Form NPORT-P NORTHWESTERN MUTUAL SERI For: Mar 31

May 24, 2022 1:40 PM EDT

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    NPORT-P
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          0000742212
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        S000000054
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      NORTHWESTERN MUTUAL SERIES FUND INC
      811-03990
      0000742212
      549300T1UBX7MDSNZA55
      720 E WISCONSIN AVE
      MILWAUKEE
      
      53202
      414-271-1444
      Index 400 Stock Portfolio
      S000000054
      11EBFDHR7ZLPMGNIIF96
      2022-12-31
      2022-03-31
      N
    
    
      1271265518.28
      541031.89
      1270724486.39
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        United Bankshares Inc/WV
        5299005O3BAMJ9Z92V62
        United Bankshares Inc/WV
        909907107
        
          
        
        73672.00000000
        NS
        USD
        2569679.36000000
        0.202221597798
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884L109
        
          
        
        162117.00000000
        NS
        USD
        5578445.97000000
        0.438997283026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Victoria's Secret & Co
        5493006T3O70U3UWVF17
        Victoria's Secret & Co
        926400102
        
          
        
        39006.00000000
        NS
        USD
        2003348.16000000
        0.157654014025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jabil Inc
        5493000CGCQY2OQU7669
        Jabil Inc
        466313103
        
          
        
        77381.00000000
        NS
        USD
        4776729.13000000
        0.375905963972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sensient Technologies Corp
        CMMZHMFZQG86EI7WZU92
        Sensient Technologies Corp
        81725T100
        
          
        
        22566.00000000
        NS
        USD
        1894415.70000000
        0.149081545235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank OZK
        549300VYK2WBD7SST478
        Bank OZK
        06417N103
        
          
        
        65287.00000000
        NS
        USD
        2787754.90000000
        0.219383110175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors Inc
        549300OJ7ENK42CZ8E73
        Omega Healthcare Investors Inc
        681936100
        
          
        
        128891.00000000
        NS
        USD
        4016243.56000000
        0.316059350631
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hawaiian Electric Industries Inc
        JJ8FWOCWCV22X7GUPJ23
        Hawaiian Electric Industries Inc
        419870100
        
          
        
        59053.00000000
        NS
        USD
        2498532.43000000
        0.196622671299
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Neogen Corp
        549300HJT9FC36N4UW43
        Neogen Corp
        640491106
        
          
        
        57895.00000000
        NS
        USD
        1785481.80000000
        0.140508963124
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PDC Energy Inc
        5493008W8H2T511J5Y59
        PDC Energy Inc
        69327R101
        
          
        
        52488.00000000
        NS
        USD
        3814827.84000000
        0.300208887202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mimecast Ltd
        254900ELSYFSTT9X2740
        Mimecast Ltd
        000000000
        
          
        
        33612.00000000
        NS
        USD
        2674170.72000000
        0.210444573048
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Arrowhead Pharmaceuticals Inc
        549300O3CSB8T7OZ3D66
        Arrowhead Pharmaceuticals Inc
        04280A100
        
          
        
        56963.00000000
        NS
        USD
        2619728.37000000
        0.206160217896
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Viasat Inc
        UFC8NYMNFSYIHNSM2I38
        Viasat Inc
        92552V100
        
          
        
        39943.00000000
        NS
        USD
        1949218.40000000
        0.153394258226
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        New Jersey Resources Corp
        549300QKBSQBIX4DQ583
        New Jersey Resources Corp
        646025106
        
          
        
        51596.00000000
        NS
        USD
        2366192.56000000
        0.186208150180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stifel Financial Corp
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630102
        
          
        
        56329.00000000
        NS
        USD
        3824739.10000000
        0.300988856433
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avis Budget Group Inc
        529900E95812SYWMCE44
        Avis Budget Group Inc
        053774105
        
          
        
        21597.00000000
        NS
        USD
        5686490.10000000
        0.447499844451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        63938C108
        
          
        
        82699.00000000
        NS
        USD
        1409190.96000000
        0.110896655812
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amedisys Inc
        5299001RBS9GK9STN379
        Amedisys Inc
        023436108
        
          
        
        17594.00000000
        NS
        USD
        3031270.26000000
        0.238546615923
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        STORE Capital Corp
        862121100
        
          
        
        132450.00000000
        NS
        USD
        3871513.50000000
        0.304669780228
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cabot Corp
        K05C0SER542GQ6VLRO68
        Cabot Corp
        127055101
        
          
        
        30383.00000000
        NS
        USD
        2078501.03000000
        0.163568189034
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hain Celestial Group Inc/The
        5493000S8QXWHLIXDP75
        Hain Celestial Group Inc/The
        405217100
        
          
        
        49048.00000000
        NS
        USD
        1687251.20000000
        0.132778680042
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lancaster Colony Corp
        529900X4O13HED1ZAS58
        Lancaster Colony Corp
        513847103
        
          
        
        10728.00000000
        NS
        USD
        1600081.20000000
        0.125918813805
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evercore Inc
        529900P6KLPT95DW3W58
        Evercore Inc
        29977A105
        
          
        
        21073.00000000
        NS
        USD
        2345846.36000000
        0.184607000583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amkor Technology Inc
        529900VHLRTKPWZJBM84
        Amkor Technology Inc
        031652100
        
          
        
        53688.00000000
        NS
        USD
        1166103.36000000
        0.091766812750
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jones Lang LaSalle Inc
        6SYKCME112RT8TQUO411
        Jones Lang LaSalle Inc
        48020Q107
        
          
        
        27207.00000000
        NS
        USD
        6514988.22000000
        0.512698723427
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercury General Corp
        5493001Q9EXPCEL4W527
        Mercury General Corp
        589400100
        
          
        
        14290.00000000
        NS
        USD
        785950.00000000
        0.061850543404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toro Co/The
        YJKE4YIT6BWQHVEW0D14
        Toro Co/The
        891092108
        
          
        
        56566.00000000
        NS
        USD
        4835827.34000000
        0.380556713260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EnerSys
        7ZS3DE5PN30BYUJFWP05
        EnerSys
        29275Y102
        
          
        
        22221.00000000
        NS
        USD
        1657019.97000000
        0.130399625390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trex Co Inc
        N/A
        Trex Co Inc
        89531P105
        
          
        
        62054.00000000
        NS
        USD
        4053987.82000000
        0.319029645168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Highwoods Properties Inc
        ZIIGTYKL9T0X3HLTDX53
        Highwoods Properties Inc
        431284108
        
          
        
        56354.00000000
        NS
        USD
        2577631.96000000
        0.202847429762
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Bancshares Corp
        549300Y16R531AU8TX77
        International Bancshares Corp
        459044103
        
          
        
        28743.00000000
        NS
        USD
        1213242.03000000
        0.095476402870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old National Bancorp/IN
        549300MMK90CL5KMVX16
        Old National Bancorp/IN
        680033107
        
          
        
        159431.00000000
        NS
        USD
        2611479.78000000
        0.205511092921
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avient Corp
        SM8L9RZYIB34LNTWO040
        Avient Corp
        05368V106
        
          
        
        49139.00000000
        NS
        USD
        2358672.00000000
        0.185616317719
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co/The
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550101
        
          
        
        150863.00000000
        NS
        USD
        2155832.27000000
        0.169653791446
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synaptics Inc
        549300AJ3LI4FWNRQX29
        Synaptics Inc
        87157D109
        
          
        
        21311.00000000
        NS
        USD
        4251544.50000000
        0.334576420422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Instruments Corp
        549300TP4OOPCYWDUP86
        National Instruments Corp
        636518102
        
          
        
        71217.00000000
        NS
        USD
        2890698.03000000
        0.227484247054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Repligen Corp
        54930006QJ0T5AUO1E71
        Repligen Corp
        759916109
        
          
        
        27709.00000000
        NS
        USD
        5211785.81000000
        0.410142864627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valvoline Inc
        549300CMHPBEY6VPOT75
        Valvoline Inc
        92047W101
        
          
        
        96408.00000000
        NS
        USD
        3042636.48000000
        0.239441083617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Royal Gold Inc
        5493001NGRU6SFL04184
        Royal Gold Inc
        780287108
        
          
        
        35381.00000000
        NS
        USD
        4998627.68000000
        0.393368329133
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yelp Inc
        5299007OU2DOSXPQBO35
        Yelp Inc
        985817105
        
          
        
        36785.00000000
        NS
        USD
        1254736.35000000
        0.098741809372
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FirstCash Holdings Inc
        N/A
        FirstCash Holdings Inc
        33768G107
        
          
        
        21602.00000000
        NS
        USD
        1519484.68000000
        0.119576249318
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ashland Global Holdings Inc
        529900E4L9R04SB8HB11
        Ashland Global Holdings Inc
        044186104
        
          
        
        28584.00000000
        NS
        USD
        2812951.44000000
        0.221365958563
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southwest Gas Holdings Inc
        N/A
        Southwest Gas Holdings Inc
        844895102
        
          
        
        35504.00000000
        NS
        USD
        2779608.16000000
        0.218742000313
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ManpowerGroup Inc
        ERO1WSFOSR0JJ6CRQ987
        ManpowerGroup Inc
        56418H100
        
          
        
        29281.00000000
        NS
        USD
        2750071.52000000
        0.216417606605
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CMC Materials Inc
        31F6V1MN00ZW3XWB4J69
        CMC Materials Inc
        12571T100
        
          
        
        15424.00000000
        NS
        USD
        2859609.60000000
        0.225037734821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Steel Corp
        JNLUVFYJT1OZSIQ24U47
        United States Steel Corp
        912909108
        
          
        
        140614.00000000
        NS
        USD
        5306772.36000000
        0.417617856336
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Semtech Corp
        549300J7WUY317SW6O61
        Semtech Corp
        816850101
        
          
        
        34609.00000000
        NS
        USD
        2399788.06000000
        0.188851956950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Interactive Brokers Group Inc
        5493004DT6DCDUZNDM53
        Interactive Brokers Group Inc
        45841N107
        
          
        
        47123.00000000
        NS
        USD
        3105876.93000000
        0.244417807578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reinsurance Group of America Inc
        LORM1GNEU1DKEW527V90
        Reinsurance Group of America Inc
        759351604
        
          
        
        36222.00000000
        NS
        USD
        3964860.12000000
        0.312015717212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JetBlue Airways Corp
        54930070J9H97ZO93T57
        JetBlue Airways Corp
        477143101
        
          
        
        170953.00000000
        NS
        USD
        2555747.35000000
        0.201125214582
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Terex Corp
        YAWJZJYEQ7M1SYMOS462
        Terex Corp
        880779103
        
          
        
        37785.00000000
        NS
        USD
        1347413.10000000
        0.106035030758
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        nVent Electric PLC
        N/A
        nVent Electric PLC
        000000000
        
          
        
        90802.00000000
        NS
        USD
        3158093.56000000
        0.248527009105
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Colfax Corp
        635400OP2DYYYMOIYL17
        Colfax Corp
        194014106
        
          
        
        73405.00000000
        NS
        USD
        2920784.95000000
        0.229851945192
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LiveRamp Holdings Inc
        254900GXS75LG1X7RF88
        LiveRamp Holdings Inc
        53815P108
        
          
        
        36854.00000000
        NS
        USD
        1377971.06000000
        0.108439797513
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vicor Corp
        5299005KMQOTR6B51F09
        Vicor Corp
        925815102
        
          
        
        11488.00000000
        NS
        USD
        810478.40000000
        0.063780812338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Primerica Inc
        254900621R686KJR7022
        Primerica Inc
        74164M108
        
          
        
        21309.00000000
        NS
        USD
        2915497.38000000
        0.229435838470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK Global Inc
        12508E101
        
          
        
        63008.00000000
        NS
        USD
        3067229.44000000
        0.241376433117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sprouts Farmers Market Inc
        529900P8F4G77Q52XE24
        Sprouts Farmers Market Inc
        85208M102
        
          
        
        60550.00000000
        NS
        USD
        1936389.00000000
        0.152384645195
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Donaldson Co Inc
        OZE6KXY9QQPR8EJ8WL20
        Donaldson Co Inc
        257651109
        
          
        
        66618.00000000
        NS
        USD
        3459472.74000000
        0.272244123494
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Union Co/The
        28ID94QU1140NC23S047
        Western Union Co/The
        959802109
        
          
        
        212499.00000000
        NS
        USD
        3982231.26000000
        0.313382743675
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ollie's Bargain Outlet Holdings Inc
        529900YO5DSQCPEFDZ05
        Ollie's Bargain Outlet Holdings Inc
        681116109
        
          
        
        31544.00000000
        NS
        USD
        1355130.24000000
        0.106642333134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        Owens Corning
        690742101
        
          
        
        54185.00000000
        NS
        USD
        4957927.50000000
        0.390165417689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KBR Inc
        254900OFQDXZRKRCV808
        KBR Inc
        48242W106
        
          
        
        75591.00000000
        NS
        USD
        4137095.43000000
        0.325569820548
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        H&R Block Inc
        549300CE3KUCWLZBG404
        H&R Block Inc
        093671105
        
          
        
        88906.00000000
        NS
        USD
        2315112.24000000
        0.182188370869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First American Financial Corp
        549300B6VEZK3N0A1P55
        First American Financial Corp
        31847R102
        
          
        
        59150.00000000
        NS
        USD
        3834103.00000000
        0.301725751023
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Power Integrations Inc
        54930085LGXSCIHD5W31
        Power Integrations Inc
        739276103
        
          
        
        31917.00000000
        NS
        USD
        2958067.56000000
        0.232785910060
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Olin Corp
        549300GKK294V7W57P06
        Olin Corp
        680665205
        
          
        
        76087.00000000
        NS
        USD
        3977828.36000000
        0.313036256293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Belden Inc
        68BKYO1JC791TTJHUE82
        Belden Inc
        077454106
        
          
        
        24042.00000000
        NS
        USD
        1331926.80000000
        0.104816332278
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        New York Community Bancorp Inc
        529900HVXOTLY61GL030
        New York Community Bancorp Inc
        649445103
        
