
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Piper Sandler Cos
        QUQDBTUSOAKFEVMRMF78
        Piper Sandler Cos.
        724078100
        
          
        
        1453.00000000
        NS
        USD
        190706.25000000
        0.564730509892
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Travelers Cos Inc/The
        549300Y650407RU8B149
        Travelers Companies, Inc.
        89417E109
        
          
        
        1559.00000000
        NS
        USD
        284876.07000000
        0.843591692812
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        Hologic, Inc.
        436440101
        
          
        
        3850.00000000
        NS
        USD
        295757.00000000
        0.875812939609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molson Coors Beverage Co
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co.
        60871R209
        
          
        
        2972.00000000
        NS
        USD
        158645.36000000
        0.469789925841
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LyondellBasell Industries N.V.
        N/A
        
          
        
        2680.00000000
        NS
        USD
        275557.60000000
        0.815997294020
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AutoZone, Inc.
        053332102
        
          
        
        181.00000000
        NS
        USD
        370068.98000000
        1.095869924404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        Intel Corp.
        458140100
        
          
        
        2688.00000000
        NS
        USD
        133217.28000000
        0.394490806992
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Buckle Inc/The
        5299007IU0461T3GDL34
        Buckle, Inc.
        118440106
        
          
        
        1568.00000000
        NS
        USD
        51806.72000000
        0.153413091608
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PS Business Parks Inc
        N/A
        PS Business Parks, Inc.
        69360J107
        
          
        
        1253.00000000
        NS
        USD
        210604.24000000
        0.623653602547
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        John B Sanfilippo & Son Inc
        5299007IBEYVXKYDUX28
        John B Sanfilippo & Son, Inc.
        800422107
        
          
        
        4096.00000000
        NS
        USD
        341770.24000000
        1.012070039138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zumiez Inc
        549300J0PDF58P6HZD25
        Zumiez, Inc.
        989817101
        
          
        
        2238.00000000
        NS
        USD
        85513.98000000
        0.253229002868
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2022-05-02
      Guggenheim Funds Trust
      John Sullivan
      John Sullivan
      CFO