Form NPORT-P Lattice Strategies Trust For: Mar 31

May 25, 2022 11:44 AM EDT

News and research before you hear about it on CNBC and others. Claim your 1-week free trial to StreetInsider Premium here.

  
    NPORT-P
    false
    
      
      
        
          0001605803
          XXXXXXXX
        
      
      
      
      
        S000047587
        C000149410
      
      
      
    
  
  
    
      Lattice Strategies Trust
      811-23002
      0001605803
      549300X74R262ISYFF63
      690 Lee Road
      Wayne
      
      19087
      610-386-4068
      Hartford Multifactor Small Cap ETF
      S000047587
      549300S8HLF0ZCUR8I52
      2022-09-30
      2022-03-31
      N
    
    
      28868083.76
      49409.18
      28818674.58
      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
      192559.21000000
      
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Entravision Communications Corp
        549300SKHY2ALCLKV539
        Entravision Communications Corp
        29382R107
        
          
        
        30074.00000000
        NS
        USD
        192774.34000000
        0.668921603125
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AdvanSix Inc
        5493009TPRODMCAZLF67
        AdvanSix Inc
        00773T101
        
          
        
        2307.00000000
        NS
        USD
        117864.63000000
        0.408986990962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zumiez Inc
        549300J0PDF58P6HZD25
        Zumiez Inc
        989817101
        
          
        
        2490.00000000
        NS
        USD
        95142.90000000
        0.330143219237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HomeStreet Inc
        N/A
        HomeStreet Inc
        43785V102
        
          
        
        765.00000000
        NS
        USD
        36245.70000000
        0.125771571830
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First BanCorp/Puerto Rico
        N/A
        First BanCorp/Puerto Rico
        318672706
        
          
        
        10298.00000000
        NS
        USD
        135109.76000000
        0.468827112867
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Independence Realty Trust Inc
        549300Z3L8NU44NQEB29
        Independence Realty Trust Inc
        45378A106
        
          
        
        3144.00000000
        NS
        USD
        83127.36000000
        0.288449629316
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        A10 Networks Inc
        549300UQD4IWUML81Q35
        A10 Networks Inc
        002121101
        
          
        
        3557.00000000
        NS
        USD
        49620.15000000
        0.172180541690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Plexus Corp
        549300W7HCBI5YT25I79
        Plexus Corp
        729132100
        
          
        
        1317.00000000
        NS
        USD
        107743.77000000
        0.373867887993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Interstate BancSystem Inc
        549300WRWYTYX0RCNJ43
        First Interstate BancSystem Inc
        32055Y201
        
          
        
        5787.00000000
        NS
        USD
        212787.99000000
        0.738368412500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aviat Networks Inc
        549300Z3X8Z4MK52CI65
        Aviat Networks Inc
        05366Y201
        
          
        
        4982.00000000
        NS
        USD
        153296.14000000
        0.531933346117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hanmi Financial Corp
        549300MSZ7RCG7EA6587
        Hanmi Financial Corp
        410495204
        
          
        
        5226.00000000
        NS
        USD
        128611.86000000
        0.446279580426
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Camping World Holdings Inc
        549300E828QQI7MWI432
        Camping World Holdings Inc
        13462K109
        
          
        
        965.00000000
        NS
        USD
        26971.75000000
        0.093591223028
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Simmons First National Corp
        549300IVR5AJKUVOGN05
        Simmons First National Corp
        828730200
        
          
        
        3012.00000000
        NS
        USD
        78974.64000000
        0.274039806309
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kforce Inc
        5493003RDQQDVXY2SK46
        Kforce Inc
        493732101
        
          
        
        2745.00000000
        NS
        USD
        203047.65000000
        0.704569703357
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Safety Insurance Group Inc
        254900LDCFLA3J746840
        Safety Insurance Group Inc
        78648T100
        
          
        
        1426.00000000
        NS
        USD
        129552.10000000
        0.449542187099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Corp/VA
        549300BZXZ66F6DTIF20
        Universal Corp/VA
        913456109
        
          
        
        1079.00000000
        NS
        USD
        62657.53000000
        0.217419888017
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kulicke & Soffa Industries Inc
        529900H6BEIRBF429744
        Kulicke & Soffa Industries Inc
        501242101
        
          
        
        3907.00000000
        NS
        USD
        218870.14000000
        0.759473303993
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Cherry Hill Mortgage Investment Corp
        N/A
        Cherry Hill Mortgage Investment Corp
        164651101
        
          
        
        6706.00000000
        NS
        USD
        51770.32000000
        0.179641571843
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vector Group Ltd
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240M108
        
          
        
        13115.00000000
        NS
        USD
        157904.60000000
        0.547924574260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EchoStar Corp
        549300EE20907QZ9GT38
        EchoStar Corp
        278768106
        
          
        
        3444.00000000
        NS
        USD
        83826.96000000
        0.290877221876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Central Garden & Pet Co
        5493004DVZLD37DJ0H83
        Central Garden & Pet Co
        153527205
        
          
        
        549.00000000
        NS
        USD
        22388.22000000
        0.077686501292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amkor Technology Inc
        529900VHLRTKPWZJBM84
        Amkor Technology Inc
        031652100
        
          
        
        8342.00000000
        NS
        USD
        181188.24000000
        0.628718158071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kontoor Brands Inc
        549300M0CPXV65RFF271
        Kontoor Brands Inc
        50050N103
        
          
        
        2606.00000000
        NS
        USD
        107758.10000000
        0.373917612695
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercury General Corp
        5493001Q9EXPCEL4W527
        Mercury General Corp
        589400100
        
          
        
        3556.00000000
        NS
        USD
        195580.00000000
        0.678657165363
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Haverty Furniture Cos Inc
        529900CVFMMIRXZVPD70
        Haverty Furniture Cos Inc
        419596101
        
          
        
        7691.00000000
        NS
        USD
        210887.22000000
        0.731772793417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old National Bancorp/IN
        549300MMK90CL5KMVX16
        Old National Bancorp/IN
        680033107
        
          
        
        2175.00000000
        NS
        USD
        35626.50000000
        0.123622965036
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Virtu Financial Inc
        5493001OPW2K42CH3884
        Virtu Financial Inc
        928254101
        
          
        
        3503.00000000
        NS
        USD
        130381.66000000
        0.452420737248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Univest Financial Corp
        4WII2HCR8UEWNU03U507
        Univest Financial Corp
        915271100
        
          
        
        2508.00000000
        NS
        USD
        67114.08000000
        0.232883992682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMC Networks Inc
        549300VGG9K75226LR46
        AMC Networks Inc
        00164V103
        
          
        
        734.00000000
        NS
        USD
        29822.42000000
        0.103482968716
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kelly Services Inc
        N/A
        Kelly Services Inc
        488152208
        
          
        
        2094.00000000
        NS
        USD
        45418.86000000
        0.157602182133
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prestige Consumer Healthcare Inc
        N/A
        Prestige Consumer Healthcare Inc
        74112D101
        
          
        
        2278.00000000
        NS
        USD
        120597.32000000
        0.418469349328
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veritiv Corp
        529900VQARHWQROHAS58
        Veritiv Corp
        923454102
        
          
        
        827.00000000
        NS
        USD
        110478.93000000
        0.383358817190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trinseo PLC
        549300TJ3HIGDA2Z8315
        Trinseo PLC
        000000000
        
          
        
        1257.00000000
        NS
        USD
        60235.44000000
        0.209015303020
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Magnachip Semiconductor Corp
        529900P54J1ATLRBUV29
        Magnachip Semiconductor Corp
        55933J203
        
          
        
        8806.00000000
        NS
        USD
        148909.46000000
        0.516711688411
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Lee Enterprises Inc
        N/A
        Lee Enterprises Inc
        523768406
        
          
        
        2653.00000000
        NS
        USD
        71418.76000000
        0.247821112666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coca-Cola Consolidated Inc
        57VG5X0E00X0QJU7CQ58
        Coca-Cola Consolidated Inc
        191098102
        
          
        
        446.00000000
        NS
        USD
        221595.10000000
        0.768928839474
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NBT Bancorp Inc
        N/A
        NBT Bancorp Inc
        628778102
        
          
        
        1157.00000000
        NS
        USD
        41802.41000000
        0.145053201124
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pacira BioSciences Inc
        N/A
        Pacira BioSciences Inc
        695127100
        