          
        
        251045.00000000
        NS
        USD
        2691202.40000000
        0.211784885616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Polaris Inc
        549300QJSN8UVWN1EI78
        Polaris Inc
        731068102
        
          
        
        30762.00000000
        NS
        USD
        3239853.84000000
        0.254961155994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Affiliated Managers Group Inc
        2JE75BUE3T1BLCYYGK54
        Affiliated Managers Group Inc
        008252108
        
          
        
        21920.00000000
        NS
        USD
        3089624.00000000
        0.243138778947
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Associated Banc-Corp
        549300N3CIN473IW5094
        Associated Banc-Corp
        045487105
        
          
        
        80319.00000000
        NS
        USD
        1828060.44000000
        0.143859700476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cirrus Logic Inc
        549300NKSJEM5ZZSSV18
        Cirrus Logic Inc
        172755100
        
          
        
        30927.00000000
        NS
        USD
        2622300.33000000
        0.206362618969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tandem Diabetes Care Inc
        549300JEPFOD0K4D3I05
        Tandem Diabetes Care Inc
        875372203
        
          
        
        34247.00000000
        NS
        USD
        3982583.63000000
        0.313410473525
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capri Holdings Ltd
        549300LPG8W0H1OX3A26
        Capri Holdings Ltd
        000000000
        
          
        
        79569.00000000
        NS
        USD
        4089050.91000000
        0.321788944322
        Long
        EC
        CORP
        VG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Alliance Data Systems Corp
        549300G8S4PO686J7H97
        Alliance Data Systems Corp
        018581108
        
          
        
        26822.00000000
        NS
        USD
        1506055.30000000
        0.118519420702
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MillerKnoll Inc
        U98HXD3PNK7HYU2MU887
        MillerKnoll Inc
        600544100
        
          
        
        40564.00000000
        NS
        USD
        1401891.84000000
        0.110322249631
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coty Inc
        549300BO9IWPF3S48F93
        Coty Inc
        222070203
        
          
        
        184682.00000000
        NS
        USD
        1660291.18000000
        0.130657054127
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prosperity Bancshares Inc
        N/A
        Prosperity Bancshares Inc
        743606105
        
          
        
        49694.00000000
        NS
        USD
        3447769.72000000
        0.271323151235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lithia Motors Inc
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Inc
        536797103
        
          
        
        16323.00000000
        NS
        USD
        4898858.76000000
        0.385516987550
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Helen of Troy Ltd
        N/A
        Helen of Troy Ltd
        000000000
        
          
        
        13034.00000000
        NS
        USD
        2552578.56000000
        0.200875845813
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        First Horizon Corp
        TF3RXI1ZB1TQ30H9JV10
        First Horizon Corp
        320517105
        
          
        
        287712.00000000
        NS
        USD
        6758354.88000000
        0.531850527190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796R50
        
          
        
        1255000.00000000
        PA
        USD
        1253395.95000000
        0.098636326239
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-06-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alleghany Corp
        549300DCJE6AYX159479
        Alleghany Corp
        017175100
        
          
        
        7381.00000000
        NS
        USD
        6251707.00000000
        0.491979738091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Worthington Industries Inc
        1WRCIANKYOIK6KYE5E82
        Worthington Industries Inc
        981811102
        
          
        
        17514.00000000
        NS
        USD
        900394.74000000
        0.070856802528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AGCO Corp
        LYOM0B2GCF1JWXK5ZG04
        AGCO Corp
        001084102
        
          
        
        33068.00000000
        NS
        USD
        4828920.04000000
        0.380013141457
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Casey's General Stores Inc
        549300CAFWSI86V66Q65
        Casey's General Stores Inc
        147528103
        
          
        
        20024.00000000
        NS
        USD
        3968156.08000000
        0.312275093657
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TD SYNNEX Corp
        5493004HI6PFLF46NS53
        TD SYNNEX Corp
        87162W100
        
          
        
        22258.00000000
        NS
        USD
        2297248.18000000
        0.180782553937
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bruker Corp
        LEBZ6VLQ6I8XB1NHVY15
        Bruker Corp
        116794108
        
          
        
        54798.00000000
        NS
        USD
        3523511.40000000
        0.277283662803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lear Corp
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865204
        
          
        
        32240.00000000
        NS
        USD
        4597101.60000000
        0.361770127925
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tetra Tech Inc
        549300UJ1LP7JGJC5P32
        Tetra Tech Inc
        88162G103
        
          
        
        29084.00000000
        NS
        USD
        4797114.96000000
        0.377510232263
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qualys Inc
        549300EMBXYOW9W1XA17
        Qualys Inc
        74758T303
        
          
        
        18032.00000000
        NS
        USD
        2567937.12000000
        0.202084491760
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hanesbrands Inc
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands Inc
        410345102
        
          
        
        188510.00000000
        NS
        USD
        2806913.90000000
        0.220890832754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        Churchill Downs Inc
        171484108
        
          
        
        18555.00000000
        NS
        USD
        4115127.90000000
        0.323841079956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brighthouse Financial Inc
        5493003T8SZSHOGGAW52
        Brighthouse Financial Inc
        10922N103
        
          
        
        41824.00000000
        NS
        USD
        2160627.84000000
        0.170031180097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Manhattan Associates Inc
        529900Q1GJP7KD52SW51
        Manhattan Associates Inc
        562750109
        
          
        
        34024.00000000
        NS
        USD
        4719469.04000000
        0.371399866025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Energizer Holdings Inc
        5493000D6NN0V57UME20
        Energizer Holdings Inc
        29272W109
        
          
        
        35271.00000000
        NS
        USD
        1084935.96000000
        0.085379322710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scotts Miracle-Gro Co/The
        2TH9E0JTOUXOEGI2R879
        Scotts Miracle-Gro Co/The
        810186106
        
          
        
        21880.00000000
        NS
        USD
        2690364.80000000
        0.211718970462
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGIC Investment Corp
        254900S8483WM4M98R28
        MGIC Investment Corp
        552848103
        
          
        
        173060.00000000
        NS
        USD
        2344963.00000000
        0.184537484333
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lincoln Electric Holdings Inc
        BIMGBY40SIN95O01BN93
        Lincoln Electric Holdings Inc
        533900106
        
          
        
        31811.00000000
        NS
        USD
        4383873.91000000
        0.344990118389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maximus Inc
        549300DQCDS8HJ7QF202
        Maximus Inc
        577933104
        
          
        
        33452.00000000
        NS
        USD
        2507227.40000000
        0.197306924266
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tri Pointe Homes Inc
        N/A
        Tri Pointe Homes Inc
        87265H109
        
          
        
        59515.00000000
        NS
        USD
        1195061.20000000
        0.094045657638
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fox Factory Holding Corp
        529900GE1HSV0617R721
        Fox Factory Holding Corp
        35138V102
        
          
        
        22607.00000000
        NS
        USD
        2214355.65000000
        0.174259304335
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synovus Financial Corp
        549300EIUS8UN5JTLE54
        Synovus Financial Corp
        87161C501
        
          
        
        78157.00000000
        NS
        USD
        3829693.00000000
        0.301378704905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tempur Sealy International Inc
        549300HFEKVR3US71V91
        Tempur Sealy International Inc
        88023U101
        
          
        
        103859.00000000
        NS
        USD
        2899743.28000000
        0.228196065398
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CNO Financial Group Inc
        11XPYHB76MPM4Y4P2897
        CNO Financial Group Inc
        12621E103
        
          
        
        64696.00000000
        NS
        USD
        1623222.64000000
        0.127739935555
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NuVasive Inc
        549300C5ZB4NZ6TWM881
        NuVasive Inc
        670704105
        
          
        
        27968.00000000
        NS
        USD
        1585785.60000000
        0.124793817777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kemper Corp
        549300FNI1JKTRY2PV09
        Kemper Corp
        488401100
        
          
        
        32316.00000000
        NS
        USD
        1827146.64000000
        0.143787788743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281A109
        
          
        
        134606.00000000
        NS
        USD
        4089330.28000000
        0.321810929418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quidel Corp
        549300X2FQ6S98OQLQ46
        Quidel Corp
        74838J101
        
          
        
        20361.00000000
        NS
        USD
        2289798.06000000
        0.180196264770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wintrust Financial Corp
        Q774KI4AW80FHFW33O61
        Wintrust Financial Corp
        97650W108
        
          
        
        30764.00000000
        NS
        USD
        2858898.52000000
        0.224981776193
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Financial Bankshares Inc
        549300XN3GTGOENGNV49
        First Financial Bankshares Inc
        32020R109
        
          
        
        69191.00000000
        NS
        USD
        3052706.92000000
        0.240233579559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halozyme Therapeutics Inc
        529900242I3SV9AGM753
        Halozyme Therapeutics Inc
        40637H109
        
          
        
        75958.00000000
        NS
        USD
        3029205.04000000
        0.238384092889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Papa John's International Inc
        HZYLD3DK5XOX0WBVNB56
        Papa John's International Inc
        698813102
        
          
        
        17372.00000000
        NS
        USD
        1828924.16000000
        0.143927671150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TripAdvisor Inc
        549300XVG45PT5BART17
        TripAdvisor Inc
        896945201
        
          
        
        53616.00000000
        NS
        USD
        1454065.92000000
        0.114428102674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        17744196.51000000
        NS
        USD
        17744196.51000000
        1.396384243795
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GXO Logistics Inc
        5493007CNWMXN78JRN66
        GXO Logistics Inc
        36262G101
        
          
        
        53141.00000000
        NS
        USD
        3791078.94000000
        0.298339961227
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iridium Communications Inc
        549300U620NVQ4J1CT96
        Iridium Communications Inc
        46269C102
        
          
        
        71362.00000000
        NS
        USD
        2877315.84000000
        0.226431132068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brink's Co/The
        XFP140TFNOQMIVFTVQ13
        Brink's Co/The
        109696104
        
          
        
        26399.00000000
        NS
        USD
        1795132.00000000
        0.141268388169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vontier Corp
        549300VVSQLG4P5K4639
        Vontier Corp
        928881101
        
          
        
        90779.00000000
        NS
        USD
        2304878.81000000
        0.181383048385
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Eagle Outfitters Inc
        5299001Z9HXK01DHW793
        American Eagle Outfitters Inc
        02553E106
        
          
        
        83011.00000000
        NS
        USD
        1394584.80000000
        0.109747220183
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MasTec Inc
        549300TMDIT8WREDOF45
        MasTec Inc
        576323109
        
          
        
        31774.00000000
        NS
        USD
        2767515.40000000
        0.217790357362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rayonier Inc
        HGV8VDVNL0W6SF2U9C50
        Rayonier Inc
        754907103
        
          
        
        78417.00000000
        NS
        USD
        3224507.04000000
        0.253753435503
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DT Midstream Inc
        N/A
        DT Midstream Inc
        23345M107
        
          
        
        52247.00000000
        NS
        USD
        2834922.22000000
        0.223094954914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toll Brothers Inc
        529900JB6IS9MSZGVR44
        Toll Brothers Inc
        889478103
        
          
        
        60746.00000000
        NS
        USD
        2856276.92000000
        0.224775468686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Woodward Inc
        YPYKXXTR8TFDH54ZMB45
        Woodward Inc
        980745103
        
          
        
        33987.00000000
        NS
        USD
        4245316.17000000
        0.334086280343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chemours Co/The
        549300M1BOLNXL8DOV14
        Chemours Co/The
        163851108
        
          
        
        86388.00000000
        NS
        USD
        2719494.24000000
        0.214011319458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BJ's Wholesale Club Holdings Inc
        549300UCIWH1C93V0J03
        BJ's Wholesale Club Holdings Inc
        05550J101
        
          
        
        73318.00000000
        NS
        USD
        4957029.98000000
        0.390094787114
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Therapeutics Corp
        5299005C4HZL4UWROC14
        United Therapeutics Corp
        91307C102
        
          
        
        24273.00000000
        NS
        USD
        4354818.93000000
        0.342703629043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Darling Ingredients Inc
        L1N0SPPKS7EXZYUMZ898
        Darling Ingredients Inc
        237266101
        
          
        
        87205.00000000
        NS
        USD
        7009537.90000000
        0.551617441473
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sunrun Inc
        54930007SJ77CI66U531
        Sunrun Inc
        86771W105
        
          
        
        111616.00000000
        NS
        USD
        3389777.92000000
        0.266759471176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ryder System Inc
        ZXJ6Y2OSPZXIVGRILD15
        Ryder System Inc
        783549108
        
          
        
        28957.00000000
        NS
        USD
        2297158.81000000
        0.180775520941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sailpoint Technologies Holdings Inc
        529900809B15HNZH5H79
        Sailpoint Technologies Holdings Inc
        78781P105
        
          
        
        50226.00000000
        NS
        USD
        2570566.68000000
        0.202291425681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ChampionX Corp
        549300EP2909K6DYYP38
        ChampionX Corp
        15872M104
        
          
        
        109124.00000000
        NS
        USD
        2671355.52000000
        0.210223030138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NOV Inc
        549300EHF3IW1AR6U008
        NOV Inc
        62955J103
        
          
        
        211628.00000000
        NS
        USD
        4150025.08000000
        0.326587322779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Physicians Realty Trust
        549300ITOVH0OY7PZC34
        Physicians Realty Trust
        71943U104
        
          
        
        119121.00000000
        NS
        USD
        2089382.34000000
        0.164424496606
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Targa Resources Corp
        5493003QENHHS261UR94
        Targa Resources Corp
        87612G101
        
          
        
        123391.00000000
        NS
        USD
        9312318.77000000
        0.732835391915
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Insperity Inc
        5299000Q0KW7HY5DB751
        Insperity Inc
        45778Q107
        
          
        
        19218.00000000
        NS
        USD
        1929871.56000000
        0.151871753528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ingredion Inc
        PKSTQ48QDN0XSVS7YK88
        Ingredion Inc
        457187102
        
          
        
        35959.00000000
        NS
        USD
        3133826.85000000
        0.246617333935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Penumbra Inc
        549300RGE06P3ECANU72
        Penumbra Inc
        70975L107
        
          
        
        18930.00000000
        NS
        USD
        4204920.90000000
        0.330907363872
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Syneos Health Inc
        549300F1ZGKDS8P6GU13
        Syneos Health Inc
        87166B102
        
          
        
        55857.00000000
        NS
        USD
        4521624.15000000
        0.355830410008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kohl's Corp
        549300JF6LPRTRJ0FH50
        Kohl's Corp
        500255104
        
          
        
        75011.00000000
        NS
        USD
        4535165.06000000
        0.356896015507
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regal Rexnord Corp
        QH78R09VCJGQKPBPYU33
        Regal Rexnord Corp
        758750103
        
          
        
        36536.00000000
        NS
        USD
        5435826.08000000
        0.427773773010
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Service Corp International/US
        549300RKVM2ME20JHZ15
        Service Corp International/US
        817565104
        
          
        
        88956.00000000
        NS
        USD
        5855083.92000000
        0.460767379767
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Axon Enterprise Inc
        549300QP2IEEGFE16681
        Axon Enterprise Inc
        05464C101
        
          
        
        36894.00000000
        NS
        USD
        5081410.62000000
        0.399882954521
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UMB Financial Corp
        549300MGEH3N3CUCV828
        UMB Financial Corp
        902788108
        
          
        
        23286.00000000
        NS
        USD
        2262467.76000000
        0.178045499573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kite Realty Group Trust
        N/A
        Kite Realty Group Trust
        49803T300
        
          
        
        117675.00000000
        NS
        USD
        2679459.75000000
        0.210860794664
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Watts Water Technologies Inc
        549300REJOO94ERQN318
        Watts Water Technologies Inc
        942749102
        
          
        
        14796.00000000
        NS
        USD
        2065373.64000000
        0.162535125601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crane Co
        549300X1RO9ID7AUCA83
        Crane Co
        224399105
        
          
        
        26944.00000000
        NS
        USD
        2917496.32000000
        0.229593145583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM
        00766T100
        
          
        
        76186.00000000
        NS
        USD
        5851846.66000000
        0.460512622734
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wingstop Inc
        549300SSH3F8HPIM3Q47
        Wingstop Inc
        974155103
        
          
        
        16012.00000000
        NS
        USD
        1879008.20000000
        0.147869047942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Williams-Sonoma Inc
        549300IARG6YWVTZ1I92
        Williams-Sonoma Inc
        969904101
        
          
        
        39319.00000000
        NS
        USD
        5701255.00000000
        0.448661772167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NorthWestern Corp
        3BPWMBHR1R9SHUN7J795
        NorthWestern Corp
        668074305
        
          
        
        29073.00000000
        NS
        USD
        1758625.77000000
        0.138395520731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wendy's Co/The
        529900M0JIUCMWVKHG76
        Wendy's Co/The
        95058W100
        
          
        
        94819.00000000
        NS
        USD
        2083173.43000000
        0.163935884789
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STAAR Surgical Co
        5299006LRHI7OJ8BY308
        STAAR Surgical Co
        852312305
        
          
        
        25671.00000000
        NS
        USD
        2051369.61000000
        0.161433074751
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spire Inc
        549300NXSY15DRY2R511
        Spire Inc
        84857L101
        
          
        
        27910.00000000
        NS
        USD
        2002821.60000000
        0.157612576246
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teradata Corp
        549300JU9SOUHV4U4R71
        Teradata Corp
        88076W103
        
          
        
        58550.00000000
        NS
        USD
        2885929.50000000
        0.227108986323
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Saia Inc
        549300WNPG4N9GBOYB29
        Saia Inc
        78709Y105
        
          
        
        14195.00000000
        NS
        USD
        3461024.90000000
        0.272366271136
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Six Flags Entertainment Corp
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp
        83001A102
        
          
        
        41786.00000000
        NS
        USD
        1817691.00000000
        0.143043674649
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hubbell Inc
        54930088VDQ6840Y6597
        Hubbell Inc
        443510607
        
          
        
        29350.00000000
        NS
        USD
        5393649.50000000
        0.424454675877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Black Hills Corp
        3MGELCRSTNSAMJ962671
        Black Hills Corp
        092113109
        
          
        
        34291.00000000
        NS
        USD
        2641092.82000000
        0.207841498947
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JBG SMITH Properties
        N/A
        JBG SMITH Properties
        46590V100
        
          
        
        61359.00000000
        NS
        USD
        1792909.98000000
        0.141093525717
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fluor Corp
        CQ7WZ4NOFWT7FAE6Q943
        Fluor Corp
        343412102
        
          
        
        76210.00000000
        NS
        USD
        2186464.90000000
        0.172064434377
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kennametal Inc
        549300GZDSG25XUV0Y08
        Kennametal Inc
        489170100
        
          
        
        44788.00000000
        NS
        USD
        1281384.68000000
        0.100838906759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Integra LifeSciences Holdings Corp
        WB7IJCYY8YFTENS4O147
        Integra LifeSciences Holdings Corp
        457985208
        
          
        
        39141.00000000
        NS
        USD
        2515200.66000000
        0.197934382074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lamar Advertising Co
        529900Y8WW4MKVPTB543
        Lamar Advertising Co
        512816109
        
          
        
        46791.00000000
        NS
        USD
        5436178.38000000
        0.427801497352
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        World Wrestling Entertainment Inc
        549300WZVLSCS3L4L698
        World Wrestling Entertainment Inc
        98156Q108
        
          
        
        23505.00000000
        NS
        USD
        1467652.20000000
        0.115497278577
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brixmor Property Group Inc
        5299007UXW6Y0W2EGZ95
        Brixmor Property Group Inc
        11120U105
        
          
        
        160736.00000000
        NS
        USD
        4148596.16000000
        0.326474873541
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EMCOR Group Inc
        529900X0SQJB2J7YDU43
        EMCOR Group Inc
        29084Q100
        
          
        
        28808.00000000
        NS
        USD
        3244645.04000000
        0.255338200747
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        John Wiley & Sons Inc
        5493003XM719UN7E8P64
        John Wiley & Sons Inc
        968223206
        
          
        
        23314.00000000
        NS
        USD
        1236341.42000000
        0.097294215484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greif Inc
        54930070FVGKR0Z1FI24
        Greif Inc
        397624107
        
          
        
        14236.00000000
        NS
        USD
        926194.16000000
        0.072887094718
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dick's Sporting Goods Inc
        529900SSBV5I4LWSK313
        Dick's Sporting Goods Inc
        253393102
        
          
        
        33915.00000000
        NS
        USD
        3392178.30000000
        0.266948369715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pilgrim's Pride Corp
        549300ZSLGV64ZL3HD75
        Pilgrim's Pride Corp
        72147K108
        
          
        
        26436.00000000
        NS
        USD
        663543.60000000
        0.052217739337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LivaNova PLC
        2138001K2FX6SHK2B339
        LivaNova PLC
        000000000
        
          
        
        28680.00000000
        NS
        USD
        2346884.40000000
        0.184688689415
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Display Corp
        N/A
        Universal Display Corp
        91347P105
        
          
        
        23368.00000000
        NS
        USD
        3901287.60000000
        0.307012860913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Calix Inc
        5299002RQRZ4SXSCSJ58
        Calix Inc
        13100M509
        
          
        
        29600.00000000
        NS
        USD
        1270136.00000000
        0.099953688907
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corporate Office Properties Trust
        YY1J47X6LF9TYY8JY420
        Corporate Office Properties Trust
        22002T108
        
          
        
        60660.00000000
        NS
        USD
        1731236.40000000
        0.136240107005
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Campus Communities Inc
        529900MR3ZXRO3W6UX26
        American Campus Communities Inc
        024835100
        
          
        
        75011.00000000
        NS
        USD
        4198365.67000000
        0.330391498311
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marriott Vacations Worldwide Corp
        549300WA6BT5H4F7IO94
        Marriott Vacations Worldwide Corp
        57164Y107
        
          
        
        22978.00000000
        NS
        USD
        3623630.60000000
        0.285162569763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Simpson Manufacturing Co Inc
        529900EJUNNL15LZ8056
        Simpson Manufacturing Co Inc
        829073105
        
          
        
        23457.00000000
        NS
        USD
        2557751.28000000
        0.201282914384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASGN Inc
        LZBNYYCBUKY537072438
        ASGN Inc
        00191U102
        
          
        
        28098.00000000
        NS
        USD
        3279317.58000000
        0.258066765465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        R1 RCM Inc
        549300VKOMJ3EM506212
        R1 RCM Inc
        749397105
        
          
        
        71753.00000000
        NS
        USD
        1920110.28000000
        0.151103587013
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flowserve Corp
        6Y0GK87T6V7NJKZJVM41
        Flowserve Corp
        34354P105
        
          
        
        69975.00000000
        NS
        USD
        2512102.50000000
        0.197690571552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Materials Inc
        529900KRXRGXL61SG039
        Eagle Materials Inc
        26969P108
        
          
        
        21326.00000000
        NS
        USD
        2737405.36000000
        0.215420839790
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Steel Dynamics Inc
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119100
        
          
        
        101559.00000000
        NS
        USD
        8473067.37000000
        0.666790280721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Grocery Outlet Holding Corp
        N/A
        Grocery Outlet Holding Corp
        39874R101
        
          
        
        47237.00000000
        NS
        USD
        1548428.86000000
        0.121854019229
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Selective Insurance Group Inc
        549300R3WGJWLE40R258
        Selective Insurance Group Inc
        816300107
        
          
        
        32483.00000000
        NS
        USD
        2902680.88000000
        0.228427240608
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brunswick Corp/DE
        YM4O38W15AX4YLLQKU27
        Brunswick Corp/DE
        117043109
        
          
        
        41563.00000000
        NS
        USD
        3362031.07000000
        0.264575925466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Financial Group Inc/OH
        549300AFOM7IVKIU1G39
        American Financial Group Inc/OH
        025932104
        
          
        
        35655.00000000
        NS
        USD
        5192081.10000000
        0.408592197255
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties
        26884U109
        
          
        
        40330.00000000
        NS
        USD
        2206454.30000000
        0.173637505504
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Douglas Emmett Inc
        N/A
        Douglas Emmett Inc
        25960P109
        
          
        
        94677.00000000
        NS
        USD
        3164105.34000000
        0.249000107725
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stericycle Inc
        B8PTJH2P0AXSWSMP2136
        Stericycle Inc
        858912108
        
          
        
        49614.00000000
        NS
        USD
        2923256.88000000
        0.230046474378
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446104
        
          
        
        30563.00000000
        NS
        USD
        2116793.38000000
        0.166581615658
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carlisle Cos Inc
        XR64VGX1ZPX6G7ZN7Z11
        Carlisle Cos Inc
        142339100
        
          
        
        28174.00000000
        NS
        USD
        6928550.08000000
        0.545244083529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Perrigo Co PLC
        549300IFOQS6R1QLY196
        Perrigo Co PLC
        000000000
        
          
        
        72235.00000000
        NS
        USD
        2775991.05000000
        0.218457350883
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        GATX Corp
        549300IHYHCQP2PIR591
        GATX Corp
        361448103
        
          
        
        19063.00000000
        NS
        USD
        2351039.79000000
        0.185015698932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RLI Corp
        529900AMTJE5ECN9PS55
        RLI Corp
        749607107
        
          
        
        21530.00000000
        NS
        USD
        2381863.90000000
        0.187441410432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NewMarket Corp
        54930082CG88ERDREQ47
        NewMarket Corp
        651587107
        
          
        
        3668.00000000
        NS
        USD
        1189825.84000000
        0.093633659596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kirby Corp
        I7NO6FZO5GUCG585T325
        Kirby Corp
        497266106
        
          
        
        32291.00000000
        NS
        USD
        2331087.29000000
        0.183445531660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vishay Intertechnology Inc
        5493009O8F3QQJTCQR75
        Vishay Intertechnology Inc
        928298108
        
          
        
        71103.00000000
        NS
        USD
        1393618.80000000
        0.109671200557
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Globus Medical Inc
        5299003M2P4CIK0RF205
        Globus Medical Inc
        379577208
        
          
        
        42652.00000000
        NS
        USD
        3146864.56000000
        0.247643339976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Texas Roadhouse Inc
        5299002Y1CNRPDGXTQ75
        Texas Roadhouse Inc
        882681109
        
          
        
        37618.00000000
        NS
        USD
        3149755.14000000
        0.247870814935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skechers USA Inc
        529900D2R54KZPA4XR56
        Skechers USA Inc
        830566105
        
          
        
        72783.00000000
        NS
        USD
        2966635.08000000
        0.233460133315
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Life Storage Inc
        W9EE01AFDDF9DQCQZC68
        Life Storage Inc
        53223X107
        
          
        
        44199.00000000
        NS
        USD
        6206865.57000000
        0.488450929881
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Janus Henderson Group PLC
        2138009WPYMWJN3RVF44
        Janus Henderson Group PLC
        000000000
        
          
        
        90883.00000000
        NS
        USD
        3182722.66000000
        0.250465202653
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sabra Health Care REIT Inc
        549300E3BC7GU7TAZ621
        Sabra Health Care REIT Inc
        78573L106
        
          
        
        123442.00000000
        NS
        USD
        1838051.38000000
        0.144645940145
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Callaway Golf Co
        5493005UB0KFRKBPCU72
        Callaway Golf Co
        131193104
        
          
        
        63196.00000000
        NS
        USD
        1480050.32000000
        0.116472951914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pebblebrook Hotel Trust
        5493004Q1NNH6JXCSI52
        Pebblebrook Hotel Trust
        70509V100
        
          
        
        70800.00000000
        NS
        USD
        1733184.00000000
        0.136393373903
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cracker Barrel Old Country Store Inc
        8P4PHQIUWPIECBFBW745
        Cracker Barrel Old Country Store Inc
        22410J106
        
          
        
        12645.00000000
        NS
        USD
        1501340.85000000
        0.118148415811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OGE Energy Corp
        CE5OG6JPOZMDSA0LAQ19
        OGE Energy Corp
        670837103
        