          
        
        618.00000000
        NS
        USD
        47165.76000000
        0.163663876591
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arch Resources Inc
        W47HVZ7Q6FXL86RELH91
        Arch Resources Inc
        03940R107
        
          
        
        555.00000000
        NS
        USD
        76245.90000000
        0.264571154333
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Miller Industries Inc/TN
        549300F1O74SPUJ7UU94
        Miller Industries Inc/TN
        600551204
        
          
        
        1842.00000000
        NS
        USD
        51870.72000000
        0.179989957053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Merchants Corp
        TZTBT0OTGQ2FEK6XMX94
        First Merchants Corp
        320817109
        
          
        
        411.00000000
        NS
        USD
        17097.60000000
        0.059328196904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ennis Inc
        N/A
        Ennis Inc
        293389102
        
          
        
        4651.00000000
        NS
        USD
        85903.97000000
        0.298084388862
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Global Industrial Co
        N/A
        Global Industrial Co
        37892E102
        
          
        
        1085.00000000
        NS
        USD
        34969.55000000
        0.121343366791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Catalyst Pharmaceuticals Inc
        5299004O0R5XXLA5H544
        Catalyst Pharmaceuticals Inc
        14888U101
        
          
        
        36360.00000000
        NS
        USD
        301424.40000000
        1.045934292235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IES Holdings Inc
        549300687T8E6LN6EN72
        IES Holdings Inc
        44951W106
        
          
        
        581.00000000
        NS
        USD
        23356.20000000
        0.081045364994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Super Micro Computer Inc
        54930022CZO1N2UGVW07
        Super Micro Computer Inc
        86800U104
        
          
        
        3707.00000000
        NS
        USD
        141125.49000000
        0.489701528806
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Harvard Bioscience Inc
        549300VLGB1D47GGC642
        Harvard Bioscience Inc
        416906105
        
          
        
        5336.00000000
        NS
        USD
        33136.56000000
        0.114982942425
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UMH Properties Inc
        529900OM5K3PJ11F0Q09
        UMH Properties Inc
        903002103
        
          
        
        4693.00000000
        NS
        USD
        115400.87000000
        0.400437812223
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sprouts Farmers Market Inc
        529900P8F4G77Q52XE24
        Sprouts Farmers Market Inc
        85208M102
        
          
        
        7345.00000000
        NS
        USD
        234893.10000000
        0.815072529959
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Great Southern Bancorp Inc
        5493000ZL7DLNMN1AB26
        Great Southern Bancorp Inc
        390905107
        
          
        
        108.00000000
        NS
        USD
        6373.08000000
        0.022114410509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Resources Connection Inc
        N/A
        Resources Connection Inc
        76122Q105
        
          
        
        9438.00000000
        NS
        USD
        161767.32000000
        0.561328105326
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Park National Corp
        5493001T01TDELV5OO63
        Park National Corp
        700658107
        
          
        
        252.00000000
        NS
        USD
        33107.76000000
        0.114883007225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Insurance Holdings Inc
        529900GGAZ6WVUCWQM46
        Universal Insurance Holdings Inc
        91359V107
        
          
        
        10068.00000000
        NS
        USD
        135817.32000000
        0.471282326406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hooker Furnishings Corp
        N/A
        Hooker Furnishings Corp
        439038100
        
          
        
        24.00000000
        NS
        USD
        454.56000000
        0.001577310569
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Methode Electronics Inc
        529900VM413LGLUS3F07
        Methode Electronics Inc
        591520200
        
          
        
        3274.00000000
        NS
        USD
        141600.50000000
        0.491349800307
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OceanFirst Financial Corp
        N/A
        OceanFirst Financial Corp
        675234108
        
          
        
        2226.00000000
        NS
        USD
        44742.60000000
        0.155255578724
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Forestar Group Inc
        549300BC2UB0GHV60V70
        Forestar Group Inc
        346232101
        
          
        
        1048.00000000
        NS
        USD
        18612.48000000
        0.064584788409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Co-Diagnostics Inc
        549300Z1JPESYWFM1R93
        Co-Diagnostics Inc
        189763105
        
          
        
        30560.00000000
        NS
        USD
        188860.80000000
        0.655341728071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Pharmaceuticals Inc/DE
        549300TN20OLYTJVP152
        Eagle Pharmaceuticals Inc/DE
        269796108
        
          
        
        585.00000000
        NS
        USD
        28951.65000000
        0.100461421012
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NextGen Healthcare Inc
        N/A
        NextGen Healthcare Inc
        65343C102
        
          
        
        2540.00000000
        NS
        USD
        53111.40000000
        0.184295082178
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merit Medical Systems Inc
        549300OYTY138SP2CE83
        Merit Medical Systems Inc
        589889104
        
          
        
        901.00000000
        NS
        USD
        59934.52000000
        0.207971118982
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Belden Inc
        68BKYO1JC791TTJHUE82
        Belden Inc
        077454106
        
          
        
        146.00000000
        NS
        USD
        8088.40000000
        0.028066523245
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sage Therapeutics Inc
        5493000JX4BJS9W6CN35
        Sage Therapeutics Inc
        78667J108
        
          
        
        1557.00000000
        NS
        USD
        51536.70000000
        0.178830916935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hub Group Inc
        N/A
        Hub Group Inc
        443320106
        
          
        
        1715.00000000
        NS
        USD
        132415.15000000
        0.459476891043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Movado Group Inc
        549300WCGCGPWGHVXM59
        Movado Group Inc
        624580106
        
          
        
        5992.00000000
        NS
        USD
        233987.60000000
        0.811930470120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Associated Banc-Corp
        549300N3CIN473IW5094
        Associated Banc-Corp
        045487105
        
          
        
        2054.00000000
        NS
        USD
        46749.04000000
        0.162217869771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hawkins Inc
        549300VL3IJ23OWX1Y34
        Hawkins Inc
        420261109
        
          
        
        342.00000000
        NS
        USD
        15697.80000000
        0.054470929800
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Build-A-Bear Workshop Inc
        529900S9MWZC1UBF3D13
        Build-A-Bear Workshop Inc
        120076104
        
          
        
        898.00000000
        NS
        USD
        16415.44000000
        0.056961120659
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Select Medical Holdings Corp
        N/A
        Select Medical Holdings Corp
        81619Q105
        
          
        
        918.00000000
        NS
        USD
        22022.82000000
        0.076418573445
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Applied Industrial Technologies Inc
        549300NU173IJRC6PO38
        Applied Industrial Technologies Inc
        03820C105
        
          
        
        977.00000000
        NS
        USD
        100298.82000000
        0.348034118368
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IDT Corp
        549300JNTN7ZMJDFCL56
        IDT Corp
        448947507
        
          
        
        5040.00000000
        NS
        USD
        171813.60000000
        0.596188417767
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vanda Pharmaceuticals Inc
        529900AY8VOOQBKJ0O70
        Vanda Pharmaceuticals Inc
        921659108
        
          
        
        20776.00000000
        NS
        USD
        234976.56000000
        0.815362133840
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Worthington Industries Inc
        1WRCIANKYOIK6KYE5E82
        Worthington Industries Inc
        981811102
        
          
        
        1399.00000000
        NS
        USD
        71922.59000000
        0.249569388766
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Buckle Inc/The
        5299007IU0461T3GDL34
        Buckle Inc/The
        118440106
        
          
        
        6216.00000000
        NS
        USD
        205376.64000000
        0.712651233941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Collegium Pharmaceutical Inc
        54930049FXZMTLW8D496
        Collegium Pharmaceutical Inc
        19459J104
        
          
        
        4613.00000000
        NS
        USD
        93920.68000000
        0.325902149799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Supernus Pharmaceuticals Inc
        549300GRM36VBKISYJ58
        Supernus Pharmaceuticals Inc
        868459108
        
          
        
        7032.00000000
        NS
        USD
        227274.24000000
        0.788635297466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Levi Strauss & Co
        MB0UERO0RDFKU8258G77
        Levi Strauss & Co
        52736R102
        
          
        
        5514.00000000
        NS
        USD
        108956.64000000
        0.378076513191
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centerspace
        5493002LG2SH9EEHT720
        Centerspace
        15202L107
        
          
        