          
        
        107865.00000000
        NS
        USD
        4398734.70000000
        0.346159592194
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dycom Industries Inc
        549300F56EKTHQI3WT60
        Dycom Industries Inc
        267475101
        
          
        
        16305.00000000
        NS
        USD
        1553214.30000000
        0.122230610697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essent Group Ltd
        254900QUO860OUT6ZF83
        Essent Group Ltd
        000000000
        
          
        
        59647.00000000
        NS
        USD
        2458052.87000000
        0.193437121604
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        First Industrial Realty Trust Inc
        N/A
        First Industrial Realty Trust Inc
        32054K103
        
          
        
        70223.00000000
        NS
        USD
        4347505.93000000
        0.342128130571
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MSA Safety Inc
        529900DVA3258XK11O39
        MSA Safety Inc
        553498106
        
          
        
        19589.00000000
        NS
        USD
        2599460.30000000
        0.204565216759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Home BancShares Inc/AR
        N/A
        Home BancShares Inc/AR
        436893200
        
          
        
        81360.00000000
        NS
        USD
        1838736.00000000
        0.144699816497
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hudson Pacific Properties Inc
        N/A
        Hudson Pacific Properties Inc
        444097109
        
          
        
        82221.00000000
        NS
        USD
        2281632.75000000
        0.179553693537
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyndryl Holdings Inc
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings Inc
        50155Q100
        
          
        
        97079.00000000
        NS
        USD
        1273676.48000000
        0.100232307918
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unum Group
        549300E32YFDO6TZ8R31
        Unum Group
        91529Y106
        
          
        
        110289.00000000
        NS
        USD
        3475206.39000000
        0.273482287248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spirit Realty Capital Inc
        549300LTU6LVPZSHMJ25
        Spirit Realty Capital Inc
        84860W300
        
          
        
        68648.00000000
        NS
        USD
        3159180.96000000
        0.248612582336
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medpace Holdings Inc
        549300H8TYEUVTW14A54
        Medpace Holdings Inc
        58506Q109
        
          
        
        15527.00000000
        NS
        USD
        2540061.93000000
        0.199890846301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Knight-Swift Transportation Holdings Inc
        N/A
        Knight-Swift Transportation Holdings Inc
        499049104
        
          
        
        89448.00000000
        NS
        USD
        4513546.08000000
        0.355194704150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crocs Inc
        549300B0J6YCXD63OG72
        Crocs Inc
        227046109
        
          
        
        31779.00000000
        NS
        USD
        2427915.60000000
        0.191065461160
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        Camden Property Trust
        133131102
        
          
        
        55093.00000000
        NS
        USD
        9156456.60000000
        0.720569777168
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sanderson Farms Inc
        529900KZGVFTWHUO2759
        Sanderson Farms Inc
        800013104
        
          
        
        11388.00000000
        NS
        USD
        2135136.12000000
        0.168025102441
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Silgan Holdings Inc
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        827048109
        
          
        
        45270.00000000
        NS
        USD
        2092832.10000000
        0.164695976383
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nu Skin Enterprises Inc
        54930050DETB6CP71D38
        Nu Skin Enterprises Inc
        67018T105
        
          
        
        26726.00000000
        NS
        USD
        1279640.88000000
        0.100701677956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Grand Canyon Education Inc
        529900XFER799IYOSW74
        Grand Canyon Education Inc
        38526M106
        
          
        
        21277.00000000
        NS
        USD
        2066209.47000000
        0.162600901464
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mattel Inc
        549300VELLG24KHTJ564
        Mattel Inc
        577081102
        
          
        
        188802.00000000
        NS
        USD
        4193292.42000000
        0.329992257559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AptarGroup Inc
        VNPEQDQFAA7IY1T2PX43
        AptarGroup Inc
        038336103
        
          
        
        35498.00000000
        NS
        USD
        4171015.00000000
        0.328239130092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AutoNation Inc
        N/A
        AutoNation Inc
        05329W102
        
          
        
        21467.00000000
        NS
        USD
        2137683.86000000
        0.168225597515
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        East West Bancorp Inc
        N/A
        East West Bancorp Inc
        27579R104
        
          
        
        76430.00000000
        NS
        USD
        6039498.60000000
        0.475279941850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinnacle Financial Partners Inc
        54930098EZ8JMSAZGS24
        Pinnacle Financial Partners Inc
        72346Q104
        
          
        
        41027.00000000
        NS
        USD
        3777766.16000000
        0.297292308479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equitrans Midstream Corp
        549300RH0NLJNZ5SXU64
        Equitrans Midstream Corp
        294600101
        
          
        
        219423.00000000
        NS
        USD
        1851930.12000000
        0.145738131265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xerox Holdings Corp
        5493000Y33XDVO2CXC18
        Xerox Holdings Corp
        98421M106
        
          
        
        66025.00000000
        NS
        USD
        1331724.25000000
        0.104800392552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lumentum Holdings Inc
        549300JLWRRC38DWEF52
        Lumentum Holdings Inc
        55024U109
        
          
        
        38951.00000000
        NS
        USD
        3801617.60000000
        0.299169303866
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ziff Davis Inc
        5493008OJYGLHD7MXA18
        Ziff Davis Inc
        48123V102
        
          
        
        25906.00000000
        NS
        USD
        2507182.68000000
        0.197303405014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PNM Resources Inc
        5493003JOBJGLZSDDQ28
        PNM Resources Inc
        69349H107
        
          
        
        46101.00000000
        NS
        USD
        2197634.67000000
        0.172943442385
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Murphy Oil Corp
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717102
        
          
        
        78351.00000000
        NS
        USD
        3164596.89000000
        0.249038790382
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Macerich Co/The
        529900PSWCB5KI0JYU46
        Macerich Co/The
        554382101
        
          
        
        115053.00000000
        NS
        USD
        1799428.92000000
        0.141606535427
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cognex Corp
        549300JQTYZCLC43S226
        Cognex Corp
        192422103
        
          
        
        95274.00000000
        NS
        USD
        7350389.10000000
        0.578440816929
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paylocity Holding Corp
        549300VH75FTB4DIEE07
        Paylocity Holding Corp
        70438V106
        
          
        
        21378.00000000
        NS
        USD
        4398951.06000000
        0.346176618701
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        II-VI Inc
        549300O5C25A0MMHHU33
        II-VI Inc
        902104108
        
          
        
        57328.00000000
        NS
        USD
        4155706.72000000
        0.327034440943
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Littelfuse Inc
        549300MY7HLQFYTPCX75
        Littelfuse Inc
        537008104
        
          
        
        13290.00000000
        NS
        USD
        3314658.90000000
        0.260847960002
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Werner Enterprises Inc
        549300P6XRGOCHHJST37
        Werner Enterprises Inc
        950755108
        
          
        
        32157.00000000
        NS
        USD
        1318437.00000000
        0.103754748894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Antero Midstream Corp
        N/A
        Antero Midstream Corp
        03676B102
        
          
        
        175183.00000000
        NS
        USD
        1904239.21000000
        0.149854608956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SLM Corp
        N/A
        SLM Corp
        78442P106
        
          
        
        150509.00000000
        NS
        USD
        2763345.24000000
        0.217462185516
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Patterson Cos Inc
        YM48Q2087CUE26GWEK09
        Patterson Cos Inc
        703395103
        
          
        
        46849.00000000
        NS
        USD
        1516502.13000000
        0.119341536756
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Envista Holdings Corp
        549300BX623VURJZ5269
        Envista Holdings Corp
        29415F104
        
          
        
        86974.00000000
        NS
        USD
        4236503.54000000
        0.333392768092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ciena Corp
        W0CZ7N0GH8UIGXDM1H41
        Ciena Corp
        171779309
        
          
        
        83550.00000000
        NS
        USD
        5065636.50000000
        0.398641605970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cable One Inc
        549300648QS85T0XSH18
        Cable One Inc
        12685J105
        
          
        
        2672.00000000
        NS
        USD
        3912449.28000000
        0.307891232277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Acuity Brands Inc
        N/A
        Acuity Brands Inc
        00508Y102
        
          
        
        18879.00000000
        NS
        USD
        3573794.70000000
        0.281240720413
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IAA Inc
        549300PZCOPC5178W747
        IAA Inc
        449253103
        
          
        
        72796.00000000
        NS
        USD
        2784447.00000000
        0.219122794108
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essential Utilities Inc
        549300ILTEOF3E3QY357
        Essential Utilities Inc
        29670G102
        
          
        
        123874.00000000
        NS
        USD
        6333677.62000000
        0.498430437741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Macy's Inc
        529900NZQ81TIOW3CW52
        Macy's Inc
        55616P104
        
          
        
        161340.00000000
        NS
        USD
        3930242.40000000
        0.309291466568
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Curtiss-Wright Corp
        TEL51ETZWP7D0ZM4X325
        Curtiss-Wright Corp
        231561101
        
          
        
        21165.00000000
        NS
        USD
        3178136.40000000
        0.250104285707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PotlatchDeltic Corp
        54930084YA8UJOTXDM59
        PotlatchDeltic Corp
        737630103
        
          
        
        37084.00000000
        NS
        USD
        1955439.32000000
        0.153883815173
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cathay General Bancorp
        549300K1SLJ8C97H5L68
        Cathay General Bancorp
        149150104
        
          
        
        40670.00000000
        NS
        USD
        1819982.50000000
        0.143224004848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Watsco Inc
        549300F1Y3LN5BX5WN75
        Watsco Inc
        942622200
        
          
        
        17788.00000000
        NS
        USD
        5418936.32000000
        0.426444628874
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trinity Industries Inc
        R1JB4KXN77XFCXOQKV49
        Trinity Industries Inc
        896522109
        
          
        
        44193.00000000
        NS
        USD
        1518471.48000000
        0.119496515276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Middleby Corp/The
        JDFO86U9VQRBKW5KYA35
        Middleby Corp/The
        596278101
        
          
        
        29972.00000000
        NS
        USD
        4913609.68000000
        0.386677815106
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Foot Locker Inc
        549300X383CBNP6MTV94
        Foot Locker Inc
        344849104
        
          
        
        46891.00000000
        NS
        USD
        1390787.06000000
        0.109448356028
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Louisiana-Pacific Corp
        549300C7E2UAO5BVRR75
        Louisiana-Pacific Corp
        546347105
        
          
        
        47458.00000000
        NS
        USD
        2948090.96000000
        0.232000798880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        YETI Holdings Inc
        549300DSQICIGNT5GO63
        YETI Holdings Inc
        98585X104
        
          
        
        47319.00000000
        NS
        USD
        2838193.62000000
        0.223352398603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HIPPO PARENT CORP
        N/A
        HIPPO PARENT CORP COMMON STOCK
        403949100
        
          
        
        80661.00000000
        NS
        USD
        3214340.85000000
        0.252953404489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nordstrom Inc
        549300S3IZB5P35KNV16
        Nordstrom Inc
        655664100
        
          
        
        59886.00000000
        NS
        USD
        1623509.46000000
        0.127762506931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Taylor Morrison Home Corp
        5299009UDLLGLKOOJE30
        Taylor Morrison Home Corp
        87724P106
        
          
        
        66313.00000000
        NS
        USD
        1805039.86000000
        0.142048089836
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Graham Holdings Co
        529900BOSCEEEMAFQJ29
        Graham Holdings Co
        384637104
        
          
        
        2143.00000000
        NS
        USD
        1310380.21000000
        0.103120717672
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ITT Inc
        549300KDSERHTJOXUS80
        ITT Inc
        45073V108
        
          
        
        46174.00000000
        NS
        USD
        3472746.54000000
        0.273288708700
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jazz Pharmaceuticals PLC
        635400GAUMJCLEZRRV50
        Jazz Pharmaceuticals PLC
        000000000
        
          
        
        33123.00000000
        NS
        USD
        5156257.41000000
        0.405773042482
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Avnet Inc
        XJI53DCPL7QABOWK4Z75
        Avnet Inc
        053807103
        
          
        
        53162.00000000
        NS
        USD
        2157845.58000000
        0.169812229410
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Solar Inc
        549300NPYMLM4NHTOF27
        First Solar Inc
        336433107
        
          
        
        53296.00000000
        NS
        USD
        4463007.04000000
        0.351217521012
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chemed Corp
        54930020031IDJT2IM79
        Chemed Corp
        16359R103
        
          
        
        8295.00000000
        NS
        USD
        4201832.25000000
        0.330664301743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONE Gas Inc
        549300HXDWI0LATTX840
        ONE Gas Inc
        68235P108
        
          
        
        28951.00000000
        NS
        USD
        2554636.24000000
        0.201037775486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cullen/Frost Bankers Inc
        529900V2E9G9AY665O34
        Cullen/Frost Bankers Inc
        229899109
        
          
        
        30689.00000000
        NS
        USD
        4247664.49000000
        0.334271082008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Umpqua Holdings Corp
        5299002ENJ7CY215BW86
        Umpqua Holdings Corp
        904214103
        
          
        
        116342.00000000
        NS
        USD
        2194210.12000000
        0.172673946516
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carter's Inc
        5299003WAQK4R3L3ZU36
        Carter's Inc
        146229109
        
          
        
        22693.00000000
        NS
        USD
        2087529.07000000
        0.164278653032
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Voya Financial Inc
        549300T065Z4KJ686G75
        Voya Financial Inc
        929089100
        
          
        
        58199.00000000
        NS
        USD
        3861503.65000000
        0.303882052432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Columbia Sportswear Co
        549300OTMCIEUXAH5Z60
        Columbia Sportswear Co
        198516106
        
          
        
        18678.00000000
        NS
        USD
        1690919.34000000
        0.133067345290
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Storage Affiliates Trust
        N/A
        National Storage Affiliates Trust
        637870106
        
          
        
        44237.00000000
        NS
        USD
        2776314.12000000
        0.218482774963
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Washington Federal Inc
        N/A
        Washington Federal Inc
        938824109
        
          
        
        34903.00000000
        NS
        USD
        1145516.46000000
        0.090146721202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hancock Whitney Corp
        549300GRNBWY8HIICT41
        Hancock Whitney Corp
        410120109
        
          
        
        46906.00000000
        NS
        USD
        2446147.90000000
        0.192500256837
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Healthcare Realty Trust Inc
        549300CB86LH2IOKHH22
        Healthcare Realty Trust Inc
        421946104
        
          
        
        79230.00000000
        NS
        USD
        2177240.40000000
        0.171338509906
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flowers Foods Inc
        7YNCQQNDK8FBM9BBTK25
        Flowers Foods Inc
        343498101
        
          
        
        107450.00000000
        NS
        USD
        2762539.50000000
        0.217398777594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WEX Inc
        T9M5IGROL1TL1G5OV478
        WEX Inc
        96208T104
        
          
        
        24152.00000000
        NS
        USD
        4309924.40000000
        0.339170642114
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Landstar System Inc
        254900CUQXQRL09MEI52
        Landstar System Inc
        515098101
        
          
        
        20326.00000000
        NS
        USD
        3065770.58000000
        0.241261627743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Progyny Inc
        N/A
        Progyny Inc
        74340E103
        
          
        
        37523.00000000
        NS
        USD
        1928682.20000000
        0.151778156528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boyd Gaming Corp
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304101
        
          
        
        44263.00000000
        NS
        USD
        2911620.14000000
        0.229130718041
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kilroy Realty Corp
        549300CXXI18B214UN80
        Kilroy Realty Corp
        49427F108
        
          
        
        56615.00000000
        NS
        USD
        4326518.30000000
        0.340476503470
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federated Hermes Inc
        R05X5UQ874RGFF7HHD84
        Federated Hermes Inc
        314211103
        
          
        
        51995.00000000
        NS
        USD
        1770949.70000000
        0.139365355666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Option Care Health Inc
        549300DI3Q5ACSYJRI17
        Option Care Health Inc
        68404L201
        
          
        
        74683.00000000
        NS
        USD
        2132946.48000000
        0.167852788141
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899101
        
          
        
        257650.00000000
        NS
        USD
        8298906.50000000
        0.653084644931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Travel + Leisure Co
        T4VNTWMFQ7JQB65L7T35
        Travel + Leisure Co
        894164102
        
          
        
        46610.00000000
        NS
        USD
        2700583.40000000
        0.212523125895
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MKS Instruments Inc
        549300KEQATBHAGVF505
        MKS Instruments Inc
        55306N104
        
          
        
        29905.00000000
        NS
        USD
        4485750.00000000
        0.353007284273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Concentrix Corp
        N/A
        Concentrix Corp
        20602D101
        
          
        
        23120.00000000
        NS
        USD
        3850867.20000000
        0.303045014182
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LHC Group Inc
        5299009NPLWAMRQYZX73
        LHC Group Inc
        50187A107
        
          
        
        17108.00000000
        NS
        USD
        2884408.80000000
        0.226989314433
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aspen Technology Inc
        529900B0MZWTVFG7CB96
        Aspen Technology Inc
        045327103
        
          
        
        35926.00000000
        NS
        USD
        5941082.62000000
        0.467535070239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACI Worldwide Inc
        5493003BPVMZUJ6F5C02
        ACI Worldwide Inc
        004498101
        
          
        
        63132.00000000
        NS
        USD
        1988026.68000000
        0.156448286099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Euronet Worldwide Inc
        YG3575C4DSHJPA5KET68
        Euronet Worldwide Inc
        298736109
        
          
        
        28500.00000000
        NS
        USD
        3709275.00000000
        0.291902378503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Science Applications International Corp
        549300LZPNZIXQGZPZ48
        Science Applications International Corp
        808625107
        
          
        
        30660.00000000
        NS
        USD
        2825932.20000000
        0.222387482909
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wolfspeed Inc
        549300OGU88P3AW3TO93
        Wolfspeed Inc
        977852102
        
          
        
        66605.00000000
        NS
        USD
        7583645.30000000
        0.596796975365
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Acadia Healthcare Co Inc
        5493005CW985Y9D0NC11
        Acadia Healthcare Co Inc
        00404A109
        
          
        
        48525.00000000
        NS
        USD
        3179843.25000000
        0.250238606720
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MDU Resources Group Inc
        N/A
        MDU Resources Group Inc
        552690109
        
          
        
        109790.00000000
        NS
        USD
        2925903.50000000
        0.230254750839
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sabre Corp
        529900VKCYZW8GZ4WW58
        Sabre Corp
        78573M104
        
          
        
        174556.00000000
        NS
        USD
        1995175.08000000
        0.157010831330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NCR Corp
        549300YKTY8JX1DV2R67
        NCR Corp
        62886E108
        
          
        
        71258.00000000
        NS
        USD
        2863859.02000000
        0.225372144054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Envestnet Inc
        549300HLWZ5OKIDM8737
        Envestnet Inc
        29404K106
        
          
        
        29345.00000000
        NS
        USD
        2184441.80000000
        0.171905225986
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Texas Capital Bancshares Inc
        549300466Q2SXRX0YM48
        Texas Capital Bancshares Inc
        88224Q107
        
          
        
        27343.00000000
        NS
        USD
        1567027.33000000
        0.123317630751
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PROG Holdings Inc
        549300DHYTLBOVRXIG52
        PROG Holdings Inc
        74319R101
        
          
        
        30357.00000000
        NS
        USD
        873370.89000000
        0.068730153495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RH
        5493008MTS3OGGMHGK69
        RH
        74967X103
        
          
        
        9380.00000000
        NS
        USD
        3058724.20000000
        0.240707111003
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fulton Financial Corp
        5493005QLZ6O1BNC0C11
        Fulton Financial Corp
        360271100
        
          
        
        86709.00000000
        NS
        USD
        1441103.58000000
        0.113408027895
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033G407
        
          
        
        57738.00000000
        NS
        USD
        4963158.48000000
        0.390577071045
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Azenta Inc
        35ZN6X1ANPH25YN32Y17
        Azenta Inc
        114340102
        
          
        
        40401.00000000
        NS
        USD
        3348434.88000000
        0.263505969693
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IDACORP Inc
        N134NUJDWN8UEFA8B673
        IDACORP Inc
        451107106
        
          
        
        27256.00000000
        NS
        USD
        3144252.16000000
        0.247437756466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gentex Corp
        549300S3UD8XV1MN0287
        Gentex Corp
        371901109
        
          
        
        127783.00000000
        NS
        USD
        3727430.11000000
        0.293331099693
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALLETE Inc
        549300NNLSIMY6Z8OT86
        ALLETE Inc
        018522300
        
          
        
        28379.00000000
        NS
        USD
        1900825.42000000
        0.149585959848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Neurocrine Biosciences Inc
        549300FECER0XBN49756
        Neurocrine Biosciences Inc
        64125C109
        
          
        
        51100.00000000
        NS
        USD
        4790625.00000000
        0.376999503142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UGI Corp
        DX6GCWD4Q1JO9CRE5I40
        UGI Corp
        902681105
        
          
        
        113126.00000000
        NS
        USD
        4097423.72000000
        0.322447844822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exelixis Inc
        254900PJQB59O2O95R37
        Exelixis Inc
        30161Q104
        
          
        
        170543.00000000
        NS
        USD
        3866209.81000000
        0.304252404939
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Webster Financial Corp
        KMRURHT0VWKYS6Z5KU67
        Webster Financial Corp
        947890109
        
          
        
        96796.00000000
        NS
        USD
        5432191.52000000
        0.427487750348
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonoco Products Co
        GKOMIK4RDJGHEF0VNP11
        Sonoco Products Co
        835495102
        
          
        
        53082.00000000
        NS
        USD
        3320809.92000000
        0.261332016150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HealthEquity Inc
        529900LRJU1RAFQHM467
        HealthEquity Inc
        42226A107
        
          
        
        45117.00000000
        NS
        USD
        3042690.48000000
        0.239445333161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Five Below Inc
        529900AAXP5Z6BGI7418
        Five Below Inc
        33829M101
        
          
        
        30193.00000000
        NS
        USD
        4781665.41000000
        0.376294425834
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masimo Corp
        549300Q4A8JK0PIYCU29
        Masimo Corp
        574795100
        
          
        
        27378.00000000
        NS
        USD
        3984594.12000000
        0.313568689568
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Silicon Laboratories Inc
        4PRDF8Q9TDHRVZKZSZ47
        Silicon Laboratories Inc
        826919102
        
          
        
        20604.00000000
        NS
        USD
        3094720.80000000
        0.243539872973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        XPO Logistics Inc
        54930096DB9LCLPN7H13
        XPO Logistics Inc
        983793100
        
          
        
        53170.00000000
        NS
        USD
        3870776.00000000
        0.304611742471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cadence Bank
        Q7C315HKI8VX0SSKBS64
        Cadence Bank
        12740C103
        
          
        
        101629.00000000
        NS
        USD
        2973664.54000000
        0.234013318532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MSC Industrial Direct Co Inc
        0XVKH0LN6YGOWO2EGO17
        MSC Industrial Direct Co Inc
        553530106
        
          
        
        25322.00000000
        NS
        USD
        2157687.62000000
        0.169799798706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kinsale Capital Group Inc
        529900QTUQHNZ6HOA508
        Kinsale Capital Group Inc
        49714P108
        
          
        
        11580.00000000
        NS
        USD
        2640471.60000000
        0.207792611874
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SiTime Corp
        N/A
        SiTime Corp
        82982T106
        
          
        
        8082.00000000
        NS
        USD
        2002881.24000000
        0.157617269632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Leggett & Platt Inc
        DKOVQUCDW4ZLYCUD4T55
        Leggett & Platt Inc
        524660107
        
          
        
        72057.00000000
        NS
        USD
        2507583.60000000
        0.197334955520
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CACI International Inc
        SYRPI2D1O9WRTS2WX210
        CACI International Inc
        127190304
        
          
        
        12572.00000000
        NS
        USD
        3787440.72000000
        0.298053650540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Retail Properties Inc
        5493008JKH5SOTI0JS97
        National Retail Properties Inc
        637417106
        
          
        
        94788.00000000
        NS
        USD
        4259772.72000000
        0.335223942374
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Commercial Metals Co
        549300OQS2LO07ZJ7N73
        Commercial Metals Co
        201723103
        
          
        
        65571.00000000
        NS
        USD
        2729065.02000000
        0.214764494524
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RPM International Inc
        549300TJCKW4BRXPJ474
        RPM International Inc
        749685103
        
          
        
        69986.00000000
        NS
        USD
        5699659.84000000
        0.448536240628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Choice Hotels International Inc
        5493003CYRY5RFGTIR97
        Choice Hotels International Inc
        169905106
        
          
        
        17721.00000000
        NS
        USD
        2512128.96000000
        0.197692653829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EastGroup Properties Inc
        31TIGQQZC4P6JMHKSW85
        EastGroup Properties Inc
        277276101
        
          
        
        21929.00000000
        NS
        USD
        4457727.12000000
        0.350802016309
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Minerals Technologies Inc
        549300D3I1QU67GP6403
        Minerals Technologies Inc
        603158106
        
          
        
        17917.00000000
        NS
        USD
        1185209.55000000
        0.093270379432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Haemonetics Corp
        549300ZEL6TXZS6F5F95
        Haemonetics Corp
        405024100
        
          
        
        27613.00000000
        NS
        USD
        1745693.86000000
        0.137377840648
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TEGNA Inc
        549300YC5EDBGX85AO10
        TEGNA Inc
        87901J105
        
          
        
        119477.00000000
        NS
        USD
        2676284.80000000
        0.210610941133
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Commerce Bancshares Inc/MO
        N/A
        Commerce Bancshares Inc/MO
        200525103
        
          
        
        59607.00000000
        NS
        USD
        4267265.13000000
        0.335813559564
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apartment Income REIT Corp
        N/A
        Apartment Income REIT Corp
        03750L109
        
          
        
        84645.00000000
        NS
        USD
        4525121.70000000
        0.356105650632
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GameStop Corp
        549300505KLOET039L77
        GameStop Corp
        36467W109
        
          
        
        33330.00000000
        NS
        USD
        5552111.40000000
        0.436924877065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennox International Inc
        S7DWAC87RDMPBF77GJ92
        Lennox International Inc
        526107107
        
          
        
        18133.00000000
        NS
        USD
        4675775.38000000
        0.367961381879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Builders FirstSource Inc
        549300W0SKP6L3H7DP63
        Builders FirstSource Inc
        12008R107
        
          
        
        103207.00000000
        NS
        USD
        6660979.78000000
        0.524187567906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jefferies Financial Group Inc
        549300HOF34RGOJ5YL07
        Jefferies Financial Group Inc
        47233W109
        
          
        
        104383.00000000
        NS
        USD
        3428981.55000000
        0.269844611221
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICU Medical Inc
        5493003NRW7LS2QZRH60
        ICU Medical Inc
        44930G107
        
          
        
        10709.00000000
        NS
        USD
        2384251.76000000
        0.187629323707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medical Properties Trust Inc
        254900U6E39J1MQCCY14
        Medical Properties Trust Inc
        58463J304
        
          
        
        321759.00000000
        NS
        USD
        6801985.26000000
        0.535284031499
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PS Business Parks Inc
        N/A
        PS Business Parks Inc
        69360J107
        
          
        
        10862.00000000
        NS
        USD
        1825684.96000000
        0.143672761448
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        New York Times Co/The
        529900J1WEMMIW7BOH57
        New York Times Co/The
        650111107
        
          
        
        90074.00000000
        NS
        USD
        4128992.16000000
        0.324932131569
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alcoa Corp
        549300T12EZ1F6PWWU29
        Alcoa Corp
        013872106
        
          
        
        99232.00000000
        NS
        USD
        8933856.96000000
        0.703052239544
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Univar Solutions Inc
        549300VSXHFQVR770L55
        Univar Solutions Inc
        91336L107
        
          
        
        92265.00000000
        NS
        USD
        2965397.10000000
        0.233362710151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Murphy USA Inc
        549300Y081F8XIKQIO72
        Murphy USA Inc
        626755102
        