        264.00000000
        NS
        USD
        25903.68000000
        0.089885049807
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telephone and Data Systems Inc
        N/A
        Telephone and Data Systems Inc
        879433829
        
          
        
        14136.00000000
        NS
        USD
        266887.68000000
        0.926092833517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vista Outdoor Inc
        549300QI2D33ESTJLN81
        Vista Outdoor Inc
        928377100
        
          
        
        2504.00000000
        NS
        USD
        89367.76000000
        0.310103643912
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hope Bancorp Inc
        549300UTF4QGMBHIZ219
        Hope Bancorp Inc
        43940T109
        
          
        
        8345.00000000
        NS
        USD
        134187.60000000
        0.465627243291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tiptree Inc
        N/A
        Tiptree Inc
        88822Q103
        
          
        
        8622.00000000
        NS
        USD
        110792.70000000
        0.384447590372
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Victory Capital Holdings Inc
        549300BN5LH2CIPPHS71
        Victory Capital Holdings Inc
        92645B103
        
          
        
        3094.00000000
        NS
        USD
        89323.78000000
        0.309951034535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CNO Financial Group Inc
        11XPYHB76MPM4Y4P2897
        CNO Financial Group Inc
        12621E103
        
          
        
        7455.00000000
        NS
        USD
        187045.95000000
        0.649044249001
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trustmark Corp
        5493000HPQ4D2RZ79739
        Trustmark Corp
        898402102
        
          
        
        2985.00000000
        NS
        USD
        90714.15000000
        0.314775579800
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameris Bancorp
        PBJHNT51T5V6G5UQFV42
        Ameris Bancorp
        03076K108
        
          
        
        1293.00000000
        NS
        USD
        56736.84000000
        0.196875258237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Asbury Automotive Group Inc
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436104
        
          
        
        298.00000000
        NS
        USD
        47739.60000000
        0.165655085446
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TrustCo Bank Corp NY
        N/A
        TrustCo Bank Corp NY
        898349204
        
          
        
        1379.00000000
        NS
        USD
        44031.47000000
        0.152787977385
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quidel Corp
        549300X2FQ6S98OQLQ46
        Quidel Corp
        74838J101
        
          
        
        1857.00000000
        NS
        USD
        208838.22000000
        0.724662820353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        USANA Health Sciences Inc
        549300YTURXE814MAH96
        USANA Health Sciences Inc
        90328M107
        
          
        
        668.00000000
        NS
        USD
        53072.60000000
        0.184160447256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Group 1 Automotive Inc
        549300US8QAZJLWYAF63
        Group 1 Automotive Inc
        398905109
        
          
        
        108.00000000
        NS
        USD
        18125.64000000
        0.062895467137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Civitas Resources Inc
        IIVIHPH28S64K95M2381
        Civitas Resources Inc
        17888H103
        
          
        
        737.00000000
        NS
        USD
        44006.27000000
        0.152700534085
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dorian LPG Ltd
        549300WP1W2WGMC7F395
        Dorian LPG Ltd
        000000000
        
          
        
        752.00000000
        NS
        USD
        10896.48000000
        0.037810482816
        Long
        EC
        CORP
        MH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Franklin Street Properties Corp
        549300STLK2T6QY5WO82
        Franklin Street Properties Corp
        35471R106
        
          
        
        20092.00000000
        NS
        USD
        118542.80000000
        0.411340222017
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kadant Inc
        549300K06LNJYBMPYP15
        Kadant Inc
        48282T104
        
          
        
        286.00000000
        NS
        USD
        55538.34000000
        0.192716496540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kennedy-Wilson Holdings Inc
        549300MOI1T78144X610
        Kennedy-Wilson Holdings Inc
        489398107
        
          
        
        5965.00000000
        NS
        USD
        145486.35000000
        0.504833591829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Hawaiian Inc
        5493002DJSH46F5OLV06
        First Hawaiian Inc
        32051X108
        
          
        
        1564.00000000
        NS
        USD
        43619.96000000
        0.151360049119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barrett Business Services Inc
        529900HXB6TMG0SR9Y34
        Barrett Business Services Inc
        068463108
        
          
        
        231.00000000
        NS
        USD
        17895.57000000
        0.062097130630
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Radiant Logistics Inc
        549300HWCW2HBOG4GN20
        Radiant Logistics Inc
        75025X100
        
          
        
        8948.00000000
        NS
        USD
        56998.76000000
        0.197784113359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shoe Carnival Inc
        N/A
        Shoe Carnival Inc
        824889109
        
          
        
        823.00000000
        NS
        USD
        23998.68000000
        0.083274752741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iStar Inc
        QFFLKWYYS3UPWD86E794
        iStar Inc
        45031U101
        
          
        
        1954.00000000
        NS
        USD
        45743.14000000
        0.158727424722
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Ironwood Pharmaceuticals Inc
        549300PC8MR6QHH6P296
        Ironwood Pharmaceuticals Inc
        46333X108
        
          
        
        12153.00000000
        NS
        USD
        152884.74000000
        0.530505799548
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ryder System Inc
        ZXJ6Y2OSPZXIVGRILD15
        Ryder System Inc
        783549108
        
          
        
        2299.00000000
        NS
        USD
        182379.67000000
        0.632852387064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Green Brick Partners Inc
        549300R7SCIV7FQI6T56
        Green Brick Partners Inc
        392709101
        
          
        
        594.00000000
        NS
        USD
        11737.44000000
        0.040728590648
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rent-A-Center Inc/TX
        529900QUHE15UQNCCJ63
        Rent-A-Center Inc/TX
        76009N100
        
          
        
        6290.00000000
        NS
        USD
        158445.10000000
        0.549800094241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Big 5 Sporting Goods Corp
        529900BFAM7VKQMKUC49
        Big 5 Sporting Goods Corp
        08915P101
        
          
        
        9567.00000000
        NS
        USD
        164074.05000000
        0.569332394328
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Addus HomeCare Corp
        52990090ZT33AKPDBX62
        Addus HomeCare Corp
        006739106
        
          
        
        359.00000000
        NS
        USD
        33491.11000000
        0.116213221073
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Independent Bank Corp/MI
        N/A
        Independent Bank Corp/MI
        453838609
        
          
        
        1523.00000000
        NS
        USD
        33506.00000000
        0.116264888959
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Funds - Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Funds - Government Fund
        38141W273
        
          
        
        34847.89000000
        NS
        USD
        34847.89000000
        0.120921209971
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Aaron's Co Inc/The
        N/A
        Aaron's Co Inc/The
        00258W108
        
          
        
        2907.00000000
        NS
        USD
        58372.56000000
        0.202551161185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Computer Programs and Systems Inc
        5493005Q6CJC78TGL805
        Computer Programs and Systems Inc
        205306103
        
          
        
        3620.00000000
        NS
        USD
        124709.00000000
        0.432736764676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comfort Systems USA Inc
        5299009DT1ZA5HTU6R38
        Comfort Systems USA Inc
        199908104
        
          
        
        1164.00000000
        NS
        USD
        103607.64000000
        0.359515631825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Century Communities Inc
        5299002QMB2O7ZL1CA26
        Century Communities Inc
        156504300
        
          
        
        466.00000000
        NS
        USD
        24963.62000000
        0.086623067728
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Government & Agency Portfolio
        5493007T1J7WZ5QI1A47
        Invesco Government & Agency Portfolio
        825252885
        
          
        
        4165.12000000
        NS
        USD
        4165.12000000
        0.014452850662
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        United States Cellular Corp
        549300B164AZXESI6E03
        United States Cellular Corp
        911684108
        
          
        
        3386.00000000
        NS
        USD
        102358.78000000
        0.355182122327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amphastar Pharmaceuticals Inc
        54930055TH0ZLSAQMJ38
        Amphastar Pharmaceuticals Inc
        03209R103
        
          
        
        3955.00000000
        NS
        USD
        141984.50000000
        0.492682269636
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Information Services Group Inc
        549300ZUNI6DQ0G8Q273
        Information Services Group Inc
        45675Y104
        
          
        
        16729.00000000
        NS
        USD
        113924.49000000
        0.395314814648
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Farmers National Banc Corp
        N/A
        Farmers National Banc Corp
        309627107
        
          
        
        118.00000000
        NS
        USD
        2013.08000000
        0.006985331661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brandywine Realty Trust
        5UZ46ZCYUFYYAC0DS831
        Brandywine Realty Trust
        105368203
        
          
        
        3976.00000000
        NS
        USD
        56220.64000000
        0.195084058581
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marcus & Millichap Inc
        549300B2HE8ULXNB1N48
        Marcus & Millichap Inc
        566324109
        
          
        
        800.00000000
        NS
        USD
        42144.00000000
        0.146238508932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WesBanco Inc
        N/A
        WesBanco Inc
        950810101
        
          
        
        652.00000000
        NS
        USD
        22402.72000000
        0.077736815889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meridian Bioscience Inc
        549300ELSRZEFFFRX195
        Meridian Bioscience Inc
        589584101
        
          
        
        11437.00000000
        NS
        USD
        296904.52000000
        1.030250434230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Bancorp/Southern Pines NC
        N/A
        First Bancorp/Southern Pines NC
        318910106
        
          
        
        222.00000000
        NS
        USD
        9272.94000000
        0.032176844130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Insteel Industries Inc
        52990026LKY4MOX3L174
        Insteel Industries Inc
        45774W108
        
          
        
        190.00000000
        NS
        USD
        7028.10000000
        0.024387311708
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alpha & Omega Semiconductor Ltd
        5493001FE7J03YOV2V35
        Alpha & Omega Semiconductor Ltd
        000000000
        
          
        
        307.00000000
        NS
        USD
        16777.55000000
        0.058217632297
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Horace Mann Educators Corp
        254900G5YAV3A2YK8T32
        Horace Mann Educators Corp
        440327104
        
          
        
        2283.00000000
        NS
        USD
        95497.89000000
        0.331375024673
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TrueBlue Inc
        N/A
        TrueBlue Inc
        89785X101
        
          
        
        718.00000000
        NS
        USD
        20743.02000000
        0.071977703007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Organogenesis Holdings Inc
        549300RLC2O821TU6941
        Organogenesis Holdings Inc
        68621F102
        
          
        
        8380.00000000
        NS
        USD
        63855.60000000
        0.221577157626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        John Wiley & Sons Inc
        5493003XM719UN7E8P64
        John Wiley & Sons Inc
        968223206
        
          
        
        4090.00000000
        NS
        USD
        216892.70000000
        0.752611642141
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSG Systems International Inc
        549300D7FJZUOHHXUA81
        CSG Systems International Inc
        126349109
        
          
        
        3364.00000000
        NS
        USD
        213849.48000000
        0.742051753304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greif Inc
        54930070FVGKR0Z1FI24
        Greif Inc
        397624107
        
          
        
        2971.00000000
        NS
        USD
        193293.26000000
        0.670722241105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ingles Markets Inc
        549300XH5RYBMYP8TF26
        Ingles Markets Inc
        457030104
        
          
        
        3432.00000000
        NS
        USD
        305619.60000000
        1.060491519662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GMS Inc
        52990057RENOQO4U0D72
        GMS Inc
        36251C103
        
          
        
        2531.00000000
        NS
        USD
        125967.87000000
        0.437105008595
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MYR Group Inc
        529900G1IMMZHOQ17I54
        MYR Group Inc
        55405W104
        
          
        
        1828.00000000
        NS
        USD
        171905.12000000
        0.596505989624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RMR Group Inc/The
        549300JP4L34E48UJM16
        RMR Group Inc/The
        74967R106
        
          
        
        3877.00000000
        NS
        USD
        120574.70000000
        0.418390858556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Preferred Apartment Communities Inc
        549300KTZLVOW5TLLN89
        Preferred Apartment Communities Inc
        74039L103
        
          
        
        6293.00000000
        NS
        USD
        156947.42000000
        0.544603186257
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scholastic Corp
        N/A
        Scholastic Corp
        807066105
        
          
        
        544.00000000
        NS
        USD
        21912.32000000
        0.076035141516
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sanmina Corp
        X5K24XLM8QYRXF00EB42
        Sanmina Corp
        801056102
        
          
        
        4092.00000000
        NS
        USD
        165398.64000000
        0.573928684821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlueLinx Holdings Inc
        549300YSX7GU28F5I540
        BlueLinx Holdings Inc
        09624H208
        
          
        
        2596.00000000
        NS
        USD
        186600.48000000
        0.647498480480
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilltop Holdings Inc
        54930010TA543US0PM65
        Hilltop Holdings Inc
        432748101
        
          
        
        2301.00000000
        NS
        USD
        67649.40000000
        0.234741538207
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tronox Holdings PLC
        549300NRVC84SGJSXV06
        Tronox Holdings PLC
        000000000
        
          
        
        418.00000000
        NS
        USD
        8272.22000000
        0.028704373537
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        TTEC Holdings Inc
        GTJS1N8S8I28A7L4WG97
        TTEC Holdings Inc
        89854H102
        
          
        
        745.00000000
        NS
        USD
        61477.40000000
        0.213324869710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ePlus Inc
        529900FFY8AAFJ21NE91
        ePlus Inc
        294268107
        
          
        
        2905.00000000
        NS
        USD
        162854.30000000
        0.565099895721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thryv Holdings Inc
        N/A
        Thryv Holdings Inc
        886029206
        
          
        
        5884.00000000
        NS
        USD
        165458.08000000
        0.574134939969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deluxe Corp
        KWGNKB8TX9LE5TV29231
        Deluxe Corp
        248019101
        
          
        
        1006.00000000
        NS
        USD
        30421.44000000
        0.105561551470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NETGEAR Inc
        54930067KX3UNRHDWA78
        NETGEAR Inc
        64111Q104
        
          
        
        2393.00000000
        NS
        USD
        59059.24000000
        0.204933921704
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vishay Intertechnology Inc
        5493009O8F3QQJTCQR75
        Vishay Intertechnology Inc
        928298108
        
          
        
        8100.00000000
        NS
        USD
        158760.00000000
        0.550892788491
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwest Natural Holding Co
        N/A
        Northwest Natural Holding Co
        66765N105
        
          
        
        116.00000000
        NS
        USD
        5999.52000000
        0.020818167689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Busey Corp
        549300X4ZNLYSX7GUY60
        First Busey Corp
        319383204
        
          
        
        3721.00000000
        NS
        USD
        94290.14000000
        0.327184165733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lakeland Industries Inc
        549300HGP70IM9WKU164
        Lakeland Industries Inc
        511795106
        
          
        
        1481.00000000
        NS
        USD
        28420.39000000
        0.098617963574
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Big Lots Inc
        N/A
        Big Lots Inc
        089302103
        
          
        
        5228.00000000
        NS
        USD
        180888.80000000
        0.627679109592
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Axcelis Technologies Inc
        529900HF9B6NL1QG9F05
        Axcelis Technologies Inc
        054540208
        
          
        
        520.00000000
        NS
        USD
        39275.60000000
        0.136285240637
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Matson Inc
        549300OI5H3Y0I9I4I12
        Matson Inc
        57686G105
        
          
        
        1702.00000000
        NS
        USD
        205295.24000000
        0.712368778203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Academy Sports & Outdoors Inc
        N/A
        Academy Sports & Outdoors Inc
        00402L107
        
          
        
        3148.00000000
        NS
        USD
        124031.20000000
        0.430384817510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schneider National Inc
        529900V6GZ6G6E3BLV72
        Schneider National Inc
        80689H102
        
          
        
        9430.00000000
        NS
        USD
        240465.00000000
        0.834406868131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huttig Building Products Inc
        529900WAHH5LR9Z8UM75
        Huttig Building Products Inc
        448451104
        
          
        
        8137.00000000
        NS
        USD
        86740.42000000
        0.300986847119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Utah Medical Products Inc
        5493002R27BBGV8DID60
        Utah Medical Products Inc
        917488108
        
          
        
        582.00000000
        NS
        USD
        52298.52000000
        0.181474411166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        InfuSystem Holdings Inc
        549300F58N8PHJ4QUI59
        InfuSystem Holdings Inc
        45685K102
        
          
        
        6154.00000000
        NS
        USD
        60309.20000000
        0.209271248171
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ortho Clinical Diagnostics Holdings PLC
        N/A
        Ortho Clinical Diagnostics Holdings PLC
        000000000
        
          
        