          
        
        12393.00000000
        NS
        USD
        2478104.28000000
        0.195015072625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P MID 400 EMINI JUN22
        000000000
        
          
        
        72.00000000
        NC
        USD
        919148.84000000
        0.072332661394
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME E-Mini Standard & Poor's MidCap 400 Index Future
                FAM2 INDEX
              
            
            2022-06-17
            18443091.16000000
            USD
            919148.84000000
          
        
        
          N
          N
          N
        
      
      
        CommVault Systems Inc
        65T5VRP62VXG39YFML83
        CommVault Systems Inc
        204166102
        
          
        
        23934.00000000
        NS
        USD
        1588020.90000000
        0.124969725303
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clean Harbors Inc
        5493000SJVZVZJKHJF48
        Clean Harbors Inc
        184496107
        
          
        
        27024.00000000
        NS
        USD
        3016959.36000000
        0.237420415858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boston Beer Co Inc/The
        529900Q02MQ0DCQNRM58
        Boston Beer Co Inc/The
        100557107
        
          
        
        5042.00000000
        NS
        USD
        1958665.74000000
        0.154137719149
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Glacier Bancorp Inc
        549300SMJAUKZB5D7V74
        Glacier Bancorp Inc
        37637Q105
        
          
        
        58522.00000000
        NS
        USD
        2942486.16000000
        0.231559727660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Harley-Davidson Inc
        ZDNAWZWXIKMWI51R2A08
        Harley-Davidson Inc
        412822108
        
          
        
        83059.00000000
        NS
        USD
        3272524.60000000
        0.257532190104
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Visteon Corp
        549300MOVLYHRW4GGW78
        Visteon Corp
        92839U206
        
          
        
        15012.00000000
        NS
        USD
        1638259.56000000
        0.128923269957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hexcel Corp
        S6Q7LW43WUBUHXY2QP69
        Hexcel Corp
        428291108
        
          
        
        45311.00000000
        NS
        USD
        2694645.17000000
        0.212055815313
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gap Inc/The
        T2ZG1WRWZ4BUCMQL9224
        Gap Inc/The
        364760108
        
          
        
        115126.00000000
        NS
        USD
        1620974.08000000
        0.127562984530
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Urban Outfitters Inc
        549300N3DUFR5U6NRN38
        Urban Outfitters Inc
        917047102
        
          
        
        35514.00000000
        NS
        USD
        891756.54000000
        0.070177017091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deckers Outdoor Corp
        5493008LG4W3I6K8J118
        Deckers Outdoor Corp
        243537107
        
          
        
        14682.00000000
        NS
        USD
        4019491.14000000
        0.316314919799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        Encompass Health Corp
        29261A100
        
          
        
        53654.00000000
        NS
        USD
        3815335.94000000
        0.300248872266
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rexford Industrial Realty Inc
        549300MSLO0DF0EMX355
        Rexford Industrial Realty Inc
        76169C100
        
          
        
        86365.00000000
        NS
        USD
        6441965.35000000
        0.506952169333
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SL Green Realty Corp
        549300VQZPJU97H3GT17
        SL Green Realty Corp
        78440X887
        
          
        
        34613.00000000
        NS
        USD
        2809883.34000000
        0.221124513621
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CNX Resources Corp
        549300JK3KH8PWM3B226
        CNX Resources Corp
        12653C108
        
          
        
        108737.00000000
        NS
        USD
        2253030.64000000
        0.177302842916
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wyndham Hotels & Resorts Inc
        549300FE3MQ4RVXXC673
        Wyndham Hotels & Resorts Inc
        98311A105
        
          
        
        50217.00000000
        NS
        USD
        4252877.73000000
        0.334681339310
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adient PLC
        5493002QLDY8O75RTR78
        Adient PLC
        000000000
        
          
        
        50889.00000000
        NS
        USD
        2074744.53000000
        0.163272570271
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Performance Food Group Co
        549300EUK8GR9IT1YK57
        Performance Food Group Co
        71377A103
        
          
        
        83455.00000000
        NS
        USD
        4248694.05000000
        0.334352103505
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thor Industries Inc
        254900XZO1228PDSG060
        Thor Industries Inc
        885160101
        
          
        
        30048.00000000
        NS
        USD
        2364777.60000000
        0.186096799528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valmont Industries Inc
        5493009ZGZJJ8F77JN08
        Valmont Industries Inc
        920253101
        
          
        
        11460.00000000
        NS
        USD
        2734356.00000000
        0.215180869597
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercury Systems Inc
        549300P3B84SGK7HH679
        Mercury Systems Inc
        589378108
        
          
        
        30480.00000000
        NS
        USD
        1964436.00000000
        0.154591811288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chart Industries Inc
        EM7QGKC1GYOF3LSZSL80
        Chart Industries Inc
        16115Q308
        
          
        
        19191.00000000
        NS
        USD
        3296438.07000000
        0.259414066959
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of Hawaii Corp
        5493006Q8BQ8AD8M2U33
        Bank of Hawaii Corp
        062540109
        
          
        
        21730.00000000
        NS
        USD
        1823581.60000000
        0.143507236976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valley National Bancorp
        549300ET52S1UBIB9762
        Valley National Bancorp
        919794107
        
          
        
        227337.00000000
        NS
        USD
        2959927.74000000
        0.232932297417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cousins Properties Inc
        5493007XPYD5EJABN062
        Cousins Properties Inc
        222795502
        
          
        
        80241.00000000
        NS
        USD
        3232909.89000000
        0.254414700009
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lattice Semiconductor Corp
        549300LRBBPZDQ2II567
        Lattice Semiconductor Corp
        518415104
        
          
        
        73828.00000000
        NS
        USD
        4499816.60000000
        0.354114259085
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oshkosh Corp
        549300FEKNPCFSA2B506
        Oshkosh Corp
        688239201
        
          
        
        35910.00000000
        NS
        USD
        3614341.50000000
        0.284431561578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Digital Turbine Inc
        549300D0WZR1VI2QGB24
        Digital Turbine Inc
        25400W102
        
          
        
        47385.00000000
        NS
        USD
        2075936.85000000
        0.163366400209
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coherent Inc
        549300RYOCKUMWACR010
        Coherent Inc
        192479103
        
          
        
        13356.00000000
        NS
        USD
        3650996.16000000
        0.287316109755
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scientific Games Corp
        529900JXALYBOHXKFM62
        Scientific Games Corp
        80874P109
        
          
        
        52070.00000000
        NS
        USD
        3059112.50000000
        0.240737668374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNB Corp/PA
        PCYSKIGYNYFDTBLVZU83
        FNB Corp/PA
        302520101
        
          
        
        182681.00000000
        NS
        USD
        2274378.45000000
        0.178982814477
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dana Inc
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825205
        
          
        
        77501.00000000
        NS
        USD
        1361692.57000000
        0.107158757432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TopBuild Corp
        5493007YSKHOL4RWII46
        TopBuild Corp
        89055F103
        
          
        
        17755.00000000
        NS
        USD
        3220579.45000000
        0.253444352768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blackbaud Inc
        54930056X3HKFMNG3754
        Blackbaud Inc
        09227Q100
        
          
        
        24016.00000000
        NS
        USD
        1437837.92000000
        0.113151035916
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fair Isaac Corp
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp
        303250104
        
          
        
        14165.00000000
        NS
        USD
        6607405.90000000
        0.519971557231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Graco Inc
        4T5VJ4S81BRT6Q7GGT78
        Graco Inc
        384109104
        
          
        
        91595.00000000
        NS
        USD
        6386003.40000000
        0.502548228856
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reliance Steel & Aluminum Co
        549300E287ZOFT3C5Z56
        Reliance Steel & Aluminum Co
        759509102
        
          
        
        33783.00000000
        NS
        USD
        6194113.05000000
        0.487447366942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Republic International Corp
        549300IV6O2YY2A1KH37
        Old Republic International Corp
        680223104
        
          
        
        153807.00000000
        NS
        USD
        3978987.09000000
        0.313127442857
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Park Hotels & Resorts Inc
        5493005UZ5TQN0H6HS73
        Park Hotels & Resorts Inc
        700517105
        
          
        
        127125.00000000
        NS
        USD
        2482751.25000000
        0.195380767160
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FTI Consulting Inc
        549300K17GM8EQD0FQ48
        FTI Consulting Inc
        302941109
        
          
        
        18505.00000000
        NS
        USD
        2909356.10000000
        0.228952548814
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KB Home
        549300LGUCWQURMWLG09
        KB Home
        48666K109
        
          
        
        46161.00000000
        NS
        USD
        1494693.18000000
        0.117625275660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PacWest Bancorp
        549300YI8VMFO7G36V04
        PacWest Bancorp
        695263103
        
          
        
        64540.00000000
        NS
        USD
        2783610.20000000
        0.219056941910
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genpact Ltd
        529900OSEC6Q0L4L5B35
        Genpact Ltd
        000000000
        
          
        
        91892.00000000
        NS
        USD
        3998220.92000000
        0.314641054203
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Ingevity Corp
        5493009UTFC4B5IMGF87
        Ingevity Corp
        45688C107
        
          
        
        21042.00000000
        NS
        USD
        1348160.94000000
        0.106093882225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hanover Insurance Group Inc/The
        JJYR6MFKFF6CF8DBZ078
        Hanover Insurance Group Inc/The
        410867105
        
          
        
        19200.00000000
        NS
        USD
        2870784.00000000
        0.225917107189
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RenaissanceRe Holdings Ltd
        EK6GB9U3U58PDI411C94
        RenaissanceRe Holdings Ltd
        000000000
        
          
        
        23713.00000000
        NS
        USD
        3758747.63000000
        0.295795640223
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        National Fuel Gas Co
        8JB38FFW1Y3C1HM8E841
        National Fuel Gas Co
        636180101
        
          
        
        49314.00000000
        NS
        USD
        3387871.80000000
        0.266609468557
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        Arrow Electronics Inc
        042735100
        
          
        
        36757.00000000
        NS
        USD
        4360482.91000000
        0.343149357449
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BellRing Brands Inc
        549300S3BOK5CMTS8054
        BellRing Brands Inc
        07831C103
        
          
        
        59977.00000000
        NS
        USD
        1384269.16000000
        0.108935428161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SEI Investments Co
        5LJTIFADGZ6XH1RVOC11
        SEI Investments Co
        784117103
        
          
        
        56811.00000000
        NS
        USD
        3420590.31000000
        0.269184260367
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SunPower Corp
        549300TXO070764WUH65
        SunPower Corp
        867652406
        
          
        
        44469.00000000
        NS
        USD
        955194.12000000
        0.075169254250
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Timken Co/The
        B0I35MLPFXZSE70ASS73
        Timken Co/The
        887389104
        
          
        
        37096.00000000
        NS
        USD
        2251727.20000000
        0.177200268360
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-26
      NORTHWESTERN MUTUAL SERIES FUND INC
      Phillip Rinzel
      Phillip Rinzel
      Controller and Chief Accounting Officer
    
  
  XXXX



Index 400 Stock Portfolio

 

SCHEDULE OF INVESTMENTS

March 31, 2022 (unaudited)

 

Common Stocks

(98.5%)

   Shares/
Par +
    Value
$ (000’s)
 

Communication Services (1.7%)

 

 

Cable One, Inc.

     2,672       3,913  

Iridium Communications, Inc. *

     71,362       2,877  

John Wiley & Sons, Inc. - Class A

     23,314       1,236  

The New York Times Co. - Class A

     90,074       4,129  

TEGNA, Inc.

     119,477       2,676  

TripAdvisor, Inc. *

     53,616       1,454  

World Wrestling Entertainment, Inc.- Class A

     23,505       1,468  

Yelp, Inc. *

     36,785       1,255  

Ziff Davis, Inc. *

     25,906       2,507  
    

 

 

 

Total

       21,515  
    

 

 

 

Consumer Discretionary (13.8%)

 

Adient PLC *

     50,889       2,075  

American Eagle Outfitters, Inc.

     83,011       1,395  

AutoNation, Inc. *

     21,467       2,138  

Boyd Gaming Corp.

     44,263       2,912  

Brunswick Corp.

     41,563       3,362  

Callaway Golf Co. *

     63,196       1,480  

Capri Holdings, Ltd. *

     79,569       4,089  

Carter’s, Inc.

     22,693       2,087  

Choice Hotels International, Inc.

     17,721       2,512  

Churchill Downs, Inc.

     18,555       4,115  

Columbia Sportswear Co.

     18,678       1,691  

Cracker Barrel Old Country Store, Inc.

     12,645       1,501  

Crocs, Inc. *

     31,779       2,428  

Dana Holding Corp.

     77,501       1,362  

Deckers Outdoor
Corp. *

     14,682       4,019  

Dick’s Sporting Goods, Inc.

     33,915       3,392  

Five Below, Inc. *

     30,193       4,782  

Foot Locker, Inc.

     46,891       1,391  

Fox Factory Holding Corp. *

     22,607       2,214  

GameStop Corp. - Class A *

     33,330       5,552  

The Gap, Inc.

     115,126       1,621  

Gentex Corp.

     127,783       3,727  

The Goodyear Tire & Rubber Co. *

     150,863       2,156  

Graham Holdings Co. - Class B

     2,143       1,310  

Grand Canyon Education, Inc. *

     21,277       2,066  

 

Common Stocks

(98.5%)

  

Shares/

Par +

   

Value

$ (000’s)

 

Consumer Discretionary continued

 

H&R Block, Inc.

     88,906       2,315  

Hanesbrands, Inc.

     188,510       2,807  

Harley-Davidson, Inc.

     83,059       3,272  

Helen of Troy, Ltd. *

     13,034       2,553  

KB Home

     46,161       1,495  

Kohl’s Corp.

     75,011       4,535  

Lear Corp.

     32,240       4,597  

Leggett & Platt, Inc.

     72,057       2,508  

Lithia Motors, Inc. - Class A

     16,323       4,899  

Macy’s, Inc.