        3523.00000000
        NS
        USD
        65739.18000000
        0.228113127886
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        PC Connection Inc
        5299005WPRNIXDV2KM73
        PC Connection Inc
        69318J100
        
          
        
        395.00000000
        NS
        USD
        20694.05000000
        0.071807778468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Community Trust Bancorp Inc
        N/A
        Community Trust Bancorp Inc
        204149108
        
          
        
        327.00000000
        NS
        USD
        13472.40000000
        0.046748853638
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Towne Bank/Portsmouth VA
        54930039UO39UJGI7078
        Towne Bank/Portsmouth VA
        89214P109
        
          
        
        3912.00000000
        NS
        USD
        117125.28000000
        0.406421467006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Bancorp Inc
        549300B47NZODRMG3D47
        Eagle Bancorp Inc
        268948106
        
          
        
        448.00000000
        NS
        USD
        25540.48000000
        0.088624755899
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heritage Financial Corp/WA
        N/A
        Heritage Financial Corp/WA
        42722X106
        
          
        
        981.00000000
        NS
        USD
        24583.86000000
        0.085305311081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heartland Financial USA Inc
        549300QF7B0DFZT32C73
        Heartland Financial USA Inc
        42234Q102
        
          
        
        780.00000000
        NS
        USD
        37307.40000000
        0.129455641328
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daktronics Inc
        549300IOLZ3SG5YUJ288
        Daktronics Inc
        234264109
        
          
        
        10323.00000000
        NS
        USD
        39640.32000000
        0.137550808903
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National HealthCare Corp
        N/A
        National HealthCare Corp
        635906100
        
          
        
        1635.00000000
        NS
        USD
        114826.05000000
        0.398443202796
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Washington Trust Bancorp Inc
        J66MZFCNJPP3PERHZW54
        Washington Trust Bancorp Inc
        940610108
        
          
        
        192.00000000
        NS
        USD
        10080.00000000
        0.034977319904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGE Energy Inc
        N/A
        MGE Energy Inc
        55277P104
        
          
        
        235.00000000
        NS
        USD
        18750.65000000
        0.065064234470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sanderson Farms Inc
        529900KZGVFTWHUO2759
        Sanderson Farms Inc
        800013104
        
          
        
        190.00000000
        NS
        USD
        35623.10000000
        0.123611167130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stewart Information Services Corp
        529900TV1XI0PLKENU10
        Stewart Information Services Corp
        860372101
        
          
        
        2086.00000000
        NS
        USD
        126432.46000000
        0.438717122985
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dillard's Inc
        529900FGYKMWL6019P91
        Dillard's Inc
        254067101
        
          
        
        620.00000000
        NS
        USD
        166401.80000000
        0.577409622146
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Silgan Holdings Inc
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        827048109
        
          
        
        2192.00000000
        NS
        USD
        101336.16000000
        0.351633659343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nu Skin Enterprises Inc
        54930050DETB6CP71D38
        Nu Skin Enterprises Inc
        67018T105
        
          
        
        1841.00000000
        NS
        USD
        88147.08000000
        0.305867918232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OSI Systems Inc
        DDX3MPX1Y8YD30050X33
        OSI Systems Inc
        671044105
        
          
        
        913.00000000
        NS
        USD
        77714.56000000
        0.269667363723
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Waterstone Financial Inc
        5493002KM21XRC2DCQ02
        Waterstone Financial Inc
        94188P101
        
          
        
        3076.00000000
        NS
        USD
        59489.84000000
        0.206428091739
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Banner Corp
        N/A
        Banner Corp
        06652V208
        
          
        
        1032.00000000
        NS
        USD
        60402.96000000
        0.209596592765
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CorVel Corp
        N/A
        CorVel Corp
        221006109
        
          
        
        647.00000000
        NS
        USD
        108980.68000000
        0.378159931323
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rush Enterprises Inc
        529900V3XHTN7A6DFT17
        Rush Enterprises Inc
        781846209
        
          
        
        1496.00000000
        NS
        USD
        76161.36000000
        0.264277802882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equitrans Midstream Corp
        549300RH0NLJNZ5SXU64
        Equitrans Midstream Corp
        294600101
        
          
        
        1289.00000000
        NS
        USD
        10879.16000000
        0.037750382897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xerox Holdings Corp
        5493000Y33XDVO2CXC18
        Xerox Holdings Corp
        98421M106
        
          
        
        7766.00000000
        NS
        USD
        156640.22000000
        0.543537210794
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        City Holding Co
        N/A
        City Holding Co
        177835105
        
          
        
        301.00000000
        NS
        USD
        23688.70000000
        0.082199130755
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Innoviva Inc
        549300ACOX4QTBES6535
        Innoviva Inc
        45781M101
        
          
        
        9816.00000000
        NS
        USD
        189939.60000000
        0.659085134095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Employers Holdings Inc
        N/A
        Employers Holdings Inc
        292218104
        
          
        
        4096.00000000
        NS
        USD
        168017.92000000
        0.583017513638
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank NA
        E57ODZWZ7FF32TWEFA76
        CITIBANK NA DDCA
        000000000
        
          
        
        2053.32000000
        NS
        USD
        2053.32000000
        0.007124963343
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Werner Enterprises Inc
        549300P6XRGOCHHJST37
        Werner Enterprises Inc
        950755108
        
          
        
        3293.00000000
        NS
        USD
        135013.00000000
        0.468491358355
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Richardson Electronics Ltd/United States
        N/A
        Richardson Electronics Ltd/United States
        763165107
        
          
        
        5356.00000000
        NS
        USD
        66628.64000000
        0.231199529371
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Newmark Group Inc
        N/A
        Newmark Group Inc
        65158N102
        
          
        
        2315.00000000
        NS
        USD
        36854.80000000
        0.127885131905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iRadimed Corp
        549300YVHWP0YJ1YW816
        iRadimed Corp
        46266A109
        
          
        
        480.00000000
        NS
        USD
        21523.20000000
        0.074684905928
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sterling Construction Co Inc
        549300RZIK6K1215XU51
        Sterling Construction Co Inc
        859241101
        
          
        
        1777.00000000
        NS
        USD
        47623.60000000
        0.165252568669
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Weis Markets Inc
        N/A
        Weis Markets Inc
        948849104
        
          
        
        3549.00000000
        NS
        USD
        253469.58000000
        0.879532399369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Patterson Cos Inc
        YM48Q2087CUE26GWEK09
        Patterson Cos Inc
        703395103
        
          
        
        7144.00000000
        NS
        USD
        231251.28000000
        0.802435515755
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Piedmont Office Realty Trust Inc
        N/A
        Piedmont Office Realty Trust Inc
        720190206
        
          
        
        3776.00000000
        NS
        USD
        65022.72000000
        0.225627031595
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Preferred Bank/Los Angeles CA
        5493007K6HGI9G0ECX16
        Preferred Bank/Los Angeles CA
        740367404
        
          
        
        985.00000000
        NS
        USD
        72978.65000000
        0.253233887621
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Presto Industries Inc
        N/A
        National Presto Industries Inc
        637215104
        
          
        
        290.00000000
        NS
        USD
        22315.50000000
        0.077434164912
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Turtle Beach Corp
        549300SZRV8U8PXSYI20
        Turtle Beach Corp
        900450206
        
          
        
        2735.00000000
        NS
        USD
        58228.15000000
        0.202050062498
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sportsman's Warehouse Holdings Inc
        549300JVV8YLQSRSF462
        Sportsman's Warehouse Holdings Inc
        84920Y106
        
          
        
        2887.00000000
        NS
        USD
        30862.03000000
        0.107090386528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Getty Realty Corp
        N/A
        Getty Realty Corp
        374297109
        
          
        
        863.00000000
        NS
        USD
        24699.06000000
        0.085705051880
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marten Transport Ltd
        N/A
        Marten Transport Ltd
        573075108
        
          
        
        2716.00000000
        NS
        USD
        48236.16000000
        0.167378134848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Photronics Inc
        549300OK5JVNIBNY6F63
        Photronics Inc
        719405102
        
          
        
        5202.00000000
        NS
        USD
        88277.94000000
        0.306321998796
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PotlatchDeltic Corp
        54930084YA8UJOTXDM59
        PotlatchDeltic Corp
        737630103
        
          
        
        2982.00000000
        NS
        USD
        157240.86000000
        0.545621414904
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citi Trends Inc
        529900D06Q0FPHV34S87
        Citi Trends Inc
        17306X102
        
          
        
        710.00000000
        NS
        USD
        21743.75000000
        0.075450208300
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cathay General Bancorp
        549300K1SLJ8C97H5L68
        Cathay General Bancorp
        149150104
        
          
        
        837.00000000
        NS
        USD
        37455.75000000
        0.129970411706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Smith & Wesson Brands Inc
        5493004PFHUPOR1PWN79
        Smith & Wesson Brands Inc
        831754106
        
          
        
        11909.00000000
        NS
        USD
        180183.17000000
        0.625230593099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Insight Enterprises Inc
        529900S8991TYW6YP792
        Insight Enterprises Inc
        45765U103
        
          
        
        1617.00000000
        NS
        USD
        173536.44000000
        0.602166624694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kimball Electronics Inc
        549300COBYN2GZCBIU87
        Kimball Electronics Inc
        49428J109
        
          
        
        259.00000000
        NS
        USD
        5177.41000000
        0.017965468833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RPT Realty
        549300T03GDH1L37S188
        RPT Realty
        74971D101
        
          
        
        4085.00000000
        NS
        USD
        56250.45000000
        0.195187498452
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centrus Energy Corp
        549300G6VDK9G8276661
        Centrus Energy Corp
        15643U104
        
          
        
        1672.00000000
        NS
        USD
        56346.40000000
        0.195520442286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cato Corp/The
        529900R4SJUY7GCUU865
        Cato Corp/The
        149205106
        
          
        
        6090.00000000
        NS
        USD
        89279.40000000
        0.309797037168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hibbett Inc
        529900RD6P643J1CZM55
        Hibbett Inc
        428567101
        
          
        
        3868.00000000
        NS
        USD
        171507.12000000
        0.595124940683
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xperi Holding Corp
        N/A
        Xperi Holding Corp
        98390M103
        
          
        
        1848.00000000
        NS
        USD
        32007.36000000
        0.111064649802
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oasis Petroleum Inc
        529900FA4V2YNIKZ0M71
        Oasis Petroleum Inc
        674215207
        
          
        
        735.00000000
        NS
        USD
        107530.50000000
        0.373127847019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwest Bancshares Inc
        N/A
        Northwest Bancshares Inc
        667340103
        
          
        
        3617.00000000
        NS
        USD
        48865.67000000
        0.169562517055
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atlas Air Worldwide Holdings Inc
        549300R0A2TUVCYZB465
        Atlas Air Worldwide Holdings Inc
        049164205
        
          
        
        353.00000000
        NS
        USD
        30488.61000000
        0.105794629504
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Perdoceo Education Corp
        529900X5PCA184O9LY90
        Perdoceo Education Corp
        71363P106
        
          
        
        7482.00000000
        NS
        USD
        85893.36000000
        0.298047572457
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avnet Inc
        XJI53DCPL7QABOWK4Z75
        Avnet Inc
        053807103
        
          
        
        2682.00000000
        NS
        USD
        108862.38000000
        0.377749433610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ArcBest Corp
        5493006S3KBNE8ZS3J23
        ArcBest Corp
        03937C105
        
          
        
        1189.00000000
        NS
        USD
        95714.50000000
        0.332126655354
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carter's Inc
        5299003WAQK4R3L3ZU36
        Carter's Inc
        146229109
        
          
        
        514.00000000
        NS
        USD
        47282.86000000
        0.164070210337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Industrial Logistics Properties Trust
        5493004XH9PJW009HR47
        Industrial Logistics Properties Trust
        456237106
        
          
        
        1360.00000000
        NS
        USD
        30831.20000000
        0.106983407284
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cowen Inc
        5493008QI0EFC5WBED75
        Cowen Inc
        223622606
        
          
        
        4488.00000000
        NS
        USD
        121624.80000000
        0.422034676377
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kronos Worldwide Inc
        549300OBZ34C65APL277
        Kronos Worldwide Inc
        50105F105
        
          
        
        1841.00000000
        NS
        USD
        28572.32000000
        0.099145156452
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Bank Holdings Corp
        N/A
        National Bank Holdings Corp
        633707104
        
          
        
        224.00000000
        NS
        USD
        9022.72000000
        0.031308587683
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fulgent Genetics Inc
        549300CL6P01M68QJ404
        Fulgent Genetics Inc
        359664109
        
          
        
        1748.00000000
        NS
        USD
        109092.68000000
        0.378548568211
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Washington Federal Inc
        N/A
        Washington Federal Inc
        938824109
        
          
        
        359.00000000
        NS
        USD
        11782.38000000
        0.040884531199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Central Pacific Financial Corp
        549300W3YEAOZ4KGG849
        Central Pacific Financial Corp
        154760409
        
          
        
        1034.00000000
        NS
        USD
        28848.60000000
        0.100103840375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allscripts Healthcare Solutions Inc
        Y68YJHVB1GU4TAU3C223
        Allscripts Healthcare Solutions Inc
        01988P108
        
          
        
        8346.00000000
        NS
        USD
        187951.92000000
        0.652187939727
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GrafTech International Ltd
        549300GY32W00XP57351
        GrafTech International Ltd
        384313508
        
          
        
        7695.00000000
        NS
        USD
        74025.90000000
        0.256867816021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mueller Industries Inc
        5493005IZFE4VJLLYG84
        Mueller Industries Inc
        624756102
        
          
        
        3723.00000000
        NS
        USD
        201674.91000000
        0.699806333702
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        B Riley Financial Inc
        N/A
        B Riley Financial Inc
        05580M108
        
          
        
        1698.00000000
        NS
        USD
        118792.08000000
        0.412205216691
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Penske Automotive Group Inc
        549300W7UTQ0M4C7LB15
        Penske Automotive Group Inc
        70959W103
        
          
        
        871.00000000
        NS
        USD
        81630.12000000
        0.283254248120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American National Group Inc
        549300I1RRC5M591MY93
        American National Group Inc
        02772A109
        
          
        
        1499.00000000
        NS
        USD
        283445.91000000
        0.983549431508
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Equity Investment Life Holding Co
        549300RK5RZQ740FPL83
        American Equity Investment Life Holding Co
        025676206
        
          
        
        660.00000000
        NS
        USD
        26340.60000000
        0.091401150066
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Renasant Corp
        549300OVE6OZHW2UUH81
        Renasant Corp
        75970E107
        
          
        
        582.00000000
        NS
        USD
        19467.90000000
        0.067553072039
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unitil Corp
        N/A
        Unitil Corp
        913259107
        
          
        
        979.00000000
        NS
        USD
        48832.52000000
        0.169447487477
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        S&T Bancorp Inc
        N/A
        S&T Bancorp Inc
        783859101
        
          
        
        2426.00000000
        NS
        USD
        71761.08000000
        0.249008953554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LeMaitre Vascular Inc
        549300FZUBUB7MHY8R17
        LeMaitre Vascular Inc
        525558201
        
          
        
        2611.00000000
        NS
        USD
        121333.17000000
        0.421022728381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Magnolia Oil & Gas Corp
        N/A
        Magnolia Oil & Gas Corp
        559663109
        
          
        
        7866.00000000
        NS
        USD
        186030.90000000
        0.645522053707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alamo Group Inc
        54930080C93RVZRSDV26
        Alamo Group Inc
        011311107
        
          
        
        103.00000000
        NS
        USD
        14810.37000000
        0.051391572360
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PCB Bancorp
        549300E5CI0LZ8Q25890
        PCB Bancorp
        69320M109
        
          
        
        1728.00000000
        NS
        USD
        39657.60000000
        0.137610770023
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sturm Ruger & Co Inc
        529900DV1BWFJSHFO847
        Sturm Ruger & Co Inc
        864159108
        
          
        
        2918.00000000
        NS
        USD
        203151.16000000
        0.704928880181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        United Natural Foods Inc
        911163103
        
          
        
        3458.00000000
        NS
        USD
        142988.30000000
        0.496165427743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Owens & Minor Inc
        549300LMT5KQQXCEZ733
        Owens & Minor Inc
        690732102
        
          
        
        6611.00000000
        NS
        USD
        291016.22000000
        1.009818196850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tredegar Corp
        54930003228ERHCH6K87
        Tredegar Corp
        894650100
        