     161,340       3,930  

Marriott Vacations Worldwide Corp.

     22,978       3,624  

Mattel, Inc. *

     188,802       4,193  

Murphy USA, Inc.

     12,393       2,478  

Nordstrom, Inc.

     59,886       1,623  

Ollie’s Bargain Outlet Holdings, Inc. *

     31,544       1,355  

Papa John’s International, Inc.

     17,372       1,829  

Polaris, Inc.

     30,762       3,240  

RH *

     9,380       3,059  

Scientific Games Corp. - Class A *

     52,070       3,059  

Service Corp. International

     88,956       5,855  

Six Flags Entertainment Corp. *

     41,786       1,818  

Skechers USA, Inc. - Class A *

     72,783       2,967  

Taylor Morrison Home Corp. *

     66,313       1,805  

Tempur Sealy International, Inc.

     103,859       2,900  

Texas Roadhouse, Inc.

     37,618       3,150  

Thor Industries, Inc.

     30,048       2,365  

Toll Brothers, Inc.

     60,746       2,856  

TopBuild Corp. *

     17,755       3,221  

Travel + Leisure Co.

     46,610       2,701  

TRI Pointe Homes, Inc. *

     59,515       1,195  

Urban Outfitters, Inc. *

     35,514       892  

Victoria’s Secret & Co. *

     39,006       2,003  

Visteon Corp. *

     15,012       1,638  

The Wendy’s Co.

     94,819       2,083  

Williams-Sonoma, Inc.

     39,319       5,701  

Wingstop, Inc.

     16,012       1,879  

Wyndham Hotels & Resorts, Inc.

     50,217       4,253  

YETI Holdings, Inc. *

     47,319       2,838  
    

 

 

 

Total

       174,868  
    

 

 

 

 

 

Common Stocks

(98.5%)

   Shares/
Par +
    Value
$ (000’s)
 

Consumer Staples (3.6%)

 

 

BellRing Brands, Inc. *

     59,977       1,384  

BJ’s Wholesale Club Holdings, Inc. *

     73,318       4,957  

The Boston Beer Co., Inc. - Class A *

     5,042       1,959  

Casey’s General Stores, Inc.

     20,024       3,968  

Coty, Inc. - Class A *

     184,682       1,660  

Darling Ingredients, Inc. *

     87,205       7,009  

Energizer Holdings, Inc.

     35,271       1,085  

Flowers Foods, Inc.

     107,450       2,763  

Grocery Outlet Holding Corp. *

     47,237       1,548  

The Hain Celestial Group, Inc. *

     49,048       1,687  

Ingredion, Inc.

     35,959       3,134  

Lancaster Colony Corp.

     10,728       1,600  

Nu Skin Enterprises, Inc.

     26,726       1,280  

Performance Food Group Co. *

     83,455       4,249  

Pilgrim’s Pride Corp. *

     26,436       664  

Post Holdings, Inc. *

     30,563       2,117  

Sanderson Farms, Inc.

     11,388       2,135  

Sprouts Farmers Market, Inc. *

     60,550       1,936  
    

 

 

 

Total

       45,135  
    

 

 

 

Energy (3.5%)

    

Antero Midstream Corp.

     175,183       1,904  

ChampionX Corp. *

     109,124       2,671  

CNX Resources
Corp. *

     108,737       2,253  

DT Midstream, Inc.

     52,247       2,835  

EQT Corp.

     162,117       5,579  

Equitrans Midstream Corp.

     219,423       1,852  

HF Sinclair Corp. *

     80,661       3,214  

Murphy Oil Corp.

     78,351       3,165  

NOV, Inc.

     211,628       4,150  

PDC Energy, Inc.

     52,488       3,815  

Range Resources Corp. *

     134,606       4,089  

Targa Resources Corp.

     123,391       9,312  
    

 

 

 

Total

       44,839  
    

 

 

 
 


Index 400 Stock Portfolio

 

Common Stocks

(98.5%)

  

Shares/

Par +

    

Value

$ (000’s)

 

Financials (14.0%)

     

Affiliated Managers Group, Inc.

     21,920        3,090  

Alleghany Corp. *

     7,381        6,252  

American Financial Group, Inc.

     35,655        5,192  

Associated Banc-Corp.

     80,319        1,828  

Bank of Hawaii Corp.

     21,730        1,824  

Bank OZK

     65,287        2,788  

Brighthouse Financial, Inc. *

     41,824        2,161  

Cadence Bank

     101,629        2,974  

Cathay General Bancorp

     40,670        1,820  

CNO Financial Group, Inc.

     64,696        1,623  

Commerce Bancshares, Inc.

     59,607        4,267  

Cullen / Frost Bankers, Inc.

     30,689        4,248  

East West Bancorp, Inc.

     76,430        6,039  

Essent Group, Ltd.

     59,647        2,458  

Evercore, Inc. - Class A

     21,073        2,346  

F.N.B. Corp.

     182,681        2,274  

Federated Hermes, Inc.

     51,995        1,771  

First American Financial Corp.

     59,150        3,834  

First Financial Bankshares, Inc.

     69,191        3,053  

First Horizon Corp.

     287,712        6,758  

FirstCash Holdings, Inc.

     21,602        1,519  

Fulton Financial Corp.

     86,709        1,441  

Glacier Bancorp, Inc.

     58,522        2,942  

Hancock Whitney Corp.

     46,906        2,446  

The Hanover Insurance Group, Inc.

     19,200        2,871  

Home BancShares, Inc.

     81,360        1,839  

Interactive Brokers Group, Inc. - Class A

     47,123        3,106  

International Bancshares Corp.

     28,743        1,213  

Janus Henderson Group PLC

     90,883        3,183  

Jefferies Financial Group, Inc.

     104,383        3,429  

Kemper Corp.

     32,316        1,827  

Kinsale Capital Group, Inc.

     11,580        2,640  

Mercury General Corp.

     14,290        786  

MGIC Investment Corp.

     173,060        2,345  

Navient Corp.

     82,699        1,409  

New York Community Bancorp, Inc.

     251,045        2,691  

Old National Bancorp

     159,431        2,611  

Old Republic International Corp.

     153,807        3,979  

PacWest Bancorp

     64,540        2,784  

 

Common Stocks

(98.5%)

   Shares/
Par +
   

Value

$ (000’s)

 

Financials continued

 

 

Pinnacle Financial Partners, Inc.

     41,027       3,778  

Primerica, Inc.

     21,309       2,915  

PROG Holdings, Inc. *

     30,357       873  

Prosperity Bancshares, Inc.

     49,694       3,448  

Reinsurance Group of America, Inc.

     36,222       3,965  

RenaissanceRe Holdings, Ltd.

     23,713       3,759  

RLI Corp.

     21,530       2,382  

SEI Investments Co.

     56,811       3,421  

Selective Insurance Group, Inc.

     32,483       2,903  

SLM Corp.

     150,509       2,763  

Stifel Financial Corp.

     56,329       3,825  

Synovus Financial Corp.

     78,157       3,830  

Texas Capital Bancshares, Inc. *

     27,343       1,567  

UMB Financial Corp.

     23,286       2,262  

Umpqua Holdings Corp.

     116,342       2,194  

United Bankshares, Inc.

     73,672       2,570  

Unum Group

     110,289       3,475  

Valley National Bancorp

     227,337       2,960  

Voya Financial, Inc.

     58,199       3,861  

Washington Federal, Inc.

     34,903       1,146  

Webster Financial Corp.

     96,796       5,432  

Wintrust Financial Corp.

     30,764       2,859  
    

 

 

 

Total

       177,849  
    

 

 

 

Health Care (8.8%)

 

 

Acadia Healthcare Co.,
Inc. *

     48,525       3,180  

Amedisys, Inc. *

     17,594       3,031  

Arrowhead Pharmaceuticals, Inc. *

     56,963       2,620  

Bruker Corp.

     54,798       3,524  

Chemed Corp.

     8,295       4,202  

Encompass Health Corp.

     53,654       3,815  

Envista Holdings Corp. *

     86,974       4,236  

Exelixis, Inc. *

     170,543       3,866  

Globus Medical, Inc. - Class A *

     42,652       3,147  

Haemonetics Corp. *

     27,613       1,746  

Halozyme Therapeutics, Inc. *

     75,958       3,029  

HealthEquity, Inc. *

     45,117       3,043  

ICU Medical, Inc. *

     10,709       2,384  

 

Common Stocks

(98.5%)

  

Shares/

Par +

   

Value

$ (000’s)

 

Health Care continued

 

 

Integra LifeSciences Holdings Corp. *

     39,141       2,515  

Jazz Pharmaceuticals PLC *

     33,123       5,156  

LHC Group, Inc. *

     17,108       2,884  

LivaNova PLC *

     28,680       2,347  

Masimo Corp. *

     27,378       3,985  

Medpace Holdings,
Inc. *

     15,527       2,540  

Neogen Corp. *

     57,895       1,785  

Neurocrine Biosciences, Inc. *

     51,100       4,791  

NuVasive, Inc. *

     27,968       1,586  

Option Care Health, Inc. *

     74,683       2,133  

Patterson Cos., Inc.

     46,849       1,516  

Penumbra, Inc. *

     18,930       4,205  

Perrigo Co. PLC

     72,235       2,776  

Progyny, Inc. *

     37,523       1,929  

Quidel Corp. *

     20,361       2,290  

R1 RCM, Inc. *

     71,753       1,920  

Repligen Corp. *

     27,709       5,212  

STAAR Surgical Co. *

     25,671       2,051  

Syneos Health, Inc. *

     55,857       4,522  

Tandem Diabetes Care, Inc. *

     34,247       3,983  

Tenet Healthcare
Corp. *

     57,738       4,963  

United Therapeutics
Corp. *

     24,273       4,355  
    

 

 

 

Total

       111,267  
    

 

 

 

Industrials (17.4%)

    

Acuity Brands, Inc.

     18,879       3,574  

AECOM

     76,186       5,852  

AGCO Corp.

     33,068       4,829  

ASGN, Inc. *

     28,098       3,279  

Avis Budget Group,
Inc. *

     21,597       5,687  

Axon Enterprise, Inc. *

     36,894       5,081  

The Brink’s Co.

     26,399       1,795  

Builders FirstSource, Inc. *

     103,207       6,661  

Carlisle Cos., Inc.

     28,174       6,929  

Chart Industries, Inc. *

     19,191       3,296  

Clean Harbors, Inc. *

     27,024       3,017  

Colfax Corp. *

     73,405       2,921  

Crane Co.

     26,944       2,918  

Curtiss-Wright Corp.

     21,165       3,178  

Donaldson Co., Inc.

     66,618       3,460  

Dycom Industries, Inc. *

     16,305       1,553  

EMCOR Group, Inc.

     28,808       3,245  

EnerSys

     22,221       1,657  

Flowserve Corp.

     69,975       2,512  

Fluor Corp. *

     76,210       2,186  

FTI Consulting, Inc. *

     18,505       2,909  

GATX Corp.

     19,063       2,351  

Graco, Inc.

     91,595       6,386  
 


Index 400 Stock Portfolio

 

Common Stocks
(98.5%)
   Shares/
Par +
    

Value

$ (000’s)

 

Industrials continued

 

  

GXO Logistics, Inc. *

     53,141        3,791  

Hexcel Corp.

     45,311        2,695  

Hubbell, Inc.

     29,350        5,394  

IAA, Inc. *

     72,796        2,784  

Insperity, Inc.

     19,218        1,930  

ITT, Inc.

     46,174        3,473  

JetBlue Airways Corp. *

     170,953        2,556  

Kennametal, Inc.

     44,788        1,281  

Kirby Corp. *

     32,291        2,331  

Knight-Swift Transportation Holdings, Inc.

     89,448        4,514  

Landstar System, Inc.

     20,326        3,066  

Lennox International, Inc.

     18,133        4,676  

Lincoln Electric Holdings, Inc.

     31,811        4,384  

ManpowerGroup, Inc.

     29,281        2,750  

MasTec, Inc. *

     31,774        2,768  

Mercury Systems, Inc. *

     30,480        1,964  

The Middleby Corp. *

     29,972        4,914  

MillerKnoll, Inc.

     40,564        1,402  

MSA Safety, Inc.

     19,589        2,599  

MSC Industrial Direct Co., Inc. - Class A

     25,322        2,158  

nVent Electric PLC

     90,802        3,158  

Oshkosh Corp.

     35,910        3,614  

Owens Corning, Inc.

     54,185        4,958  

Regal Rexnord Corp.

     36,536        5,436  

Ryder System, Inc.

     28,957        2,297  

Saia, Inc. *

     14,195        3,461  

Simpson Manufacturing Co., Inc.

     23,457        2,558  

Stericycle, Inc. *

     49,614        2,923  

Sunrun, Inc. *

     111,616        3,390  

Terex Corp.

     37,785        1,347  

Tetra Tech, Inc.

     29,084        4,797  

The Timken Co.

     37,096        2,252  

The Toro Co.

     56,566        4,836  

Trex Co., Inc. *

     62,054        4,054  

Trinity Industries, Inc.

     44,193        1,518  

Univar Solutions, Inc. *

     92,265        2,965  

Valmont Industries, Inc.

     11,460        2,734  

Vicor Corp. *

     11,488        811  

Watsco, Inc.

     17,788        5,419  

Watts Water Technologies, Inc. - Class A

     14,796        2,065  

Werner Enterprises, Inc.

     32,157        1,318  

Woodward, Inc.

     33,987        4,245  

XPO Logistics, Inc. *

     53,170        3,871  
     

 

 

 

Total

        220,733  
     

 

 

 

 

Common Stocks

(98.5%)

  

Shares/

Par +

    

Value

$ (000’s)

 

Information Technology (14.8%)

 

  

ACI Worldwide, Inc. *

     63,132        1,988  

Alliance Data Systems Corp.

     26,822        1,506  

Amkor Technology, Inc.

     53,688        1,166  

Arrow Electronics, Inc. *

     36,757        4,360  

Aspen Technology, Inc. *

     35,926        5,941  

Avnet, Inc.