          
        
        2061.00000000
        NS
        USD
        24711.39000000
        0.085747836637
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Andersons Inc/The
        L38MWB8MVRFV7HVJPU11
        Andersons Inc/The
        034164103
        
          
        
        1123.00000000
        NS
        USD
        56441.98000000
        0.195852102230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abercrombie & Fitch Co
        5493000J7LL72TOGT983
        Abercrombie & Fitch Co
        002896207
        
          
        
        2962.00000000
        NS
        USD
        94754.38000000
        0.328795065633
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        E-MINI RUSS 2000 JUN22
        000000000
        
          
        
        2.00000000
        NC
        USD
        5571.41000000
        0.019332637885
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME E-mini Russell 2000 Index Futures
                RTYM2 INDEX
              
            
            2022-06-17
            201068.59000000
            USD
            5571.41000000
          
        
        
          N
          N
          N
        
      
      
        Orthofix Medical Inc
        N/A
        Orthofix Medical Inc
        68752M108
        
          
        
        881.00000000
        NS
        USD
        28808.70000000
        0.099965388484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sally Beauty Holdings Inc
        529900VXW6E8ONDIQ271
        Sally Beauty Holdings Inc
        79546E104
        
          
        
        7013.00000000
        NS
        USD
        109613.19000000
        0.380354723447
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fulton Financial Corp
        5493005QLZ6O1BNC0C11
        Fulton Financial Corp
        360271100
        
          
        
        4959.00000000
        NS
        USD
        82418.58000000
        0.285990182411
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic Bancorp Inc/KY
        N/A
        Republic Bancorp Inc/KY
        760281204
        
          
        
        1598.00000000
        NS
        USD
        71814.12000000
        0.249193000880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        John B Sanfilippo & Son Inc
        5299007IBEYVXKYDUX28
        John B Sanfilippo & Son Inc
        800422107
        
          
        
        1526.00000000
        NS
        USD
        127329.44000000
        0.441829618661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shutterstock Inc
        529900G2TDIS56V0LO22
        Shutterstock Inc
        825690100
        
          
        
        214.00000000
        NS
        USD
        19919.12000000
        0.069118792901
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Emergent BioSolutions Inc
        549300YW6TUOX8BE5103
        Emergent BioSolutions Inc
        29089Q105
        
          
        
        288.00000000
        NS
        USD
        11825.28000000
        0.041033393007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vishay Precision Group Inc
        N/A
        Vishay Precision Group Inc
        92835K103
        
          
        
        493.00000000
        NS
        USD
        15849.95000000
        0.054998886072
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QCR Holdings Inc
        549300MWKWM7KWJVQO33
        QCR Holdings Inc
        74727A104
        
          
        
        222.00000000
        NS
        USD
        12562.98000000
        0.043593191508
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hackett Group Inc/The
        5K016KLIRB6156644289
        Hackett Group Inc/The
        404609109
        
          
        
        3344.00000000
        NS
        USD
        77112.64000000
        0.267578718049
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chesapeake Utilities Corp
        254900WW0FDCKAOCKE74
        Chesapeake Utilities Corp
        165303108
        
          
        
        207.00000000
        NS
        USD
        28516.32000000
        0.098950838009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ethan Allen Interiors Inc
        N/A
        Ethan Allen Interiors Inc
        297602104
        
          
        
        5881.00000000
        NS
        USD
        153317.67000000
        0.532008054618
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MSC Industrial Direct Co Inc
        0XVKH0LN6YGOWO2EGO17
        MSC Industrial Direct Co Inc
        553530106
        
          
        
        459.00000000
        NS
        USD
        39111.39000000
        0.135715436500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gray Television Inc
        529900TM5726KDN7UU35
        Gray Television Inc
        389375106
        
          
        
        1078.00000000
        NS
        USD
        23791.46000000
        0.082555705100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NexPoint Residential Trust Inc
        549300U2J6XVYBF87166
        NexPoint Residential Trust Inc
        65341D102
        
          
        
        176.00000000
        NS
        USD
        15894.56000000
        0.055153681533
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atrion Corp
        N/A
        Atrion Corp
        049904105
        
          
        
        76.00000000
        NS
        USD
        54188.00000000
        0.188030854262
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EVERTEC Inc
        N/A
        EVERTEC Inc
        30040P103
        
          
        
        747.00000000
        NS
        USD
        30574.71000000
        0.106093394111
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Apollo Medical Holdings Inc
        5493008O4R82Q4STJ936
        Apollo Medical Holdings Inc
        03763A207
        
          
        
        1241.00000000
        NS
        USD
        60151.27000000
        0.208723235459
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moelis & Co
        549300891QNU7VTQUR83
        Moelis & Co
        60786M105
        
          
        
        594.00000000
        NS
        USD
        27888.30000000
        0.096771626059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Argo Group International Holdings Ltd
        549300M4T8Y5TTWI6O03
        Argo Group International Holdings Ltd
        000000000
        
          
        
        12.00000000
        NS
        USD
        495.36000000
        0.001718885435
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UniFirst Corp/MA
        5493003XBTNWBC8UK019
        UniFirst Corp/MA
        904708104
        
          
        
        399.00000000
        NS
        USD
        73527.72000000
        0.255139145264
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Community Bankshares Inc
        N/A
        First Community Bankshares Inc
        31983A103
        
          
        
        18.00000000
        NS
        USD
        507.78000000
        0.001761982490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MarineMax Inc
        254900TIXTN8WY3FNN63
        MarineMax Inc
        567908108
        
          
        
        1886.00000000
        NS
        USD
        75930.36000000
        0.263476239301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Integer Holdings Corp
        549300SUD2ED5XG6X569
        Integer Holdings Corp
        45826H109
        
          
        
        539.00000000
        NS
        USD
        43427.23000000
        0.150691281375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Inotiv Inc
        549300FH5Z13X0Q5SK81
        Inotiv Inc
        45783Q100
        
          
        
        3542.00000000
        NS
        USD
        92729.56000000
        0.321768996497
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Financial Corp/IN
        N/A
        First Financial Corp/IN
        320218100
        
          
        
        1010.00000000
        NS
        USD
        43712.80000000
        0.151682201340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Healthcare Services Group Inc
        529900GVZ1D2FBYMS719
        Healthcare Services Group Inc
        421906108
        
          
        
        1322.00000000
        NS
        USD
        24549.54000000
        0.085186221635
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PS Business Parks Inc
        N/A
        PS Business Parks Inc
        69360J107
        
          
        
        244.00000000
        NS
        USD
        41011.52000000
        0.142308834801
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OPKO Health Inc
        529900A4S2D4OGOJLL02
        OPKO Health Inc
        68375N103
        
          
        
        1590.00000000
        NS
        USD
        5469.60000000
        0.018979360014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cross Country Healthcare Inc
        54930037L0NBIPZ5S663
        Cross Country Healthcare Inc
        227483104
        
          
        
        11945.00000000
        NS
        USD
        258848.15000000
        0.898195887813
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avista Corp
        Q0IK63NITJD6RJ47SW96
        Avista Corp
        05379B107
        
          
        
        676.00000000
        NS
        USD
        30521.40000000
        0.105908409893
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        1-800-Flowers.com Inc
        N/A
        1-800-Flowers.com Inc
        68243Q106
        
          
        
        2791.00000000
        NS
        USD
        35613.16000000
        0.123576675607
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brady Corp
        549300G2LEQOFQC8GY34
        Brady Corp
        104674106
        
          
        
        2603.00000000
        NS
        USD
        120440.81000000
        0.417926263977
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal Signal Corp
        549300RTXZRPTNP6G884
        Federal Signal Corp
        313855108
        
          
        
        1240.00000000
        NS
        USD
        41850.00000000
        0.145218337102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Community Health Systems Inc
        N/A
        Community Health Systems Inc
        203668108
        
          
        
        9847.00000000
        NS
        USD
        116883.89000000
        0.405583850414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ManTech International Corp/VA
        5299007N03CAU4SWNR02
        ManTech International Corp/VA
        564563104
        
          
        
        1052.00000000
        NS
        USD
        90671.88000000
        0.314628904075
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Bulk Shipping Inc
        549300EC4INNZBWR8W37
        Eagle Bulk Shipping Inc
        000000000
        
          
        