     53,162        2,158  

Azenta, Inc.

     40,401        3,348  

Belden, Inc.

     24,042        1,332  

Blackbaud, Inc. *

     24,016        1,438  

CACI International, Inc. - Class A *

     12,572        3,787  

Calix, Inc. *

     29,600        1,270  

CDK Global, Inc.

     63,008        3,067  

Ciena Corp. *

     83,550        5,066  

Cirrus Logic, Inc. *

     30,927        2,622  

Cognex Corp.

     95,274        7,350  

Coherent, Inc. *

     13,356        3,651  

CommVault Systems, Inc. *

     23,934        1,588  

Concentrix Corp.

     23,120        3,851  

Digital Turbine, Inc. *

     47,385        2,076  

Envestnet, Inc. *

     29,345        2,184  

Euronet Worldwide, Inc. *

     28,500        3,709  

Fair Isaac Corp. *

     14,165        6,607  

First Solar, Inc. *

     53,296        4,463  

Genpact, Ltd.

     91,892        3,998  

II-VI, Inc. *

     57,328        4,156  

Jabil Circuit, Inc.

     77,381        4,777  

KBR, Inc.

     75,591        4,137  

Kyndryl Holdings, Inc. *

     97,079        1,274  

Lattice Semiconductor Corp. *

     73,828        4,500  

Littelfuse, Inc.

     13,290        3,315  

LiveRamp Holdings, Inc. *

     36,854        1,378  

Lumentum Holdings, Inc. *

     38,951        3,802  

Manhattan Associates, Inc. *

     34,024        4,719  

MAXIMUS, Inc.

     33,452        2,507  

Mimecast, Ltd. *

     33,612        2,674  

MKS Instruments, Inc.

     29,905        4,486  

National Instruments Corp.

     71,217        2,891  

NCR Corp. *

     71,258        2,864  

Paylocity Holding

Corp. *

     21,378        4,399  

Power Integrations, Inc.

     31,917        2,958  

Qualys, Inc. *

     18,032        2,568  

Sabre Corp. *

     174,556        1,995  

SailPoint Technologies Holdings, Inc. *

     50,226        2,571  

Science Applications International Corp.

     30,660        2,826  

Semtech Corp. *

     34,609        2,400  

 

Common Stocks

(98.5%)

   Shares/
Par +
    

Value

$ (000’s)

 

Information Technology continued

 

Silicon Laboratories, Inc. *

     20,604        3,095  

Sitime Corp. *

     8,082        2,003  

SunPower Corp. *

     44,469        955  

Synaptics, Inc. *

     21,311        4,252  

SYNNEX Corp.

     22,258        2,297  

Teradata Corp. *

     58,550        2,886  

Universal Display Corp.

     23,368        3,901  

ViaSat, Inc. *

     39,943        1,949  

Vishay Intertechnology, Inc.

     71,103        1,394  

Vontier Corp.

     90,779        2,305  

Western Union Co.

     212,499        3,982  

WEX, Inc. *

     24,152        4,310  

Wolfspeed, Inc. *

     66,605        7,584  

Xerox Holdings Corp.

     66,025        1,332  
     

 

 

 

Total

        187,968  
     

 

 

 

Materials (7.5%)

     

Alcoa Corp.

     99,232        8,934  

AptarGroup, Inc.

     35,498        4,171  

Ashland Global Holdings, Inc.

     28,584        2,813  

Avient Corp.

     49,139        2,359  

Cabot Corp.

     30,383        2,078  

The Chemours Co.

     86,388        2,719  

Cleveland-Cliffs, Inc. *

     257,650        8,299  

CMC Materials, Inc.

     15,424        2,860  

Commercial Metals Co.

     65,571        2,729  

Eagle Materials, Inc.

     21,326        2,737  

Grief, Inc. - Class A

     14,236        926  

Ingevity Corp. *

     21,042        1,348  

Louisiana-Pacific Corp.

     47,458        2,948  

Minerals Technologies, Inc.

     17,917        1,185  

NewMarket Corp.

     3,668        1,190  

Olin Corp.

     76,087        3,978  

Reliance Steel & Aluminum Co.

     33,783        6,194  

Royal Gold, Inc.

     35,381        4,999  

RPM International, Inc.

     69,986        5,700  

The Scotts Miracle-Gro Co. - Class A

     21,880        2,690  

Sensient Technologies Corp.

     22,566        1,894  

Silgan Holdings, Inc.

     45,270        2,093  

Sonoco Products Co.

     53,082        3,321  

Steel Dynamics, Inc.

     101,559        8,473  

United States Steel Corp.

     140,614        5,307  

Valvoline, Inc.

     96,408        3,043  

Worthington Industries, Inc.

     17,514        900  
     

 

 

 

Total

        95,888  
     

 

 

 
 


Index 400 Stock Portfolio

 

Common Stocks

(98.5%)

  

Shares/

Par +

    

Value

$ (000’s)

 

Real Estate (9.9%)

 

  

American Campus Communities, Inc.

     75,011        4,198  

Apartment Income REIT Corp.

     84,645        4,525  

Brixmor Property Group, Inc.

     160,736        4,149  

Camden Property Trust

     55,093        9,156  

Corporate Office Properties Trust

     60,660        1,731  

Cousins Properties, Inc.

     80,241        3,233  

Douglas Emmett, Inc.

     94,677        3,164  

EastGroup Properties, Inc.

     21,929        4,458  

EPR Properties

     40,330        2,206  

First Industrial Realty Trust, Inc.

     70,223        4,348  

Healthcare Realty Trust, Inc.

     79,230        2,177  

Highwoods Properties, Inc.

     56,354        2,578  

Hudson Pacific

     

Properties, Inc.

     82,221        2,282  

JBG SMITH Properties

     61,359        1,793  

Jones Lang LaSalle, Inc. *

     27,207        6,515  

Kilroy Realty Corp.

     56,615        4,327  

Kite Realty Group Trust

     117,675        2,679  

Lamar Advertising Co. - Class A

     46,791        5,436  

Life Storage, Inc.

     44,199        6,207  

The Macerich Co.

     115,053        1,799  

Medical Properties Trust, Inc.

     321,759        6,802  

National Retail Properties, Inc.

     94,788        4,260  

 

Common Stocks

(98.5%)

  

Shares/

Par +

    

Value

$ (000’s)

 

Real Estate continued

 

  

National Storage Affiliates Trust

     44,237        2,776  

OMEGA Healthcare Investors, Inc.

     128,891        4,016  

Park Hotels & Resorts, Inc.

     127,125        2,483  

Pebblebrook Hotel Trust

     70,800        1,733  

Physicians Realty Trust

     119,121        2,089  

PotlatchDeltic Corp.

     37,084        1,955  

PS Business Parks, Inc.

     10,862        1,826  

Rayonier, Inc.

     78,417        3,225  

Rexford Industrial Realty, Inc.

     86,365        6,442  

Sabra Health Care REIT, Inc.

     123,442        1,838  

SL Green Realty Corp.

     34,613        2,810  

Spirit Realty Capital, Inc.

     68,648        3,159  

STORE Capital Corp.

     132,450        3,872  
     

 

 

 

Total

        126,247  
     

 

 

 

Utilities (3.5%)

     

ALLETE, Inc.

     28,379        1,901  

Black Hills Corp.

     34,291        2,641  

Essential Utilities, Inc.

     123,874        6,334  

Hawaiian Electric

     

Industries, Inc.

     59,053        2,498  

IDACORP, Inc.

     27,256        3,144  

MDU Resources Group, Inc.

     109,790        2,926  

National Fuel Gas Co.

     49,314        3,388  

New Jersey Resources Corp.

     51,596        2,366  

NorthWestern Corp.

     29,073        1,759  

OGE Energy Corp.

     107,865        4,399  

Common Stocks

(98.5%)

  

Shares/

Par +

  

Value

$ (000’s)

Utilities continued

     

ONE Gas, Inc.

   28,951    2,555

PNM Resources, Inc.

   46,101    2,198

Southwest Gas Holdings, Inc.

   35,504    2,779

Spire, Inc.

   27,910    2,003

UGI Corp.

   113,126    4,097
     

 

Total

      44,988
     

 

Total Common Stocks
(Cost: $874,617)

   1,251,297
     

 

Short-Term

Investments (1.5%)

         

Governments (0.1%)

     

US Treasury
0.000%, 6/30/22 b

   1,255,000    1,254

Total

      1,254
     

 

Money Market Funds (1.4%)

  

State Street Institutional U.S. Government Money Market Fund - Premier Class 0.250% #

  

17,744,197

   17,744

Total

      17,744
     

 

Total Short-Term Investments
(Cost: $18,998)

   18,998
     

 

Total Investments (100.0%)
(Cost: $893,615)@

   1,270,295
     

 

Other Assets, Less
Liabilities (0.0%)

      274
     

 

Net Assets (100.0%)

   1,270,569
     

 

 

Exchange Traded or Centrally Cleared Derivatives

Futures

 

Issuer  

Long/

Short

    Currency    

Notional Par

(000’s)

   

Number

of
Contracts

   

Expiration

Date

   

Notional Value

(000’s)

   

Unrealized

Appreciation/

(Depreciation)

(000’s)

   

Variation Margin

(000’s)

 

E-Mini S&P MidCap 400 Futures

    Long       USD       7       73       6/22     $     19,631      $ 915     $ (295)    
             

 

 

 
               $         915     $ (295)    
             

 

 

 

 

     Financial Derivative Assets             Financial Derivative Liabilities                      
                               Market Value  
     Variation Margin (000’s)     

Variation Margin (000’s)

    (000’s)  
     Swaps      Futures      Total      Swaps      Futures     Total    

Options

 

Total Exchange-Traded or

   $                 –      $             –      $             –      $                 –      $            (295   $             (295   $                 –      

Centrally Cleared Derivatives

                                                            


Index 400 Stock Portfolio

 

+

All par is stated in U.S. Dollar unless otherwise noted.

*

Non income producing

b

Cash or securities with an aggregate value of $1,254 (in thousands) has been pledged as collateral for futures, swap contracts outstanding, short sales, when issued securities or written options on 3/31/2022.

#

7-Day yield as of 3/31/2022.

@

At March 31, 2022, the aggregate cost of investments, including derivatives, for federal tax purposes (in thousands) was $893,615 and the net unrealized appreciation of investments based on that cost was $377,596 which is comprised of $416,848 aggregate gross unrealized appreciation and $39,252 aggregate gross unrealized depreciation. Because tax adjustments are calculated annually, these amounts do not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to the Financial Statements section in the Portfolio’s most recent annual report.

The Fair Value Measurements and Disclosures Topic of the FASB Accounting Standards Codification defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes and requires disclosure of a fair value hierarchy, separately for each major category of asset and liability, which segregates fair value measurements into levels. A summary of the fair value hierarchy is described below:

Level 1 - fair value is determined by unadjusted quoted prices in active markets for identical securities or derivatives

Level 2 - fair value is determined by other significant observable inputs

Level 3 - fair value is determined by significant unobservable inputs

The categorization of a value determined for a financial instrument within the hierarchy is based upon the pricing transparency of the instrument and does not necessarily correspond to the Portfolio’s perceived risk of that instrument.

The following is a summary of the inputs used in valuing the Portfolio’s Investments at March 31, 2022.

 

     Valuation Inputs  
Description    Level 1 - Quoted
Prices
    

Level 2 - Other
Significant

Observable Inputs

    

Level 3

- Significant

    Unobservable    

Inputs

 
     (Amounts in thousands)  

Assets:

        

Common Stocks

    $ 1,251,297      $      $  

Short-Term Investments

        

Money Market Funds

     17,744                

All Others

            1,254         

Other Financial Instruments^

        

Futures

     915                
  

 

 

 

Total Assets:

    $ 1,269,956      $ 1,254      $  
  

 

 

 

^ Other financial instruments are derivative instruments such as futures and forward foreign currency contracts, which are valued at the unrealized appreciation (depreciation) on the instrument, and securities sold short, reverse repurchase agreements, written options and swaps contracts, which are valued at market value.


Abbreviations

Abbreviations that may be used in the preceding statements

 

ADR   American Depositary Receipt
AFC   Available Funds Cap security - Security accrues interest at an assumed or uncapped rate. If the interest rate on the underlying loans is lower than the uncapped rate, then the security will pay at the lower rate.
CSTR   Collateral Strip Rate security - interest is based on the weighted net interest rate of the collateral.
EXE   Security receives collateral principal and interest paid which exceeds the amount of principal and income obligated to all bonds in the deal.
IO   Interest Only Security
PO   Principal Only Security
GDR   Global Depositary Receipt
GO   General Obligation
RB   Revenue Bond
CPURNSA   U.S. Consumer Price Index - All Urban Consumers - Not Seasonally Adjusted
LIBOR   London Interbank Offered Rate
SOFR   Secured Overnight Financing Rate
ICE   Intercontinental Exchange
SONIO   Sterling Overnight Interbank Average Rate
DAC   Designated Activity Company
TBA   To Be Announced
OIS   Overnight Index Swaps
DIFC   Dubai International Financial Centre
EURIBOR   Euro Interbank Offered Rate
SDR   Swedish Depository Receipt
ETF   Exchange Traded Fund
Currency Abbreviations
ARS   Argentine Peso
AUD   Australian Dollar
BRL   Brazilian Real
CAD   Canadian Dollar
CHF   Swiss Franc
CNH   Chinese Yuan Renminbi - Offshore
CNY   Chinese Yuan Renminbi
DKK   Danish Krone
EUR   Euro
GBP   British Pound
HKD   Hong Kong Dollar
IDR   Indonesian Rupiah
INR   Indian Rupee
JPY   Japanese Yen
KES   Kenyan Shilling
KRW   South Korean Won
MXN   Mexican New Peso
NOK   Norwegian Krone
NZD   New Zealand Dollar
PHP   Philippines Peso
PLN   Polish Zloty
RUB   Russian Ruble
SEK   Swedish Krona
THB   Thai Baht
TWD   Taiwan Dollar
USD   United States Dollar
ZAR   South African Rand


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