        729.00000000
        NS
        USD
        49652.19000000
        0.172291719600
        Long
        EC
        CORP
        MH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Oppenheimer Holdings Inc
        N/A
        Oppenheimer Holdings Inc
        683797104
        
          
        
        3130.00000000
        NS
        USD
        136405.40000000
        0.473322947664
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phibro Animal Health Corp
        549300U24SP4AF2JUX52
        Phibro Animal Health Corp
        71742Q106
        
          
        
        5761.00000000
        NS
        USD
        114931.95000000
        0.398810672853
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SunCoke Energy Inc
        1KF1J2NXQE2PI0QOB943
        SunCoke Energy Inc
        86722A103
        
          
        
        1504.00000000
        NS
        USD
        13400.64000000
        0.046499848432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MDC Holdings Inc
        5299005FV4VNV75R8R35
        MDC Holdings Inc
        552676108
        
          
        
        758.00000000
        NS
        USD
        28682.72000000
        0.099528241385
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Standard Motor Products Inc
        THGK1EO5B5HK0JHQVZ90
        Standard Motor Products Inc
        853666105
        
          
        
        3828.00000000
        NS
        USD
        165139.92000000
        0.573030933610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Acushnet Holdings Corp
        529900W5FI106H543E43
        Acushnet Holdings Corp
        005098108
        
          
        
        1313.00000000
        NS
        USD
        52861.38000000
        0.183427519725
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McGrath RentCorp
        254900EUH6IPWFQ83445
        McGrath RentCorp
        580589109
        
          
        
        630.00000000
        NS
        USD
        53537.40000000
        0.185773290341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        City Office REIT Inc
        5493003J7157VP25NL57
        City Office REIT Inc
        178587101
        
          
        
        8208.00000000
        NS
        USD
        144953.28000000
        0.502983853742
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SIGA Technologies Inc
        N/A
        SIGA Technologies Inc
        826917106
        
          
        
        15063.00000000
        NS
        USD
        106796.67000000
        0.370581477310
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Varex Imaging Corp
        549300CWYWPVCT8E9W67
        Varex Imaging Corp
        92214X106
        
          
        
        1707.00000000
        NS
        USD
        36342.03000000
        0.126105834253
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Myers Industries Inc
        549300I2H9XMVTCW4Q51
        Myers Industries Inc
        628464109
        
          
        
        726.00000000
        NS
        USD
        15681.60000000
        0.054414716250
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ProAssurance Corp
        54930015E5J57R675E89
        ProAssurance Corp
        74267C106
        
          
        
        1213.00000000
        NS
        USD
        32605.44000000
        0.113139970783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genworth Financial Inc
        549300EMCG286BDNKJ33
        Genworth Financial Inc
        37247D106
        
          
        
        18912.00000000
        NS
        USD
        71487.36000000
        0.248059152760
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        A-Mark Precious Metals Inc
        XP6XYFDZQGKLUMOFGT37
        A-Mark Precious Metals Inc
        00181T107
        
          
        
        674.00000000
        NS
        USD
        52127.16000000
        0.180879796727
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        World Fuel Services Corp
        D3W7PCXCBRQLL17DZ313
        World Fuel Services Corp
        981475106
        
          
        
        668.00000000
        NS
        USD
        18062.72000000
        0.062677136486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CTO Realty Growth Inc
        N/A
        CTO Realty Growth Inc
        22948Q101
        
          
        
        1925.00000000
        NS
        USD
        127666.00000000
        0.442997472509
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        uniQure NV
        N/A
        uniQure NV
        000000000
        
          
        
        139.00000000
        NS
        USD
        2511.73000000
        0.008715633305
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Financial Institutions Inc
        N/A
        Financial Institutions Inc
        317585404
        
          
        
        2214.00000000
        NS
        USD
        66707.82000000
        0.231474281771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ryerson Holding Corp
        549300JMA41B3ZHOVE45
        Ryerson Holding Corp
        783754104
        
          
        
        2757.00000000
        NS
        USD
        96550.14000000
        0.335026302934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TriCo Bancshares
        N/A
        TriCo Bancshares
        896095106
        
          
        
        667.00000000
        NS
        USD
        26700.01000000
        0.092648292779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boise Cascade Co
        549300Z8B8LSRHC7XA55
        Boise Cascade Co
        09739D100
        
          
        
        3725.00000000
        NS
        USD
        258775.75000000
        0.897944661825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HNI Corp
        549300SKRADLC4O5HV93
        HNI Corp
        404251100
        
          
        
        6101.00000000
        NS
        USD
        226042.05000000
        0.784359632406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schnitzer Steel Industries Inc
        549300F62TK8VRDSM285
        Schnitzer Steel Industries Inc
        806882106
        
          
        
        3890.00000000
        NS
        USD
        202046.60000000
        0.701096087674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corcept Therapeutics Inc
        529900EO9LUTFMZ7FF90
        Corcept Therapeutics Inc
        218352102
        
          
        
        8606.00000000
        NS
        USD
        193807.12000000
        0.672505321027
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hudson Technologies Inc
        N/A
        Hudson Technologies Inc
        444144109
        
          
        
        13086.00000000
        NS
        USD
        81264.06000000
        0.281984030092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stride Inc
        254900BRWS3AFONWU277
        Stride Inc
        86333M108
        
          
        
        2878.00000000
        NS
        USD
        104557.74000000
        0.362812452424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bioventus Inc
        N/A
        Bioventus Inc
        09075A108
        
          
        
        1202.00000000
        NS
        USD
        16948.20000000
        0.058809783055
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CONSOL Energy Inc
        549300YJCTPJBTK7IJ81
        CONSOL Energy Inc
        20854L108
        
          
        
        4029.00000000
        NS
        USD
        151611.27000000
        0.526086894035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stepan Co
        IZU1EW9GB3WC7CYCSR17
        Stepan Co
        858586100
        
          
        
        401.00000000
        NS
        USD
        39622.81000000
        0.137490049689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SpartanNash Co
        549300TV3QCCSQLF5X16
        SpartanNash Co
        847215100
        
          
        
        5687.00000000
        NS
        USD
        187614.13000000
        0.651015817813
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Olympic Steel Inc
        549300GQ061U6N6KWJ49
        Olympic Steel Inc
        68162K106
        
          
        
        957.00000000
        NS
        USD
        36806.22000000
        0.127716560655
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Outdoors Inc
        N/A
        Johnson Outdoors Inc
        479167108
        
          
        
        932.00000000
        NS
        USD
        72444.36000000
        0.251379916168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Argan Inc
        529900E4KZWBV9KGBS83
        Argan Inc
        04010E109
        
          
        
        428.00000000
        NS
        USD
        17372.52000000
        0.060282161664
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Midland States Bancorp Inc
        5493006RHXW9TTBWYC94
        Midland States Bancorp Inc
        597742105
        
          
        
        342.00000000
        NS
        USD
        9870.12000000
        0.034249042136
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heidrick & Struggles International Inc
        5493006284N2J367VB57
        Heidrick & Struggles International Inc
        422819102
        
          
        
        3323.00000000
        NS
        USD
        131524.34000000
        0.456385805096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maravai LifeSciences Holdings Inc
        N/A
        Maravai LifeSciences Holdings Inc
        56600D107
        
          
        
        518.00000000
        NS
        USD
        18269.86000000
        0.063395906530
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Otter Tail Corp
        N/A
        Otter Tail Corp
        689648103
        
          
        
        816.00000000
        NS
        USD
        51000.00000000
        0.176968582848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVB Financial Corp
        N/A
        CVB Financial Corp
        126600105
        
          
        
        2199.00000000
        NS
        USD
        51038.79000000
        0.177103183070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Encore Wire Corp
        N/A
        Encore Wire Corp
        292562105
        
          
        
        2267.00000000
        NS
        USD
        258596.69000000
        0.897323328601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VAALCO Energy Inc
        549300CFHFVIWB8M6T24
        VAALCO Energy Inc
        91851C201
        
          
        
        12034.00000000
        NS
        USD
        78582.02000000
        0.272677425819
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2022-04-28
      Lattice Strategies Trust
      John Stanziani
      John Stanziani
      Assistant Treasurer
    
  





Serious News for Serious Traders! Try StreetInsider.com Premium Free!

You May Also Be Interested In





Related Categories

SEC Filings